PREVIEW / futures_30min / 2015-05-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-22.parquet
  size:    68 KB
  rows:    2,366

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
2015-05-22 00:00:00	ES	Futures	2249.76	2250.28	2249.76	2250.02	689.0
2015-05-22 00:30:00	ES	Futures	2250.02	2251.34	2249.76	2251.08	1245.0
2015-05-22 01:00:00	ES	Futures	2250.81	2251.08	2250.28	2250.55	893.0
2015-05-22 01:30:00	ES	Futures	2250.81	2251.08	2249.76	2250.81	1294.0
2015-05-22 02:00:00	ES	Futures	2251.08	2251.08	2249.76	2250.28	2618.0
2015-05-22 02:30:00	ES	Futures	2250.28	2250.81	2250.02	2250.28	2024.0
2015-05-22 03:00:00	ES	Futures	2250.55	2250.81	2248.96	2249.23	5727.0
2015-05-22 03:30:00	ES	Futures	2249.23	2249.49	2247.91	2248.96	3765.0
2015-05-22 04:00:00	ES	Futures	2248.7	2249.23	2248.17	2248.7	2512.0
2015-05-22 04:30:00	ES	Futures	2248.7	2249.23	2247.91	2247.91	2166.0
2015-05-22 05:00:00	ES	Futures	2248.17	2249.23	2247.64	2248.17	3513.0
2015-05-22 05:30:00	ES	Futures	2247.91	2248.17	2246.85	2247.64	4597.0
2015-05-22 06:00:00	ES	Futures	2247.38	2247.91	2246.32	2246.85	4455.0
2015-05-22 06:30:00	ES	Futures	2246.85	2248.7	2246.59	2248.7	3019.0
2015-05-22 07:00:00	ES	Futures	2248.7	2249.49	2248.17	2248.7	4948.0
2015-05-22 07:30:00	ES	Futures	2248.96	2249.76	2247.91	2249.49	8462.0
2015-05-22 08:00:00	ES	Futures	2249.76	2249.76	2248.7	2248.7	7126.0
2015-05-22 08:30:00	ES	Futures	2248.96	2248.96	2242.89	2245.0	46749.0
2015-05-22 09:00:00	ES	Futures	2245.0	2245.0	2243.15	2244.74	14471.0
2015-05-22 09:30:00	ES	Futures	2244.47	2247.91	2243.15	2246.59	116724.0
2015-05-22 10:00:00	ES	Futures	2246.85	2248.43	2245.53	2246.59	43400.0
2015-05-22 10:30:00	ES	Futures	2246.85	2248.7	2246.06	2248.17	36164.0
2015-05-22 11:00:00	ES	Futures	2247.91	2248.43	2243.68	2245.27	58818.0
2015-05-22 11:30:00	ES	Futures	2245.0	2246.06	2243.42	2246.06	37171.0
2015-05-22 12:00:00	ES	Futures	2246.06	2246.06	2244.47	2245.79	20363.0
2015-05-22 12:30:00	ES	Futures	2246.06	2247.11	2245.79	2246.59	20596.0
2015-05-22 13:00:00	ES	Futures	2246.32	2250.02	2245.0	2247.91	62723.0
2015-05-22 13:30:00	ES	Futures	2247.91	2249.23	2247.38	2247.64	23353.0
2015-05-22 14:00:00	ES	Futures	2247.91	2247.91	2245.79	2247.91	32554.0
2015-05-22 14:30:00	ES	Futures	2247.91	2247.91	2246.85	2247.11	24699.0
2015-05-22 15:00:00	ES	Futures	2246.85	2249.23	2246.59	2247.91	18951.0
2015-05-22 15:30:00	ES	Futures	2248.17	2248.43	2243.42	2244.21	87955.0
2015-05-22 16:00:00	ES	Futures	2244.21	2244.74	2242.62	2244.74	42717.0
2015-05-22 16:30:00	ES	Futures	2244.74	2244.74	2244.21	2244.47	3588.0
2015-05-22 17:00:00	ES	Futures	2244.47	2244.74	2244.21	2244.47	776.0
2015-05-22 00:00:00	NQ	Futures	5331.37	5332.84	5330.78	5331.37	113.0
2015-05-22 00:30:00	NQ	Futures	5331.37	5334.9	5331.37	5333.14	248.0
2015-05-22 01:00:00	NQ	Futures	5333.43	5333.72	5331.67	5333.43	179.0
2015-05-22 01:30:00	NQ	Futures	5333.14	5333.72	5331.08	5333.43	171.0
2015-05-22 02:00:00	NQ	Futures	5333.43	5333.43	5330.78	5333.14	291.0
2015-05-22 02:30:00	NQ	Futures	5333.14	5334.02	5331.96	5334.02	198.0
2015-05-22 03:00:00	NQ	Futures	5333.72	5334.9	5331.08	5331.67	924.0
2015-05-22 03:30:00	NQ	Futures	5331.67	5332.25	5329.31	5331.67	529.0
2015-05-22 04:00:00	NQ	Futures	5331.08	5333.43	5330.49	5331.96	501.0
2015-05-22 04:30:00	NQ	Futures	5331.67	5333.43	5329.61	5329.9	516.0
2015-05-22 05:00:00	NQ	Futures	5330.2	5331.96	5329.31	5330.78	510.0
2015-05-22 05:30:00	NQ	Futures	5330.2	5330.78	5327.84	5329.61	635.0
2015-05-22 06:00:00	NQ	Futures	5329.31	5329.9	5327.55	5328.73	381.0
2015-05-22 06:30:00	NQ	Futures	5328.73	5331.96	5328.14	5331.96	338.0
2015-05-22 07:00:00	NQ	Futures	5332.25	5333.72	5330.49	5331.67	648.0

> showing 50 of 2,366 rows — these rows as CSV

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