PREVIEW / futures_30min / 2015-06-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-15.parquet
  size:    75 KB
  rows:    2,816

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
2015-06-15 00:00:00	ES	Futures	2210.13	2210.66	2210.13	2210.39	214.0
2015-06-15 00:30:00	ES	Futures	2210.39	2210.93	2210.39	2210.66	237.0
2015-06-15 01:00:00	ES	Futures	2210.93	2211.72	2210.66	2211.72	1082.0
2015-06-15 01:30:00	ES	Futures	2211.46	2213.59	2210.93	2213.06	1786.0
2015-06-15 02:00:00	ES	Futures	2213.06	2213.85	2210.13	2212.26	7807.0
2015-06-15 02:30:00	ES	Futures	2211.99	2215.19	2211.99	2214.39	7461.0
2015-06-15 03:00:00	ES	Futures	2214.39	2216.78	2212.79	2215.19	11900.0
2015-06-15 03:30:00	ES	Futures	2215.19	2216.52	2212.26	2212.26	6034.0
2015-06-15 04:00:00	ES	Futures	2212.26	2213.59	2211.72	2213.06	4817.0
2015-06-15 04:30:00	ES	Futures	2213.06	2213.85	2211.99	2212.52	3398.0
2015-06-15 05:00:00	ES	Futures	2212.52	2214.12	2211.99	2213.32	3963.0
2015-06-15 05:30:00	ES	Futures	2213.32	2213.59	2211.19	2211.19	5175.0
2015-06-15 06:00:00	ES	Futures	2211.46	2214.39	2210.13	2214.12	5648.0
2015-06-15 06:30:00	ES	Futures	2214.12	2214.92	2212.52	2212.79	4953.0
2015-06-15 07:00:00	ES	Futures	2213.06	2213.32	2209.59	2210.93	8909.0
2015-06-15 07:30:00	ES	Futures	2210.93	2211.19	2208.53	2209.86	12929.0
2015-06-15 08:00:00	ES	Futures	2209.86	2210.93	2207.46	2210.13	15631.0
2015-06-15 08:30:00	ES	Futures	2210.13	2210.39	2206.4	2206.67	20750.0
2015-06-15 09:00:00	ES	Futures	2206.93	2208.0	2204.54	2205.87	24733.0
2015-06-15 09:30:00	ES	Futures	2205.87	2206.4	2196.81	2200.28	241022.0
2015-06-15 10:00:00	ES	Futures	2200.54	2204.27	2199.21	2202.94	131651.0
2015-06-15 10:30:00	ES	Futures	2202.94	2205.33	2201.07	2205.33	74113.0
2015-06-15 11:00:00	ES	Futures	2205.33	2213.59	2205.07	2206.13	128682.0
2015-06-15 11:30:00	ES	Futures	2206.4	2212.79	2206.4	2209.86	55476.0
2015-06-15 12:00:00	ES	Futures	2209.86	2212.52	2209.33	2209.86	36618.0
2015-06-15 12:30:00	ES	Futures	2209.86	2213.32	2208.8	2212.52	33481.0
2015-06-15 13:00:00	ES	Futures	2212.52	2213.06	2210.13	2210.39	23173.0
2015-06-15 13:30:00	ES	Futures	2210.66	2214.65	2207.2	2209.59	84325.0
2015-06-15 14:00:00	ES	Futures	2209.59	2213.32	2209.06	2211.72	33841.0
2015-06-15 14:30:00	ES	Futures	2211.46	2212.79	2208.0	2208.8	38833.0
2015-06-15 15:00:00	ES	Futures	2209.06	2209.33	2207.2	2208.8	47809.0
2015-06-15 15:30:00	ES	Futures	2209.06	2212.79	2208.8	2210.66	106462.0
2015-06-15 16:00:00	ES	Futures	2210.66	2211.19	2208.53	2210.13	70147.0
2015-06-15 16:30:00	ES	Futures	2209.86	2210.93	2209.33	2210.39	3280.0
2015-06-15 17:00:00	ES	Futures	2210.39	2210.39	2209.59	2209.59	1222.0
2015-06-15 18:00:00	ES	Futures	2210.13	2210.66	2207.73	2208.26	2586.0
2015-06-15 18:30:00	ES	Futures	2208.26	2208.53	2208.0	2208.26	288.0
2015-06-15 19:00:00	ES	Futures	2208.53	2208.8	2208.0	2208.26	590.0
2015-06-15 19:30:00	ES	Futures	2208.26	2208.8	2208.0	2208.26	525.0
2015-06-15 20:00:00	ES	Futures	2208.53	2209.33	2208.26	2208.8	1096.0
2015-06-15 20:30:00	ES	Futures	2208.8	2209.06	2207.46	2207.73	1564.0
2015-06-15 21:00:00	ES	Futures	2207.73	2208.26	2207.2	2208.26	968.0
2015-06-15 21:30:00	ES	Futures	2208.0	2209.06	2207.46	2208.0	1882.0
2015-06-15 22:00:00	ES	Futures	2208.0	2208.0	2206.4	2206.67	3298.0
2015-06-15 22:30:00	ES	Futures	2206.93	2207.46	2206.4	2206.67	1580.0
2015-06-15 23:00:00	ES	Futures	2206.67	2207.46	2206.13	2207.46	992.0
2015-06-15 23:30:00	ES	Futures	2207.2	2207.73	2206.67	2207.2	599.0
2015-06-15 00:00:00	NQ	Futures	5235.18	5236.06	5235.18	5236.06	63.0
2015-06-15 00:30:00	NQ	Futures	5235.77	5237.54	5235.77	5236.95	31.0
2015-06-15 01:00:00	NQ	Futures	5237.25	5239.32	5236.95	5239.02	91.0

> showing 50 of 2,816 rows — these rows as CSV

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