PREVIEW / futures_30min / 2015-06-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-22.parquet
  size:    80 KB
  rows:    2,898

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
2015-06-22 00:00:00	ES	Futures	2243.67	2244.21	2243.41	2243.67	637.0
2015-06-22 00:30:00	ES	Futures	2243.94	2243.94	2243.41	2243.67	489.0
2015-06-22 01:00:00	ES	Futures	2243.94	2244.21	2242.88	2243.41	1294.0
2015-06-22 01:30:00	ES	Futures	2243.41	2245.27	2243.41	2245.01	2965.0
2015-06-22 02:00:00	ES	Futures	2245.01	2247.93	2244.47	2247.93	12169.0
2015-06-22 02:30:00	ES	Futures	2247.67	2250.6	2247.4	2250.06	9320.0
2015-06-22 03:00:00	ES	Futures	2250.06	2251.93	2249.0	2251.4	15289.0
2015-06-22 03:30:00	ES	Futures	2251.66	2252.46	2250.6	2251.93	10279.0
2015-06-22 04:00:00	ES	Futures	2252.19	2255.66	2251.4	2255.39	14047.0
2015-06-22 04:30:00	ES	Futures	2255.39	2255.66	2253.79	2254.32	11894.0
2015-06-22 05:00:00	ES	Futures	2254.32	2255.12	2252.99	2253.53	8764.0
2015-06-22 05:30:00	ES	Futures	2253.53	2254.59	2252.46	2252.73	6583.0
2015-06-22 06:00:00	ES	Futures	2252.73	2253.79	2251.93	2252.19	5727.0
2015-06-22 06:30:00	ES	Futures	2252.46	2252.99	2248.47	2249.0	15278.0
2015-06-22 07:00:00	ES	Futures	2248.73	2252.19	2248.47	2250.06	13252.0
2015-06-22 07:30:00	ES	Futures	2250.06	2252.46	2249.53	2251.66	12549.0
2015-06-22 08:00:00	ES	Futures	2251.66	2251.93	2249.53	2249.53	11515.0
2015-06-22 08:30:00	ES	Futures	2249.53	2250.86	2247.4	2248.73	19348.0
2015-06-22 09:00:00	ES	Futures	2248.73	2254.86	2248.2	2252.19	39882.0
2015-06-22 09:30:00	ES	Futures	2252.46	2255.12	2249.8	2254.06	118672.0
2015-06-22 10:00:00	ES	Futures	2254.06	2256.72	2252.99	2254.86	87613.0
2015-06-22 10:30:00	ES	Futures	2254.86	2258.32	2254.32	2256.99	79369.0
2015-06-22 11:00:00	ES	Futures	2256.99	2259.92	2255.39	2259.12	64256.0
2015-06-22 11:30:00	ES	Futures	2259.12	2259.38	2254.86	2255.12	52524.0
2015-06-22 12:00:00	ES	Futures	2255.12	2255.39	2249.53	2250.86	75432.0
2015-06-22 12:30:00	ES	Futures	2250.6	2253.53	2250.33	2253.26	37476.0
2015-06-22 13:00:00	ES	Futures	2253.26	2253.53	2250.06	2250.06	29507.0
2015-06-22 13:30:00	ES	Futures	2250.06	2252.73	2249.8	2252.73	34375.0
2015-06-22 14:00:00	ES	Futures	2252.73	2253.26	2251.66	2251.93	21357.0
2015-06-22 14:30:00	ES	Futures	2251.93	2255.12	2251.13	2253.79	35221.0
2015-06-22 15:00:00	ES	Futures	2254.06	2254.32	2252.46	2253.26	30398.0
2015-06-22 15:30:00	ES	Futures	2253.26	2253.79	2250.6	2252.46	113150.0
2015-06-22 16:00:00	ES	Futures	2252.46	2252.73	2248.47	2250.33	73020.0
2015-06-22 16:30:00	ES	Futures	2250.6	2252.99	2250.6	2252.46	5647.0
2015-06-22 17:00:00	ES	Futures	2252.19	2252.46	2251.93	2252.19	885.0
2015-06-22 18:00:00	ES	Futures	2252.19	2253.53	2251.66	2253.53	2291.0
2015-06-22 18:30:00	ES	Futures	2253.53	2253.53	2253.26	2253.53	561.0
2015-06-22 19:00:00	ES	Futures	2253.26	2255.12	2253.26	2254.59	2184.0
2015-06-22 19:30:00	ES	Futures	2254.32	2254.59	2253.79	2254.06	875.0
2015-06-22 20:00:00	ES	Futures	2253.79	2254.32	2252.73	2253.79	1826.0
2015-06-22 20:30:00	ES	Futures	2253.79	2254.59	2253.53	2254.06	1139.0
2015-06-22 21:00:00	ES	Futures	2254.06	2254.59	2253.79	2254.06	898.0
2015-06-22 21:30:00	ES	Futures	2254.06	2254.86	2253.53	2254.59	1290.0
2015-06-22 22:00:00	ES	Futures	2254.59	2255.39	2254.06	2254.86	1197.0
2015-06-22 22:30:00	ES	Futures	2254.59	2255.12	2254.32	2254.59	486.0
2015-06-22 23:00:00	ES	Futures	2254.59	2255.12	2254.06	2254.59	1098.0
2015-06-22 23:30:00	ES	Futures	2254.59	2254.86	2254.06	2254.59	1006.0
2015-06-22 00:00:00	NQ	Futures	5344.03	5344.62	5343.44	5343.73	44.0
2015-06-22 00:30:00	NQ	Futures	5343.44	5344.62	5343.44	5344.32	22.0
2015-06-22 01:00:00	NQ	Futures	5344.03	5344.32	5341.07	5342.84	190.0

> showing 50 of 2,898 rows — these rows as CSV

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