PREVIEW / futures_30min / 2015-04-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-24.parquet
  size:    68 KB
  rows:    2,408

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
2015-04-24 00:00:00	ES	Futures	2226.78	2227.04	2225.98	2226.25	498.0
2015-04-24 00:30:00	ES	Futures	2226.25	2226.78	2225.46	2225.46	1420.0
2015-04-24 01:00:00	ES	Futures	2225.46	2225.72	2222.82	2223.61	3782.0
2015-04-24 01:30:00	ES	Futures	2223.87	2223.87	2221.76	2222.29	4562.0
2015-04-24 02:00:00	ES	Futures	2222.55	2226.78	2222.29	2226.25	5031.0
2015-04-24 02:30:00	ES	Futures	2226.25	2226.78	2224.66	2225.46	4103.0
2015-04-24 03:00:00	ES	Futures	2225.46	2228.1	2223.34	2225.46	16166.0
2015-04-24 03:30:00	ES	Futures	2225.46	2227.83	2225.19	2225.46	8109.0
2015-04-24 04:00:00	ES	Futures	2225.72	2231.27	2225.19	2229.95	17591.0
2015-04-24 04:30:00	ES	Futures	2229.95	2232.59	2229.42	2231.53	12120.0
2015-04-24 05:00:00	ES	Futures	2231.8	2232.06	2229.68	2229.68	8395.0
2015-04-24 05:30:00	ES	Futures	2229.68	2229.95	2227.31	2227.57	7883.0
2015-04-24 06:00:00	ES	Futures	2227.83	2227.83	2224.4	2226.78	14475.0
2015-04-24 06:30:00	ES	Futures	2226.78	2229.15	2226.51	2228.1	8373.0
2015-04-24 07:00:00	ES	Futures	2228.1	2230.21	2227.83	2228.36	5234.0
2015-04-24 07:30:00	ES	Futures	2228.36	2228.89	2226.78	2228.36	6952.0
2015-04-24 08:00:00	ES	Futures	2228.36	2229.15	2227.04	2228.36	7873.0
2015-04-24 08:30:00	ES	Futures	2228.89	2230.74	2226.51	2230.21	18099.0
2015-04-24 09:00:00	ES	Futures	2229.95	2232.32	2228.36	2230.74	21427.0
2015-04-24 09:30:00	ES	Futures	2231.0	2231.8	2224.93	2229.68	167433.0
2015-04-24 10:00:00	ES	Futures	2229.68	2229.95	2224.93	2228.63	77058.0
2015-04-24 10:30:00	ES	Futures	2228.89	2229.95	2227.83	2228.89	43550.0
2015-04-24 11:00:00	ES	Futures	2228.89	2231.27	2228.1	2231.0	48257.0
2015-04-24 11:30:00	ES	Futures	2231.0	2232.32	2228.89	2230.21	43281.0
2015-04-24 12:00:00	ES	Futures	2230.47	2233.64	2230.21	2232.85	40410.0
2015-04-24 12:30:00	ES	Futures	2232.85	2234.17	2230.74	2231.53	35593.0
2015-04-24 13:00:00	ES	Futures	2231.53	2232.85	2229.95	2232.85	27114.0
2015-04-24 13:30:00	ES	Futures	2232.85	2233.12	2231.0	2231.53	22560.0
2015-04-24 14:00:00	ES	Futures	2231.8	2232.32	2230.47	2232.32	28281.0
2015-04-24 14:30:00	ES	Futures	2232.32	2232.59	2228.1	2229.15	50781.0
2015-04-24 15:00:00	ES	Futures	2228.89	2230.47	2228.1	2230.21	38723.0
2015-04-24 15:30:00	ES	Futures	2230.21	2231.27	2229.42	2230.47	83008.0
2015-04-24 16:00:00	ES	Futures	2230.47	2231.53	2230.21	2231.0	47148.0
2015-04-24 16:30:00	ES	Futures	2231.0	2231.8	2230.74	2231.8	5700.0
2015-04-24 17:00:00	ES	Futures	2231.8	2232.06	2231.0	2231.0	2024.0
2015-04-24 00:00:00	NQ	Futures	5292.56	5293.44	5291.38	5291.67	104.0
2015-04-24 00:30:00	NQ	Futures	5291.67	5292.56	5287.85	5288.14	345.0
2015-04-24 01:00:00	NQ	Futures	5288.14	5288.14	5283.73	5286.38	511.0
2015-04-24 01:30:00	NQ	Futures	5286.38	5286.38	5281.97	5282.56	539.0
2015-04-24 02:00:00	NQ	Futures	5282.85	5291.38	5282.26	5290.2	658.0
2015-04-24 02:30:00	NQ	Futures	5290.2	5291.67	5286.38	5290.79	1014.0
2015-04-24 03:00:00	NQ	Futures	5290.79	5294.61	5287.56	5293.14	3288.0
2015-04-24 03:30:00	NQ	Futures	5292.85	5301.08	5292.85	5297.55	2802.0
2015-04-24 04:00:00	NQ	Futures	5297.26	5309.02	5297.26	5306.67	2915.0
2015-04-24 04:30:00	NQ	Futures	5306.67	5310.49	5304.61	5307.55	2163.0
2015-04-24 05:00:00	NQ	Futures	5307.85	5308.14	5304.32	5306.67	1239.0
2015-04-24 05:30:00	NQ	Futures	5306.67	5306.96	5301.08	5302.26	1343.0
2015-04-24 06:00:00	NQ	Futures	5301.97	5304.02	5296.97	5300.79	2939.0
2015-04-24 06:30:00	NQ	Futures	5301.38	5307.55	5300.5	5302.85	2383.0
2015-04-24 07:00:00	NQ	Futures	5302.85	5307.55	5300.79	5301.97	1761.0

> showing 50 of 2,408 rows — these rows as CSV

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