PREVIEW / futures_30min / 2015-05-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-18.parquet
  size:    78 KB
  rows:    2,890

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
2015-05-18 00:00:00	ES	Futures	2237.08	2237.34	2236.81	2237.34	370.0
2015-05-18 00:30:00	ES	Futures	2237.08	2237.34	2236.81	2237.08	471.0
2015-05-18 01:00:00	ES	Futures	2237.08	2237.34	2236.55	2237.08	693.0
2015-05-18 01:30:00	ES	Futures	2237.08	2237.34	2236.29	2237.08	2141.0
2015-05-18 02:00:00	ES	Futures	2237.08	2238.13	2236.02	2236.55	4939.0
2015-05-18 02:30:00	ES	Futures	2236.55	2236.55	2233.38	2233.64	7752.0
2015-05-18 03:00:00	ES	Futures	2233.64	2238.13	2231.53	2237.34	16744.0
2015-05-18 03:30:00	ES	Futures	2237.08	2238.66	2236.02	2236.55	8167.0
2015-05-18 04:00:00	ES	Futures	2236.81	2237.87	2236.02	2236.29	6433.0
2015-05-18 04:30:00	ES	Futures	2236.02	2239.19	2235.76	2238.93	6154.0
2015-05-18 05:00:00	ES	Futures	2238.93	2239.72	2237.87	2237.87	6493.0
2015-05-18 05:30:00	ES	Futures	2237.87	2239.19	2236.81	2237.34	7282.0
2015-05-18 06:00:00	ES	Futures	2237.34	2237.34	2233.38	2234.44	11440.0
2015-05-18 06:30:00	ES	Futures	2234.44	2236.55	2233.64	2236.29	8310.0
2015-05-18 07:00:00	ES	Futures	2236.29	2236.29	2232.85	2233.64	9665.0
2015-05-18 07:30:00	ES	Futures	2233.91	2234.7	2232.59	2234.17	13657.0
2015-05-18 08:00:00	ES	Futures	2234.17	2235.49	2233.64	2234.7	7583.0
2015-05-18 08:30:00	ES	Futures	2234.7	2235.76	2233.64	2235.23	8574.0
2015-05-18 09:00:00	ES	Futures	2235.49	2236.55	2233.91	2236.29	17533.0
2015-05-18 09:30:00	ES	Futures	2236.55	2240.51	2235.76	2239.72	125586.0
2015-05-18 10:00:00	ES	Futures	2239.72	2240.25	2236.55	2238.4	76207.0
2015-05-18 10:30:00	ES	Futures	2238.4	2240.25	2237.34	2238.4	52522.0
2015-05-18 11:00:00	ES	Futures	2238.4	2242.36	2238.13	2242.1	56049.0
2015-05-18 11:30:00	ES	Futures	2242.36	2244.74	2242.1	2243.15	58146.0
2015-05-18 12:00:00	ES	Futures	2243.42	2244.47	2242.62	2243.15	25986.0
2015-05-18 12:30:00	ES	Futures	2243.42	2243.68	2242.36	2243.15	19568.0
2015-05-18 13:00:00	ES	Futures	2243.42	2244.74	2243.15	2244.21	23511.0
2015-05-18 13:30:00	ES	Futures	2244.21	2246.59	2243.94	2246.06	42348.0
2015-05-18 14:00:00	ES	Futures	2246.06	2247.64	2245.27	2245.79	37351.0
2015-05-18 14:30:00	ES	Futures	2245.79	2247.11	2245.53	2246.85	23320.0
2015-05-18 15:00:00	ES	Futures	2246.85	2248.96	2246.85	2247.11	46109.0
2015-05-18 15:30:00	ES	Futures	2247.38	2247.64	2244.74	2245.27	97952.0
2015-05-18 16:00:00	ES	Futures	2245.27	2246.59	2244.74	2246.06	58870.0
2015-05-18 16:30:00	ES	Futures	2246.06	2246.85	2245.53	2246.85	3629.0
2015-05-18 17:00:00	ES	Futures	2246.85	2246.85	2246.32	2246.85	1660.0
2015-05-18 18:00:00	ES	Futures	2246.85	2247.11	2246.32	2246.59	1099.0
2015-05-18 18:30:00	ES	Futures	2246.85	2246.85	2246.32	2246.85	460.0
2015-05-18 19:00:00	ES	Futures	2246.85	2246.85	2246.32	2246.32	273.0
2015-05-18 19:30:00	ES	Futures	2246.59	2246.85	2246.06	2246.85	551.0
2015-05-18 20:00:00	ES	Futures	2246.85	2247.38	2246.32	2247.38	1820.0
2015-05-18 20:30:00	ES	Futures	2247.11	2247.64	2246.85	2247.38	1283.0
2015-05-18 21:00:00	ES	Futures	2247.64	2248.17	2247.38	2247.91	1614.0
2015-05-18 21:30:00	ES	Futures	2247.91	2248.17	2247.11	2248.17	1407.0
2015-05-18 22:00:00	ES	Futures	2247.91	2248.43	2247.64	2247.91	729.0
2015-05-18 22:30:00	ES	Futures	2247.91	2248.43	2247.91	2248.43	894.0
2015-05-18 23:00:00	ES	Futures	2248.17	2248.96	2247.91	2248.43	1094.0
2015-05-18 23:30:00	ES	Futures	2248.43	2249.23	2248.43	2248.96	1629.0
2015-05-18 00:00:00	NQ	Futures	5276.38	5278.44	5275.5	5278.44	125.0
2015-05-18 00:30:00	NQ	Futures	5278.44	5278.44	5277.26	5278.15	82.0
2015-05-18 01:00:00	NQ	Futures	5278.15	5278.15	5275.21	5276.38	164.0

> showing 50 of 2,890 rows — these rows as CSV

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