PREVIEW / futures_30min / 2015-06-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-18.parquet
  size:    82 KB
  rows:    2,904

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
2015-06-18 00:00:00	ES	Futures	2220.24	2220.78	2219.98	2220.24	1159.0
2015-06-18 00:30:00	ES	Futures	2220.24	2220.78	2218.91	2219.98	1895.0
2015-06-18 01:00:00	ES	Futures	2219.98	2219.98	2219.18	2219.18	1073.0
2015-06-18 01:30:00	ES	Futures	2219.18	2219.71	2217.32	2217.85	2494.0
2015-06-18 02:00:00	ES	Futures	2218.11	2222.37	2218.11	2222.37	9242.0
2015-06-18 02:30:00	ES	Futures	2222.11	2225.04	2222.11	2225.04	6481.0
2015-06-18 03:00:00	ES	Futures	2224.77	2226.1	2223.17	2225.04	12470.0
2015-06-18 03:30:00	ES	Futures	2225.04	2229.3	2224.77	2228.76	14167.0
2015-06-18 04:00:00	ES	Futures	2228.5	2228.76	2222.11	2225.57	13079.0
2015-06-18 04:30:00	ES	Futures	2225.57	2227.43	2224.77	2226.63	7989.0
2015-06-18 05:00:00	ES	Futures	2226.63	2226.63	2221.04	2223.44	13405.0
2015-06-18 05:30:00	ES	Futures	2223.44	2228.5	2221.04	2227.7	14984.0
2015-06-18 06:00:00	ES	Futures	2227.7	2230.63	2226.63	2230.1	20379.0
2015-06-18 06:30:00	ES	Futures	2230.1	2232.76	2229.56	2231.16	13456.0
2015-06-18 07:00:00	ES	Futures	2231.16	2231.69	2230.1	2231.16	9608.0
2015-06-18 07:30:00	ES	Futures	2231.16	2231.43	2228.76	2230.89	12431.0
2015-06-18 08:00:00	ES	Futures	2230.89	2232.23	2230.1	2230.89	10695.0
2015-06-18 08:30:00	ES	Futures	2230.89	2233.82	2230.63	2231.16	24033.0
2015-06-18 09:00:00	ES	Futures	2231.43	2235.42	2230.1	2235.15	20636.0
2015-06-18 09:30:00	ES	Futures	2235.15	2242.61	2233.29	2241.01	200116.0
2015-06-18 10:00:00	ES	Futures	2241.01	2246.6	2240.75	2245.54	153770.0
2015-06-18 10:30:00	ES	Futures	2245.27	2248.73	2243.94	2248.2	110461.0
2015-06-18 11:00:00	ES	Futures	2248.47	2251.66	2248.2	2250.6	120509.0
2015-06-18 11:30:00	ES	Futures	2250.6	2252.46	2250.06	2250.6	84670.0
2015-06-18 12:00:00	ES	Futures	2250.33	2254.32	2249.8	2252.73	116189.0
2015-06-18 12:30:00	ES	Futures	2252.99	2256.99	2250.86	2251.13	142637.0
2015-06-18 13:00:00	ES	Futures	2251.13	2252.73	2247.14	2248.73	86409.0
2015-06-18 13:30:00	ES	Futures	2248.73	2250.06	2247.93	2248.47	47088.0
2015-06-18 14:00:00	ES	Futures	2248.73	2251.4	2247.93	2250.06	45446.0
2015-06-18 14:30:00	ES	Futures	2250.06	2253.26	2249.8	2252.99	39756.0
2015-06-18 15:00:00	ES	Futures	2252.99	2254.06	2250.6	2253.79	49881.0
2015-06-18 15:30:00	ES	Futures	2253.79	2254.32	2249.53	2250.86	143730.0
2015-06-18 16:00:00	ES	Futures	2250.6	2252.46	2250.6	2252.19	78899.0
2015-06-18 16:30:00	ES	Futures	2251.4	2252.19	2251.4	2251.66	6421.0
2015-06-18 17:00:00	ES	Futures	2251.66	2252.73	2251.66	2252.19	2501.0
2015-06-18 18:00:00	ES	Futures	2252.19	2252.46	2248.47	2249.0	5106.0
2015-06-18 18:30:00	ES	Futures	2248.73	2249.27	2248.2	2248.73	1719.0
2015-06-18 19:00:00	ES	Futures	2248.73	2249.8	2248.73	2249.53	362.0
2015-06-18 19:30:00	ES	Futures	2249.53	2251.13	2249.27	2250.33	1389.0
2015-06-18 20:00:00	ES	Futures	2250.33	2251.13	2249.0	2249.27	1970.0
2015-06-18 20:30:00	ES	Futures	2249.53	2250.33	2249.0	2249.8	1383.0
2015-06-18 21:00:00	ES	Futures	2249.8	2250.06	2249.53	2249.8	713.0
2015-06-18 21:30:00	ES	Futures	2249.8	2250.33	2249.27	2250.33	1203.0
2015-06-18 22:00:00	ES	Futures	2250.06	2250.33	2249.53	2249.8	663.0
2015-06-18 22:30:00	ES	Futures	2249.8	2250.33	2249.53	2250.33	535.0
2015-06-18 23:00:00	ES	Futures	2250.06	2250.33	2249.8	2250.06	533.0
2015-06-18 23:30:00	ES	Futures	2249.8	2250.06	2249.53	2249.8	1154.0
2015-06-18 00:00:00	NQ	Futures	5257.95	5260.02	5257.95	5259.43	252.0
2015-06-18 00:30:00	NQ	Futures	5259.14	5259.73	5256.47	5258.25	152.0
2015-06-18 01:00:00	NQ	Futures	5258.25	5258.25	5256.47	5257.07	96.0

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