PREVIEW / futures_30min / 2015-06-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-29.parquet
  size:    86 KB
  rows:    2,947

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
2015-06-29 00:00:00	ES	Futures	2199.74	2200.81	2199.48	2199.74	1966.0
2015-06-29 00:30:00	ES	Futures	2199.74	2200.28	2196.81	2197.35	4015.0
2015-06-29 01:00:00	ES	Futures	2197.61	2198.15	2195.75	2196.02	4554.0
2015-06-29 01:30:00	ES	Futures	2196.28	2201.61	2196.02	2201.07	6304.0
2015-06-29 02:00:00	ES	Futures	2201.07	2205.33	2198.68	2204.8	19397.0
2015-06-29 02:30:00	ES	Futures	2205.07	2206.4	2203.2	2205.07	10898.0
2015-06-29 03:00:00	ES	Futures	2204.8	2208.26	2203.2	2208.0	27030.0
2015-06-29 03:30:00	ES	Futures	2207.73	2211.72	2206.67	2209.33	25325.0
2015-06-29 04:00:00	ES	Futures	2209.33	2211.19	2205.87	2209.86	20969.0
2015-06-29 04:30:00	ES	Futures	2209.59	2214.12	2208.8	2212.52	17075.0
2015-06-29 05:00:00	ES	Futures	2212.26	2212.52	2207.2	2208.0	15606.0
2015-06-29 05:30:00	ES	Futures	2208.26	2210.66	2206.67	2208.53	10362.0
2015-06-29 06:00:00	ES	Futures	2208.26	2208.53	2204.8	2205.07	17377.0
2015-06-29 06:30:00	ES	Futures	2205.07	2208.0	2203.2	2207.2	16676.0
2015-06-29 07:00:00	ES	Futures	2207.46	2207.73	2205.6	2207.2	10984.0
2015-06-29 07:30:00	ES	Futures	2207.2	2210.39	2206.93	2209.59	13091.0
2015-06-29 08:00:00	ES	Futures	2209.59	2209.59	2206.4	2208.53	20234.0
2015-06-29 08:30:00	ES	Futures	2208.53	2210.13	2207.73	2209.06	19166.0
2015-06-29 09:00:00	ES	Futures	2209.06	2212.26	2208.53	2209.86	35071.0
2015-06-29 09:30:00	ES	Futures	2209.86	2218.65	2207.46	2212.79	258551.0
2015-06-29 10:00:00	ES	Futures	2212.79	2217.32	2208.8	2209.59	149511.0
2015-06-29 10:30:00	ES	Futures	2209.33	2213.06	2206.4	2206.93	110259.0
2015-06-29 11:00:00	ES	Futures	2206.93	2207.46	2202.94	2205.33	134419.0
2015-06-29 11:30:00	ES	Futures	2205.33	2205.87	2201.34	2204.27	103100.0
2015-06-29 12:00:00	ES	Futures	2204.0	2205.33	2199.74	2200.54	72589.0
2015-06-29 12:30:00	ES	Futures	2200.81	2201.61	2198.68	2199.74	66485.0
2015-06-29 13:00:00	ES	Futures	2199.74	2199.74	2196.02	2197.88	80979.0
2015-06-29 13:30:00	ES	Futures	2198.15	2200.01	2195.48	2196.81	81509.0
2015-06-29 14:00:00	ES	Futures	2196.81	2197.08	2190.16	2190.69	109782.0
2015-06-29 14:30:00	ES	Futures	2190.69	2195.75	2188.29	2189.89	138091.0
2015-06-29 15:00:00	ES	Futures	2190.16	2191.76	2186.96	2187.5	120764.0
2015-06-29 15:30:00	ES	Futures	2187.5	2189.09	2180.31	2181.64	283015.0
2015-06-29 16:00:00	ES	Futures	2181.9	2184.83	2180.84	2184.3	109015.0
2015-06-29 16:30:00	ES	Futures	2184.3	2187.23	2182.7	2186.43	12905.0
2015-06-29 17:00:00	ES	Futures	2186.7	2187.23	2185.37	2186.16	2763.0
2015-06-29 18:00:00	ES	Futures	2188.03	2188.03	2184.83	2185.63	4420.0
2015-06-29 18:30:00	ES	Futures	2185.9	2187.23	2185.37	2186.96	1341.0
2015-06-29 19:00:00	ES	Futures	2187.23	2188.29	2186.7	2187.76	1554.0
2015-06-29 19:30:00	ES	Futures	2187.76	2188.29	2186.96	2188.03	2164.0
2015-06-29 20:00:00	ES	Futures	2188.03	2189.09	2187.76	2188.03	5118.0
2015-06-29 20:30:00	ES	Futures	2188.03	2188.03	2186.96	2187.5	1964.0
2015-06-29 21:00:00	ES	Futures	2187.76	2189.36	2187.5	2189.09	2497.0
2015-06-29 21:30:00	ES	Futures	2189.36	2189.63	2188.83	2189.36	2422.0
2015-06-29 22:00:00	ES	Futures	2189.36	2189.63	2186.7	2187.23	2901.0
2015-06-29 22:30:00	ES	Futures	2187.23	2187.5	2184.03	2186.16	6008.0
2015-06-29 23:00:00	ES	Futures	2186.16	2186.96	2185.37	2186.7	2428.0
2015-06-29 23:30:00	ES	Futures	2186.43	2189.09	2186.16	2188.83	3383.0
2015-06-29 00:00:00	NQ	Futures	5224.23	5226.3	5222.75	5224.53	237.0
2015-06-29 00:30:00	NQ	Futures	5223.94	5224.53	5217.43	5219.2	599.0
2015-06-29 01:00:00	NQ	Futures	5219.5	5220.09	5214.77	5215.95	675.0

> showing 50 of 2,947 rows — these rows as CSV

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