PREVIEW / futures_30min / 2015-06-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-01.parquet
  size:    76 KB
  rows:    2,840

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
2015-06-01 00:00:00	ES	Futures	2228.63	2229.42	2228.36	2229.15	832.0
2015-06-01 00:30:00	ES	Futures	2229.42	2229.68	2229.15	2229.15	582.0
2015-06-01 01:00:00	ES	Futures	2229.42	2229.68	2228.63	2229.42	745.0
2015-06-01 01:30:00	ES	Futures	2229.42	2231.27	2229.15	2231.27	3036.0
2015-06-01 02:00:00	ES	Futures	2231.27	2231.53	2229.15	2229.15	5933.0
2015-06-01 02:30:00	ES	Futures	2229.42	2231.0	2229.15	2229.95	3764.0
2015-06-01 03:00:00	ES	Futures	2229.95	2233.38	2229.15	2232.59	13238.0
2015-06-01 03:30:00	ES	Futures	2232.59	2233.38	2231.53	2232.32	7071.0
2015-06-01 04:00:00	ES	Futures	2232.06	2232.32	2230.21	2231.0	7701.0
2015-06-01 04:30:00	ES	Futures	2231.27	2232.06	2225.98	2228.63	17512.0
2015-06-01 05:00:00	ES	Futures	2228.89	2229.15	2226.25	2226.51	7030.0
2015-06-01 05:30:00	ES	Futures	2226.51	2226.51	2222.82	2224.14	16256.0
2015-06-01 06:00:00	ES	Futures	2224.4	2229.68	2223.34	2229.15	9880.0
2015-06-01 06:30:00	ES	Futures	2229.42	2229.95	2223.34	2223.34	10153.0
2015-06-01 07:00:00	ES	Futures	2223.61	2228.1	2223.34	2227.57	7324.0
2015-06-01 07:30:00	ES	Futures	2227.83	2235.23	2227.57	2232.85	27757.0
2015-06-01 08:00:00	ES	Futures	2233.12	2233.12	2230.74	2231.53	16733.0
2015-06-01 08:30:00	ES	Futures	2231.8	2232.59	2229.68	2231.27	15078.0
2015-06-01 09:00:00	ES	Futures	2231.27	2233.38	2230.47	2232.59	12571.0
2015-06-01 09:30:00	ES	Futures	2232.85	2234.7	2222.29	2226.25	171875.0
2015-06-01 10:00:00	ES	Futures	2226.25	2230.74	2218.85	2223.34	199451.0
2015-06-01 10:30:00	ES	Futures	2223.34	2227.31	2219.38	2226.25	118795.0
2015-06-01 11:00:00	ES	Futures	2225.98	2229.15	2223.08	2223.87	77663.0
2015-06-01 11:30:00	ES	Futures	2223.87	2226.25	2223.34	2224.4	46301.0
2015-06-01 12:00:00	ES	Futures	2224.66	2232.59	2224.14	2232.32	71104.0
2015-06-01 12:30:00	ES	Futures	2232.32	2233.91	2230.74	2233.64	38052.0
2015-06-01 13:00:00	ES	Futures	2233.64	2234.44	2231.8	2233.64	39007.0
2015-06-01 13:30:00	ES	Futures	2233.64	2234.7	2232.59	2234.17	37441.0
2015-06-01 14:00:00	ES	Futures	2234.17	2236.81	2233.12	2236.02	41796.0
2015-06-01 14:30:00	ES	Futures	2236.29	2237.34	2233.91	2235.49	45208.0
2015-06-01 15:00:00	ES	Futures	2235.23	2236.29	2233.64	2233.64	33920.0
2015-06-01 15:30:00	ES	Futures	2233.64	2233.91	2227.83	2228.63	141410.0
2015-06-01 16:00:00	ES	Futures	2228.89	2229.95	2227.83	2228.63	58610.0
2015-06-01 16:30:00	ES	Futures	2228.63	2230.47	2228.63	2229.95	4313.0
2015-06-01 17:00:00	ES	Futures	2230.21	2230.74	2229.68	2230.74	1287.0
2015-06-01 18:00:00	ES	Futures	2230.21	2230.74	2229.95	2230.74	895.0
2015-06-01 18:30:00	ES	Futures	2230.47	2231.27	2229.42	2229.68	933.0
2015-06-01 19:00:00	ES	Futures	2229.68	2230.21	2229.68	2230.21	114.0
2015-06-01 19:30:00	ES	Futures	2230.21	2230.74	2229.95	2230.21	583.0
2015-06-01 20:00:00	ES	Futures	2230.21	2231.0	2229.42	2229.68	1507.0
2015-06-01 20:30:00	ES	Futures	2229.68	2231.27	2229.68	2230.74	1255.0
2015-06-01 21:00:00	ES	Futures	2231.0	2232.06	2230.74	2231.0	2944.0
2015-06-01 21:30:00	ES	Futures	2231.0	2232.06	2231.0	2231.53	2480.0
2015-06-01 22:00:00	ES	Futures	2231.8	2231.8	2228.36	2228.63	4575.0
2015-06-01 22:30:00	ES	Futures	2228.89	2229.15	2227.31	2228.63	3519.0
2015-06-01 23:00:00	ES	Futures	2228.63	2229.15	2228.63	2228.63	610.0
2015-06-01 23:30:00	ES	Futures	2228.63	2228.89	2227.31	2227.83	1343.0
2015-06-01 00:00:00	NQ	Futures	5318.73	5319.9	5317.84	5319.61	146.0
2015-06-01 00:30:00	NQ	Futures	5319.9	5320.79	5319.02	5319.61	143.0
2015-06-01 01:00:00	NQ	Futures	5319.9	5321.08	5317.84	5320.79	227.0

> showing 50 of 2,840 rows — these rows as CSV

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