PREVIEW / futures_30min / 2015-05-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-21.parquet
  size:    76 KB
  rows:    2,880

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
2015-05-21 00:00:00	ES	Futures	2238.13	2238.66	2237.87	2238.66	560.0
2015-05-21 00:30:00	ES	Futures	2238.66	2238.66	2237.87	2238.4	690.0
2015-05-21 01:00:00	ES	Futures	2238.4	2238.66	2238.13	2238.66	722.0
2015-05-21 01:30:00	ES	Futures	2238.4	2239.19	2238.13	2238.93	992.0
2015-05-21 02:00:00	ES	Futures	2238.93	2239.72	2237.61	2237.61	3498.0
2015-05-21 02:30:00	ES	Futures	2237.87	2238.66	2237.34	2238.4	3105.0
2015-05-21 03:00:00	ES	Futures	2238.4	2239.45	2236.81	2237.34	6797.0
2015-05-21 03:30:00	ES	Futures	2237.34	2237.87	2236.02	2237.08	6502.0
2015-05-21 04:00:00	ES	Futures	2237.08	2239.19	2236.81	2237.87	7272.0
2015-05-21 04:30:00	ES	Futures	2237.87	2238.66	2236.81	2236.81	4659.0
2015-05-21 05:00:00	ES	Futures	2236.81	2238.13	2236.81	2237.08	3588.0
2015-05-21 05:30:00	ES	Futures	2237.08	2238.13	2237.08	2237.61	3576.0
2015-05-21 06:00:00	ES	Futures	2237.87	2238.4	2236.81	2237.61	5413.0
2015-05-21 06:30:00	ES	Futures	2237.61	2238.4	2237.34	2237.61	3010.0
2015-05-21 07:00:00	ES	Futures	2237.87	2240.51	2237.87	2239.72	4597.0
2015-05-21 07:30:00	ES	Futures	2239.98	2240.51	2239.45	2239.72	5575.0
2015-05-21 08:00:00	ES	Futures	2239.98	2239.98	2238.66	2239.19	4725.0
2015-05-21 08:30:00	ES	Futures	2239.45	2239.98	2238.13	2239.72	10763.0
2015-05-21 09:00:00	ES	Futures	2239.45	2241.83	2238.93	2241.04	13274.0
2015-05-21 09:30:00	ES	Futures	2241.3	2243.94	2239.19	2242.89	101568.0
2015-05-21 10:00:00	ES	Futures	2242.62	2247.38	2241.57	2246.06	68126.0
2015-05-21 10:30:00	ES	Futures	2246.06	2248.17	2245.79	2246.59	39991.0
2015-05-21 11:00:00	ES	Futures	2246.85	2250.28	2246.59	2250.02	57497.0
2015-05-21 11:30:00	ES	Futures	2250.28	2250.81	2247.91	2249.49	51857.0
2015-05-21 12:00:00	ES	Futures	2249.76	2250.28	2248.43	2249.76	21417.0
2015-05-21 12:30:00	ES	Futures	2250.02	2251.08	2248.17	2249.23	22573.0
2015-05-21 13:00:00	ES	Futures	2249.23	2250.28	2248.17	2248.43	17974.0
2015-05-21 13:30:00	ES	Futures	2248.7	2249.49	2245.79	2246.32	35084.0
2015-05-21 14:00:00	ES	Futures	2246.59	2249.76	2245.79	2249.23	24577.0
2015-05-21 14:30:00	ES	Futures	2249.49	2250.55	2248.7	2249.49	26981.0
2015-05-21 15:00:00	ES	Futures	2249.23	2250.28	2246.32	2248.43	41214.0
2015-05-21 15:30:00	ES	Futures	2248.17	2252.4	2247.64	2249.23	111022.0
2015-05-21 16:00:00	ES	Futures	2249.49	2250.02	2247.38	2248.7	49658.0
2015-05-21 16:30:00	ES	Futures	2248.7	2249.23	2248.43	2248.96	2581.0
2015-05-21 17:00:00	ES	Futures	2248.96	2249.23	2248.7	2248.96	1330.0
2015-05-21 18:00:00	ES	Futures	2249.49	2250.02	2247.64	2248.96	2199.0
2015-05-21 18:30:00	ES	Futures	2248.96	2248.96	2248.43	2248.96	133.0
2015-05-21 19:00:00	ES	Futures	2248.96	2249.23	2248.43	2248.7	354.0
2015-05-21 19:30:00	ES	Futures	2248.7	2248.7	2247.11	2247.91	1213.0
2015-05-21 20:00:00	ES	Futures	2247.64	2248.43	2247.38	2247.91	1355.0
2015-05-21 20:30:00	ES	Futures	2247.91	2248.43	2247.64	2247.64	1302.0
2015-05-21 21:00:00	ES	Futures	2247.91	2248.7	2247.38	2248.17	1392.0
2015-05-21 21:30:00	ES	Futures	2248.17	2248.7	2248.17	2248.43	794.0
2015-05-21 22:00:00	ES	Futures	2248.43	2249.49	2248.43	2249.23	1276.0
2015-05-21 22:30:00	ES	Futures	2249.23	2250.81	2248.96	2249.76	1961.0
2015-05-21 23:00:00	ES	Futures	2250.02	2250.02	2249.49	2249.76	1040.0
2015-05-21 23:30:00	ES	Futures	2249.76	2250.02	2249.23	2250.02	1183.0
2015-05-21 00:00:00	NQ	Futures	5286.38	5286.67	5285.2	5286.67	41.0
2015-05-21 00:30:00	NQ	Futures	5286.97	5286.97	5285.2	5286.09	108.0
2015-05-21 01:00:00	NQ	Futures	5286.09	5286.67	5285.2	5286.67	87.0

> showing 50 of 2,880 rows — these rows as CSV

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