PREVIEW / futures_30min / 2015-11-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-30.parquet
  size:    77 KB
  rows:    2,969

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
2015-11-30 00:00:00	ES	Futures	2233.46	2234.0	2232.66	2233.46	1538.0
2015-11-30 00:30:00	ES	Futures	2233.46	2233.46	2232.12	2233.19	1957.0
2015-11-30 01:00:00	ES	Futures	2233.19	2233.19	2232.39	2232.93	1668.0
2015-11-30 01:30:00	ES	Futures	2232.93	2233.46	2232.66	2233.19	1096.0
2015-11-30 02:00:00	ES	Futures	2233.19	2233.46	2232.12	2232.93	2397.0
2015-11-30 02:30:00	ES	Futures	2232.93	2233.46	2231.59	2231.86	2490.0
2015-11-30 03:00:00	ES	Futures	2231.86	2232.12	2228.65	2229.18	11313.0
2015-11-30 03:30:00	ES	Futures	2228.91	2234.0	2228.65	2233.19	11546.0
2015-11-30 04:00:00	ES	Futures	2233.19	2239.08	2232.93	2238.55	12252.0
2015-11-30 04:30:00	ES	Futures	2238.28	2238.81	2235.6	2236.14	7510.0
2015-11-30 05:00:00	ES	Futures	2236.14	2236.14	2234.0	2234.8	6886.0
2015-11-30 05:30:00	ES	Futures	2234.53	2236.41	2234.53	2236.14	4898.0
2015-11-30 06:00:00	ES	Futures	2236.14	2240.95	2235.6	2240.15	12450.0
2015-11-30 06:30:00	ES	Futures	2240.15	2240.69	2237.74	2238.28	7002.0
2015-11-30 07:00:00	ES	Futures	2238.28	2240.95	2237.21	2240.95	8350.0
2015-11-30 07:30:00	ES	Futures	2240.69	2242.29	2239.35	2241.49	14421.0
2015-11-30 08:00:00	ES	Futures	2241.49	2242.29	2240.69	2241.76	8422.0
2015-11-30 08:30:00	ES	Futures	2241.76	2242.29	2239.88	2241.49	15665.0
2015-11-30 09:00:00	ES	Futures	2241.49	2241.76	2237.48	2237.48	14391.0
2015-11-30 09:30:00	ES	Futures	2237.21	2239.08	2231.05	2231.32	150826.0
2015-11-30 10:00:00	ES	Futures	2231.32	2233.46	2229.72	2232.93	109574.0
2015-11-30 10:30:00	ES	Futures	2232.93	2235.34	2231.32	2231.86	77332.0
2015-11-30 11:00:00	ES	Futures	2231.86	2234.8	2229.45	2229.72	79010.0
2015-11-30 11:30:00	ES	Futures	2229.72	2230.52	2226.51	2227.84	80576.0
2015-11-30 12:00:00	ES	Futures	2227.84	2231.05	2226.77	2230.79	50628.0
2015-11-30 12:30:00	ES	Futures	2230.52	2231.05	2228.38	2228.91	30077.0
2015-11-30 13:00:00	ES	Futures	2228.91	2232.39	2227.84	2232.12	41362.0
2015-11-30 13:30:00	ES	Futures	2232.12	2234.8	2230.79	2233.46	48076.0
2015-11-30 14:00:00	ES	Futures	2233.73	2234.0	2231.32	2231.86	38899.0
2015-11-30 14:30:00	ES	Futures	2231.86	2232.66	2227.58	2228.11	55607.0
2015-11-30 15:00:00	ES	Futures	2227.84	2228.65	2224.63	2226.24	69805.0
2015-11-30 15:30:00	ES	Futures	2226.24	2229.45	2224.9	2226.24	248667.0
2015-11-30 16:00:00	ES	Futures	2226.24	2228.91	2225.43	2228.91	107847.0
2015-11-30 16:30:00	ES	Futures	2228.91	2232.39	2228.91	2231.86	10101.0
2015-11-30 18:00:00	ES	Futures	2232.12	2236.14	2231.86	2235.34	9287.0
2015-11-30 18:30:00	ES	Futures	2235.34	2235.34	2233.73	2234.0	1835.0
2015-11-30 19:00:00	ES	Futures	2234.0	2235.6	2233.46	2234.8	3733.0
2015-11-30 19:30:00	ES	Futures	2235.07	2236.94	2235.07	2235.87	4754.0
2015-11-30 20:00:00	ES	Futures	2236.14	2236.94	2235.07	2235.87	4519.0
2015-11-30 20:30:00	ES	Futures	2235.87	2238.01	2235.34	2237.48	5459.0
2015-11-30 21:00:00	ES	Futures	2237.74	2239.88	2237.48	2238.55	6493.0
2015-11-30 21:30:00	ES	Futures	2238.55	2239.08	2237.48	2238.28	4353.0
2015-11-30 22:00:00	ES	Futures	2238.28	2238.28	2237.48	2237.74	2937.0
2015-11-30 22:30:00	ES	Futures	2238.01	2238.81	2237.21	2237.48	6162.0
2015-11-30 23:00:00	ES	Futures	2237.74	2239.35	2237.48	2238.28	3786.0
2015-11-30 23:30:00	ES	Futures	2238.55	2239.08	2238.28	2238.81	2761.0
2015-11-30 00:00:00	NQ	Futures	5544.38	5547.05	5543.79	5545.86	138.0
2015-11-30 00:30:00	NQ	Futures	5545.86	5546.46	5544.09	5545.57	173.0
2015-11-30 01:00:00	NQ	Futures	5545.57	5547.35	5544.09	5546.75	126.0
2015-11-30 01:30:00	NQ	Futures	5547.05	5547.64	5545.86	5547.64	152.0

> showing 50 of 2,969 rows — these rows as CSV

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