PREVIEW / futures_30min / 2015-06-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-08.parquet
  size:    77 KB
  rows:    2,845

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
2015-06-08 00:00:00	ES	Futures	2208.55	2209.08	2208.55	2208.82	1279.0
2015-06-08 00:30:00	ES	Futures	2208.82	2209.08	2208.29	2208.55	713.0
2015-06-08 01:00:00	ES	Futures	2208.82	2208.82	2208.02	2208.55	502.0
2015-06-08 01:30:00	ES	Futures	2208.55	2209.87	2208.55	2209.87	1393.0
2015-06-08 02:00:00	ES	Futures	2209.87	2210.4	2206.7	2207.76	6521.0
2015-06-08 02:30:00	ES	Futures	2207.76	2210.93	2207.23	2210.14	4950.0
2015-06-08 03:00:00	ES	Futures	2210.4	2211.46	2207.5	2209.61	12688.0
2015-06-08 03:30:00	ES	Futures	2209.87	2210.14	2206.44	2209.87	11059.0
2015-06-08 04:00:00	ES	Futures	2209.61	2210.4	2206.44	2208.55	8546.0
2015-06-08 04:30:00	ES	Futures	2208.29	2211.46	2207.76	2211.19	7266.0
2015-06-08 05:00:00	ES	Futures	2211.46	2211.46	2207.76	2209.35	6634.0
2015-06-08 05:30:00	ES	Futures	2209.61	2210.67	2208.29	2208.55	5418.0
2015-06-08 06:00:00	ES	Futures	2208.82	2208.82	2206.97	2207.5	3848.0
2015-06-08 06:30:00	ES	Futures	2207.5	2208.55	2206.18	2208.29	6287.0
2015-06-08 07:00:00	ES	Futures	2208.55	2209.35	2206.97	2207.76	16914.0
2015-06-08 07:30:00	ES	Futures	2208.02	2208.82	2207.23	2207.76	9968.0
2015-06-08 08:00:00	ES	Futures	2208.02	2209.61	2207.5	2209.61	10862.0
2015-06-08 08:30:00	ES	Futures	2209.35	2210.4	2206.18	2206.44	18651.0
2015-06-08 09:00:00	ES	Futures	2206.44	2208.29	2205.38	2208.02	20428.0
2015-06-08 09:30:00	ES	Futures	2208.02	2210.14	2203.01	2204.59	179688.0
2015-06-08 10:00:00	ES	Futures	2204.59	2206.44	2202.74	2205.38	89172.0
2015-06-08 10:30:00	ES	Futures	2205.12	2206.7	2203.27	2203.53	53179.0
2015-06-08 11:00:00	ES	Futures	2203.8	2206.44	2202.48	2202.74	66922.0
2015-06-08 11:30:00	ES	Futures	2202.74	2204.06	2200.89	2201.69	66684.0
2015-06-08 12:00:00	ES	Futures	2201.69	2203.01	2201.16	2201.95	34627.0
2015-06-08 12:30:00	ES	Futures	2202.21	2203.27	2198.78	2199.04	50290.0
2015-06-08 13:00:00	ES	Futures	2199.04	2199.84	2197.99	2197.99	46420.0
2015-06-08 13:30:00	ES	Futures	2197.99	2199.04	2195.08	2197.99	73577.0
2015-06-08 14:00:00	ES	Futures	2197.99	2199.04	2195.61	2198.78	45801.0
2015-06-08 14:30:00	ES	Futures	2198.52	2204.06	2198.52	2202.74	86067.0
2015-06-08 15:00:00	ES	Futures	2202.48	2202.74	2198.52	2199.84	56114.0
2015-06-08 15:30:00	ES	Futures	2200.1	2200.89	2194.82	2195.61	145899.0
2015-06-08 16:00:00	ES	Futures	2195.88	2196.67	2193.5	2196.4	69310.0
2015-06-08 16:30:00	ES	Futures	2196.4	2197.46	2195.88	2197.46	5082.0
2015-06-08 17:00:00	ES	Futures	2197.46	2197.72	2196.93	2196.93	1717.0
2015-06-08 18:00:00	ES	Futures	2197.46	2198.78	2196.93	2196.93	3409.0
2015-06-08 18:30:00	ES	Futures	2196.93	2198.25	2196.93	2198.25	1101.0
2015-06-08 19:00:00	ES	Futures	2198.25	2198.52	2197.72	2197.99	597.0
2015-06-08 19:30:00	ES	Futures	2197.99	2198.78	2197.72	2197.99	1136.0
2015-06-08 20:00:00	ES	Futures	2197.72	2199.04	2196.93	2198.78	2785.0
2015-06-08 20:30:00	ES	Futures	2198.52	2200.37	2198.25	2199.57	3433.0
2015-06-08 21:00:00	ES	Futures	2199.84	2199.84	2198.78	2199.57	2644.0
2015-06-08 21:30:00	ES	Futures	2199.31	2199.84	2198.25	2198.78	1486.0
2015-06-08 22:00:00	ES	Futures	2198.78	2198.78	2197.72	2197.99	694.0
2015-06-08 22:30:00	ES	Futures	2197.99	2197.99	2197.2	2197.46	893.0
2015-06-08 23:00:00	ES	Futures	2197.72	2197.99	2196.67	2197.46	1536.0
2015-06-08 23:30:00	ES	Futures	2197.46	2197.72	2197.2	2197.46	1036.0
2015-06-08 00:00:00	NQ	Futures	5265.5	5266.38	5265.21	5266.09	177.0
2015-06-08 00:30:00	NQ	Futures	5265.5	5265.8	5264.33	5265.21	112.0
2015-06-08 01:00:00	NQ	Futures	5265.5	5265.8	5264.03	5265.5	121.0

> showing 50 of 2,845 rows — these rows as CSV

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