PREVIEW / futures_30min / 2015-05-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-01.parquet
  size:    60 KB
  rows:    1,978

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
2015-05-01 00:00:00	ES	Futures	2200.89	2201.16	2200.1	2200.37	901.0
2015-05-01 00:30:00	ES	Futures	2200.37	2200.89	2200.1	2200.63	698.0
2015-05-01 01:00:00	ES	Futures	2200.63	2201.16	2199.84	2200.63	1129.0
2015-05-01 01:30:00	ES	Futures	2200.63	2202.21	2200.37	2202.21	1759.0
2015-05-01 02:00:00	ES	Futures	2202.21	2204.86	2201.95	2204.06	5227.0
2015-05-01 02:30:00	ES	Futures	2203.8	2204.06	2201.95	2203.8	2935.0
2015-05-01 03:00:00	ES	Futures	2204.06	2204.33	2201.16	2202.21	3450.0
2015-05-01 03:30:00	ES	Futures	2201.95	2202.21	2201.42	2201.95	1539.0
2015-05-01 04:00:00	ES	Futures	2201.95	2202.48	2201.95	2201.95	763.0
2015-05-01 04:30:00	ES	Futures	2201.95	2202.48	2201.69	2201.69	1084.0
2015-05-01 05:00:00	ES	Futures	2201.69	2202.48	2201.69	2202.21	1556.0
2015-05-01 05:30:00	ES	Futures	2202.21	2203.01	2201.95	2202.48	1147.0
2015-05-01 06:00:00	ES	Futures	2202.74	2203.53	2202.21	2203.27	1241.0
2015-05-01 06:30:00	ES	Futures	2203.27	2203.53	2201.95	2202.48	1995.0
2015-05-01 07:00:00	ES	Futures	2202.48	2205.12	2201.95	2204.86	4558.0
2015-05-01 07:30:00	ES	Futures	2204.59	2205.91	2203.8	2203.8	6178.0
2015-05-01 08:00:00	ES	Futures	2204.06	2204.59	2203.01	2204.06	10535.0
2015-05-01 08:30:00	ES	Futures	2204.06	2204.33	2203.01	2204.33	7443.0
2015-05-01 09:00:00	ES	Futures	2204.33	2208.02	2204.06	2206.18	24671.0
2015-05-01 09:30:00	ES	Futures	2206.44	2211.72	2206.18	2207.76	146112.0
2015-05-01 10:00:00	ES	Futures	2207.76	2213.84	2206.7	2210.93	97706.0
2015-05-01 10:30:00	ES	Futures	2211.19	2212.25	2205.91	2208.82	68837.0
2015-05-01 11:00:00	ES	Futures	2208.82	2213.04	2208.55	2212.78	52154.0
2015-05-01 11:30:00	ES	Futures	2213.04	2214.1	2205.12	2208.55	61465.0
2015-05-01 12:00:00	ES	Futures	2208.82	2209.87	2205.91	2209.87	34376.0
2015-05-01 12:30:00	ES	Futures	2210.14	2212.25	2209.61	2211.99	30566.0
2015-05-01 13:00:00	ES	Futures	2212.25	2213.04	2210.4	2211.72	20876.0
2015-05-01 13:30:00	ES	Futures	2211.99	2218.33	2211.19	2217.0	67355.0
2015-05-01 14:00:00	ES	Futures	2217.0	2220.44	2216.21	2220.44	45848.0
2015-05-01 14:30:00	ES	Futures	2220.44	2220.7	2216.74	2217.53	33150.0
2015-05-01 15:00:00	ES	Futures	2217.8	2218.59	2215.16	2215.68	36067.0
2015-05-01 15:30:00	ES	Futures	2215.95	2221.23	2215.68	2220.17	135817.0
2015-05-01 16:00:00	ES	Futures	2219.91	2220.7	2218.59	2220.7	81833.0
2015-05-01 16:30:00	ES	Futures	2220.7	2220.7	2219.38	2220.44	5353.0
2015-05-01 17:00:00	ES	Futures	2220.17	2221.23	2220.17	2220.97	1459.0
2015-05-01 00:00:00	NQ	Futures	5190.52	5191.1	5189.63	5190.22	113.0
2015-05-01 00:30:00	NQ	Futures	5189.93	5191.1	5189.05	5189.63	112.0
2015-05-01 01:00:00	NQ	Futures	5189.63	5190.22	5188.46	5189.05	289.0
2015-05-01 01:30:00	NQ	Futures	5188.75	5191.69	5187.28	5191.4	444.0
2015-05-01 02:00:00	NQ	Futures	5191.4	5196.69	5191.4	5194.34	647.0
2015-05-01 02:30:00	NQ	Futures	5194.34	5196.1	5190.81	5196.1	325.0
2015-05-01 03:00:00	NQ	Futures	5196.1	5196.69	5187.87	5190.81	590.0
2015-05-01 03:30:00	NQ	Futures	5190.52	5190.81	5186.99	5189.93	408.0
2015-05-01 04:00:00	NQ	Futures	5189.63	5191.1	5189.05	5190.52	200.0
2015-05-01 04:30:00	NQ	Futures	5189.93	5191.69	5189.34	5190.52	184.0
2015-05-01 05:00:00	NQ	Futures	5190.52	5191.69	5190.52	5191.1	254.0
2015-05-01 05:30:00	NQ	Futures	5191.1	5194.63	5191.1	5194.04	389.0
2015-05-01 06:00:00	NQ	Futures	5193.75	5196.69	5193.46	5195.81	338.0
2015-05-01 06:30:00	NQ	Futures	5195.81	5197.28	5194.04	5194.93	353.0
2015-05-01 07:00:00	NQ	Futures	5195.22	5201.69	5193.75	5201.4	1392.0

> showing 50 of 1,978 rows — these rows as CSV

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