PREVIEW / futures_30min / 2015-05-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-14.parquet
  size:    79 KB
  rows:    2,899

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
2015-05-14 00:00:00	ES	Futures	2213.31	2213.57	2213.04	2213.31	668.0
2015-05-14 00:30:00	ES	Futures	2213.04	2214.1	2213.04	2213.84	470.0
2015-05-14 01:00:00	ES	Futures	2213.84	2214.36	2213.57	2214.1	1149.0
2015-05-14 01:30:00	ES	Futures	2213.84	2214.36	2213.57	2213.84	649.0
2015-05-14 02:00:00	ES	Futures	2213.57	2214.36	2211.72	2211.99	4560.0
2015-05-14 02:30:00	ES	Futures	2211.99	2215.16	2211.46	2215.16	4983.0
2015-05-14 03:00:00	ES	Futures	2215.16	2216.74	2210.14	2213.31	16404.0
2015-05-14 03:30:00	ES	Futures	2213.31	2222.55	2212.25	2220.44	17129.0
2015-05-14 04:00:00	ES	Futures	2220.44	2221.49	2218.06	2219.65	8881.0
2015-05-14 04:30:00	ES	Futures	2219.91	2224.4	2219.65	2222.82	15108.0
2015-05-14 05:00:00	ES	Futures	2223.08	2223.61	2221.76	2222.29	5414.0
2015-05-14 05:30:00	ES	Futures	2222.29	2223.08	2221.49	2221.49	4619.0
2015-05-14 06:00:00	ES	Futures	2221.76	2222.29	2220.7	2221.23	4866.0
2015-05-14 06:30:00	ES	Futures	2221.49	2223.34	2220.97	2222.82	4127.0
2015-05-14 07:00:00	ES	Futures	2222.82	2223.34	2221.23	2221.49	7463.0
2015-05-14 07:30:00	ES	Futures	2221.49	2226.78	2221.49	2225.98	24859.0
2015-05-14 08:00:00	ES	Futures	2225.98	2226.78	2224.93	2225.72	13574.0
2015-05-14 08:30:00	ES	Futures	2225.72	2226.25	2223.87	2225.46	16589.0
2015-05-14 09:00:00	ES	Futures	2225.72	2227.04	2225.19	2225.98	15620.0
2015-05-14 09:30:00	ES	Futures	2225.98	2228.36	2222.29	2224.14	156464.0
2015-05-14 10:00:00	ES	Futures	2224.14	2230.21	2222.55	2228.63	105447.0
2015-05-14 10:30:00	ES	Futures	2228.63	2229.68	2227.31	2228.63	50342.0
2015-05-14 11:00:00	ES	Futures	2228.63	2229.95	2226.78	2228.36	50255.0
2015-05-14 11:30:00	ES	Futures	2228.63	2229.95	2227.04	2229.15	49654.0
2015-05-14 12:00:00	ES	Futures	2229.42	2232.06	2228.1	2231.53	51574.0
2015-05-14 12:30:00	ES	Futures	2231.8	2233.38	2230.47	2232.85	49092.0
2015-05-14 13:00:00	ES	Futures	2233.12	2235.23	2232.32	2235.23	52759.0
2015-05-14 13:30:00	ES	Futures	2235.23	2236.02	2234.44	2234.7	43410.0
2015-05-14 14:00:00	ES	Futures	2234.7	2236.02	2233.91	2235.49	36940.0
2015-05-14 14:30:00	ES	Futures	2235.76	2236.02	2233.91	2235.49	38213.0
2015-05-14 15:00:00	ES	Futures	2235.76	2237.08	2234.96	2236.02	49771.0
2015-05-14 15:30:00	ES	Futures	2236.02	2237.34	2234.44	2236.29	109604.0
2015-05-14 16:00:00	ES	Futures	2236.02	2237.87	2235.76	2237.34	64880.0
2015-05-14 16:30:00	ES	Futures	2236.55	2237.61	2236.02	2237.08	7483.0
2015-05-14 17:00:00	ES	Futures	2237.08	2237.34	2236.81	2236.81	1501.0
2015-05-14 18:00:00	ES	Futures	2236.81	2237.08	2235.76	2236.29	1555.0
2015-05-14 18:30:00	ES	Futures	2236.29	2236.81	2236.02	2236.55	497.0
2015-05-14 19:00:00	ES	Futures	2236.55	2236.81	2236.02	2236.02	466.0
2015-05-14 19:30:00	ES	Futures	2236.29	2236.55	2236.02	2236.55	686.0
2015-05-14 20:00:00	ES	Futures	2236.55	2237.34	2236.02	2237.34	2112.0
2015-05-14 20:30:00	ES	Futures	2237.34	2239.19	2236.81	2237.61	3273.0
2015-05-14 21:00:00	ES	Futures	2237.87	2238.13	2237.08	2237.34	1035.0
2015-05-14 21:30:00	ES	Futures	2237.08	2237.87	2236.81	2237.08	988.0
2015-05-14 22:00:00	ES	Futures	2237.34	2237.34	2236.29	2236.81	1871.0
2015-05-14 22:30:00	ES	Futures	2236.55	2237.08	2236.29	2236.55	791.0
2015-05-14 23:00:00	ES	Futures	2236.81	2236.81	2236.02	2236.29	594.0
2015-05-14 23:30:00	ES	Futures	2236.29	2237.61	2235.76	2236.81	1607.0
2015-05-14 00:00:00	NQ	Futures	5202.57	5202.57	5200.81	5201.69	99.0
2015-05-14 00:30:00	NQ	Futures	5201.4	5203.75	5201.1	5203.75	65.0
2015-05-14 01:00:00	NQ	Futures	5203.16	5204.63	5203.16	5204.04	112.0

> showing 50 of 2,899 rows — these rows as CSV

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