PREVIEW / futures_30min / 2015-06-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-03.parquet
  size:    80 KB
  rows:    2,866

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
2015-06-03 00:00:00	ES	Futures	2226.51	2226.78	2226.25	2226.51	253.0
2015-06-03 00:30:00	ES	Futures	2226.51	2227.31	2226.25	2227.04	919.0
2015-06-03 01:00:00	ES	Futures	2227.04	2227.57	2226.78	2227.57	1120.0
2015-06-03 01:30:00	ES	Futures	2227.31	2227.83	2227.04	2227.04	1252.0
2015-06-03 02:00:00	ES	Futures	2227.31	2230.47	2227.04	2230.47	6083.0
2015-06-03 02:30:00	ES	Futures	2230.21	2230.74	2228.36	2230.47	3612.0
2015-06-03 03:00:00	ES	Futures	2230.74	2231.53	2225.98	2227.04	14549.0
2015-06-03 03:30:00	ES	Futures	2227.04	2231.27	2226.25	2231.0	11807.0
2015-06-03 04:00:00	ES	Futures	2231.0	2231.8	2228.36	2229.68	8370.0
2015-06-03 04:30:00	ES	Futures	2229.68	2229.95	2226.78	2228.63	9060.0
2015-06-03 05:00:00	ES	Futures	2228.89	2230.21	2228.1	2229.15	6564.0
2015-06-03 05:30:00	ES	Futures	2229.15	2229.42	2227.83	2229.15	4532.0
2015-06-03 06:00:00	ES	Futures	2228.89	2230.47	2228.63	2230.47	5660.0
2015-06-03 06:30:00	ES	Futures	2230.21	2232.85	2229.95	2230.74	9635.0
2015-06-03 07:00:00	ES	Futures	2231.0	2237.34	2230.47	2236.29	28313.0
2015-06-03 07:30:00	ES	Futures	2236.29	2239.45	2234.96	2238.13	28422.0
2015-06-03 08:00:00	ES	Futures	2238.13	2238.4	2234.7	2236.02	16418.0
2015-06-03 08:30:00	ES	Futures	2235.76	2236.81	2232.59	2233.64	23735.0
2015-06-03 09:00:00	ES	Futures	2233.64	2233.91	2231.0	2233.38	30892.0
2015-06-03 09:30:00	ES	Futures	2233.38	2235.23	2226.25	2232.59	181087.0
2015-06-03 10:00:00	ES	Futures	2232.85	2239.19	2228.63	2238.4	147154.0
2015-06-03 10:30:00	ES	Futures	2238.66	2240.51	2237.08	2239.19	88141.0
2015-06-03 11:00:00	ES	Futures	2239.19	2240.25	2235.76	2236.29	65083.0
2015-06-03 11:30:00	ES	Futures	2236.29	2237.61	2229.95	2232.32	110554.0
2015-06-03 12:00:00	ES	Futures	2232.59	2233.12	2228.1	2230.21	71998.0
2015-06-03 12:30:00	ES	Futures	2229.95	2231.8	2228.1	2231.53	55062.0
2015-06-03 13:00:00	ES	Futures	2231.53	2232.85	2230.47	2231.8	47291.0
2015-06-03 13:30:00	ES	Futures	2231.53	2232.85	2229.95	2232.32	32794.0
2015-06-03 14:00:00	ES	Futures	2232.32	2236.29	2232.32	2235.23	45116.0
2015-06-03 14:30:00	ES	Futures	2235.49	2235.76	2232.59	2232.85	29271.0
2015-06-03 15:00:00	ES	Futures	2232.85	2234.44	2230.47	2231.53	44649.0
2015-06-03 15:30:00	ES	Futures	2231.53	2233.91	2231.0	2232.59	83361.0
2015-06-03 16:00:00	ES	Futures	2232.59	2236.02	2232.59	2236.02	58089.0
2015-06-03 16:30:00	ES	Futures	2235.76	2236.02	2234.96	2235.49	4772.0
2015-06-03 17:00:00	ES	Futures	2235.49	2236.02	2234.96	2235.76	1425.0
2015-06-03 18:00:00	ES	Futures	2235.76	2236.02	2234.17	2234.44	1950.0
2015-06-03 18:30:00	ES	Futures	2234.44	2235.49	2234.17	2234.96	480.0
2015-06-03 19:00:00	ES	Futures	2235.23	2235.76	2234.7	2234.96	1018.0
2015-06-03 19:30:00	ES	Futures	2234.96	2235.23	2234.7	2234.96	472.0
2015-06-03 20:00:00	ES	Futures	2235.23	2235.23	2233.91	2234.17	2373.0
2015-06-03 20:30:00	ES	Futures	2234.17	2234.17	2233.12	2233.64	1443.0
2015-06-03 21:00:00	ES	Futures	2233.64	2233.91	2232.59	2233.38	1803.0
2015-06-03 21:30:00	ES	Futures	2233.12	2234.17	2233.12	2234.17	1309.0
2015-06-03 22:00:00	ES	Futures	2233.91	2234.17	2233.64	2233.91	550.0
2015-06-03 22:30:00	ES	Futures	2233.91	2234.7	2233.91	2233.91	572.0
2015-06-03 23:00:00	ES	Futures	2233.91	2234.44	2233.64	2233.64	516.0
2015-06-03 23:30:00	ES	Futures	2233.64	2233.91	2231.53	2232.06	2791.0
2015-06-03 00:00:00	NQ	Futures	5297.26	5297.55	5296.97	5297.26	110.0
2015-06-03 00:30:00	NQ	Futures	5297.26	5298.44	5296.67	5298.44	246.0
2015-06-03 01:00:00	NQ	Futures	5298.14	5299.61	5297.55	5299.32	119.0

> showing 50 of 2,866 rows — these rows as CSV

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