PREVIEW / futures_30min / 2015-06-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-04.parquet
  size:    80 KB
  rows:    2,876

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
2015-06-04 00:00:00	ES	Futures	2232.06	2232.85	2232.06	2232.32	840.0
2015-06-04 00:30:00	ES	Futures	2232.06	2232.59	2231.8	2232.06	482.0
2015-06-04 01:00:00	ES	Futures	2232.06	2232.06	2228.63	2230.21	5824.0
2015-06-04 01:30:00	ES	Futures	2230.47	2231.53	2229.68	2231.27	2247.0
2015-06-04 02:00:00	ES	Futures	2231.27	2231.8	2229.42	2230.47	4703.0
2015-06-04 02:30:00	ES	Futures	2230.47	2232.85	2229.95	2232.32	3402.0
2015-06-04 03:00:00	ES	Futures	2232.32	2232.32	2229.68	2229.68	11361.0
2015-06-04 03:30:00	ES	Futures	2229.68	2229.95	2221.76	2222.02	26789.0
2015-06-04 04:00:00	ES	Futures	2222.02	2224.4	2219.91	2223.61	28477.0
2015-06-04 04:30:00	ES	Futures	2223.87	2224.14	2218.33	2222.82	23366.0
2015-06-04 05:00:00	ES	Futures	2222.82	2224.66	2220.7	2222.55	11377.0
2015-06-04 05:30:00	ES	Futures	2222.29	2224.14	2220.44	2222.02	10633.0
2015-06-04 06:00:00	ES	Futures	2222.02	2223.61	2220.17	2222.29	8995.0
2015-06-04 06:30:00	ES	Futures	2222.29	2223.08	2219.91	2223.08	10206.0
2015-06-04 07:00:00	ES	Futures	2223.08	2224.14	2219.91	2223.87	17268.0
2015-06-04 07:30:00	ES	Futures	2223.61	2225.72	2222.82	2225.46	23098.0
2015-06-04 08:00:00	ES	Futures	2225.72	2225.72	2222.82	2225.46	17142.0
2015-06-04 08:30:00	ES	Futures	2225.19	2227.83	2223.34	2225.72	24862.0
2015-06-04 09:00:00	ES	Futures	2225.98	2226.78	2223.08	2223.61	33757.0
2015-06-04 09:30:00	ES	Futures	2223.34	2227.31	2218.33	2226.51	238961.0
2015-06-04 10:00:00	ES	Futures	2226.25	2231.0	2224.93	2225.72	115278.0
2015-06-04 10:30:00	ES	Futures	2225.72	2225.72	2220.7	2221.49	104090.0
2015-06-04 11:00:00	ES	Futures	2221.23	2223.61	2217.0	2220.7	111197.0
2015-06-04 11:30:00	ES	Futures	2220.97	2221.23	2215.68	2218.33	112777.0
2015-06-04 12:00:00	ES	Futures	2218.06	2220.17	2217.27	2218.06	49784.0
2015-06-04 12:30:00	ES	Futures	2218.33	2220.7	2217.0	2217.27	48232.0
2015-06-04 13:00:00	ES	Futures	2217.27	2217.27	2209.35	2211.46	127864.0
2015-06-04 13:30:00	ES	Futures	2211.72	2213.04	2209.87	2210.93	64403.0
2015-06-04 14:00:00	ES	Futures	2210.93	2215.68	2209.61	2213.31	67952.0
2015-06-04 14:30:00	ES	Futures	2213.31	2214.36	2211.46	2213.31	43265.0
2015-06-04 15:00:00	ES	Futures	2213.31	2215.68	2210.14	2210.67	69549.0
2015-06-04 15:30:00	ES	Futures	2210.67	2214.63	2209.35	2214.36	169916.0
2015-06-04 16:00:00	ES	Futures	2214.36	2217.8	2214.1	2217.8	92877.0
2015-06-04 16:30:00	ES	Futures	2217.53	2217.8	2217.0	2217.27	7621.0
2015-06-04 17:00:00	ES	Futures	2217.53	2218.06	2217.0	2217.27	2666.0
2015-06-04 18:00:00	ES	Futures	2217.27	2218.06	2217.0	2217.27	1454.0
2015-06-04 18:30:00	ES	Futures	2217.53	2218.06	2217.0	2217.53	919.0
2015-06-04 19:00:00	ES	Futures	2217.8	2217.8	2215.95	2216.48	1260.0
2015-06-04 19:30:00	ES	Futures	2216.48	2217.53	2216.48	2217.27	918.0
2015-06-04 20:00:00	ES	Futures	2217.27	2217.8	2215.68	2217.27	3115.0
2015-06-04 20:30:00	ES	Futures	2217.53	2218.06	2217.27	2217.53	1623.0
2015-06-04 21:00:00	ES	Futures	2217.53	2218.06	2217.27	2217.8	1311.0
2015-06-04 21:30:00	ES	Futures	2217.8	2218.06	2216.21	2216.48	2123.0
2015-06-04 22:00:00	ES	Futures	2216.74	2216.74	2215.95	2216.48	1036.0
2015-06-04 22:30:00	ES	Futures	2216.21	2217.0	2215.95	2216.48	580.0
2015-06-04 23:00:00	ES	Futures	2216.48	2217.0	2215.95	2215.95	1472.0
2015-06-04 23:30:00	ES	Futures	2215.95	2216.74	2215.42	2215.95	1258.0
2015-06-04 00:00:00	NQ	Futures	5316.08	5319.02	5316.08	5316.67	199.0
2015-06-04 00:30:00	NQ	Futures	5316.67	5317.84	5315.79	5316.67	207.0
2015-06-04 01:00:00	NQ	Futures	5316.67	5316.67	5306.96	5310.2	1215.0

> showing 50 of 2,876 rows — these rows as CSV

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