PREVIEW / futures_30min / 2015-05-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-05.parquet
  size:    85 KB
  rows:    2,994

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
2015-05-05 00:00:00	ES	Futures	2225.72	2226.51	2225.46	2226.25	1466.0
2015-05-05 00:30:00	ES	Futures	2226.25	2227.04	2225.98	2226.25	520.0
2015-05-05 01:00:00	ES	Futures	2226.25	2227.04	2225.72	2225.98	759.0
2015-05-05 01:30:00	ES	Futures	2225.98	2226.51	2225.46	2225.98	757.0
2015-05-05 02:00:00	ES	Futures	2225.98	2227.57	2225.46	2225.72	3005.0
2015-05-05 02:30:00	ES	Futures	2225.72	2225.98	2225.19	2225.72	2332.0
2015-05-05 03:00:00	ES	Futures	2225.46	2226.25	2223.34	2224.4	10749.0
2015-05-05 03:30:00	ES	Futures	2224.4	2225.46	2223.61	2224.93	7416.0
2015-05-05 04:00:00	ES	Futures	2224.93	2230.47	2223.87	2229.95	14099.0
2015-05-05 04:30:00	ES	Futures	2229.68	2231.0	2225.46	2225.46	8760.0
2015-05-05 05:00:00	ES	Futures	2225.72	2226.78	2224.4	2225.46	6134.0
2015-05-05 05:30:00	ES	Futures	2225.46	2228.1	2224.93	2227.04	5917.0
2015-05-05 06:00:00	ES	Futures	2227.04	2227.83	2224.66	2225.72	6760.0
2015-05-05 06:30:00	ES	Futures	2225.46	2225.46	2223.87	2224.93	4516.0
2015-05-05 07:00:00	ES	Futures	2224.93	2225.46	2223.61	2224.93	5354.0
2015-05-05 07:30:00	ES	Futures	2224.93	2227.04	2224.4	2227.04	5521.0
2015-05-05 08:00:00	ES	Futures	2227.04	2228.1	2225.72	2225.98	9679.0
2015-05-05 08:30:00	ES	Futures	2226.25	2226.51	2219.91	2220.97	36983.0
2015-05-05 09:00:00	ES	Futures	2220.97	2224.66	2220.17	2224.14	32310.0
2015-05-05 09:30:00	ES	Futures	2223.87	2228.36	2219.12	2219.65	182362.0
2015-05-05 10:00:00	ES	Futures	2219.65	2222.29	2215.68	2220.44	165369.0
2015-05-05 10:30:00	ES	Futures	2220.44	2221.23	2216.21	2218.33	89492.0
2015-05-05 11:00:00	ES	Futures	2218.06	2218.06	2209.35	2210.14	141974.0
2015-05-05 11:30:00	ES	Futures	2210.14	2212.25	2207.5	2211.99	97571.0
2015-05-05 12:00:00	ES	Futures	2211.99	2215.16	2211.46	2213.57	52552.0
2015-05-05 12:30:00	ES	Futures	2213.84	2214.1	2210.14	2210.67	46392.0
2015-05-05 13:00:00	ES	Futures	2210.4	2210.93	2203.8	2207.23	92978.0
2015-05-05 13:30:00	ES	Futures	2206.97	2208.82	2204.59	2206.44	52854.0
2015-05-05 14:00:00	ES	Futures	2206.18	2208.55	2203.27	2204.59	78792.0
2015-05-05 14:30:00	ES	Futures	2204.33	2206.44	2199.04	2201.16	106112.0
2015-05-05 15:00:00	ES	Futures	2201.16	2204.06	2199.04	2202.74	82445.0
2015-05-05 15:30:00	ES	Futures	2202.74	2205.65	2199.84	2200.89	140133.0
2015-05-05 16:00:00	ES	Futures	2200.89	2202.48	2200.37	2201.69	75232.0
2015-05-05 16:30:00	ES	Futures	2202.21	2203.8	2202.21	2203.27	8149.0
2015-05-05 17:00:00	ES	Futures	2203.01	2203.53	2202.74	2203.53	1941.0
2015-05-05 18:00:00	ES	Futures	2203.27	2204.86	2203.27	2204.33	3234.0
2015-05-05 18:30:00	ES	Futures	2204.33	2204.59	2204.06	2204.59	478.0
2015-05-05 19:00:00	ES	Futures	2204.59	2204.59	2203.27	2204.06	918.0
2015-05-05 19:30:00	ES	Futures	2204.06	2205.12	2203.8	2204.59	1866.0
2015-05-05 20:00:00	ES	Futures	2204.86	2205.38	2204.33	2205.38	1961.0
2015-05-05 20:30:00	ES	Futures	2205.12	2205.12	2204.33	2204.59	1463.0
2015-05-05 21:00:00	ES	Futures	2204.86	2205.65	2203.8	2205.12	2249.0
2015-05-05 21:30:00	ES	Futures	2204.86	2205.65	2204.86	2205.65	907.0
2015-05-05 22:00:00	ES	Futures	2205.65	2205.91	2205.12	2205.38	889.0
2015-05-05 22:30:00	ES	Futures	2205.38	2206.7	2205.12	2206.44	1809.0
2015-05-05 23:00:00	ES	Futures	2206.7	2208.29	2206.18	2208.02	3280.0
2015-05-05 23:30:00	ES	Futures	2207.76	2210.67	2207.76	2209.87	4628.0
2015-05-05 00:00:00	NQ	Futures	5258.15	5259.62	5256.68	5259.03	131.0
2015-05-05 00:30:00	NQ	Futures	5259.03	5261.38	5259.03	5260.21	92.0
2015-05-05 01:00:00	NQ	Futures	5259.62	5261.09	5258.74	5259.33	63.0

> showing 50 of 2,994 rows — these rows as CSV

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