PREVIEW / futures_30min / 2015-06-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-05.parquet
  size:    69 KB
  rows:    2,363

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
2015-06-05 00:00:00	ES	Futures	2215.95	2216.74	2215.68	2215.95	813.0
2015-06-05 00:30:00	ES	Futures	2216.21	2216.21	2215.68	2215.95	589.0
2015-06-05 01:00:00	ES	Futures	2215.95	2217.0	2215.68	2216.21	1413.0
2015-06-05 01:30:00	ES	Futures	2216.21	2216.74	2215.68	2215.95	1135.0
2015-06-05 02:00:00	ES	Futures	2215.95	2217.8	2215.42	2217.27	5134.0
2015-06-05 02:30:00	ES	Futures	2217.27	2217.8	2215.95	2216.48	3314.0
2015-06-05 03:00:00	ES	Futures	2216.74	2221.49	2214.89	2221.23	15074.0
2015-06-05 03:30:00	ES	Futures	2221.23	2221.23	2217.27	2218.06	12516.0
2015-06-05 04:00:00	ES	Futures	2218.06	2219.12	2215.68	2218.59	11933.0
2015-06-05 04:30:00	ES	Futures	2218.33	2220.44	2216.21	2216.48	8886.0
2015-06-05 05:00:00	ES	Futures	2216.48	2218.06	2216.21	2217.0	5142.0
2015-06-05 05:30:00	ES	Futures	2217.0	2217.8	2215.16	2215.16	5377.0
2015-06-05 06:00:00	ES	Futures	2215.16	2215.95	2210.4	2210.93	22351.0
2015-06-05 06:30:00	ES	Futures	2210.67	2211.99	2209.35	2211.46	14339.0
2015-06-05 07:00:00	ES	Futures	2211.72	2213.31	2210.4	2213.04	18873.0
2015-06-05 07:30:00	ES	Futures	2212.78	2215.42	2212.51	2213.84	23804.0
2015-06-05 08:00:00	ES	Futures	2213.84	2215.16	2211.46	2213.04	20630.0
2015-06-05 08:30:00	ES	Futures	2213.04	2215.16	2204.06	2210.93	117441.0
2015-06-05 09:00:00	ES	Futures	2210.67	2213.31	2208.55	2211.19	31939.0
2015-06-05 09:30:00	ES	Futures	2211.46	2213.84	2201.16	2208.55	254338.0
2015-06-05 10:00:00	ES	Futures	2208.55	2216.48	2208.29	2214.1	133310.0
2015-06-05 10:30:00	ES	Futures	2214.1	2218.33	2209.61	2211.46	117521.0
2015-06-05 11:00:00	ES	Futures	2211.46	2214.36	2210.4	2212.78	65531.0
2015-06-05 11:30:00	ES	Futures	2212.78	2213.57	2209.61	2211.46	51030.0
2015-06-05 12:00:00	ES	Futures	2211.46	2211.72	2207.5	2207.76	47064.0
2015-06-05 12:30:00	ES	Futures	2207.76	2212.78	2206.18	2211.99	69141.0
2015-06-05 13:00:00	ES	Futures	2211.99	2212.78	2210.14	2211.99	36756.0
2015-06-05 13:30:00	ES	Futures	2211.99	2213.57	2209.87	2210.4	37109.0
2015-06-05 14:00:00	ES	Futures	2210.67	2213.84	2210.4	2211.72	34671.0
2015-06-05 14:30:00	ES	Futures	2211.72	2213.31	2209.61	2211.46	43641.0
2015-06-05 15:00:00	ES	Futures	2211.46	2213.04	2208.55	2209.35	43477.0
2015-06-05 15:30:00	ES	Futures	2209.35	2211.19	2207.23	2209.87	114627.0
2015-06-05 16:00:00	ES	Futures	2209.87	2210.93	2208.29	2210.4	60076.0
2015-06-05 16:30:00	ES	Futures	2210.14	2210.93	2209.35	2209.87	5934.0
2015-06-05 17:00:00	ES	Futures	2210.14	2210.14	2208.82	2209.61	1408.0
2015-06-05 00:00:00	NQ	Futures	5284.62	5285.2	5283.15	5284.03	167.0
2015-06-05 00:30:00	NQ	Futures	5283.73	5284.32	5283.15	5283.73	286.0
2015-06-05 01:00:00	NQ	Futures	5283.73	5287.26	5283.73	5285.79	326.0
2015-06-05 01:30:00	NQ	Futures	5285.79	5286.67	5283.15	5283.44	258.0
2015-06-05 02:00:00	NQ	Futures	5283.44	5289.32	5282.26	5287.85	642.0
2015-06-05 02:30:00	NQ	Futures	5287.85	5288.44	5284.03	5285.2	235.0
2015-06-05 03:00:00	NQ	Futures	5285.2	5300.79	5280.79	5299.32	2525.0
2015-06-05 03:30:00	NQ	Futures	5299.32	5299.32	5291.09	5291.67	2501.0
2015-06-05 04:00:00	NQ	Futures	5291.38	5295.5	5282.85	5292.85	2181.0
2015-06-05 04:30:00	NQ	Futures	5292.85	5297.55	5286.09	5286.97	1612.0
2015-06-05 05:00:00	NQ	Futures	5287.26	5293.14	5286.97	5287.85	1087.0
2015-06-05 05:30:00	NQ	Futures	5287.85	5291.09	5284.03	5284.62	680.0
2015-06-05 06:00:00	NQ	Futures	5284.32	5285.2	5271.09	5273.44	3077.0
2015-06-05 06:30:00	NQ	Futures	5273.15	5276.97	5270.79	5276.38	1949.0
2015-06-05 07:00:00	NQ	Futures	5275.79	5281.38	5273.15	5280.5	1766.0

> showing 50 of 2,363 rows — these rows as CSV

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