PREVIEW / futures_30min / 2015-06-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-17.parquet
  size:    80 KB
  rows:    2,915

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
2015-06-17 00:00:00	ES	Futures	2225.04	2225.57	2225.04	2225.57	351.0
2015-06-17 00:30:00	ES	Futures	2225.57	2225.84	2225.04	2225.3	574.0
2015-06-17 01:00:00	ES	Futures	2225.57	2228.76	2225.3	2227.97	3981.0
2015-06-17 01:30:00	ES	Futures	2227.97	2227.97	2226.63	2226.9	1357.0
2015-06-17 02:00:00	ES	Futures	2227.17	2229.56	2226.63	2229.03	5137.0
2015-06-17 02:30:00	ES	Futures	2228.76	2229.3	2227.97	2228.76	4128.0
2015-06-17 03:00:00	ES	Futures	2228.5	2231.43	2226.9	2229.03	13664.0
2015-06-17 03:30:00	ES	Futures	2229.03	2231.69	2227.7	2229.56	14840.0
2015-06-17 04:00:00	ES	Futures	2229.56	2231.16	2228.5	2231.16	8112.0
2015-06-17 04:30:00	ES	Futures	2231.16	2232.76	2230.36	2231.69	6690.0
2015-06-17 05:00:00	ES	Futures	2231.69	2232.23	2230.63	2231.16	4869.0
2015-06-17 05:30:00	ES	Futures	2231.16	2231.96	2229.56	2230.89	7492.0
2015-06-17 06:00:00	ES	Futures	2230.89	2231.16	2227.7	2229.03	6269.0
2015-06-17 06:30:00	ES	Futures	2229.03	2229.3	2227.43	2228.23	4810.0
2015-06-17 07:00:00	ES	Futures	2228.23	2229.83	2226.63	2227.43	14142.0
2015-06-17 07:30:00	ES	Futures	2227.43	2227.7	2225.04	2225.57	12262.0
2015-06-17 08:00:00	ES	Futures	2225.57	2227.43	2225.3	2227.43	8828.0
2015-06-17 08:30:00	ES	Futures	2227.17	2228.76	2226.63	2227.7	9908.0
2015-06-17 09:00:00	ES	Futures	2227.7	2229.3	2227.43	2227.43	11172.0
2015-06-17 09:30:00	ES	Futures	2227.7	2231.43	2226.9	2228.5	110114.0
2015-06-17 10:00:00	ES	Futures	2228.5	2229.83	2225.84	2227.17	54500.0
2015-06-17 10:30:00	ES	Futures	2227.17	2229.3	2226.37	2228.23	55520.0
2015-06-17 11:00:00	ES	Futures	2228.5	2229.03	2223.17	2223.71	57647.0
2015-06-17 11:30:00	ES	Futures	2223.71	2225.3	2222.11	2224.24	54020.0
2015-06-17 12:00:00	ES	Futures	2224.5	2224.5	2219.18	2221.04	66797.0
2015-06-17 12:30:00	ES	Futures	2221.04	2221.31	2215.19	2217.05	62138.0
2015-06-17 13:00:00	ES	Futures	2216.78	2217.85	2215.72	2216.78	43358.0
2015-06-17 13:30:00	ES	Futures	2216.78	2221.04	2216.52	2219.98	41470.0
2015-06-17 14:00:00	ES	Futures	2219.71	2230.1	2213.85	2221.84	188317.0
2015-06-17 14:30:00	ES	Futures	2221.58	2235.15	2221.58	2232.49	137751.0
2015-06-17 15:00:00	ES	Futures	2232.49	2233.56	2228.5	2231.96	77420.0
2015-06-17 15:30:00	ES	Futures	2231.96	2233.02	2227.17	2227.7	101040.0
2015-06-17 16:00:00	ES	Futures	2227.43	2227.97	2224.5	2224.77	49196.0
2015-06-17 16:30:00	ES	Futures	2224.5	2224.77	2222.37	2223.97	5956.0
2015-06-17 17:00:00	ES	Futures	2223.71	2224.5	2223.44	2224.24	951.0
2015-06-17 18:00:00	ES	Futures	2224.77	2225.3	2223.44	2223.44	1249.0
2015-06-17 18:30:00	ES	Futures	2223.71	2224.5	2223.71	2224.5	518.0
2015-06-17 19:00:00	ES	Futures	2224.24	2225.57	2224.24	2225.04	765.0
2015-06-17 19:30:00	ES	Futures	2225.04	2225.57	2224.77	2225.04	343.0
2015-06-17 20:00:00	ES	Futures	2224.77	2225.04	2223.44	2224.24	1699.0
2015-06-17 20:30:00	ES	Futures	2224.5	2224.5	2222.91	2223.17	1426.0
2015-06-17 21:00:00	ES	Futures	2223.17	2223.17	2220.51	2222.11	4092.0
2015-06-17 21:30:00	ES	Futures	2221.84	2222.64	2220.51	2221.58	2629.0
2015-06-17 22:00:00	ES	Futures	2221.58	2222.37	2221.04	2221.58	2155.0
2015-06-17 22:30:00	ES	Futures	2221.58	2221.84	2221.31	2221.84	1120.0
2015-06-17 23:00:00	ES	Futures	2221.58	2221.84	2220.78	2221.04	1431.0
2015-06-17 23:30:00	ES	Futures	2221.04	2221.04	2219.71	2219.98	1846.0
2015-06-17 00:00:00	NQ	Futures	5265.35	5266.53	5264.76	5266.23	76.0
2015-06-17 00:30:00	NQ	Futures	5266.23	5267.12	5264.46	5265.05	168.0
2015-06-17 01:00:00	NQ	Futures	5265.35	5273.33	5265.35	5270.97	586.0

> showing 50 of 2,915 rows — these rows as CSV

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