PREVIEW / futures_30min / 2015-05-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-20.parquet
  size:    75 KB
  rows:    2,872

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
2015-05-20 00:00:00	ES	Futures	2243.42	2243.68	2243.15	2243.42	600.0
2015-05-20 00:30:00	ES	Futures	2243.42	2245.79	2243.15	2245.53	2012.0
2015-05-20 01:00:00	ES	Futures	2245.53	2245.79	2245.0	2245.27	1297.0
2015-05-20 01:30:00	ES	Futures	2245.0	2245.0	2243.68	2244.74	1871.0
2015-05-20 02:00:00	ES	Futures	2244.74	2245.53	2243.94	2244.21	2932.0
2015-05-20 02:30:00	ES	Futures	2244.21	2245.27	2242.89	2244.47	3820.0
2015-05-20 03:00:00	ES	Futures	2244.47	2246.85	2244.21	2245.27	12133.0
2015-05-20 03:30:00	ES	Futures	2245.0	2246.06	2243.42	2243.94	5291.0
2015-05-20 04:00:00	ES	Futures	2243.94	2243.94	2241.83	2242.62	5694.0
2015-05-20 04:30:00	ES	Futures	2242.36	2243.68	2241.57	2242.62	6179.0
2015-05-20 05:00:00	ES	Futures	2242.36	2244.47	2242.1	2243.94	4404.0
2015-05-20 05:30:00	ES	Futures	2243.68	2243.94	2242.62	2242.89	3352.0
2015-05-20 06:00:00	ES	Futures	2243.15	2245.0	2242.62	2244.47	4482.0
2015-05-20 06:30:00	ES	Futures	2244.47	2246.32	2243.94	2245.27	3736.0
2015-05-20 07:00:00	ES	Futures	2245.27	2246.32	2244.74	2245.0	6930.0
2015-05-20 07:30:00	ES	Futures	2245.0	2245.53	2243.42	2243.68	6756.0
2015-05-20 08:00:00	ES	Futures	2243.94	2246.59	2243.42	2245.0	11930.0
2015-05-20 08:30:00	ES	Futures	2245.27	2245.79	2242.62	2245.53	13839.0
2015-05-20 09:00:00	ES	Futures	2245.79	2246.85	2244.47	2246.06	12580.0
2015-05-20 09:30:00	ES	Futures	2246.06	2246.59	2238.93	2239.98	133049.0
2015-05-20 10:00:00	ES	Futures	2240.25	2245.0	2239.19	2243.42	63027.0
2015-05-20 10:30:00	ES	Futures	2243.68	2246.32	2243.42	2244.47	41495.0
2015-05-20 11:00:00	ES	Futures	2244.47	2245.53	2242.89	2243.68	58636.0
2015-05-20 11:30:00	ES	Futures	2243.68	2244.21	2240.78	2242.1	40555.0
2015-05-20 12:00:00	ES	Futures	2242.1	2245.27	2241.83	2243.94	30617.0
2015-05-20 12:30:00	ES	Futures	2244.21	2244.47	2242.36	2243.42	21708.0
2015-05-20 13:00:00	ES	Futures	2243.42	2243.68	2241.83	2243.15	21613.0
2015-05-20 13:30:00	ES	Futures	2243.15	2243.68	2241.3	2242.89	21574.0
2015-05-20 14:00:00	ES	Futures	2242.89	2252.13	2242.89	2251.87	110863.0
2015-05-20 14:30:00	ES	Futures	2251.87	2252.66	2247.38	2248.7	73565.0
2015-05-20 15:00:00	ES	Futures	2248.96	2249.49	2241.3	2244.74	82949.0
2015-05-20 15:30:00	ES	Futures	2245.0	2245.79	2242.36	2242.89	117036.0
2015-05-20 16:00:00	ES	Futures	2242.62	2243.42	2242.1	2242.36	52361.0
2015-05-20 16:30:00	ES	Futures	2242.1	2242.62	2241.3	2241.3	5187.0
2015-05-20 17:00:00	ES	Futures	2241.57	2241.57	2239.98	2240.25	2855.0
2015-05-20 18:00:00	ES	Futures	2240.51	2240.51	2234.44	2235.49	9163.0
2015-05-20 18:30:00	ES	Futures	2235.49	2237.61	2235.23	2237.34	1645.0
2015-05-20 19:00:00	ES	Futures	2237.61	2238.13	2236.29	2236.81	1482.0
2015-05-20 19:30:00	ES	Futures	2236.81	2237.87	2236.29	2237.08	1239.0
2015-05-20 20:00:00	ES	Futures	2236.81	2238.13	2236.55	2237.87	2118.0
2015-05-20 20:30:00	ES	Futures	2237.87	2238.66	2237.87	2238.13	2278.0
2015-05-20 21:00:00	ES	Futures	2237.87	2238.4	2237.61	2237.61	784.0
2015-05-20 21:30:00	ES	Futures	2237.61	2238.13	2236.81	2236.81	2056.0
2015-05-20 22:00:00	ES	Futures	2236.55	2237.61	2236.02	2236.55	2570.0
2015-05-20 22:30:00	ES	Futures	2236.29	2238.13	2236.29	2238.13	1347.0
2015-05-20 23:00:00	ES	Futures	2238.13	2238.4	2237.34	2237.87	949.0
2015-05-20 23:30:00	ES	Futures	2237.87	2238.4	2237.61	2238.13	960.0
2015-05-20 00:00:00	NQ	Futures	5294.32	5295.79	5294.03	5295.2	180.0
2015-05-20 00:30:00	NQ	Futures	5295.5	5300.79	5294.91	5299.91	393.0
2015-05-20 01:00:00	NQ	Futures	5299.91	5301.08	5298.14	5299.02	317.0

> showing 50 of 2,872 rows — these rows as CSV

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