PREVIEW / futures_30min / 2015-06-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-19.parquet
  size:    67 KB
  rows:    2,387

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
2015-06-19 00:00:00	ES	Futures	2249.8	2250.06	2249.27	2249.8	632.0
2015-06-19 00:30:00	ES	Futures	2250.06	2250.6	2249.8	2250.6	495.0
2015-06-19 01:00:00	ES	Futures	2250.33	2251.4	2250.33	2251.13	1852.0
2015-06-19 01:30:00	ES	Futures	2251.13	2251.13	2250.33	2250.33	1372.0
2015-06-19 02:00:00	ES	Futures	2250.33	2250.86	2249.0	2249.53	5394.0
2015-06-19 02:30:00	ES	Futures	2249.53	2250.86	2248.73	2250.86	3989.0
2015-06-19 03:00:00	ES	Futures	2250.86	2251.93	2249.0	2251.66	9418.0
2015-06-19 03:30:00	ES	Futures	2251.4	2253.79	2251.4	2252.19	8626.0
2015-06-19 04:00:00	ES	Futures	2252.46	2254.06	2251.13	2253.79	8522.0
2015-06-19 04:30:00	ES	Futures	2253.53	2255.39	2252.19	2252.46	6943.0
2015-06-19 05:00:00	ES	Futures	2252.46	2255.39	2252.19	2254.86	7683.0
2015-06-19 05:30:00	ES	Futures	2254.59	2255.39	2252.99	2253.53	6559.0
2015-06-19 06:00:00	ES	Futures	2253.53	2254.59	2253.53	2254.32	4346.0
2015-06-19 06:30:00	ES	Futures	2254.32	2254.86	2253.53	2254.59	5649.0
2015-06-19 07:00:00	ES	Futures	2254.86	2255.39	2253.79	2253.79	11151.0
2015-06-19 07:30:00	ES	Futures	2253.53	2254.86	2252.73	2254.32	12072.0
2015-06-19 08:00:00	ES	Futures	2254.59	2254.59	2252.99	2254.06	12500.0
2015-06-19 08:30:00	ES	Futures	2254.32	2254.32	2250.86	2251.13	20404.0
2015-06-19 09:00:00	ES	Futures	2251.13	2251.13	2247.67	2248.47	44831.0
2015-06-19 09:30:00	ES	Futures	2248.2	2248.73	2243.94	2246.6	179828.0
2015-06-19 10:00:00	ES	Futures	2246.6	2248.73	2246.07	2247.67	79223.0
2015-06-19 10:30:00	ES	Futures	2247.4	2248.47	2245.27	2247.93	69120.0
2015-06-19 11:00:00	ES	Futures	2248.2	2248.2	2246.07	2247.14	57508.0
2015-06-19 11:30:00	ES	Futures	2247.14	2247.67	2243.41	2244.21	60232.0
2015-06-19 12:00:00	ES	Futures	2244.21	2244.47	2242.34	2242.88	44732.0
2015-06-19 12:30:00	ES	Futures	2242.88	2244.47	2242.08	2243.94	33238.0
2015-06-19 13:00:00	ES	Futures	2243.94	2244.47	2242.34	2243.67	20606.0
2015-06-19 13:30:00	ES	Futures	2243.94	2245.8	2243.67	2245.01	30348.0
2015-06-19 14:00:00	ES	Futures	2245.01	2245.01	2239.95	2241.28	54492.0
2015-06-19 14:30:00	ES	Futures	2241.28	2241.54	2238.88	2239.95	42939.0
2015-06-19 15:00:00	ES	Futures	2239.95	2240.21	2237.55	2238.35	51280.0
2015-06-19 15:30:00	ES	Futures	2238.62	2242.61	2236.22	2236.49	158419.0
2015-06-19 16:00:00	ES	Futures	2236.22	2238.35	2233.56	2234.09	115476.0
2015-06-19 16:30:00	ES	Futures	2234.09	2237.28	2233.56	2236.75	12527.0
2015-06-19 17:00:00	ES	Futures	2237.02	2237.28	2233.29	2233.29	4586.0
2015-06-19 00:00:00	NQ	Futures	5357.34	5357.93	5356.45	5357.93	162.0
2015-06-19 00:30:00	NQ	Futures	5357.63	5358.82	5357.34	5358.82	98.0
2015-06-19 01:00:00	NQ	Futures	5358.52	5360.0	5358.23	5359.11	238.0
2015-06-19 01:30:00	NQ	Futures	5359.41	5359.7	5357.93	5358.23	203.0
2015-06-19 02:00:00	NQ	Futures	5357.93	5360.3	5354.38	5356.45	469.0
2015-06-19 02:30:00	NQ	Futures	5357.04	5360.3	5355.56	5359.7	397.0
2015-06-19 03:00:00	NQ	Futures	5359.7	5362.07	5355.56	5361.48	956.0
2015-06-19 03:30:00	NQ	Futures	5361.77	5367.39	5360.89	5362.96	1032.0
2015-06-19 04:00:00	NQ	Futures	5363.25	5366.8	5360.3	5366.21	560.0
2015-06-19 04:30:00	NQ	Futures	5365.62	5369.76	5361.77	5363.25	865.0
2015-06-19 05:00:00	NQ	Futures	5362.96	5370.06	5362.66	5369.17	699.0
2015-06-19 05:30:00	NQ	Futures	5369.47	5370.35	5364.73	5365.62	729.0
2015-06-19 06:00:00	NQ	Futures	5365.32	5368.58	5365.32	5367.99	401.0
2015-06-19 06:30:00	NQ	Futures	5367.69	5368.58	5365.92	5367.39	588.0
2015-06-19 07:00:00	NQ	Futures	5367.69	5369.17	5365.03	5365.62	899.0

> showing 50 of 2,387 rows — these rows as CSV

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