PREVIEW / futures_30min / 2015-11-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-19.parquet
  size:    79 KB
  rows:    2,952

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
2015-11-19 00:00:00	ES	Futures	2228.91	2230.25	2228.38	2229.45	2084.0
2015-11-19 00:30:00	ES	Futures	2229.72	2230.25	2228.91	2229.18	1470.0
2015-11-19 01:00:00	ES	Futures	2229.45	2229.72	2228.38	2228.91	1048.0
2015-11-19 01:30:00	ES	Futures	2228.91	2229.72	2227.84	2229.45	2199.0
2015-11-19 02:00:00	ES	Futures	2229.45	2231.59	2228.65	2231.32	5682.0
2015-11-19 02:30:00	ES	Futures	2231.05	2233.19	2230.52	2232.93	7158.0
2015-11-19 03:00:00	ES	Futures	2233.19	2234.53	2230.52	2232.12	16886.0
2015-11-19 03:30:00	ES	Futures	2231.86	2234.26	2231.05	2231.59	12612.0
2015-11-19 04:00:00	ES	Futures	2231.32	2233.46	2230.52	2232.93	6180.0
2015-11-19 04:30:00	ES	Futures	2232.93	2234.8	2232.12	2234.53	8296.0
2015-11-19 05:00:00	ES	Futures	2234.53	2235.07	2233.46	2233.73	6922.0
2015-11-19 05:30:00	ES	Futures	2233.73	2234.53	2232.93	2233.73	5623.0
2015-11-19 06:00:00	ES	Futures	2233.73	2235.6	2233.46	2234.0	9671.0
2015-11-19 06:30:00	ES	Futures	2234.26	2236.14	2233.46	2233.73	8232.0
2015-11-19 07:00:00	ES	Futures	2234.0	2234.53	2232.39	2233.19	10243.0
2015-11-19 07:30:00	ES	Futures	2233.46	2234.0	2230.25	2230.79	12761.0
2015-11-19 08:00:00	ES	Futures	2230.79	2231.32	2228.91	2231.32	18150.0
2015-11-19 08:30:00	ES	Futures	2231.32	2232.66	2227.31	2228.11	25037.0
2015-11-19 09:00:00	ES	Futures	2228.11	2229.18	2224.63	2225.17	32596.0
2015-11-19 09:30:00	ES	Futures	2225.17	2230.25	2223.03	2228.11	197557.0
2015-11-19 10:00:00	ES	Futures	2228.11	2230.25	2223.83	2225.17	161907.0
2015-11-19 10:30:00	ES	Futures	2225.17	2227.58	2222.22	2225.43	110217.0
2015-11-19 11:00:00	ES	Futures	2225.17	2228.65	2223.56	2227.84	82299.0
2015-11-19 11:30:00	ES	Futures	2227.58	2228.38	2221.15	2222.22	68583.0
2015-11-19 12:00:00	ES	Futures	2222.22	2224.36	2222.22	2223.56	42413.0
2015-11-19 12:30:00	ES	Futures	2223.56	2228.65	2223.29	2228.38	58455.0
2015-11-19 13:00:00	ES	Futures	2228.38	2229.72	2227.58	2227.84	48449.0
2015-11-19 13:30:00	ES	Futures	2228.11	2229.18	2225.7	2225.97	34649.0
2015-11-19 14:00:00	ES	Futures	2226.24	2226.51	2223.03	2225.17	42408.0
2015-11-19 14:30:00	ES	Futures	2225.17	2227.31	2223.56	2225.7	43653.0
2015-11-19 15:00:00	ES	Futures	2225.7	2227.58	2223.03	2227.04	45178.0
2015-11-19 15:30:00	ES	Futures	2227.31	2227.84	2223.29	2224.63	83366.0
2015-11-19 16:00:00	ES	Futures	2224.9	2225.97	2224.36	2225.7	35668.0
2015-11-19 16:30:00	ES	Futures	2225.7	2226.51	2225.17	2225.43	3630.0
2015-11-19 18:00:00	ES	Futures	2224.36	2224.36	2221.96	2223.29	3029.0
2015-11-19 18:30:00	ES	Futures	2223.29	2223.83	2222.76	2223.03	1062.0
2015-11-19 19:00:00	ES	Futures	2223.03	2223.56	2221.96	2222.22	2189.0
2015-11-19 19:30:00	ES	Futures	2222.22	2223.56	2222.22	2223.03	1304.0
2015-11-19 20:00:00	ES	Futures	2223.03	2224.1	2222.76	2223.29	1350.0
2015-11-19 20:30:00	ES	Futures	2223.29	2223.56	2222.22	2223.03	850.0
2015-11-19 21:00:00	ES	Futures	2223.29	2223.83	2223.03	2223.29	1104.0
2015-11-19 21:30:00	ES	Futures	2223.29	2223.83	2223.03	2223.03	474.0
2015-11-19 22:00:00	ES	Futures	2223.29	2223.56	2222.76	2223.03	607.0
2015-11-19 22:30:00	ES	Futures	2222.76	2224.1	2222.76	2224.1	926.0
2015-11-19 23:00:00	ES	Futures	2223.83	2224.9	2223.83	2224.9	957.0
2015-11-19 23:30:00	ES	Futures	2224.63	2224.9	2224.1	2224.1	331.0
2015-11-19 00:00:00	NQ	Futures	5523.33	5526.3	5521.55	5524.52	285.0
2015-11-19 00:30:00	NQ	Futures	5524.52	5526.0	5520.96	5523.63	298.0
2015-11-19 01:00:00	NQ	Futures	5523.92	5523.92	5521.26	5521.55	252.0
2015-11-19 01:30:00	NQ	Futures	5521.55	5523.92	5520.37	5523.33	343.0

> showing 50 of 2,952 rows — these rows as CSV

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