PREVIEW / futures_30min / 2015-11-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-23.parquet
  size:    79 KB
  rows:    2,939

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
2015-11-23 00:00:00	ES	Futures	2237.21	2237.21	2235.6	2235.87	755.0
2015-11-23 00:30:00	ES	Futures	2235.87	2238.55	2235.34	2237.74	1638.0
2015-11-23 01:00:00	ES	Futures	2237.74	2238.01	2236.14	2237.48	1649.0
2015-11-23 01:30:00	ES	Futures	2237.48	2237.48	2236.41	2237.21	1475.0
2015-11-23 02:00:00	ES	Futures	2236.94	2238.01	2234.26	2234.8	2697.0
2015-11-23 02:30:00	ES	Futures	2234.8	2235.07	2234.0	2234.53	1787.0
2015-11-23 03:00:00	ES	Futures	2234.53	2235.34	2229.72	2230.79	13958.0
2015-11-23 03:30:00	ES	Futures	2231.05	2232.39	2229.45	2231.86	6356.0
2015-11-23 04:00:00	ES	Futures	2231.86	2234.8	2231.32	2232.12	7603.0
2015-11-23 04:30:00	ES	Futures	2231.86	2232.93	2230.25	2230.52	5222.0
2015-11-23 05:00:00	ES	Futures	2230.52	2232.39	2230.25	2231.86	4903.0
2015-11-23 05:30:00	ES	Futures	2231.86	2232.66	2230.52	2231.05	3223.0
2015-11-23 06:00:00	ES	Futures	2231.05	2231.32	2228.38	2228.38	5220.0
2015-11-23 06:30:00	ES	Futures	2228.65	2234.8	2228.38	2233.19	10074.0
2015-11-23 07:00:00	ES	Futures	2233.46	2237.74	2232.12	2237.21	15094.0
2015-11-23 07:30:00	ES	Futures	2237.48	2237.48	2233.19	2234.53	11787.0
2015-11-23 08:00:00	ES	Futures	2234.8	2235.34	2232.66	2234.8	11770.0
2015-11-23 08:30:00	ES	Futures	2234.8	2235.6	2231.86	2231.86	12543.0
2015-11-23 09:00:00	ES	Futures	2231.86	2234.26	2231.59	2233.73	17069.0
2015-11-23 09:30:00	ES	Futures	2233.73	2236.94	2231.05	2232.66	99658.0
2015-11-23 10:00:00	ES	Futures	2232.93	2240.15	2231.05	2237.74	110245.0
2015-11-23 10:30:00	ES	Futures	2238.01	2239.88	2236.41	2239.62	54457.0
2015-11-23 11:00:00	ES	Futures	2239.88	2239.88	2236.94	2238.28	55707.0
2015-11-23 11:30:00	ES	Futures	2238.55	2239.62	2236.41	2238.28	51971.0
2015-11-23 12:00:00	ES	Futures	2238.55	2238.81	2235.07	2236.14	40445.0
2015-11-23 12:30:00	ES	Futures	2236.41	2237.48	2235.07	2236.41	24901.0
2015-11-23 13:00:00	ES	Futures	2236.67	2237.74	2235.07	2235.6	22079.0
2015-11-23 13:30:00	ES	Futures	2235.87	2236.41	2232.12	2232.12	36070.0
2015-11-23 14:00:00	ES	Futures	2232.12	2232.93	2225.97	2227.31	89575.0
2015-11-23 14:30:00	ES	Futures	2227.31	2228.38	2224.36	2227.84	68757.0
2015-11-23 15:00:00	ES	Futures	2227.84	2230.52	2227.58	2229.98	38798.0
2015-11-23 15:30:00	ES	Futures	2229.98	2231.86	2228.91	2230.25	76799.0
2015-11-23 16:00:00	ES	Futures	2230.25	2231.59	2229.45	2230.79	34982.0
2015-11-23 16:30:00	ES	Futures	2230.79	2231.32	2229.72	2229.72	4897.0
2015-11-23 18:00:00	ES	Futures	2229.45	2231.05	2228.11	2229.98	2515.0
2015-11-23 18:30:00	ES	Futures	2230.25	2231.59	2229.98	2231.59	765.0
2015-11-23 19:00:00	ES	Futures	2231.86	2232.12	2230.25	2231.59	2494.0
2015-11-23 19:30:00	ES	Futures	2231.86	2231.86	2230.79	2230.79	1188.0
2015-11-23 20:00:00	ES	Futures	2230.79	2231.32	2229.98	2230.25	1223.0
2015-11-23 20:30:00	ES	Futures	2229.98	2230.52	2229.18	2229.18	1384.0
2015-11-23 21:00:00	ES	Futures	2229.18	2230.52	2228.91	2229.72	1017.0
2015-11-23 21:30:00	ES	Futures	2229.45	2229.72	2228.91	2229.45	1000.0
2015-11-23 22:00:00	ES	Futures	2229.45	2229.72	2228.11	2228.91	1595.0
2015-11-23 22:30:00	ES	Futures	2228.65	2229.98	2228.11	2229.98	1163.0
2015-11-23 23:00:00	ES	Futures	2229.98	2230.25	2229.45	2230.25	699.0
2015-11-23 23:30:00	ES	Futures	2229.98	2230.79	2229.72	2230.25	820.0
2015-11-23 00:00:00	NQ	Futures	5566.62	5566.62	5563.36	5563.65	155.0
2015-11-23 00:30:00	NQ	Futures	5563.36	5569.58	5562.76	5566.92	380.0
2015-11-23 01:00:00	NQ	Futures	5566.62	5568.1	5563.36	5566.62	227.0
2015-11-23 01:30:00	NQ	Futures	5565.73	5565.73	5563.65	5564.84	125.0

> showing 50 of 2,939 rows — these rows as CSV

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