PREVIEW / futures_30min / 2015-05-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-12.parquet
  size:    81 KB
  rows:    2,929

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
2015-05-12 00:00:00	ES	Futures	2215.16	2215.42	2214.89	2215.16	551.0
2015-05-12 00:30:00	ES	Futures	2215.16	2216.21	2214.89	2215.95	1341.0
2015-05-12 01:00:00	ES	Futures	2215.95	2218.06	2215.68	2217.27	3426.0
2015-05-12 01:30:00	ES	Futures	2217.53	2218.33	2217.27	2218.06	1350.0
2015-05-12 02:00:00	ES	Futures	2218.06	2219.65	2212.78	2213.31	11430.0
2015-05-12 02:30:00	ES	Futures	2213.31	2213.84	2212.51	2213.57	6937.0
2015-05-12 03:00:00	ES	Futures	2213.57	2213.84	2209.35	2212.51	17990.0
2015-05-12 03:30:00	ES	Futures	2212.51	2212.78	2208.82	2210.4	10723.0
2015-05-12 04:00:00	ES	Futures	2210.4	2210.4	2206.7	2208.02	16096.0
2015-05-12 04:30:00	ES	Futures	2208.02	2208.29	2200.37	2200.63	23954.0
2015-05-12 05:00:00	ES	Futures	2200.63	2202.48	2198.78	2199.57	22934.0
2015-05-12 05:30:00	ES	Futures	2199.57	2202.21	2196.67	2200.89	21267.0
2015-05-12 06:00:00	ES	Futures	2200.89	2202.21	2199.04	2201.42	13268.0
2015-05-12 06:30:00	ES	Futures	2201.42	2203.53	2199.31	2199.57	11496.0
2015-05-12 07:00:00	ES	Futures	2199.84	2204.33	2199.84	2200.89	18507.0
2015-05-12 07:30:00	ES	Futures	2200.89	2202.21	2197.2	2201.95	29727.0
2015-05-12 08:00:00	ES	Futures	2201.95	2204.86	2200.89	2203.53	24938.0
2015-05-12 08:30:00	ES	Futures	2203.53	2206.7	2201.95	2205.65	27674.0
2015-05-12 09:00:00	ES	Futures	2205.65	2209.08	2204.06	2208.55	33749.0
2015-05-12 09:30:00	ES	Futures	2208.55	2208.55	2197.72	2202.21	273771.0
2015-05-12 10:00:00	ES	Futures	2202.21	2204.86	2199.04	2200.89	127876.0
2015-05-12 10:30:00	ES	Futures	2200.89	2214.63	2200.37	2209.87	148532.0
2015-05-12 11:00:00	ES	Futures	2209.87	2215.42	2209.87	2210.67	88662.0
2015-05-12 11:30:00	ES	Futures	2210.93	2214.89	2210.4	2212.78	48547.0
2015-05-12 12:00:00	ES	Futures	2212.51	2213.57	2208.02	2210.93	47735.0
2015-05-12 12:30:00	ES	Futures	2210.67	2215.42	2210.14	2213.84	35136.0
2015-05-12 13:00:00	ES	Futures	2213.84	2217.8	2212.51	2215.68	49725.0
2015-05-12 13:30:00	ES	Futures	2215.68	2215.95	2211.46	2213.57	35303.0
2015-05-12 14:00:00	ES	Futures	2213.31	2217.27	2211.72	2216.48	39159.0
2015-05-12 14:30:00	ES	Futures	2216.48	2219.38	2213.04	2214.36	65367.0
2015-05-12 15:00:00	ES	Futures	2214.36	2216.74	2213.31	2214.63	42701.0
2015-05-12 15:30:00	ES	Futures	2214.89	2216.74	2211.99	2211.99	96782.0
2015-05-12 16:00:00	ES	Futures	2211.99	2213.57	2211.19	2213.31	45721.0
2015-05-12 16:30:00	ES	Futures	2214.1	2215.16	2213.31	2213.84	4632.0
2015-05-12 17:00:00	ES	Futures	2213.84	2215.42	2213.84	2214.63	2110.0
2015-05-12 18:00:00	ES	Futures	2214.63	2215.68	2214.1	2215.68	1808.0
2015-05-12 18:30:00	ES	Futures	2215.68	2216.48	2215.42	2216.48	1370.0
2015-05-12 19:00:00	ES	Futures	2216.21	2216.48	2215.42	2215.42	403.0
2015-05-12 19:30:00	ES	Futures	2215.68	2216.74	2215.42	2216.74	959.0
2015-05-12 20:00:00	ES	Futures	2216.74	2217.27	2215.42	2215.42	2219.0
2015-05-12 20:30:00	ES	Futures	2215.68	2217.8	2215.42	2217.0	2142.0
2015-05-12 21:00:00	ES	Futures	2216.74	2220.7	2216.48	2218.85	4926.0
2015-05-12 21:30:00	ES	Futures	2218.85	2219.38	2218.06	2218.59	1531.0
2015-05-12 22:00:00	ES	Futures	2218.59	2218.85	2217.53	2217.8	1047.0
2015-05-12 22:30:00	ES	Futures	2217.8	2218.59	2217.27	2218.33	742.0
2015-05-12 23:00:00	ES	Futures	2218.59	2219.38	2218.33	2219.12	963.0
2015-05-12 23:30:00	ES	Futures	2219.12	2220.17	2218.59	2219.65	1761.0
2015-05-12 00:00:00	NQ	Futures	5208.45	5208.75	5207.57	5207.57	50.0
2015-05-12 00:30:00	NQ	Futures	5208.16	5209.92	5206.98	5209.34	301.0
2015-05-12 01:00:00	NQ	Futures	5209.92	5214.63	5209.34	5212.28	867.0

> showing 50 of 2,929 rows — these rows as CSV

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