PREVIEW / futures_30min / 2015-11-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-17.parquet
  size:    79 KB
  rows:    2,997

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-11-17 00:00:00	ES	Futures	2195.47	2196.54	2195.47	2196.0	1603.0
2015-11-17 00:30:00	ES	Futures	2195.73	2196.27	2194.13	2194.4	1982.0
2015-11-17 01:00:00	ES	Futures	2194.13	2195.73	2193.86	2194.66	2257.0
2015-11-17 01:30:00	ES	Futures	2194.66	2195.73	2194.13	2194.13	1893.0
2015-11-17 02:00:00	ES	Futures	2194.13	2194.4	2190.38	2190.92	6826.0
2015-11-17 02:30:00	ES	Futures	2191.19	2192.79	2189.85	2191.72	5862.0
2015-11-17 03:00:00	ES	Futures	2191.72	2193.59	2189.58	2192.79	14052.0
2015-11-17 03:30:00	ES	Futures	2192.52	2197.61	2192.26	2195.73	12911.0
2015-11-17 04:00:00	ES	Futures	2196.0	2197.61	2194.66	2197.61	8804.0
2015-11-17 04:30:00	ES	Futures	2197.61	2201.89	2197.34	2199.75	14061.0
2015-11-17 05:00:00	ES	Futures	2199.75	2201.62	2199.48	2200.82	9102.0
2015-11-17 05:30:00	ES	Futures	2201.09	2203.23	2198.94	2201.62	12221.0
2015-11-17 06:00:00	ES	Futures	2201.62	2204.03	2201.35	2202.16	11319.0
2015-11-17 06:30:00	ES	Futures	2202.42	2202.96	2199.75	2199.75	9858.0
2015-11-17 07:00:00	ES	Futures	2199.75	2201.35	2198.68	2199.48	12110.0
2015-11-17 07:30:00	ES	Futures	2199.48	2200.02	2197.07	2199.48	14719.0
2015-11-17 08:00:00	ES	Futures	2199.48	2199.48	2196.8	2197.34	10882.0
2015-11-17 08:30:00	ES	Futures	2197.61	2201.89	2197.07	2200.82	21719.0
2015-11-17 09:00:00	ES	Futures	2200.82	2200.82	2196.8	2197.34	18629.0
2015-11-17 09:30:00	ES	Futures	2197.07	2197.61	2189.31	2194.93	175744.0
2015-11-17 10:00:00	ES	Futures	2194.4	2196.27	2190.92	2195.73	115994.0
2015-11-17 10:30:00	ES	Futures	2196.0	2205.37	2195.2	2203.23	131348.0
2015-11-17 11:00:00	ES	Futures	2203.23	2205.1	2200.82	2204.56	82610.0
2015-11-17 11:30:00	ES	Futures	2204.83	2208.58	2204.03	2205.63	85763.0
2015-11-17 12:00:00	ES	Futures	2205.63	2208.04	2201.89	2202.42	54458.0
2015-11-17 12:30:00	ES	Futures	2202.69	2203.76	2196.8	2200.82	81487.0
2015-11-17 13:00:00	ES	Futures	2201.09	2203.49	2194.4	2195.2	69789.0
2015-11-17 13:30:00	ES	Futures	2194.93	2201.35	2194.13	2200.82	77237.0
2015-11-17 14:00:00	ES	Futures	2200.82	2202.96	2192.26	2192.79	80426.0
2015-11-17 14:30:00	ES	Futures	2192.79	2193.86	2186.9	2193.33	113708.0
2015-11-17 15:00:00	ES	Futures	2193.33	2193.86	2185.03	2190.11	111441.0
2015-11-17 15:30:00	ES	Futures	2190.38	2194.93	2187.71	2190.65	148920.0
2015-11-17 16:00:00	ES	Futures	2190.65	2193.86	2190.38	2193.59	53218.0
2015-11-17 16:30:00	ES	Futures	2193.86	2196.27	2193.33	2193.86	6396.0
2015-11-17 18:00:00	ES	Futures	2193.86	2194.13	2192.26	2192.79	2348.0
2015-11-17 18:30:00	ES	Futures	2192.79	2193.59	2191.45	2191.45	1506.0
2015-11-17 19:00:00	ES	Futures	2191.72	2193.33	2191.19	2191.72	2220.0
2015-11-17 19:30:00	ES	Futures	2191.45	2191.72	2189.58	2191.19	3459.0
2015-11-17 20:00:00	ES	Futures	2191.19	2193.86	2191.19	2193.59	3038.0
2015-11-17 20:30:00	ES	Futures	2193.59	2194.4	2192.79	2193.06	2354.0
2015-11-17 21:00:00	ES	Futures	2193.33	2193.86	2192.26	2193.59	1333.0
2015-11-17 21:30:00	ES	Futures	2193.59	2194.66	2193.06	2193.86	1105.0
2015-11-17 22:00:00	ES	Futures	2194.13	2194.13	2192.26	2192.26	1712.0
2015-11-17 22:30:00	ES	Futures	2192.26	2192.52	2190.65	2192.26	1827.0
2015-11-17 23:00:00	ES	Futures	2192.26	2192.79	2191.19	2191.19	883.0
2015-11-17 23:30:00	ES	Futures	2191.45	2192.26	2190.11	2191.99	1775.0
2015-11-17 00:00:00	NQ	Futures	5414.52	5416.89	5414.22	5414.82	354.0
2015-11-17 00:30:00	NQ	Futures	5414.82	5415.71	5410.37	5410.37	404.0
2015-11-17 01:00:00	NQ	Futures	5410.37	5413.63	5409.48	5411.55	406.0
2015-11-17 01:30:00	NQ	Futures	5411.26	5413.33	5410.37	5410.66	266.0

> showing 50 of 2,997 rows — these rows as CSV

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