PREVIEW / futures_30min / 2015-05-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-19.parquet
  size:    81 KB
  rows:    2,949

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
2015-05-19 00:00:00	ES	Futures	2248.7	2248.7	2248.17	2248.17	485.0
2015-05-19 00:30:00	ES	Futures	2248.17	2248.96	2247.91	2248.7	480.0
2015-05-19 01:00:00	ES	Futures	2248.7	2248.96	2248.43	2248.43	807.0
2015-05-19 01:30:00	ES	Futures	2248.7	2248.7	2247.91	2247.91	822.0
2015-05-19 02:00:00	ES	Futures	2248.17	2248.7	2247.38	2248.43	4693.0
2015-05-19 02:30:00	ES	Futures	2248.43	2249.23	2247.91	2248.43	4844.0
2015-05-19 03:00:00	ES	Futures	2248.7	2254.51	2248.43	2251.6	38516.0
2015-05-19 03:30:00	ES	Futures	2251.6	2252.4	2250.81	2252.13	10382.0
2015-05-19 04:00:00	ES	Futures	2252.13	2252.92	2251.34	2251.34	9337.0
2015-05-19 04:30:00	ES	Futures	2251.6	2252.4	2251.08	2252.4	3971.0
2015-05-19 05:00:00	ES	Futures	2252.13	2253.19	2251.6	2252.13	9364.0
2015-05-19 05:30:00	ES	Futures	2252.13	2252.66	2251.87	2252.13	3841.0
2015-05-19 06:00:00	ES	Futures	2252.4	2252.92	2251.6	2252.4	5121.0
2015-05-19 06:30:00	ES	Futures	2252.4	2252.66	2251.34	2251.6	3926.0
2015-05-19 07:00:00	ES	Futures	2251.87	2252.13	2250.02	2251.08	8609.0
2015-05-19 07:30:00	ES	Futures	2251.34	2251.87	2250.81	2251.34	4429.0
2015-05-19 08:00:00	ES	Futures	2251.6	2251.87	2250.55	2251.08	6240.0
2015-05-19 08:30:00	ES	Futures	2251.34	2252.4	2247.38	2248.7	22555.0
2015-05-19 09:00:00	ES	Futures	2248.7	2249.23	2246.59	2247.11	16426.0
2015-05-19 09:30:00	ES	Futures	2247.11	2247.91	2242.1	2245.0	172064.0
2015-05-19 10:00:00	ES	Futures	2245.27	2246.85	2242.89	2246.59	90807.0
2015-05-19 10:30:00	ES	Futures	2246.85	2247.64	2245.0	2245.27	55005.0
2015-05-19 11:00:00	ES	Futures	2245.53	2247.64	2243.68	2247.11	55278.0
2015-05-19 11:30:00	ES	Futures	2247.38	2248.43	2245.53	2246.59	49534.0
2015-05-19 12:00:00	ES	Futures	2246.59	2247.38	2245.53	2245.53	21023.0
2015-05-19 12:30:00	ES	Futures	2245.53	2247.64	2245.27	2246.59	23667.0
2015-05-19 13:00:00	ES	Futures	2246.85	2247.64	2246.06	2247.64	20469.0
2015-05-19 13:30:00	ES	Futures	2247.64	2250.55	2247.64	2249.49	35970.0
2015-05-19 14:00:00	ES	Futures	2249.49	2249.76	2248.17	2248.43	20104.0
2015-05-19 14:30:00	ES	Futures	2248.43	2248.7	2244.21	2246.32	44661.0
2015-05-19 15:00:00	ES	Futures	2246.59	2246.59	2241.04	2242.62	65921.0
2015-05-19 15:30:00	ES	Futures	2242.62	2246.06	2242.36	2244.74	116235.0
2015-05-19 16:00:00	ES	Futures	2244.74	2245.0	2243.68	2244.47	48914.0
2015-05-19 16:30:00	ES	Futures	2244.21	2244.47	2243.42	2244.21	4169.0
2015-05-19 17:00:00	ES	Futures	2243.94	2244.21	2243.68	2243.94	1237.0
2015-05-19 18:00:00	ES	Futures	2244.21	2244.47	2243.68	2243.68	1143.0
2015-05-19 18:30:00	ES	Futures	2243.94	2244.74	2243.94	2244.47	470.0
2015-05-19 19:00:00	ES	Futures	2244.74	2244.74	2243.94	2244.21	405.0
2015-05-19 19:30:00	ES	Futures	2244.21	2244.74	2243.68	2244.21	616.0
2015-05-19 20:00:00	ES	Futures	2244.21	2244.21	2242.1	2242.1	3495.0
2015-05-19 20:30:00	ES	Futures	2242.36	2244.47	2242.1	2244.47	3020.0
2015-05-19 21:00:00	ES	Futures	2244.21	2245.0	2243.42	2243.68	1782.0
2015-05-19 21:30:00	ES	Futures	2243.68	2243.94	2241.83	2242.62	2940.0
2015-05-19 22:00:00	ES	Futures	2242.62	2243.68	2241.57	2243.15	3594.0
2015-05-19 22:30:00	ES	Futures	2243.15	2243.42	2242.62	2243.42	1188.0
2015-05-19 23:00:00	ES	Futures	2243.15	2243.94	2243.15	2243.42	667.0
2015-05-19 23:30:00	ES	Futures	2243.42	2243.94	2243.15	2243.42	779.0
2015-05-19 00:00:00	NQ	Futures	5309.02	5309.02	5307.55	5307.55	53.0
2015-05-19 00:30:00	NQ	Futures	5308.14	5309.61	5308.14	5308.73	67.0
2015-05-19 01:00:00	NQ	Futures	5309.32	5309.61	5308.14	5308.14	72.0

> showing 50 of 2,949 rows — these rows as CSV

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