PREVIEW / futures_30min / 2015-06-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-16.parquet
  size:    75 KB
  rows:    2,823

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
2015-06-16 00:00:00	ES	Futures	2207.46	2207.73	2206.93	2207.2	735.0
2015-06-16 00:30:00	ES	Futures	2207.46	2207.46	2206.93	2206.93	449.0
2015-06-16 01:00:00	ES	Futures	2206.93	2207.46	2206.67	2207.2	683.0
2015-06-16 01:30:00	ES	Futures	2207.46	2207.46	2206.67	2206.93	985.0
2015-06-16 02:00:00	ES	Futures	2207.2	2207.46	2202.41	2202.67	9848.0
2015-06-16 02:30:00	ES	Futures	2202.67	2204.0	2201.61	2201.61	7590.0
2015-06-16 03:00:00	ES	Futures	2201.61	2204.0	2200.54	2201.34	12055.0
2015-06-16 03:30:00	ES	Futures	2201.61	2201.61	2196.02	2197.08	19550.0
2015-06-16 04:00:00	ES	Futures	2197.08	2201.87	2196.81	2201.34	14497.0
2015-06-16 04:30:00	ES	Futures	2201.34	2204.0	2199.48	2202.14	8400.0
2015-06-16 05:00:00	ES	Futures	2201.87	2202.41	2198.94	2198.94	6955.0
2015-06-16 05:30:00	ES	Futures	2199.21	2200.81	2197.88	2198.68	6324.0
2015-06-16 06:00:00	ES	Futures	2198.68	2200.01	2197.88	2198.68	6062.0
2015-06-16 06:30:00	ES	Futures	2198.68	2201.07	2197.88	2200.81	9494.0
2015-06-16 07:00:00	ES	Futures	2201.07	2205.6	2200.54	2204.27	16416.0
2015-06-16 07:30:00	ES	Futures	2204.0	2207.46	2203.2	2204.8	27239.0
2015-06-16 08:00:00	ES	Futures	2205.07	2205.33	2201.87	2204.27	19888.0
2015-06-16 08:30:00	ES	Futures	2204.0	2207.2	2203.2	2206.93	16693.0
2015-06-16 09:00:00	ES	Futures	2206.93	2209.86	2205.07	2209.33	25390.0
2015-06-16 09:30:00	ES	Futures	2209.33	2217.58	2206.67	2214.39	184898.0
2015-06-16 10:00:00	ES	Futures	2214.12	2215.98	2208.53	2212.26	114770.0
2015-06-16 10:30:00	ES	Futures	2211.99	2214.92	2210.39	2212.52	71771.0
2015-06-16 11:00:00	ES	Futures	2212.79	2219.18	2211.99	2216.25	75174.0
2015-06-16 11:30:00	ES	Futures	2216.25	2217.85	2215.72	2217.05	30509.0
2015-06-16 12:00:00	ES	Futures	2217.32	2218.11	2215.98	2218.11	20346.0
2015-06-16 12:30:00	ES	Futures	2218.11	2221.04	2217.85	2220.78	38930.0
2015-06-16 13:00:00	ES	Futures	2220.78	2222.37	2219.71	2222.11	35191.0
2015-06-16 13:30:00	ES	Futures	2221.84	2223.17	2221.58	2221.84	31895.0
2015-06-16 14:00:00	ES	Futures	2222.11	2224.5	2222.11	2223.44	37826.0
2015-06-16 14:30:00	ES	Futures	2223.17	2224.5	2222.37	2223.97	41341.0
2015-06-16 15:00:00	ES	Futures	2223.71	2224.5	2222.37	2223.44	36023.0
2015-06-16 15:30:00	ES	Futures	2223.44	2224.24	2222.11	2223.71	81634.0
2015-06-16 16:00:00	ES	Futures	2223.44	2225.04	2222.91	2224.77	49327.0
2015-06-16 16:30:00	ES	Futures	2224.5	2225.84	2224.24	2225.3	4552.0
2015-06-16 17:00:00	ES	Futures	2225.3	2225.3	2224.77	2225.3	1481.0
2015-06-16 18:00:00	ES	Futures	2225.57	2226.63	2225.04	2225.84	1440.0
2015-06-16 18:30:00	ES	Futures	2225.84	2225.84	2225.3	2225.3	503.0
2015-06-16 19:00:00	ES	Futures	2225.57	2225.84	2225.3	2225.57	247.0
2015-06-16 19:30:00	ES	Futures	2225.57	2225.84	2224.77	2225.57	804.0
2015-06-16 20:00:00	ES	Futures	2225.57	2226.1	2224.77	2225.3	1977.0
2015-06-16 20:30:00	ES	Futures	2225.04	2225.57	2224.77	2225.57	1034.0
2015-06-16 21:00:00	ES	Futures	2225.57	2226.1	2224.5	2225.3	1626.0
2015-06-16 21:30:00	ES	Futures	2225.04	2225.57	2224.77	2225.04	877.0
2015-06-16 22:00:00	ES	Futures	2225.3	2225.3	2224.77	2225.3	639.0
2015-06-16 22:30:00	ES	Futures	2225.3	2225.3	2224.5	2225.04	844.0
2015-06-16 23:00:00	ES	Futures	2225.04	2226.1	2224.5	2225.3	1317.0
2015-06-16 23:30:00	ES	Futures	2225.04	2225.57	2224.77	2225.3	469.0
2015-06-16 00:00:00	NQ	Futures	5228.67	5229.85	5228.37	5229.26	97.0
2015-06-16 00:30:00	NQ	Futures	5228.97	5229.85	5228.67	5228.67	47.0
2015-06-16 01:00:00	NQ	Futures	5228.67	5228.67	5226.89	5228.37	121.0

> showing 50 of 2,823 rows — these rows as CSV

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