PREVIEW / futures_30min / 2015-05-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-08.parquet
  size:    71 KB
  rows:    2,448

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
2015-05-08 00:00:00	ES	Futures	2204.86	2205.12	2204.06	2204.59	644.0
2015-05-08 00:30:00	ES	Futures	2204.59	2205.38	2204.33	2204.33	667.0
2015-05-08 01:00:00	ES	Futures	2204.59	2204.86	2203.53	2203.53	895.0
2015-05-08 01:30:00	ES	Futures	2203.8	2204.86	2203.27	2204.59	1325.0
2015-05-08 02:00:00	ES	Futures	2204.86	2206.7	2204.33	2205.91	7521.0
2015-05-08 02:30:00	ES	Futures	2205.91	2208.02	2205.12	2207.5	7123.0
2015-05-08 03:00:00	ES	Futures	2207.5	2209.35	2204.06	2205.38	14363.0
2015-05-08 03:30:00	ES	Futures	2205.38	2208.02	2204.06	2206.18	7533.0
2015-05-08 04:00:00	ES	Futures	2206.18	2206.97	2203.53	2204.86	9204.0
2015-05-08 04:30:00	ES	Futures	2205.12	2206.44	2203.01	2204.86	7599.0
2015-05-08 05:00:00	ES	Futures	2204.59	2205.38	2204.06	2204.59	3345.0
2015-05-08 05:30:00	ES	Futures	2204.59	2205.38	2203.53	2203.8	2938.0
2015-05-08 06:00:00	ES	Futures	2203.8	2206.18	2203.01	2205.38	4102.0
2015-05-08 06:30:00	ES	Futures	2205.12	2206.7	2205.12	2205.38	4797.0
2015-05-08 07:00:00	ES	Futures	2205.38	2206.97	2205.38	2206.44	4628.0
2015-05-08 07:30:00	ES	Futures	2206.18	2206.7	2204.33	2205.91	10904.0
2015-05-08 08:00:00	ES	Futures	2205.91	2207.5	2204.59	2206.44	13250.0
2015-05-08 08:30:00	ES	Futures	2206.7	2225.72	2205.12	2222.29	153966.0
2015-05-08 09:00:00	ES	Futures	2222.55	2223.61	2220.44	2222.29	42979.0
2015-05-08 09:30:00	ES	Futures	2222.02	2228.1	2221.23	2226.51	228188.0
2015-05-08 10:00:00	ES	Futures	2226.51	2229.95	2225.98	2227.57	108796.0
2015-05-08 10:30:00	ES	Futures	2227.57	2228.89	2226.51	2228.1	69662.0
2015-05-08 11:00:00	ES	Futures	2228.1	2230.74	2227.83	2229.15	72759.0
2015-05-08 11:30:00	ES	Futures	2229.15	2232.85	2228.89	2231.53	81009.0
2015-05-08 12:00:00	ES	Futures	2231.53	2232.32	2229.15	2230.21	49119.0
2015-05-08 12:30:00	ES	Futures	2230.21	2230.74	2229.15	2230.21	33164.0
2015-05-08 13:00:00	ES	Futures	2230.21	2231.8	2229.15	2229.42	38989.0
2015-05-08 13:30:00	ES	Futures	2229.68	2229.95	2227.83	2228.1	36289.0
2015-05-08 14:00:00	ES	Futures	2228.36	2228.89	2227.31	2227.31	35711.0
2015-05-08 14:30:00	ES	Futures	2227.57	2229.95	2226.78	2229.68	52003.0
2015-05-08 15:00:00	ES	Futures	2229.95	2230.74	2228.36	2229.15	45091.0
2015-05-08 15:30:00	ES	Futures	2229.15	2231.8	2228.89	2230.21	120082.0
2015-05-08 16:00:00	ES	Futures	2229.95	2230.21	2226.51	2227.31	81567.0
2015-05-08 16:30:00	ES	Futures	2227.83	2228.1	2227.04	2227.31	5457.0
2015-05-08 17:00:00	ES	Futures	2227.31	2227.57	2226.78	2226.78	1180.0
2015-05-08 00:00:00	NQ	Futures	5187.87	5188.46	5186.1	5187.87	103.0
2015-05-08 00:30:00	NQ	Futures	5187.87	5188.75	5186.99	5187.57	110.0
2015-05-08 01:00:00	NQ	Futures	5187.28	5187.87	5183.75	5184.34	167.0
2015-05-08 01:30:00	NQ	Futures	5184.34	5185.81	5183.16	5185.22	164.0
2015-05-08 02:00:00	NQ	Futures	5185.81	5194.34	5185.22	5192.57	955.0
2015-05-08 02:30:00	NQ	Futures	5192.28	5196.4	5189.63	5196.1	753.0
2015-05-08 03:00:00	NQ	Futures	5196.4	5200.22	5188.16	5190.52	2863.0
2015-05-08 03:30:00	NQ	Futures	5191.1	5201.4	5188.75	5196.1	2599.0
2015-05-08 04:00:00	NQ	Futures	5195.81	5197.57	5189.05	5191.4	1580.0
2015-05-08 04:30:00	NQ	Futures	5191.69	5194.93	5186.69	5191.4	1447.0
2015-05-08 05:00:00	NQ	Futures	5191.4	5192.87	5189.34	5189.63	758.0
2015-05-08 05:30:00	NQ	Futures	5189.93	5191.99	5187.87	5187.87	903.0
2015-05-08 06:00:00	NQ	Futures	5187.87	5193.46	5185.81	5191.99	842.0
2015-05-08 06:30:00	NQ	Futures	5191.69	5195.51	5190.81	5191.99	1168.0
2015-05-08 07:00:00	NQ	Futures	5191.99	5195.51	5191.4	5193.46	1005.0

> showing 50 of 2,448 rows — these rows as CSV

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