PREVIEW / futures_30min / 2015-05-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-27.parquet
  size:    78 KB
  rows:    2,891

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
2015-05-27 00:00:00	ES	Futures	2222.02	2223.08	2221.76	2222.02	1812.0
2015-05-27 00:30:00	ES	Futures	2222.02	2222.55	2221.49	2221.49	1094.0
2015-05-27 01:00:00	ES	Futures	2221.49	2221.76	2220.44	2221.49	1836.0
2015-05-27 01:30:00	ES	Futures	2221.49	2222.55	2221.23	2222.02	1290.0
2015-05-27 02:00:00	ES	Futures	2221.76	2222.82	2221.49	2222.55	2529.0
2015-05-27 02:30:00	ES	Futures	2222.82	2224.14	2222.29	2222.82	4485.0
2015-05-27 03:00:00	ES	Futures	2222.82	2224.66	2220.97	2222.55	11640.0
2015-05-27 03:30:00	ES	Futures	2222.55	2223.61	2220.17	2221.23	8943.0
2015-05-27 04:00:00	ES	Futures	2221.23	2222.55	2219.91	2220.97	5857.0
2015-05-27 04:30:00	ES	Futures	2220.97	2223.61	2220.7	2223.61	4914.0
2015-05-27 05:00:00	ES	Futures	2223.61	2225.72	2223.08	2225.46	9724.0
2015-05-27 05:30:00	ES	Futures	2225.72	2226.78	2224.93	2225.72	7861.0
2015-05-27 06:00:00	ES	Futures	2225.46	2225.98	2223.87	2224.93	5381.0
2015-05-27 06:30:00	ES	Futures	2225.19	2226.25	2223.87	2225.46	9686.0
2015-05-27 07:00:00	ES	Futures	2225.46	2226.51	2224.93	2226.25	5506.0
2015-05-27 07:30:00	ES	Futures	2225.98	2226.51	2225.19	2225.98	7228.0
2015-05-27 08:00:00	ES	Futures	2225.98	2228.89	2225.98	2228.1	20705.0
2015-05-27 08:30:00	ES	Futures	2227.83	2228.36	2225.46	2225.98	14344.0
2015-05-27 09:00:00	ES	Futures	2225.72	2226.51	2224.93	2225.46	12914.0
2015-05-27 09:30:00	ES	Futures	2225.72	2235.23	2221.23	2232.06	262531.0
2015-05-27 10:00:00	ES	Futures	2232.06	2233.12	2229.15	2229.95	119420.0
2015-05-27 10:30:00	ES	Futures	2229.95	2233.64	2229.68	2233.38	64311.0
2015-05-27 11:00:00	ES	Futures	2233.38	2234.7	2232.06	2233.91	58858.0
2015-05-27 11:30:00	ES	Futures	2234.17	2237.34	2233.64	2236.02	71022.0
2015-05-27 12:00:00	ES	Futures	2236.02	2237.34	2235.76	2236.02	36025.0
2015-05-27 12:30:00	ES	Futures	2236.29	2236.29	2234.44	2235.23	31997.0
2015-05-27 13:00:00	ES	Futures	2235.49	2238.93	2235.23	2238.4	39921.0
2015-05-27 13:30:00	ES	Futures	2238.66	2238.93	2237.87	2238.93	31788.0
2015-05-27 14:00:00	ES	Futures	2238.93	2241.3	2238.66	2239.98	56684.0
2015-05-27 14:30:00	ES	Futures	2239.98	2240.51	2238.93	2240.25	39846.0
2015-05-27 15:00:00	ES	Futures	2240.51	2243.42	2239.98	2241.83	76821.0
2015-05-27 15:30:00	ES	Futures	2241.57	2244.21	2240.78	2241.04	148950.0
2015-05-27 16:00:00	ES	Futures	2241.04	2241.57	2239.72	2240.51	81507.0
2015-05-27 16:30:00	ES	Futures	2239.72	2240.25	2239.45	2239.45	5254.0
2015-05-27 17:00:00	ES	Futures	2239.45	2240.25	2239.45	2239.98	928.0
2015-05-27 18:00:00	ES	Futures	2239.72	2241.3	2239.45	2239.98	2866.0
2015-05-27 18:30:00	ES	Futures	2240.25	2240.78	2240.25	2240.51	856.0
2015-05-27 19:00:00	ES	Futures	2240.78	2240.78	2240.25	2240.51	256.0
2015-05-27 19:30:00	ES	Futures	2240.78	2241.04	2239.72	2240.25	1495.0
2015-05-27 20:00:00	ES	Futures	2240.25	2241.3	2239.72	2240.25	2283.0
2015-05-27 20:30:00	ES	Futures	2240.51	2241.3	2240.25	2241.3	770.0
2015-05-27 21:00:00	ES	Futures	2241.04	2241.57	2240.78	2240.78	1837.0
2015-05-27 21:30:00	ES	Futures	2240.78	2241.04	2240.25	2240.25	1520.0
2015-05-27 22:00:00	ES	Futures	2240.25	2240.78	2239.98	2240.25	1970.0
2015-05-27 22:30:00	ES	Futures	2240.51	2240.51	2239.72	2239.98	1898.0
2015-05-27 23:00:00	ES	Futures	2239.98	2240.25	2238.93	2239.19	2404.0
2015-05-27 23:30:00	ES	Futures	2239.45	2239.72	2239.19	2239.72	1075.0
2015-05-27 00:00:00	NQ	Futures	5264.91	5267.27	5264.33	5265.21	249.0
2015-05-27 00:30:00	NQ	Futures	5264.91	5265.8	5263.74	5263.74	74.0
2015-05-27 01:00:00	NQ	Futures	5263.74	5264.03	5261.97	5264.03	165.0

> showing 50 of 2,891 rows — these rows as CSV

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