PREVIEW / futures_30min / 2015-11-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-27.parquet
  size:    56 KB
  rows:    1,951

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
2015-11-27 00:00:00	ES	Futures	2239.35	2239.62	2239.08	2239.35	744.0
2015-11-27 00:30:00	ES	Futures	2239.62	2239.62	2238.81	2239.08	873.0
2015-11-27 01:00:00	ES	Futures	2239.08	2239.35	2235.07	2235.6	5056.0
2015-11-27 01:30:00	ES	Futures	2235.87	2236.14	2232.66	2234.26	4653.0
2015-11-27 02:00:00	ES	Futures	2234.26	2235.87	2233.73	2234.8	4309.0
2015-11-27 02:30:00	ES	Futures	2235.07	2235.6	2232.66	2234.8	5674.0
2015-11-27 03:00:00	ES	Futures	2235.07	2235.07	2231.59	2233.19	14887.0
2015-11-27 03:30:00	ES	Futures	2232.93	2234.0	2229.72	2232.66	11791.0
2015-11-27 04:00:00	ES	Futures	2232.39	2233.73	2229.72	2232.12	6951.0
2015-11-27 04:30:00	ES	Futures	2232.39	2235.07	2231.59	2233.46	6580.0
2015-11-27 05:00:00	ES	Futures	2233.46	2236.67	2231.86	2235.34	5761.0
2015-11-27 05:30:00	ES	Futures	2235.34	2238.01	2235.07	2237.74	5310.0
2015-11-27 06:00:00	ES	Futures	2237.74	2238.01	2235.34	2236.14	4541.0
2015-11-27 06:30:00	ES	Futures	2236.41	2237.48	2235.07	2236.94	5257.0
2015-11-27 07:00:00	ES	Futures	2236.94	2237.48	2235.34	2235.6	4761.0
2015-11-27 07:30:00	ES	Futures	2235.6	2238.01	2235.6	2237.48	5378.0
2015-11-27 08:00:00	ES	Futures	2237.48	2238.81	2236.14	2236.41	9721.0
2015-11-27 08:30:00	ES	Futures	2236.41	2236.67	2234.0	2234.8	16404.0
2015-11-27 09:00:00	ES	Futures	2234.53	2235.87	2233.46	2234.26	14652.0
2015-11-27 09:30:00	ES	Futures	2234.26	2235.34	2229.98	2231.59	105179.0
2015-11-27 10:00:00	ES	Futures	2231.86	2234.0	2227.84	2232.93	69598.0
2015-11-27 10:30:00	ES	Futures	2232.66	2234.26	2231.32	2233.73	39602.0
2015-11-27 11:00:00	ES	Futures	2233.73	2237.21	2233.46	2236.14	49349.0
2015-11-27 11:30:00	ES	Futures	2236.14	2238.28	2234.26	2235.34	39065.0
2015-11-27 12:00:00	ES	Futures	2235.07	2236.67	2234.26	2236.67	22876.0
2015-11-27 12:30:00	ES	Futures	2236.41	2237.48	2234.26	2235.6	43222.0
2015-11-27 13:00:00	ES	Futures	2235.34	2237.48	2234.26	2237.48	20591.0
2015-11-27 00:00:00	NQ	Futures	5562.47	5562.76	5560.1	5560.99	181.0
2015-11-27 00:30:00	NQ	Futures	5560.99	5561.58	5559.21	5560.1	168.0
2015-11-27 01:00:00	NQ	Futures	5560.1	5560.39	5551.2	5551.2	594.0
2015-11-27 01:30:00	NQ	Futures	5551.2	5551.5	5541.71	5545.57	820.0
2015-11-27 02:00:00	NQ	Futures	5545.86	5552.68	5545.86	5551.79	921.0
2015-11-27 02:30:00	NQ	Futures	5551.79	5553.28	5545.86	5551.5	606.0
2015-11-27 03:00:00	NQ	Futures	5551.79	5552.39	5542.6	5547.64	2157.0
2015-11-27 03:30:00	NQ	Futures	5547.94	5551.2	5541.12	5545.27	1853.0
2015-11-27 04:00:00	NQ	Futures	5545.27	5547.94	5539.64	5544.98	1078.0
2015-11-27 04:30:00	NQ	Futures	5544.98	5551.79	5543.2	5548.53	858.0
2015-11-27 05:00:00	NQ	Futures	5548.53	5558.61	5545.86	5555.35	1103.0
2015-11-27 05:30:00	NQ	Futures	5555.65	5565.73	5554.76	5564.84	1222.0
2015-11-27 06:00:00	NQ	Futures	5564.84	5565.14	5557.43	5560.39	790.0
2015-11-27 06:30:00	NQ	Futures	5560.1	5564.25	5558.61	5561.88	816.0
2015-11-27 07:00:00	NQ	Futures	5561.88	5564.84	5560.99	5561.58	947.0
2015-11-27 07:30:00	NQ	Futures	5561.58	5565.43	5560.99	5564.84	730.0
2015-11-27 08:00:00	NQ	Futures	5564.84	5566.62	5559.8	5559.8	1039.0
2015-11-27 08:30:00	NQ	Futures	5559.8	5561.58	5557.13	5558.02	2086.0
2015-11-27 09:00:00	NQ	Futures	5558.32	5560.1	5553.57	5555.65	2074.0
2015-11-27 09:30:00	NQ	Futures	5555.65	5556.83	5541.12	5544.68	19424.0
2015-11-27 10:00:00	NQ	Futures	5544.98	5548.53	5532.23	5545.86	11576.0
2015-11-27 10:30:00	NQ	Futures	5545.57	5547.35	5539.93	5544.68	5575.0
2015-11-27 11:00:00	NQ	Futures	5544.68	5560.99	5544.68	5558.32	8497.0

> showing 50 of 1,951 rows — these rows as CSV

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