PREVIEW / futures_30min / 2015-11-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-18.parquet
  size:    83 KB
  rows:    2,995

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
2015-11-18 00:00:00	ES	Futures	2191.99	2192.52	2189.85	2190.38	1896.0
2015-11-18 00:30:00	ES	Futures	2190.11	2191.19	2189.04	2190.65	2109.0
2015-11-18 01:00:00	ES	Futures	2190.65	2191.19	2190.11	2190.65	1334.0
2015-11-18 01:30:00	ES	Futures	2190.65	2190.92	2189.85	2190.38	832.0
2015-11-18 02:00:00	ES	Futures	2190.38	2191.99	2189.85	2190.92	3817.0
2015-11-18 02:30:00	ES	Futures	2190.92	2191.19	2189.04	2190.11	3842.0
2015-11-18 03:00:00	ES	Futures	2190.11	2191.45	2187.44	2188.51	17316.0
2015-11-18 03:30:00	ES	Futures	2188.51	2191.19	2188.24	2189.58	5280.0
2015-11-18 04:00:00	ES	Futures	2189.31	2191.19	2187.71	2189.58	6552.0
2015-11-18 04:30:00	ES	Futures	2189.31	2190.65	2188.51	2189.58	4868.0
2015-11-18 05:00:00	ES	Futures	2189.58	2189.58	2186.64	2188.78	6602.0
2015-11-18 05:30:00	ES	Futures	2188.78	2189.85	2187.97	2187.97	7031.0
2015-11-18 06:00:00	ES	Futures	2188.24	2193.59	2188.24	2193.59	8646.0
2015-11-18 06:30:00	ES	Futures	2193.33	2196.54	2192.52	2196.54	8995.0
2015-11-18 07:00:00	ES	Futures	2196.8	2198.41	2195.73	2196.54	11189.0
2015-11-18 07:30:00	ES	Futures	2196.8	2197.07	2194.4	2195.2	8248.0
2015-11-18 08:00:00	ES	Futures	2195.47	2197.61	2194.66	2197.34	9615.0
2015-11-18 08:30:00	ES	Futures	2197.34	2201.35	2194.66	2200.55	29808.0
2015-11-18 09:00:00	ES	Futures	2200.55	2200.82	2197.34	2197.87	19562.0
2015-11-18 09:30:00	ES	Futures	2197.87	2205.37	2197.07	2202.42	187438.0
2015-11-18 10:00:00	ES	Futures	2202.69	2205.1	2199.48	2201.09	117852.0
2015-11-18 10:30:00	ES	Futures	2201.35	2202.96	2198.41	2202.69	92954.0
2015-11-18 11:00:00	ES	Futures	2202.96	2206.44	2199.75	2205.9	91135.0
2015-11-18 11:30:00	ES	Futures	2205.63	2210.45	2205.37	2207.51	89453.0
2015-11-18 12:00:00	ES	Futures	2207.51	2210.18	2205.63	2208.85	63012.0
2015-11-18 12:30:00	ES	Futures	2208.85	2209.11	2204.3	2207.51	43623.0
2015-11-18 13:00:00	ES	Futures	2207.24	2211.25	2206.97	2209.65	43059.0
2015-11-18 13:30:00	ES	Futures	2209.65	2210.18	2206.7	2206.97	44866.0
2015-11-18 14:00:00	ES	Futures	2206.97	2219.01	2205.1	2213.93	149140.0
2015-11-18 14:30:00	ES	Futures	2213.93	2219.82	2210.99	2219.55	67098.0
2015-11-18 15:00:00	ES	Futures	2219.28	2222.22	2216.6	2220.89	86842.0
2015-11-18 15:30:00	ES	Futures	2220.89	2228.91	2220.08	2226.77	182162.0
2015-11-18 16:00:00	ES	Futures	2226.51	2227.84	2225.17	2225.43	81073.0
2015-11-18 16:30:00	ES	Futures	2225.43	2226.24	2224.63	2224.63	8271.0
2015-11-18 18:00:00	ES	Futures	2224.36	2225.7	2223.83	2225.43	3295.0
2015-11-18 18:30:00	ES	Futures	2225.7	2228.11	2225.43	2227.84	2116.0
2015-11-18 19:00:00	ES	Futures	2227.58	2228.11	2225.97	2227.84	2789.0
2015-11-18 19:30:00	ES	Futures	2227.84	2230.25	2227.58	2228.91	4735.0
2015-11-18 20:00:00	ES	Futures	2228.91	2229.18	2228.11	2228.11	1908.0
2015-11-18 20:30:00	ES	Futures	2228.38	2231.59	2227.84	2230.52	3843.0
2015-11-18 21:00:00	ES	Futures	2230.25	2231.05	2229.18	2229.45	2082.0
2015-11-18 21:30:00	ES	Futures	2229.72	2229.72	2228.11	2228.38	1451.0
2015-11-18 22:00:00	ES	Futures	2228.65	2229.72	2226.51	2227.04	2134.0
2015-11-18 22:30:00	ES	Futures	2227.31	2229.18	2226.51	2228.11	2684.0
2015-11-18 23:00:00	ES	Futures	2228.11	2228.38	2226.77	2227.84	1399.0
2015-11-18 23:30:00	ES	Futures	2227.84	2229.18	2227.58	2228.91	1557.0
2015-11-18 00:00:00	NQ	Futures	5413.63	5415.71	5409.78	5410.37	267.0
2015-11-18 00:30:00	NQ	Futures	5409.48	5411.26	5407.7	5410.07	382.0
2015-11-18 01:00:00	NQ	Futures	5409.48	5411.85	5408.0	5410.07	247.0
2015-11-18 01:30:00	NQ	Futures	5410.07	5410.07	5407.7	5408.59	100.0

> showing 50 of 2,995 rows — these rows as CSV

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