PREVIEW / futures_30min / 2015-11-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-26.parquet
  size:    52 KB
  rows:    2,041

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
2015-11-26 00:00:00	ES	Futures	2237.74	2238.01	2237.48	2237.48	784.0
2015-11-26 00:30:00	ES	Futures	2237.48	2237.48	2236.41	2236.67	876.0
2015-11-26 01:00:00	ES	Futures	2236.94	2236.94	2235.87	2236.14	1107.0
2015-11-26 01:30:00	ES	Futures	2236.14	2237.21	2235.07	2237.21	1424.0
2015-11-26 02:00:00	ES	Futures	2237.21	2237.48	2235.87	2236.67	1787.0
2015-11-26 02:30:00	ES	Futures	2236.67	2236.94	2235.6	2236.67	2056.0
2015-11-26 03:00:00	ES	Futures	2236.94	2240.69	2235.6	2240.69	8762.0
2015-11-26 03:30:00	ES	Futures	2240.42	2240.69	2238.55	2239.88	5801.0
2015-11-26 04:00:00	ES	Futures	2239.62	2242.29	2238.28	2242.02	8031.0
2015-11-26 04:30:00	ES	Futures	2242.29	2244.7	2241.76	2243.9	7942.0
2015-11-26 05:00:00	ES	Futures	2243.9	2244.43	2242.56	2243.9	3087.0
2015-11-26 05:30:00	ES	Futures	2243.63	2244.17	2242.56	2243.36	3758.0
2015-11-26 06:00:00	ES	Futures	2243.36	2244.97	2242.83	2243.9	5852.0
2015-11-26 06:30:00	ES	Futures	2243.9	2245.77	2243.36	2244.43	6139.0
2015-11-26 07:00:00	ES	Futures	2244.7	2245.5	2243.36	2243.9	3725.0
2015-11-26 07:30:00	ES	Futures	2243.9	2244.43	2243.09	2244.17	2443.0
2015-11-26 08:00:00	ES	Futures	2244.17	2244.97	2243.09	2243.09	3109.0
2015-11-26 08:30:00	ES	Futures	2243.09	2243.36	2242.29	2242.83	2840.0
2015-11-26 09:00:00	ES	Futures	2242.56	2243.09	2242.29	2242.29	1893.0
2015-11-26 09:30:00	ES	Futures	2242.29	2242.56	2240.42	2241.22	8648.0
2015-11-26 10:00:00	ES	Futures	2241.49	2242.29	2240.95	2242.02	3701.0
2015-11-26 10:30:00	ES	Futures	2241.76	2243.09	2241.49	2242.56	4240.0
2015-11-26 11:00:00	ES	Futures	2242.56	2243.09	2241.76	2242.83	4607.0
2015-11-26 11:30:00	ES	Futures	2243.09	2244.17	2242.56	2243.63	3245.0
2015-11-26 12:00:00	ES	Futures	2243.63	2244.43	2242.56	2243.09	2213.0
2015-11-26 12:30:00	ES	Futures	2243.09	2243.36	2241.76	2242.56	2645.0
2015-11-26 18:00:00	ES	Futures	2242.02	2243.09	2242.02	2242.56	540.0
2015-11-26 18:30:00	ES	Futures	2242.56	2243.09	2242.29	2242.83	306.0
2015-11-26 19:00:00	ES	Futures	2243.09	2243.36	2242.29	2243.36	893.0
2015-11-26 19:30:00	ES	Futures	2243.36	2243.36	2242.29	2242.56	633.0
2015-11-26 20:00:00	ES	Futures	2242.56	2243.36	2240.15	2241.22	2517.0
2015-11-26 20:30:00	ES	Futures	2241.22	2241.49	2239.08	2239.88	3069.0
2015-11-26 21:00:00	ES	Futures	2239.62	2240.69	2239.35	2240.15	916.0
2015-11-26 21:30:00	ES	Futures	2240.15	2240.69	2238.28	2238.81	1405.0
2015-11-26 22:00:00	ES	Futures	2239.08	2239.62	2238.28	2239.08	1603.0
2015-11-26 22:30:00	ES	Futures	2239.08	2239.08	2238.01	2238.01	1148.0
2015-11-26 23:00:00	ES	Futures	2238.01	2239.62	2238.01	2239.08	895.0
2015-11-26 23:30:00	ES	Futures	2239.35	2239.88	2238.81	2239.62	434.0
2015-11-26 00:00:00	NQ	Futures	5554.46	5556.24	5553.57	5554.46	158.0
2015-11-26 00:30:00	NQ	Futures	5553.87	5554.76	5550.9	5551.79	265.0
2015-11-26 01:00:00	NQ	Futures	5552.39	5553.28	5549.72	5550.31	136.0
2015-11-26 01:30:00	NQ	Futures	5550.02	5553.87	5548.83	5553.57	204.0
2015-11-26 02:00:00	NQ	Futures	5552.68	5554.46	5550.61	5553.57	491.0
2015-11-26 02:30:00	NQ	Futures	5552.98	5554.17	5550.9	5553.28	371.0
2015-11-26 03:00:00	NQ	Futures	5553.57	5564.25	5550.31	5563.36	1199.0
2015-11-26 03:30:00	NQ	Futures	5563.36	5563.95	5558.61	5562.17	598.0
2015-11-26 04:00:00	NQ	Futures	5561.88	5567.51	5558.91	5566.03	804.0
2015-11-26 04:30:00	NQ	Futures	5566.03	5572.25	5564.84	5570.77	993.0
2015-11-26 05:00:00	NQ	Futures	5570.47	5572.25	5566.92	5571.66	535.0
2015-11-26 05:30:00	NQ	Futures	5571.36	5571.36	5567.51	5569.29	357.0

> showing 50 of 2,041 rows — these rows as CSV

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