PREVIEW / futures_30min / 2015-05-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-25.parquet
  size:    41 KB
  rows:    1,546

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
2015-05-25 00:00:00	ES	Futures	2245.27	2245.53	2245.0	2245.27	311.0
2015-05-25 00:30:00	ES	Futures	2245.27	2246.06	2245.27	2245.53	674.0
2015-05-25 01:00:00	ES	Futures	2245.53	2245.79	2244.47	2244.47	461.0
2015-05-25 01:30:00	ES	Futures	2244.74	2245.79	2244.47	2245.0	875.0
2015-05-25 02:00:00	ES	Futures	2245.0	2245.79	2244.74	2245.0	562.0
2015-05-25 02:30:00	ES	Futures	2245.0	2245.53	2245.0	2245.27	296.0
2015-05-25 03:00:00	ES	Futures	2245.27	2245.53	2243.68	2243.94	952.0
2015-05-25 03:30:00	ES	Futures	2243.68	2244.21	2242.89	2242.89	1143.0
2015-05-25 04:00:00	ES	Futures	2242.89	2243.68	2242.89	2243.15	486.0
2015-05-25 04:30:00	ES	Futures	2243.15	2243.42	2241.83	2242.1	1022.0
2015-05-25 05:00:00	ES	Futures	2241.83	2241.83	2239.72	2240.78	1894.0
2015-05-25 05:30:00	ES	Futures	2240.78	2241.04	2238.13	2238.13	2047.0
2015-05-25 06:00:00	ES	Futures	2238.13	2239.45	2238.13	2239.19	799.0
2015-05-25 06:30:00	ES	Futures	2239.19	2239.19	2238.13	2238.4	688.0
2015-05-25 07:00:00	ES	Futures	2238.13	2239.72	2238.13	2239.72	658.0
2015-05-25 07:30:00	ES	Futures	2239.72	2240.25	2239.45	2239.98	780.0
2015-05-25 08:00:00	ES	Futures	2240.25	2241.3	2239.98	2241.04	853.0
2015-05-25 08:30:00	ES	Futures	2241.04	2241.04	2239.98	2240.78	660.0
2015-05-25 09:00:00	ES	Futures	2240.78	2241.83	2240.78	2241.3	1523.0
2015-05-25 09:30:00	ES	Futures	2241.57	2242.62	2241.3	2242.36	1336.0
2015-05-25 10:00:00	ES	Futures	2242.36	2243.42	2242.36	2243.15	1546.0
2015-05-25 10:30:00	ES	Futures	2243.15	2244.21	2243.15	2243.94	1462.0
2015-05-25 11:00:00	ES	Futures	2243.94	2245.27	2243.68	2245.0	2393.0
2015-05-25 11:30:00	ES	Futures	2245.0	2245.79	2244.47	2244.47	1322.0
2015-05-25 12:00:00	ES	Futures	2244.74	2244.74	2243.42	2243.94	1048.0
2015-05-25 12:30:00	ES	Futures	2244.21	2244.74	2242.1	2242.1	1915.0
2015-05-25 18:00:00	ES	Futures	2242.89	2243.15	2240.78	2241.83	1299.0
2015-05-25 18:30:00	ES	Futures	2241.83	2242.1	2239.98	2241.04	1363.0
2015-05-25 19:00:00	ES	Futures	2241.3	2242.1	2240.51	2241.57	452.0
2015-05-25 19:30:00	ES	Futures	2241.57	2242.36	2241.57	2242.36	397.0
2015-05-25 20:00:00	ES	Futures	2242.36	2242.36	2238.66	2240.25	4657.0
2015-05-25 20:30:00	ES	Futures	2240.25	2241.04	2239.98	2240.78	1110.0
2015-05-25 21:00:00	ES	Futures	2240.78	2241.04	2240.25	2240.78	990.0
2015-05-25 21:30:00	ES	Futures	2240.51	2240.51	2239.19	2239.45	1153.0
2015-05-25 22:00:00	ES	Futures	2239.45	2240.25	2239.19	2240.25	821.0
2015-05-25 22:30:00	ES	Futures	2239.98	2240.51	2239.19	2240.51	1436.0
2015-05-25 23:00:00	ES	Futures	2240.78	2240.78	2239.72	2240.51	803.0
2015-05-25 23:30:00	ES	Futures	2240.51	2241.57	2240.25	2241.04	1689.0
2015-05-25 00:00:00	NQ	Futures	5324.9	5325.49	5324.61	5324.9	27.0
2015-05-25 00:30:00	NQ	Futures	5324.61	5327.84	5324.61	5325.49	87.0
2015-05-25 01:00:00	NQ	Futures	5326.67	5326.96	5324.61	5324.9	62.0
2015-05-25 01:30:00	NQ	Futures	5325.2	5326.37	5323.14	5323.73	124.0
2015-05-25 02:00:00	NQ	Futures	5324.02	5325.49	5323.73	5323.73	96.0
2015-05-25 02:30:00	NQ	Futures	5324.31	5325.49	5324.31	5325.2	52.0
2015-05-25 03:00:00	NQ	Futures	5325.49	5326.37	5321.37	5321.67	214.0
2015-05-25 03:30:00	NQ	Futures	5321.67	5321.67	5319.02	5319.32	191.0
2015-05-25 04:00:00	NQ	Futures	5319.32	5322.84	5319.02	5322.55	243.0
2015-05-25 04:30:00	NQ	Futures	5322.55	5323.14	5321.08	5321.37	180.0
2015-05-25 05:00:00	NQ	Futures	5320.49	5321.96	5318.43	5321.67	261.0
2015-05-25 05:30:00	NQ	Futures	5321.37	5321.37	5314.02	5314.32	284.0

> showing 50 of 1,546 rows — these rows as CSV

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