PREVIEW / futures_30min / 2015-06-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-10.parquet
  size:    75 KB
  rows:    2,729

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
2015-06-10 00:00:00	ES	Futures	2201.42	2201.69	2199.84	2200.37	2023.0
2015-06-10 00:30:00	ES	Futures	2200.63	2200.89	2199.57	2200.1	1850.0
2015-06-10 01:00:00	ES	Futures	2200.1	2200.63	2199.57	2199.84	1026.0
2015-06-10 01:30:00	ES	Futures	2200.1	2200.89	2198.52	2200.63	2867.0
2015-06-10 02:00:00	ES	Futures	2200.37	2200.89	2197.46	2199.31	7192.0
2015-06-10 02:30:00	ES	Futures	2199.31	2200.37	2198.78	2199.57	3768.0
2015-06-10 03:00:00	ES	Futures	2199.57	2203.8	2197.72	2201.69	17721.0
2015-06-10 03:30:00	ES	Futures	2201.95	2204.86	2201.16	2202.48	14246.0
2015-06-10 04:00:00	ES	Futures	2202.48	2203.53	2200.1	2203.53	10865.0
2015-06-10 04:30:00	ES	Futures	2203.53	2203.8	2201.16	2202.21	9373.0
2015-06-10 05:00:00	ES	Futures	2202.48	2204.06	2201.42	2203.8	7717.0
2015-06-10 05:30:00	ES	Futures	2204.06	2206.97	2203.8	2206.18	16601.0
2015-06-10 06:00:00	ES	Futures	2205.91	2207.23	2205.12	2205.91	9936.0
2015-06-10 06:30:00	ES	Futures	2205.65	2206.18	2204.59	2205.38	4342.0
2015-06-10 07:00:00	ES	Futures	2205.38	2206.18	2204.33	2204.59	11725.0
2015-06-10 07:30:00	ES	Futures	2204.86	2205.65	2204.06	2205.38	8473.0
2015-06-10 08:00:00	ES	Futures	2205.65	2205.91	2204.33	2204.33	10348.0
2015-06-10 08:30:00	ES	Futures	2204.33	2204.86	2202.74	2204.06	13020.0
2015-06-10 09:00:00	ES	Futures	2203.8	2205.91	2203.27	2205.12	23680.0
2015-06-10 09:30:00	ES	Futures	2205.38	2213.04	2204.59	2210.67	194187.0
2015-06-10 10:00:00	ES	Futures	2210.93	2214.63	2210.67	2214.1	102137.0
2015-06-10 10:30:00	ES	Futures	2214.1	2218.33	2213.57	2217.53	95117.0
2015-06-10 11:00:00	ES	Futures	2217.8	2227.04	2216.74	2222.82	234509.0
2015-06-10 11:30:00	ES	Futures	2222.55	2224.4	2221.76	2223.34	96305.0
2015-06-10 12:00:00	ES	Futures	2223.08	2225.46	2222.82	2224.14	50113.0
2015-06-10 12:30:00	ES	Futures	2224.14	2225.46	2223.34	2224.93	38837.0
2015-06-10 13:00:00	ES	Futures	2224.66	2225.46	2222.02	2222.82	34740.0
2015-06-10 13:30:00	ES	Futures	2222.82	2223.87	2221.49	2223.61	26716.0
2015-06-10 14:00:00	ES	Futures	2223.34	2226.78	2223.34	2225.72	61169.0
2015-06-10 14:30:00	ES	Futures	2225.98	2226.51	2224.66	2226.51	37979.0
2015-06-10 15:00:00	ES	Futures	2226.51	2226.51	2223.61	2224.66	37584.0
2015-06-10 15:30:00	ES	Futures	2224.66	2225.72	2221.49	2221.76	180282.0
2015-06-10 16:00:00	ES	Futures	2221.76	2226.51	2221.76	2225.46	83217.0
2015-06-10 16:30:00	ES	Futures	2224.93	2225.72	2223.87	2225.46	7442.0
2015-06-10 17:00:00	ES	Futures	2225.46	2225.98	2225.19	2225.19	2848.0
2015-06-10 18:00:00	ES	Futures	2224.93	2225.19	2222.55	2223.08	3245.0
2015-06-10 18:30:00	ES	Futures	2223.08	2223.34	2222.29	2222.82	2327.0
2015-06-10 19:00:00	ES	Futures	2223.08	2223.34	2222.55	2223.08	716.0
2015-06-10 19:30:00	ES	Futures	2222.82	2223.61	2222.82	2222.82	1076.0
2015-06-10 20:00:00	ES	Futures	2222.82	2223.61	2222.55	2223.34	1611.0
2015-06-10 20:30:00	ES	Futures	2223.34	2224.14	2222.82	2224.14	1558.0
2015-06-10 21:00:00	ES	Futures	2224.4	2224.4	2223.61	2224.14	1217.0
2015-06-10 21:30:00	ES	Futures	2223.87	2224.14	2222.55	2223.08	1439.0
2015-06-10 22:00:00	ES	Futures	2223.08	2223.34	2222.82	2223.08	627.0
2015-06-10 22:30:00	ES	Futures	2223.34	2223.34	2222.82	2223.34	658.0
2015-06-10 23:00:00	ES	Futures	2223.34	2223.34	2222.82	2222.82	392.0
2015-06-10 23:30:00	ES	Futures	2222.82	2222.82	2222.02	2222.55	831.0
2015-06-10 00:00:00	NQ	Futures	5219.92	5220.22	5217.28	5217.86	201.0
2015-06-10 00:30:00	NQ	Futures	5218.45	5219.04	5215.51	5216.98	165.0
2015-06-10 01:00:00	NQ	Futures	5216.39	5218.75	5215.51	5217.86	127.0

> showing 50 of 2,729 rows — these rows as CSV

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