PREVIEW / futures_30min / 2015-11-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-25.parquet
  size:    74 KB
  rows:    2,854

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
2015-11-25 00:00:00	ES	Futures	2232.39	2233.19	2232.12	2232.93	1324.0
2015-11-25 00:30:00	ES	Futures	2233.19	2234.26	2232.93	2234.0	1390.0
2015-11-25 01:00:00	ES	Futures	2233.73	2234.0	2232.93	2233.19	923.0
2015-11-25 01:30:00	ES	Futures	2233.19	2233.46	2232.66	2232.93	879.0
2015-11-25 02:00:00	ES	Futures	2232.93	2233.46	2231.59	2231.59	3160.0
2015-11-25 02:30:00	ES	Futures	2231.86	2231.86	2229.98	2230.79	3626.0
2015-11-25 03:00:00	ES	Futures	2231.05	2234.0	2228.91	2232.12	12350.0
2015-11-25 03:30:00	ES	Futures	2232.12	2234.0	2231.05	2231.86	6490.0
2015-11-25 04:00:00	ES	Futures	2232.12	2238.55	2231.86	2238.28	11721.0
2015-11-25 04:30:00	ES	Futures	2238.28	2239.62	2237.48	2237.48	10774.0
2015-11-25 05:00:00	ES	Futures	2237.74	2237.74	2236.14	2237.21	5040.0
2015-11-25 05:30:00	ES	Futures	2237.48	2238.81	2237.48	2238.28	5397.0
2015-11-25 06:00:00	ES	Futures	2238.28	2238.55	2235.87	2236.94	5132.0
2015-11-25 06:30:00	ES	Futures	2236.94	2237.21	2235.34	2237.21	5693.0
2015-11-25 07:00:00	ES	Futures	2237.21	2237.21	2234.26	2235.6	7787.0
2015-11-25 07:30:00	ES	Futures	2235.87	2236.94	2235.34	2235.6	4781.0
2015-11-25 08:00:00	ES	Futures	2235.87	2238.28	2235.07	2237.74	8120.0
2015-11-25 08:30:00	ES	Futures	2237.74	2238.28	2234.8	2235.87	13270.0
2015-11-25 09:00:00	ES	Futures	2235.87	2236.67	2234.0	2235.07	14257.0
2015-11-25 09:30:00	ES	Futures	2234.8	2235.87	2229.72	2235.6	138641.0
2015-11-25 10:00:00	ES	Futures	2235.6	2235.87	2232.66	2233.73	84987.0
2015-11-25 10:30:00	ES	Futures	2233.73	2237.48	2233.19	2234.8	49561.0
2015-11-25 11:00:00	ES	Futures	2235.07	2235.6	2232.93	2233.73	41348.0
2015-11-25 11:30:00	ES	Futures	2233.73	2235.6	2232.93	2235.07	31032.0
2015-11-25 12:00:00	ES	Futures	2235.34	2237.48	2235.07	2236.94	31039.0
2015-11-25 12:30:00	ES	Futures	2236.94	2237.48	2236.14	2236.14	27470.0
2015-11-25 13:00:00	ES	Futures	2236.41	2236.67	2234.53	2234.8	23508.0
2015-11-25 13:30:00	ES	Futures	2235.07	2235.87	2233.46	2235.87	22724.0
2015-11-25 14:00:00	ES	Futures	2235.87	2236.67	2234.8	2235.87	19919.0
2015-11-25 14:30:00	ES	Futures	2235.87	2236.14	2234.26	2235.87	22402.0
2015-11-25 15:00:00	ES	Futures	2235.87	2236.67	2235.34	2236.41	19127.0
2015-11-25 15:30:00	ES	Futures	2236.67	2236.67	2232.39	2233.19	61763.0
2015-11-25 16:00:00	ES	Futures	2233.19	2235.6	2232.66	2235.34	27791.0
2015-11-25 16:30:00	ES	Futures	2235.07	2235.87	2235.07	2235.34	2261.0
2015-11-25 18:00:00	ES	Futures	2236.41	2236.67	2236.14	2236.41	1521.0
2015-11-25 18:30:00	ES	Futures	2236.14	2236.94	2236.14	2236.41	521.0
2015-11-25 19:00:00	ES	Futures	2236.67	2236.94	2235.87	2236.67	1414.0
2015-11-25 19:30:00	ES	Futures	2236.67	2237.48	2236.14	2236.94	1027.0
2015-11-25 20:00:00	ES	Futures	2237.21	2238.55	2236.67	2238.01	1671.0
2015-11-25 20:30:00	ES	Futures	2238.28	2238.28	2236.94	2237.48	969.0
2015-11-25 21:00:00	ES	Futures	2237.74	2238.28	2237.48	2237.74	590.0
2015-11-25 21:30:00	ES	Futures	2237.74	2238.01	2237.48	2237.74	381.0
2015-11-25 22:00:00	ES	Futures	2238.01	2238.28	2237.48	2238.28	630.0
2015-11-25 22:30:00	ES	Futures	2238.28	2239.08	2238.28	2238.81	1180.0
2015-11-25 23:00:00	ES	Futures	2238.81	2239.08	2238.01	2238.01	494.0
2015-11-25 23:30:00	ES	Futures	2238.01	2238.28	2237.48	2237.74	432.0
2015-11-25 00:00:00	NQ	Futures	5536.08	5540.23	5536.08	5539.93	410.0
2015-11-25 00:30:00	NQ	Futures	5539.93	5542.01	5539.05	5540.53	255.0
2015-11-25 01:00:00	NQ	Futures	5539.93	5540.53	5538.16	5538.45	214.0
2015-11-25 01:30:00	NQ	Futures	5538.45	5540.23	5536.97	5538.16	232.0

> showing 50 of 2,854 rows — these rows as CSV

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