PREVIEW / futures_30min / 2015-06-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-24.parquet
  size:    77 KB
  rows:    2,838

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
2015-06-24 00:00:00	ES	Futures	2254.06	2254.06	2253.26	2253.79	517.0
2015-06-24 00:30:00	ES	Futures	2253.79	2254.06	2253.26	2253.26	334.0
2015-06-24 01:00:00	ES	Futures	2253.26	2253.79	2252.73	2252.73	633.0
2015-06-24 01:30:00	ES	Futures	2252.73	2252.99	2251.93	2251.93	1936.0
2015-06-24 02:00:00	ES	Futures	2251.93	2252.46	2250.86	2251.93	5163.0
2015-06-24 02:30:00	ES	Futures	2252.19	2252.99	2251.66	2252.73	3082.0
2015-06-24 03:00:00	ES	Futures	2252.73	2255.12	2252.46	2254.06	7685.0
2015-06-24 03:30:00	ES	Futures	2253.79	2254.06	2251.4	2252.73	6200.0
2015-06-24 04:00:00	ES	Futures	2252.73	2253.53	2252.19	2252.73	6661.0
2015-06-24 04:30:00	ES	Futures	2252.73	2252.99	2250.86	2251.66	9058.0
2015-06-24 05:00:00	ES	Futures	2251.66	2253.79	2250.86	2251.93	8449.0
2015-06-24 05:30:00	ES	Futures	2252.19	2252.46	2245.27	2245.54	41947.0
2015-06-24 06:00:00	ES	Futures	2245.8	2251.13	2245.54	2249.0	19987.0
2015-06-24 06:30:00	ES	Futures	2249.0	2250.06	2247.93	2249.8	9251.0
2015-06-24 07:00:00	ES	Futures	2249.8	2251.13	2249.0	2249.8	15322.0
2015-06-24 07:30:00	ES	Futures	2249.53	2250.6	2248.73	2249.27	6481.0
2015-06-24 08:00:00	ES	Futures	2249.27	2249.8	2247.67	2249.0	17342.0
2015-06-24 08:30:00	ES	Futures	2248.73	2249.8	2247.14	2249.0	13901.0
2015-06-24 09:00:00	ES	Futures	2248.73	2250.6	2248.73	2250.33	15725.0
2015-06-24 09:30:00	ES	Futures	2250.06	2252.46	2247.93	2250.6	117104.0
2015-06-24 10:00:00	ES	Futures	2250.6	2254.06	2249.27	2253.53	83200.0
2015-06-24 10:30:00	ES	Futures	2253.53	2255.12	2251.13	2251.66	51699.0
2015-06-24 11:00:00	ES	Futures	2251.66	2251.93	2247.14	2249.0	58605.0
2015-06-24 11:30:00	ES	Futures	2248.73	2249.53	2246.07	2247.14	53430.0
2015-06-24 12:00:00	ES	Futures	2247.14	2247.14	2243.41	2244.21	75898.0
2015-06-24 12:30:00	ES	Futures	2244.21	2245.54	2241.81	2243.14	46983.0
2015-06-24 13:00:00	ES	Futures	2242.88	2244.47	2238.88	2239.68	55992.0
2015-06-24 13:30:00	ES	Futures	2239.68	2240.75	2238.08	2240.75	54345.0
2015-06-24 14:00:00	ES	Futures	2240.48	2241.01	2237.82	2238.62	46831.0
2015-06-24 14:30:00	ES	Futures	2238.35	2242.34	2238.08	2240.75	50329.0
2015-06-24 15:00:00	ES	Futures	2240.75	2241.81	2238.08	2241.01	56576.0
2015-06-24 15:30:00	ES	Futures	2241.01	2241.81	2236.49	2236.49	125524.0
2015-06-24 16:00:00	ES	Futures	2236.75	2237.28	2235.42	2235.95	66475.0
2015-06-24 16:30:00	ES	Futures	2235.95	2237.82	2235.95	2237.28	4874.0
2015-06-24 17:00:00	ES	Futures	2237.02	2238.08	2237.02	2237.55	1274.0
2015-06-24 18:00:00	ES	Futures	2237.82	2238.62	2237.55	2238.62	2025.0
2015-06-24 18:30:00	ES	Futures	2238.62	2238.88	2238.35	2238.35	452.0
2015-06-24 19:00:00	ES	Futures	2238.62	2238.88	2238.35	2238.62	443.0
2015-06-24 19:30:00	ES	Futures	2238.62	2238.88	2237.82	2238.62	1225.0
2015-06-24 20:00:00	ES	Futures	2238.88	2240.21	2238.62	2238.88	2499.0
2015-06-24 20:30:00	ES	Futures	2239.15	2239.95	2238.62	2239.15	827.0
2015-06-24 21:00:00	ES	Futures	2239.41	2241.28	2239.41	2240.75	2618.0
2015-06-24 21:30:00	ES	Futures	2241.01	2241.28	2239.68	2239.68	1301.0
2015-06-24 22:00:00	ES	Futures	2239.95	2240.21	2238.88	2239.15	994.0
2015-06-24 22:30:00	ES	Futures	2239.41	2240.21	2239.15	2239.95	688.0
2015-06-24 23:00:00	ES	Futures	2239.95	2240.21	2239.68	2240.21	378.0
2015-06-24 23:30:00	ES	Futures	2240.21	2241.01	2240.21	2240.75	1164.0
2015-06-24 00:00:00	NQ	Futures	5371.83	5372.72	5370.94	5372.42	51.0
2015-06-24 00:30:00	NQ	Futures	5371.83	5372.72	5370.94	5371.24	61.0
2015-06-24 01:00:00	NQ	Futures	5370.94	5372.42	5370.35	5370.35	82.0

> showing 50 of 2,838 rows — these rows as CSV

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