PREVIEW / futures_30min / 2015-05-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-06.parquet
  size:    83 KB
  rows:    2,965

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
2015-05-06 00:00:00	ES	Futures	2209.61	2210.4	2209.08	2209.08	1081.0
2015-05-06 00:30:00	ES	Futures	2209.08	2209.08	2208.02	2208.82	760.0
2015-05-06 01:00:00	ES	Futures	2208.82	2209.08	2207.5	2207.5	808.0
2015-05-06 01:30:00	ES	Futures	2207.5	2207.76	2205.38	2206.18	2201.0
2015-05-06 02:00:00	ES	Futures	2206.18	2206.97	2203.27	2203.53	3950.0
2015-05-06 02:30:00	ES	Futures	2203.27	2204.06	2202.21	2203.27	5408.0
2015-05-06 03:00:00	ES	Futures	2203.27	2205.38	2202.74	2204.33	15477.0
2015-05-06 03:30:00	ES	Futures	2204.59	2205.65	2198.78	2204.06	21667.0
2015-05-06 04:00:00	ES	Futures	2204.33	2209.08	2203.8	2207.76	15105.0
2015-05-06 04:30:00	ES	Futures	2208.02	2208.55	2203.8	2208.55	13681.0
2015-05-06 05:00:00	ES	Futures	2208.55	2210.67	2207.76	2208.29	13157.0
2015-05-06 05:30:00	ES	Futures	2208.29	2209.61	2206.97	2207.5	8405.0
2015-05-06 06:00:00	ES	Futures	2207.76	2209.35	2206.44	2206.97	6095.0
2015-05-06 06:30:00	ES	Futures	2206.97	2207.23	2204.33	2204.86	8750.0
2015-05-06 07:00:00	ES	Futures	2205.12	2207.76	2204.86	2207.5	6498.0
2015-05-06 07:30:00	ES	Futures	2207.5	2210.14	2207.5	2209.08	10288.0
2015-05-06 08:00:00	ES	Futures	2209.08	2209.61	2205.38	2207.5	16599.0
2015-05-06 08:30:00	ES	Futures	2207.76	2208.29	2206.18	2206.7	9467.0
2015-05-06 09:00:00	ES	Futures	2206.44	2209.08	2206.18	2208.02	16014.0
2015-05-06 09:30:00	ES	Futures	2208.02	2211.99	2191.12	2195.35	326793.0
2015-05-06 10:00:00	ES	Futures	2195.08	2196.4	2187.42	2194.82	201052.0
2015-05-06 10:30:00	ES	Futures	2195.08	2201.69	2191.39	2199.57	146267.0
2015-05-06 11:00:00	ES	Futures	2199.84	2200.89	2192.44	2195.61	97823.0
2015-05-06 11:30:00	ES	Futures	2195.61	2199.04	2194.03	2197.2	61011.0
2015-05-06 12:00:00	ES	Futures	2196.93	2197.46	2191.91	2192.71	54796.0
2015-05-06 12:30:00	ES	Futures	2192.44	2194.55	2189.54	2190.86	44154.0
2015-05-06 13:00:00	ES	Futures	2190.86	2192.97	2188.48	2189.54	46443.0
2015-05-06 13:30:00	ES	Futures	2189.54	2189.8	2183.46	2185.84	85345.0
2015-05-06 14:00:00	ES	Futures	2185.84	2187.42	2182.67	2185.05	62729.0
2015-05-06 14:30:00	ES	Futures	2185.05	2185.05	2177.65	2182.41	103430.0
2015-05-06 15:00:00	ES	Futures	2182.14	2185.57	2179.24	2185.31	68682.0
2015-05-06 15:30:00	ES	Futures	2185.31	2192.44	2182.93	2191.65	165771.0
2015-05-06 16:00:00	ES	Futures	2191.65	2192.18	2190.86	2191.65	81987.0
2015-05-06 16:30:00	ES	Futures	2191.65	2193.5	2191.39	2192.44	6658.0
2015-05-06 17:00:00	ES	Futures	2192.44	2192.44	2191.91	2192.18	1307.0
2015-05-06 18:00:00	ES	Futures	2191.91	2193.5	2191.91	2193.23	2681.0
2015-05-06 18:30:00	ES	Futures	2193.23	2194.03	2191.39	2191.39	2667.0
2015-05-06 19:00:00	ES	Futures	2191.65	2191.91	2188.48	2190.59	2998.0
2015-05-06 19:30:00	ES	Futures	2190.59	2191.39	2189.8	2190.06	1055.0
2015-05-06 20:00:00	ES	Futures	2189.8	2193.5	2189.8	2192.71	3041.0
2015-05-06 20:30:00	ES	Futures	2192.71	2193.23	2191.39	2193.23	2151.0
2015-05-06 21:00:00	ES	Futures	2193.23	2194.03	2192.44	2192.97	2393.0
2015-05-06 21:30:00	ES	Futures	2193.23	2194.03	2192.44	2193.76	1675.0
2015-05-06 22:00:00	ES	Futures	2194.03	2194.29	2192.44	2194.03	1140.0
2015-05-06 22:30:00	ES	Futures	2194.03	2194.55	2193.76	2194.29	935.0
2015-05-06 23:00:00	ES	Futures	2194.03	2194.55	2192.71	2193.23	1129.0
2015-05-06 23:30:00	ES	Futures	2193.23	2194.29	2192.44	2193.5	1294.0
2015-05-06 00:00:00	NQ	Futures	5201.69	5203.16	5199.93	5199.93	213.0
2015-05-06 00:30:00	NQ	Futures	5199.34	5199.93	5197.57	5199.63	159.0
2015-05-06 01:00:00	NQ	Futures	5199.34	5200.22	5196.4	5196.4	122.0

> showing 50 of 2,965 rows — these rows as CSV

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