PREVIEW / futures_30min / 2015-05-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-13.parquet
  size:    81 KB
  rows:    2,936

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
2015-05-13 00:00:00	ES	Futures	2219.38	2219.91	2219.12	2219.38	583.0
2015-05-13 00:30:00	ES	Futures	2219.38	2219.38	2218.59	2218.59	489.0
2015-05-13 01:00:00	ES	Futures	2218.85	2218.85	2217.53	2217.8	563.0
2015-05-13 01:30:00	ES	Futures	2217.8	2220.17	2217.53	2219.12	2337.0
2015-05-13 02:00:00	ES	Futures	2219.38	2220.17	2218.33	2219.12	2908.0
2015-05-13 02:30:00	ES	Futures	2219.38	2221.23	2218.59	2218.59	4810.0
2015-05-13 03:00:00	ES	Futures	2218.85	2220.17	2216.74	2217.53	9489.0
2015-05-13 03:30:00	ES	Futures	2217.27	2222.82	2217.27	2222.82	9998.0
2015-05-13 04:00:00	ES	Futures	2222.82	2224.66	2222.55	2223.34	13388.0
2015-05-13 04:30:00	ES	Futures	2223.34	2223.61	2221.76	2222.29	5686.0
2015-05-13 05:00:00	ES	Futures	2222.29	2223.87	2220.97	2221.76	5108.0
2015-05-13 05:30:00	ES	Futures	2221.49	2223.34	2220.7	2221.49	5587.0
2015-05-13 06:00:00	ES	Futures	2221.49	2222.02	2219.91	2220.44	6131.0
2015-05-13 06:30:00	ES	Futures	2220.44	2221.23	2219.12	2219.38	3815.0
2015-05-13 07:00:00	ES	Futures	2219.65	2219.65	2217.53	2218.59	5836.0
2015-05-13 07:30:00	ES	Futures	2218.33	2220.7	2218.06	2220.44	9718.0
2015-05-13 08:00:00	ES	Futures	2220.7	2222.82	2218.59	2219.12	16384.0
2015-05-13 08:30:00	ES	Futures	2218.85	2220.7	2214.89	2217.0	63969.0
2015-05-13 09:00:00	ES	Futures	2216.74	2218.85	2214.1	2217.27	28414.0
2015-05-13 09:30:00	ES	Futures	2217.27	2225.46	2215.42	2221.23	208863.0
2015-05-13 10:00:00	ES	Futures	2220.97	2222.82	2219.12	2220.44	103710.0
2015-05-13 10:30:00	ES	Futures	2220.44	2220.97	2212.78	2213.04	123494.0
2015-05-13 11:00:00	ES	Futures	2213.04	2215.42	2210.93	2213.04	98766.0
2015-05-13 11:30:00	ES	Futures	2213.31	2217.27	2211.19	2214.89	73592.0
2015-05-13 12:00:00	ES	Futures	2215.16	2217.0	2211.46	2212.78	44978.0
2015-05-13 12:30:00	ES	Futures	2212.78	2215.42	2211.46	2214.63	33959.0
2015-05-13 13:00:00	ES	Futures	2214.36	2218.85	2214.36	2217.27	49522.0
2015-05-13 13:30:00	ES	Futures	2217.27	2218.33	2214.89	2216.21	29055.0
2015-05-13 14:00:00	ES	Futures	2216.48	2216.74	2210.93	2212.51	57249.0
2015-05-13 14:30:00	ES	Futures	2212.25	2214.89	2211.19	2211.99	47706.0
2015-05-13 15:00:00	ES	Futures	2212.25	2214.89	2210.4	2211.46	55511.0
2015-05-13 15:30:00	ES	Futures	2211.46	2213.57	2209.61	2213.04	137514.0
2015-05-13 16:00:00	ES	Futures	2213.04	2213.57	2211.46	2213.04	49600.0
2015-05-13 16:30:00	ES	Futures	2213.31	2214.89	2213.04	2214.63	5381.0
2015-05-13 17:00:00	ES	Futures	2214.63	2214.89	2213.84	2214.1	1021.0
2015-05-13 18:00:00	ES	Futures	2214.36	2217.0	2214.1	2215.68	3835.0
2015-05-13 18:30:00	ES	Futures	2215.42	2215.68	2214.63	2214.89	791.0
2015-05-13 19:00:00	ES	Futures	2214.89	2215.16	2214.36	2214.89	635.0
2015-05-13 19:30:00	ES	Futures	2214.89	2214.89	2214.36	2214.63	780.0
2015-05-13 20:00:00	ES	Futures	2214.63	2214.89	2213.84	2214.36	1515.0
2015-05-13 20:30:00	ES	Futures	2214.36	2215.42	2213.84	2213.84	2278.0
2015-05-13 21:00:00	ES	Futures	2213.84	2214.36	2212.78	2213.31	1997.0
2015-05-13 21:30:00	ES	Futures	2213.57	2213.84	2212.78	2213.57	945.0
2015-05-13 22:00:00	ES	Futures	2213.57	2214.1	2212.51	2213.84	1108.0
2015-05-13 22:30:00	ES	Futures	2213.84	2214.1	2213.31	2214.1	1482.0
2015-05-13 23:00:00	ES	Futures	2214.1	2214.1	2213.57	2214.1	328.0
2015-05-13 23:30:00	ES	Futures	2214.1	2214.1	2213.31	2213.31	928.0
2015-05-13 00:00:00	NQ	Futures	5216.69	5217.28	5215.51	5216.1	175.0
2015-05-13 00:30:00	NQ	Futures	5216.1	5216.1	5213.75	5214.33	157.0
2015-05-13 01:00:00	NQ	Futures	5214.63	5214.92	5211.69	5211.98	184.0

> showing 50 of 2,936 rows — these rows as CSV

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