PREVIEW / futures_30min / 2015-05-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-07.parquet
  size:    86 KB
  rows:    2,974

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
2015-05-07 00:00:00	ES	Futures	2193.5	2194.82	2193.23	2194.55	807.0
2015-05-07 00:30:00	ES	Futures	2194.55	2194.82	2193.76	2194.03	1150.0
2015-05-07 01:00:00	ES	Futures	2194.03	2194.03	2192.44	2192.71	1376.0
2015-05-07 01:30:00	ES	Futures	2192.44	2192.71	2191.39	2191.91	1525.0
2015-05-07 02:00:00	ES	Futures	2191.91	2192.44	2188.48	2189.8	3882.0
2015-05-07 02:30:00	ES	Futures	2189.8	2190.06	2187.42	2188.22	4603.0
2015-05-07 03:00:00	ES	Futures	2188.48	2188.48	2184.25	2186.37	19025.0
2015-05-07 03:30:00	ES	Futures	2186.37	2189.8	2184.78	2185.84	18402.0
2015-05-07 04:00:00	ES	Futures	2185.84	2190.06	2183.73	2183.73	16428.0
2015-05-07 04:30:00	ES	Futures	2183.99	2185.05	2180.29	2182.93	20267.0
2015-05-07 05:00:00	ES	Futures	2183.2	2183.2	2173.16	2178.44	34330.0
2015-05-07 05:30:00	ES	Futures	2178.18	2179.76	2175.27	2179.24	17003.0
2015-05-07 06:00:00	ES	Futures	2179.24	2181.08	2177.39	2178.71	15854.0
2015-05-07 06:30:00	ES	Futures	2178.71	2180.29	2175.01	2179.5	16666.0
2015-05-07 07:00:00	ES	Futures	2179.5	2182.41	2179.24	2181.88	18312.0
2015-05-07 07:30:00	ES	Futures	2181.88	2188.22	2181.88	2188.22	19235.0
2015-05-07 08:00:00	ES	Futures	2188.22	2193.23	2186.63	2190.86	40133.0
2015-05-07 08:30:00	ES	Futures	2190.59	2191.12	2185.05	2186.63	33999.0
2015-05-07 09:00:00	ES	Futures	2186.63	2190.86	2186.37	2190.59	26677.0
2015-05-07 09:30:00	ES	Futures	2190.59	2195.61	2186.9	2187.69	215892.0
2015-05-07 10:00:00	ES	Futures	2187.69	2193.76	2186.1	2189.8	165792.0
2015-05-07 10:30:00	ES	Futures	2189.8	2198.25	2186.9	2196.14	107011.0
2015-05-07 11:00:00	ES	Futures	2196.4	2202.21	2194.55	2201.16	87229.0
2015-05-07 11:30:00	ES	Futures	2201.16	2201.95	2198.25	2199.04	59782.0
2015-05-07 12:00:00	ES	Futures	2199.04	2204.86	2198.52	2204.06	54033.0
2015-05-07 12:30:00	ES	Futures	2204.06	2206.18	2203.53	2204.06	49540.0
2015-05-07 13:00:00	ES	Futures	2204.33	2205.91	2200.37	2201.69	43653.0
2015-05-07 13:30:00	ES	Futures	2201.69	2204.06	2201.16	2201.69	28656.0
2015-05-07 14:00:00	ES	Futures	2201.69	2204.59	2201.42	2203.8	27253.0
2015-05-07 14:30:00	ES	Futures	2204.06	2204.86	2201.69	2203.01	34270.0
2015-05-07 15:00:00	ES	Futures	2203.27	2204.59	2198.78	2200.37	51097.0
2015-05-07 15:30:00	ES	Futures	2200.37	2203.01	2197.99	2200.89	107426.0
2015-05-07 16:00:00	ES	Futures	2200.63	2202.48	2200.1	2201.69	61851.0
2015-05-07 16:30:00	ES	Futures	2201.69	2201.95	2201.16	2201.42	4414.0
2015-05-07 17:00:00	ES	Futures	2201.16	2202.74	2201.16	2202.74	2340.0
2015-05-07 18:00:00	ES	Futures	2203.01	2203.53	2201.69	2201.95	3262.0
2015-05-07 18:30:00	ES	Futures	2202.21	2202.74	2201.95	2201.95	916.0
2015-05-07 19:00:00	ES	Futures	2202.21	2202.21	2201.69	2201.69	450.0
2015-05-07 19:30:00	ES	Futures	2201.69	2203.01	2201.69	2203.01	1148.0
2015-05-07 20:00:00	ES	Futures	2202.74	2204.59	2201.95	2204.33	4336.0
2015-05-07 20:30:00	ES	Futures	2204.33	2204.86	2203.53	2203.53	2289.0
2015-05-07 21:00:00	ES	Futures	2203.27	2204.06	2203.01	2203.8	791.0
2015-05-07 21:30:00	ES	Futures	2203.8	2205.65	2203.53	2204.86	2628.0
2015-05-07 22:00:00	ES	Futures	2204.86	2204.86	2203.53	2204.06	1506.0
2015-05-07 22:30:00	ES	Futures	2204.06	2204.33	2203.53	2204.33	1121.0
2015-05-07 23:00:00	ES	Futures	2204.33	2204.86	2204.33	2204.59	700.0
2015-05-07 23:30:00	ES	Futures	2204.59	2204.86	2204.33	2204.86	687.0
2015-05-07 00:00:00	NQ	Futures	5148.17	5150.82	5147.88	5150.82	129.0
2015-05-07 00:30:00	NQ	Futures	5150.52	5150.52	5147.88	5148.17	150.0
2015-05-07 01:00:00	NQ	Futures	5148.17	5148.46	5144.35	5144.94	209.0

> showing 50 of 2,974 rows — these rows as CSV

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