PREVIEW / futures_30min / 2015-06-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-25.parquet
  size:    75 KB
  rows:    2,844

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
2015-06-25 00:00:00	ES	Futures	2240.75	2241.28	2240.21	2241.01	652.0
2015-06-25 00:30:00	ES	Futures	2241.01	2241.28	2240.48	2240.75	1315.0
2015-06-25 01:00:00	ES	Futures	2241.01	2241.28	2240.75	2241.01	753.0
2015-06-25 01:30:00	ES	Futures	2240.75	2241.28	2240.21	2240.48	1170.0
2015-06-25 02:00:00	ES	Futures	2240.75	2240.75	2239.41	2239.41	4679.0
2015-06-25 02:30:00	ES	Futures	2239.41	2240.75	2238.62	2238.62	3923.0
2015-06-25 03:00:00	ES	Futures	2238.62	2243.67	2238.62	2243.14	13513.0
2015-06-25 03:30:00	ES	Futures	2243.14	2244.47	2242.61	2243.14	7128.0
2015-06-25 04:00:00	ES	Futures	2243.14	2250.06	2242.88	2249.27	17448.0
2015-06-25 04:30:00	ES	Futures	2249.53	2250.06	2244.74	2245.01	13442.0
2015-06-25 05:00:00	ES	Futures	2245.01	2246.34	2244.21	2244.74	6921.0
2015-06-25 05:30:00	ES	Futures	2244.74	2245.8	2241.81	2244.47	20448.0
2015-06-25 06:00:00	ES	Futures	2244.47	2249.53	2243.41	2246.6	31514.0
2015-06-25 06:30:00	ES	Futures	2246.87	2248.2	2243.94	2246.07	9252.0
2015-06-25 07:00:00	ES	Futures	2245.8	2247.93	2243.67	2244.21	11493.0
2015-06-25 07:30:00	ES	Futures	2244.47	2245.01	2242.61	2243.67	10627.0
2015-06-25 08:00:00	ES	Futures	2243.67	2244.74	2241.28	2241.81	8613.0
2015-06-25 08:30:00	ES	Futures	2242.08	2243.67	2240.48	2243.41	19046.0
2015-06-25 09:00:00	ES	Futures	2243.41	2243.94	2241.81	2243.41	13108.0
2015-06-25 09:30:00	ES	Futures	2243.41	2244.47	2234.62	2239.68	219776.0
2015-06-25 10:00:00	ES	Futures	2239.68	2242.61	2237.55	2241.54	91431.0
2015-06-25 10:30:00	ES	Futures	2241.81	2242.08	2238.08	2241.54	65412.0
2015-06-25 11:00:00	ES	Futures	2241.54	2244.74	2241.28	2242.08	61749.0
2015-06-25 11:30:00	ES	Futures	2241.81	2242.88	2240.21	2241.81	46422.0
2015-06-25 12:00:00	ES	Futures	2241.54	2242.08	2237.55	2237.82	31414.0
2015-06-25 12:30:00	ES	Futures	2237.55	2238.88	2236.75	2238.35	33265.0
2015-06-25 13:00:00	ES	Futures	2238.08	2239.68	2237.28	2238.35	22712.0
2015-06-25 13:30:00	ES	Futures	2238.35	2238.35	2236.49	2237.82	28048.0
2015-06-25 14:00:00	ES	Futures	2237.55	2237.55	2228.5	2229.56	87061.0
2015-06-25 14:30:00	ES	Futures	2229.56	2232.23	2229.03	2231.43	54058.0
2015-06-25 15:00:00	ES	Futures	2231.16	2234.89	2230.63	2232.76	57996.0
2015-06-25 15:30:00	ES	Futures	2233.02	2233.29	2228.76	2229.03	129310.0
2015-06-25 16:00:00	ES	Futures	2229.03	2230.63	2227.97	2229.56	66687.0
2015-06-25 16:30:00	ES	Futures	2230.1	2230.36	2229.03	2229.56	6193.0
2015-06-25 17:00:00	ES	Futures	2229.83	2230.89	2229.56	2230.63	1394.0
2015-06-25 18:00:00	ES	Futures	2230.89	2231.16	2229.83	2230.89	1836.0
2015-06-25 18:30:00	ES	Futures	2230.89	2231.16	2230.63	2231.16	400.0
2015-06-25 19:00:00	ES	Futures	2231.16	2231.16	2230.36	2230.63	342.0
2015-06-25 19:30:00	ES	Futures	2230.36	2230.89	2229.83	2230.63	612.0
2015-06-25 20:00:00	ES	Futures	2230.63	2230.89	2229.83	2230.36	1581.0
2015-06-25 20:30:00	ES	Futures	2230.36	2231.16	2229.3	2229.83	1820.0
2015-06-25 21:00:00	ES	Futures	2229.83	2230.36	2227.97	2228.23	1978.0
2015-06-25 21:30:00	ES	Futures	2228.5	2228.76	2226.63	2227.43	3426.0
2015-06-25 22:00:00	ES	Futures	2227.7	2228.23	2226.9	2227.7	1284.0
2015-06-25 22:30:00	ES	Futures	2227.97	2228.23	2226.37	2226.9	1320.0
2015-06-25 23:00:00	ES	Futures	2226.9	2228.76	2226.63	2228.23	1782.0
2015-06-25 23:30:00	ES	Futures	2228.5	2229.3	2228.5	2229.03	1088.0
2015-06-25 00:00:00	NQ	Futures	5354.68	5354.97	5353.49	5354.97	68.0
2015-06-25 00:30:00	NQ	Futures	5354.38	5357.04	5354.38	5356.75	173.0
2015-06-25 01:00:00	NQ	Futures	5356.75	5356.75	5355.27	5355.56	140.0

> showing 50 of 2,844 rows — these rows as CSV

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