PREVIEW / futures_30min / 2015-05-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-04.parquet
  size:    74 KB
  rows:    2,793

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
2015-05-04 00:00:00	ES	Futures	2218.59	2218.85	2218.33	2218.59	145.0
2015-05-04 00:30:00	ES	Futures	2218.59	2218.85	2218.33	2218.85	160.0
2015-05-04 01:00:00	ES	Futures	2218.59	2218.85	2218.06	2218.33	360.0
2015-05-04 01:30:00	ES	Futures	2218.59	2219.12	2218.06	2218.59	973.0
2015-05-04 02:00:00	ES	Futures	2218.85	2218.85	2217.0	2217.8	2788.0
2015-05-04 02:30:00	ES	Futures	2218.06	2219.12	2217.27	2217.53	2872.0
2015-05-04 03:00:00	ES	Futures	2217.8	2219.91	2216.48	2218.59	13651.0
2015-05-04 03:30:00	ES	Futures	2218.33	2220.97	2218.33	2219.12	9205.0
2015-05-04 04:00:00	ES	Futures	2219.38	2223.34	2218.59	2222.82	8327.0
2015-05-04 04:30:00	ES	Futures	2222.55	2225.98	2222.55	2225.19	9047.0
2015-05-04 05:00:00	ES	Futures	2225.19	2225.72	2223.87	2224.93	5386.0
2015-05-04 05:30:00	ES	Futures	2224.66	2225.72	2223.34	2224.4	5558.0
2015-05-04 06:00:00	ES	Futures	2224.4	2224.93	2223.08	2223.34	3003.0
2015-05-04 06:30:00	ES	Futures	2223.34	2225.98	2223.34	2225.46	4027.0
2015-05-04 07:00:00	ES	Futures	2225.46	2226.78	2224.93	2225.72	5031.0
2015-05-04 07:30:00	ES	Futures	2225.46	2227.83	2225.19	2226.78	8639.0
2015-05-04 08:00:00	ES	Futures	2226.78	2227.57	2226.25	2226.25	6305.0
2015-05-04 08:30:00	ES	Futures	2226.25	2227.31	2225.98	2226.78	6697.0
2015-05-04 09:00:00	ES	Futures	2226.78	2227.04	2224.93	2225.98	17174.0
2015-05-04 09:30:00	ES	Futures	2225.98	2234.44	2224.4	2233.12	186030.0
2015-05-04 10:00:00	ES	Futures	2233.38	2234.44	2231.53	2233.12	92184.0
2015-05-04 10:30:00	ES	Futures	2233.38	2233.64	2229.15	2230.21	79751.0
2015-05-04 11:00:00	ES	Futures	2230.21	2231.8	2229.15	2229.95	41602.0
2015-05-04 11:30:00	ES	Futures	2230.21	2230.74	2227.83	2230.74	44021.0
2015-05-04 12:00:00	ES	Futures	2230.74	2231.53	2228.63	2230.47	54535.0
2015-05-04 12:30:00	ES	Futures	2230.47	2231.27	2227.57	2228.1	19904.0
2015-05-04 13:00:00	ES	Futures	2228.36	2228.63	2225.46	2227.31	37270.0
2015-05-04 13:30:00	ES	Futures	2227.31	2229.42	2226.25	2229.42	34039.0
2015-05-04 14:00:00	ES	Futures	2229.42	2231.0	2227.83	2230.47	46729.0
2015-05-04 14:30:00	ES	Futures	2230.74	2231.8	2228.89	2229.68	36500.0
2015-05-04 15:00:00	ES	Futures	2229.42	2231.27	2228.1	2230.47	37766.0
2015-05-04 15:30:00	ES	Futures	2230.47	2231.27	2227.04	2227.57	100916.0
2015-05-04 16:00:00	ES	Futures	2227.31	2228.89	2226.51	2228.36	61329.0
2015-05-04 16:30:00	ES	Futures	2228.89	2229.42	2228.36	2228.36	4558.0
2015-05-04 17:00:00	ES	Futures	2228.36	2228.89	2228.36	2228.89	809.0
2015-05-04 18:00:00	ES	Futures	2228.63	2229.15	2227.31	2228.89	2115.0
2015-05-04 18:30:00	ES	Futures	2229.15	2229.15	2227.83	2228.1	495.0
2015-05-04 19:00:00	ES	Futures	2228.1	2228.36	2227.57	2227.83	262.0
2015-05-04 19:30:00	ES	Futures	2227.57	2228.63	2227.57	2228.36	691.0
2015-05-04 20:00:00	ES	Futures	2228.1	2228.63	2227.83	2228.36	666.0
2015-05-04 20:30:00	ES	Futures	2228.1	2228.36	2227.57	2228.1	692.0
2015-05-04 21:00:00	ES	Futures	2227.83	2228.36	2227.04	2227.57	655.0
2015-05-04 21:30:00	ES	Futures	2227.57	2228.1	2227.57	2227.83	620.0
2015-05-04 22:00:00	ES	Futures	2227.83	2228.1	2226.25	2226.78	1192.0
2015-05-04 22:30:00	ES	Futures	2226.78	2227.57	2226.78	2227.04	332.0
2015-05-04 23:00:00	ES	Futures	2227.31	2227.31	2225.98	2226.25	836.0
2015-05-04 23:30:00	ES	Futures	2225.98	2226.25	2225.46	2225.72	1013.0
2015-05-04 00:00:00	NQ	Futures	5248.45	5248.45	5247.56	5247.56	46.0
2015-05-04 00:30:00	NQ	Futures	5247.86	5249.33	5247.56	5249.03	29.0
2015-05-04 01:00:00	NQ	Futures	5248.45	5248.45	5247.56	5247.86	57.0

> showing 50 of 2,793 rows — these rows as CSV

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