PREVIEW / futures_30min / 2015-06-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-09.parquet
  size:    79 KB
  rows:    2,877

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
2015-06-09 00:00:00	ES	Futures	2197.46	2197.99	2197.46	2197.72	530.0
2015-06-09 00:30:00	ES	Futures	2197.72	2197.99	2196.67	2197.99	783.0
2015-06-09 01:00:00	ES	Futures	2197.99	2197.99	2196.14	2196.93	1602.0
2015-06-09 01:30:00	ES	Futures	2196.67	2196.93	2195.61	2196.4	1411.0
2015-06-09 02:00:00	ES	Futures	2196.4	2197.72	2195.35	2195.88	6784.0
2015-06-09 02:30:00	ES	Futures	2195.88	2197.99	2195.35	2197.46	4573.0
2015-06-09 03:00:00	ES	Futures	2197.46	2199.04	2195.08	2197.72	13373.0
2015-06-09 03:30:00	ES	Futures	2197.72	2199.57	2196.14	2197.72	10078.0
2015-06-09 04:00:00	ES	Futures	2197.46	2198.78	2196.93	2197.99	5241.0
2015-06-09 04:30:00	ES	Futures	2198.25	2198.25	2193.76	2194.55	13920.0
2015-06-09 05:00:00	ES	Futures	2194.55	2194.55	2189.8	2190.86	20790.0
2015-06-09 05:30:00	ES	Futures	2190.59	2191.12	2185.57	2186.63	27183.0
2015-06-09 06:00:00	ES	Futures	2186.63	2190.06	2185.57	2189.54	20833.0
2015-06-09 06:30:00	ES	Futures	2189.27	2193.5	2188.48	2192.71	19360.0
2015-06-09 07:00:00	ES	Futures	2192.97	2194.03	2191.12	2193.5	20295.0
2015-06-09 07:30:00	ES	Futures	2193.76	2194.29	2192.71	2193.23	17813.0
2015-06-09 08:00:00	ES	Futures	2193.5	2194.03	2191.12	2193.76	25534.0
2015-06-09 08:30:00	ES	Futures	2193.76	2194.55	2191.65	2193.76	19285.0
2015-06-09 09:00:00	ES	Futures	2193.76	2197.46	2192.97	2195.61	34042.0
2015-06-09 09:30:00	ES	Futures	2195.61	2199.57	2189.8	2190.33	182579.0
2015-06-09 10:00:00	ES	Futures	2190.59	2194.82	2188.22	2189.27	166063.0
2015-06-09 10:30:00	ES	Futures	2189.27	2197.2	2187.69	2196.67	101342.0
2015-06-09 11:00:00	ES	Futures	2196.67	2198.78	2195.08	2197.2	74052.0
2015-06-09 11:30:00	ES	Futures	2196.93	2200.37	2196.93	2198.25	60655.0
2015-06-09 12:00:00	ES	Futures	2197.99	2199.04	2196.14	2197.72	35071.0
2015-06-09 12:30:00	ES	Futures	2197.46	2200.1	2196.93	2199.84	36285.0
2015-06-09 13:00:00	ES	Futures	2199.84	2202.21	2199.84	2201.95	46056.0
2015-06-09 13:30:00	ES	Futures	2201.95	2202.48	2197.46	2197.99	35339.0
2015-06-09 14:00:00	ES	Futures	2197.99	2199.84	2197.46	2199.31	30141.0
2015-06-09 14:30:00	ES	Futures	2199.31	2201.69	2197.72	2198.52	42644.0
2015-06-09 15:00:00	ES	Futures	2198.52	2199.31	2194.03	2195.35	58792.0
2015-06-09 15:30:00	ES	Futures	2195.35	2198.25	2193.5	2195.35	130725.0
2015-06-09 16:00:00	ES	Futures	2195.08	2197.99	2193.76	2197.46	61807.0
2015-06-09 16:30:00	ES	Futures	2197.99	2199.31	2197.99	2198.52	4359.0
2015-06-09 17:00:00	ES	Futures	2198.25	2198.52	2197.46	2197.72	906.0
2015-06-09 18:00:00	ES	Futures	2198.25	2198.78	2197.72	2197.99	2146.0
2015-06-09 18:30:00	ES	Futures	2197.99	2198.52	2197.72	2198.52	671.0
2015-06-09 19:00:00	ES	Futures	2198.78	2199.04	2198.25	2198.52	371.0
2015-06-09 19:30:00	ES	Futures	2198.52	2199.31	2198.25	2199.31	947.0
2015-06-09 20:00:00	ES	Futures	2199.31	2199.84	2198.25	2198.52	2883.0
2015-06-09 20:30:00	ES	Futures	2198.78	2201.16	2198.25	2200.63	2971.0
2015-06-09 21:00:00	ES	Futures	2200.63	2200.63	2199.84	2200.37	1086.0
2015-06-09 21:30:00	ES	Futures	2200.1	2201.42	2200.1	2201.16	1359.0
2015-06-09 22:00:00	ES	Futures	2200.89	2201.16	2200.37	2200.37	1174.0
2015-06-09 22:30:00	ES	Futures	2200.63	2201.16	2200.37	2200.63	849.0
2015-06-09 23:00:00	ES	Futures	2200.89	2201.16	2200.63	2200.89	524.0
2015-06-09 23:30:00	ES	Futures	2201.16	2202.48	2201.16	2201.69	2198.0
2015-06-09 00:00:00	NQ	Futures	5218.16	5219.04	5217.57	5219.04	135.0
2015-06-09 00:30:00	NQ	Futures	5219.04	5219.33	5216.98	5219.04	271.0
2015-06-09 01:00:00	NQ	Futures	5219.33	5219.33	5214.63	5216.1	389.0

> showing 50 of 2,877 rows — these rows as CSV

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