PREVIEW / futures_30min / 2015-05-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-11.parquet
  size:    79 KB
  rows:    2,882

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
2015-05-11 00:00:00	ES	Futures	2226.51	2226.78	2226.25	2226.51	237.0
2015-05-11 00:30:00	ES	Futures	2226.51	2226.78	2226.25	2226.78	793.0
2015-05-11 01:00:00	ES	Futures	2226.78	2228.63	2226.78	2228.36	2029.0
2015-05-11 01:30:00	ES	Futures	2228.1	2228.36	2227.57	2227.57	608.0
2015-05-11 02:00:00	ES	Futures	2227.57	2228.36	2226.25	2226.78	4744.0
2015-05-11 02:30:00	ES	Futures	2227.04	2227.83	2226.51	2227.31	2592.0
2015-05-11 03:00:00	ES	Futures	2227.57	2227.83	2225.46	2227.31	9171.0
2015-05-11 03:30:00	ES	Futures	2227.31	2227.57	2225.72	2225.72	6640.0
2015-05-11 04:00:00	ES	Futures	2225.72	2227.57	2225.46	2226.78	7024.0
2015-05-11 04:30:00	ES	Futures	2227.04	2227.04	2224.14	2225.19	7205.0
2015-05-11 05:00:00	ES	Futures	2225.19	2226.51	2224.4	2224.93	6925.0
2015-05-11 05:30:00	ES	Futures	2224.93	2226.25	2224.4	2224.66	4647.0
2015-05-11 06:00:00	ES	Futures	2224.66	2226.25	2224.4	2225.72	3919.0
2015-05-11 06:30:00	ES	Futures	2225.72	2227.04	2225.19	2226.51	3101.0
2015-05-11 07:00:00	ES	Futures	2226.78	2227.31	2225.46	2227.31	5546.0
2015-05-11 07:30:00	ES	Futures	2227.04	2229.42	2226.78	2228.89	9903.0
2015-05-11 08:00:00	ES	Futures	2228.63	2229.15	2227.83	2228.36	7421.0
2015-05-11 08:30:00	ES	Futures	2228.63	2228.63	2227.04	2228.36	6929.0
2015-05-11 09:00:00	ES	Futures	2228.36	2229.42	2227.31	2229.15	14730.0
2015-05-11 09:30:00	ES	Futures	2229.15	2232.59	2226.25	2230.47	202213.0
2015-05-11 10:00:00	ES	Futures	2230.47	2232.85	2227.31	2227.31	89129.0
2015-05-11 10:30:00	ES	Futures	2227.57	2229.95	2224.4	2228.89	113557.0
2015-05-11 11:00:00	ES	Futures	2228.89	2230.47	2225.98	2227.83	72481.0
2015-05-11 11:30:00	ES	Futures	2227.83	2229.95	2226.25	2228.89	43176.0
2015-05-11 12:00:00	ES	Futures	2229.15	2229.42	2223.61	2225.46	56738.0
2015-05-11 12:30:00	ES	Futures	2225.46	2226.51	2223.87	2225.19	31184.0
2015-05-11 13:00:00	ES	Futures	2225.19	2227.83	2224.93	2227.04	24269.0
2015-05-11 13:30:00	ES	Futures	2226.78	2227.31	2224.66	2224.66	24864.0
2015-05-11 14:00:00	ES	Futures	2224.66	2225.98	2222.55	2224.14	41064.0
2015-05-11 14:30:00	ES	Futures	2224.14	2224.66	2219.65	2220.44	49236.0
2015-05-11 15:00:00	ES	Futures	2220.17	2224.14	2218.06	2222.82	71332.0
2015-05-11 15:30:00	ES	Futures	2222.82	2223.34	2218.59	2218.85	115919.0
2015-05-11 16:00:00	ES	Futures	2218.85	2220.17	2215.68	2216.21	69079.0
2015-05-11 16:30:00	ES	Futures	2216.21	2216.74	2214.1	2215.16	13063.0
2015-05-11 17:00:00	ES	Futures	2215.16	2215.68	2215.16	2215.16	1249.0
2015-05-11 18:00:00	ES	Futures	2216.21	2217.0	2215.42	2217.0	4390.0
2015-05-11 18:30:00	ES	Futures	2217.0	2217.27	2216.21	2216.48	824.0
2015-05-11 19:00:00	ES	Futures	2216.21	2216.48	2215.68	2216.21	1868.0
2015-05-11 19:30:00	ES	Futures	2216.21	2216.74	2215.16	2215.16	1558.0
2015-05-11 20:00:00	ES	Futures	2215.16	2217.27	2214.89	2217.0	3589.0
2015-05-11 20:30:00	ES	Futures	2217.0	2217.27	2216.48	2216.74	1100.0
2015-05-11 21:00:00	ES	Futures	2216.74	2217.53	2215.95	2215.95	2210.0
2015-05-11 21:30:00	ES	Futures	2215.95	2216.21	2215.42	2216.21	1147.0
2015-05-11 22:00:00	ES	Futures	2216.21	2216.21	2214.63	2215.68	1864.0
2015-05-11 22:30:00	ES	Futures	2215.68	2215.95	2214.89	2215.16	1470.0
2015-05-11 23:00:00	ES	Futures	2215.16	2215.42	2214.89	2215.16	627.0
2015-05-11 23:30:00	ES	Futures	2215.16	2215.42	2214.63	2215.16	939.0
2015-05-11 00:00:00	NQ	Futures	5232.86	5232.86	5232.27	5232.86	53.0
2015-05-11 00:30:00	NQ	Futures	5232.57	5233.45	5232.27	5233.15	98.0
2015-05-11 01:00:00	NQ	Futures	5233.45	5236.98	5233.45	5236.1	149.0

> showing 50 of 2,882 rows — these rows as CSV

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