PREVIEW / futures_30min / 2015-05-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-26.parquet
  size:    79 KB
  rows:    2,863

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
2015-05-26 00:00:00	ES	Futures	2241.04	2241.04	2239.45	2239.72	1578.0
2015-05-26 00:30:00	ES	Futures	2239.72	2239.98	2239.19	2239.45	737.0
2015-05-26 01:00:00	ES	Futures	2239.45	2239.72	2239.19	2239.72	348.0
2015-05-26 01:30:00	ES	Futures	2239.72	2240.78	2239.72	2240.78	722.0
2015-05-26 02:00:00	ES	Futures	2240.51	2242.36	2240.25	2241.57	5042.0
2015-05-26 02:30:00	ES	Futures	2241.83	2243.68	2240.78	2241.83	6089.0
2015-05-26 03:00:00	ES	Futures	2242.1	2244.47	2238.93	2240.25	14165.0
2015-05-26 03:30:00	ES	Futures	2240.25	2240.25	2234.96	2235.49	21376.0
2015-05-26 04:00:00	ES	Futures	2235.23	2236.29	2234.7	2235.23	8783.0
2015-05-26 04:30:00	ES	Futures	2235.23	2236.81	2234.7	2236.55	7175.0
2015-05-26 05:00:00	ES	Futures	2236.81	2237.34	2235.23	2235.23	5780.0
2015-05-26 05:30:00	ES	Futures	2235.23	2236.55	2234.96	2236.29	3389.0
2015-05-26 06:00:00	ES	Futures	2236.02	2237.87	2236.02	2237.87	6041.0
2015-05-26 06:30:00	ES	Futures	2237.61	2241.3	2237.61	2239.98	10522.0
2015-05-26 07:00:00	ES	Futures	2239.72	2241.04	2239.45	2240.51	6483.0
2015-05-26 07:30:00	ES	Futures	2240.25	2242.36	2239.98	2240.78	9501.0
2015-05-26 08:00:00	ES	Futures	2241.04	2241.57	2239.72	2241.3	12170.0
2015-05-26 08:30:00	ES	Futures	2241.3	2241.57	2236.55	2237.87	23887.0
2015-05-26 09:00:00	ES	Futures	2237.87	2238.4	2235.49	2237.87	23148.0
2015-05-26 09:30:00	ES	Futures	2238.13	2238.93	2227.83	2228.89	203119.0
2015-05-26 10:00:00	ES	Futures	2229.15	2230.21	2223.34	2226.25	147220.0
2015-05-26 10:30:00	ES	Futures	2225.98	2226.25	2221.23	2222.02	107838.0
2015-05-26 11:00:00	ES	Futures	2222.02	2223.34	2218.85	2222.82	112544.0
2015-05-26 11:30:00	ES	Futures	2222.82	2225.72	2221.49	2221.76	71435.0
2015-05-26 12:00:00	ES	Futures	2222.02	2224.14	2220.7	2223.08	41558.0
2015-05-26 12:30:00	ES	Futures	2223.08	2223.87	2219.38	2219.65	39173.0
2015-05-26 13:00:00	ES	Futures	2219.65	2221.76	2217.0	2220.97	74110.0
2015-05-26 13:30:00	ES	Futures	2220.97	2221.23	2214.89	2215.95	86293.0
2015-05-26 14:00:00	ES	Futures	2215.95	2218.85	2215.68	2216.21	61705.0
2015-05-26 14:30:00	ES	Futures	2216.21	2218.06	2214.36	2214.63	70800.0
2015-05-26 15:00:00	ES	Futures	2214.63	2219.65	2214.36	2218.59	77690.0
2015-05-26 15:30:00	ES	Futures	2218.85	2222.02	2218.33	2220.17	180473.0
2015-05-26 16:00:00	ES	Futures	2219.91	2224.4	2219.65	2224.4	82387.0
2015-05-26 16:30:00	ES	Futures	2224.66	2224.93	2223.61	2224.4	6875.0
2015-05-26 17:00:00	ES	Futures	2224.4	2225.19	2224.14	2224.93	2376.0
2015-05-26 18:00:00	ES	Futures	2224.66	2224.93	2222.82	2223.61	3585.0
2015-05-26 18:30:00	ES	Futures	2223.61	2224.14	2223.34	2223.34	720.0
2015-05-26 19:00:00	ES	Futures	2223.61	2223.61	2222.82	2223.08	820.0
2015-05-26 19:30:00	ES	Futures	2222.82	2224.14	2221.76	2222.55	2126.0
2015-05-26 20:00:00	ES	Futures	2222.55	2223.87	2221.76	2222.82	4178.0
2015-05-26 20:30:00	ES	Futures	2223.08	2223.61	2222.55	2223.61	1174.0
2015-05-26 21:00:00	ES	Futures	2223.61	2224.14	2222.82	2223.34	1607.0
2015-05-26 21:30:00	ES	Futures	2223.08	2223.34	2222.02	2222.29	1523.0
2015-05-26 22:00:00	ES	Futures	2222.02	2222.29	2220.97	2221.49	1943.0
2015-05-26 22:30:00	ES	Futures	2221.49	2222.82	2221.23	2221.49	1513.0
2015-05-26 23:00:00	ES	Futures	2221.49	2222.55	2221.49	2222.29	1298.0
2015-05-26 23:30:00	ES	Futures	2222.02	2222.55	2221.49	2222.02	1379.0
2015-05-26 00:00:00	NQ	Futures	5319.9	5319.9	5316.08	5316.37	268.0
2015-05-26 00:30:00	NQ	Futures	5316.67	5317.26	5315.2	5316.37	106.0
2015-05-26 01:00:00	NQ	Futures	5316.67	5316.96	5316.08	5316.96	34.0

> showing 50 of 2,863 rows — these rows as CSV

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