PREVIEW / futures_30min / 2015-06-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-11.parquet
  size:    76 KB
  rows:    2,764

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
2015-06-11 00:00:00	ES	Futures	2222.55	2223.34	2222.55	2223.08	794.0
2015-06-11 00:30:00	ES	Futures	2223.08	2223.34	2222.55	2223.08	531.0
2015-06-11 01:00:00	ES	Futures	2223.34	2224.14	2223.08	2223.87	998.0
2015-06-11 01:30:00	ES	Futures	2223.87	2224.14	2223.34	2223.87	861.0
2015-06-11 02:00:00	ES	Futures	2223.87	2224.14	2222.55	2223.87	3680.0
2015-06-11 02:30:00	ES	Futures	2223.61	2224.14	2222.82	2222.82	2949.0
2015-06-11 03:00:00	ES	Futures	2222.82	2225.19	2222.02	2224.93	11647.0
2015-06-11 03:30:00	ES	Futures	2224.66	2226.51	2223.61	2225.46	11106.0
2015-06-11 04:00:00	ES	Futures	2225.46	2225.72	2223.08	2224.66	11153.0
2015-06-11 04:30:00	ES	Futures	2224.66	2224.66	2222.82	2223.61	6297.0
2015-06-11 05:00:00	ES	Futures	2223.87	2224.93	2223.34	2223.87	6425.0
2015-06-11 05:30:00	ES	Futures	2223.87	2225.19	2223.61	2223.87	4984.0
2015-06-11 06:00:00	ES	Futures	2223.87	2224.93	2223.34	2224.14	5148.0
2015-06-11 06:30:00	ES	Futures	2224.14	2225.19	2223.34	2224.93	4550.0
2015-06-11 07:00:00	ES	Futures	2224.93	2225.19	2223.87	2225.19	9472.0
2015-06-11 07:30:00	ES	Futures	2225.19	2228.1	2224.93	2227.57	18334.0
2015-06-11 08:00:00	ES	Futures	2227.57	2228.63	2226.78	2227.31	24042.0
2015-06-11 08:30:00	ES	Futures	2227.31	2228.89	2225.98	2227.83	27891.0
2015-06-11 09:00:00	ES	Futures	2227.57	2229.68	2226.51	2228.1	28833.0
2015-06-11 09:30:00	ES	Futures	2227.83	2233.12	2226.78	2232.32	153660.0
2015-06-11 10:00:00	ES	Futures	2232.59	2234.17	2231.27	2231.8	78067.0
2015-06-11 10:30:00	ES	Futures	2231.53	2231.8	2224.66	2225.72	155010.0
2015-06-11 11:00:00	ES	Futures	2225.72	2229.95	2224.66	2227.83	73225.0
2015-06-11 11:30:00	ES	Futures	2227.83	2230.21	2227.31	2228.63	42592.0
2015-06-11 12:00:00	ES	Futures	2228.63	2229.68	2226.51	2228.1	27366.0
2015-06-11 12:30:00	ES	Futures	2228.1	2230.21	2227.83	2228.89	25712.0
2015-06-11 13:00:00	ES	Futures	2228.89	2229.15	2227.57	2228.89	17622.0
2015-06-11 13:30:00	ES	Futures	2228.89	2231.8	2228.1	2230.47	27511.0
2015-06-11 14:00:00	ES	Futures	2230.47	2231.0	2229.42	2229.95	17506.0
2015-06-11 14:30:00	ES	Futures	2229.95	2231.0	2228.36	2229.15	21635.0
2015-06-11 15:00:00	ES	Futures	2229.15	2230.74	2228.36	2228.89	19815.0
2015-06-11 15:30:00	ES	Futures	2228.89	2229.68	2225.46	2228.89	101585.0
2015-06-11 16:00:00	ES	Futures	2228.89	2230.47	2227.83	2228.36	62151.0
2015-06-11 16:30:00	ES	Futures	2228.36	2229.15	2227.83	2229.15	3782.0
2015-06-11 17:00:00	ES	Futures	2229.15	2229.68	2228.89	2229.42	1497.0
2015-06-11 18:00:00	ES	Futures	2228.1	2228.36	2226.25	2227.31	1971.0
2015-06-11 18:30:00	ES	Futures	2227.31	2227.83	2226.51	2227.31	629.0
2015-06-11 19:00:00	ES	Futures	2227.57	2227.57	2226.51	2226.78	201.0
2015-06-11 19:30:00	ES	Futures	2226.78	2227.04	2226.25	2226.51	681.0
2015-06-11 20:00:00	ES	Futures	2226.25	2226.78	2224.4	2224.93	1953.0
2015-06-11 20:30:00	ES	Futures	2224.93	2225.46	2224.93	2225.46	534.0
2015-06-11 21:00:00	ES	Futures	2225.46	2225.46	2223.61	2223.87	2153.0
2015-06-11 21:30:00	ES	Futures	2223.61	2224.66	2223.08	2224.4	1171.0
2015-06-11 22:00:00	ES	Futures	2224.4	2224.66	2223.08	2223.34	1437.0
2015-06-11 22:30:00	ES	Futures	2223.34	2224.4	2223.34	2223.61	812.0
2015-06-11 23:00:00	ES	Futures	2223.61	2223.87	2223.08	2223.61	776.0
2015-06-11 23:30:00	ES	Futures	2223.61	2224.14	2223.08	2223.87	1326.0
2015-06-11 00:00:00	NQ	Futures	5272.85	5274.62	5272.56	5273.74	77.0
2015-06-11 00:30:00	NQ	Futures	5274.03	5274.62	5272.85	5274.62	81.0
2015-06-11 01:00:00	NQ	Futures	5274.32	5276.68	5274.32	5275.79	93.0

> showing 50 of 2,764 rows — these rows as CSV

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