PREVIEW / futures_30min / 2015-01-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-02.parquet
  size:    66 KB
  rows:    2,201

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
2015-01-02 00:00:00	ES	Futures	2171.53	2172.58	2171.53	2172.06	1371.0
2015-01-02 00:30:00	ES	Futures	2172.06	2172.32	2170.48	2171.0	1062.0
2015-01-02 01:00:00	ES	Futures	2170.74	2171.27	2169.69	2171.0	831.0
2015-01-02 01:30:00	ES	Futures	2170.74	2172.32	2170.74	2172.32	1068.0
2015-01-02 02:00:00	ES	Futures	2172.32	2176.0	2172.06	2173.9	6487.0
2015-01-02 02:30:00	ES	Futures	2173.9	2176.0	2172.58	2175.21	3443.0
2015-01-02 03:00:00	ES	Futures	2175.21	2176.0	2171.53	2172.06	10171.0
2015-01-02 03:30:00	ES	Futures	2172.06	2172.84	2168.9	2168.9	6561.0
2015-01-02 04:00:00	ES	Futures	2168.9	2170.21	2167.06	2168.11	10507.0
2015-01-02 04:30:00	ES	Futures	2168.11	2169.16	2167.32	2168.37	6146.0
2015-01-02 05:00:00	ES	Futures	2168.63	2169.42	2166.0	2168.11	6617.0
2015-01-02 05:30:00	ES	Futures	2168.11	2170.48	2167.58	2168.9	4306.0
2015-01-02 06:00:00	ES	Futures	2168.9	2169.95	2167.06	2167.32	3905.0
2015-01-02 06:30:00	ES	Futures	2167.58	2168.37	2166.0	2166.53	4714.0
2015-01-02 07:00:00	ES	Futures	2166.79	2169.16	2166.79	2167.58	3695.0
2015-01-02 07:30:00	ES	Futures	2167.84	2170.21	2167.58	2169.42	5834.0
2015-01-02 08:00:00	ES	Futures	2169.42	2169.95	2167.06	2169.69	10315.0
2015-01-02 08:30:00	ES	Futures	2169.42	2170.48	2168.11	2170.21	10178.0
2015-01-02 09:00:00	ES	Futures	2170.21	2172.84	2169.42	2169.42	21419.0
2015-01-02 09:30:00	ES	Futures	2169.69	2175.21	2168.37	2171.0	116582.0
2015-01-02 10:00:00	ES	Futures	2170.74	2171.53	2163.11	2166.0	137973.0
2015-01-02 10:30:00	ES	Futures	2166.27	2166.27	2153.11	2157.58	153625.0
2015-01-02 11:00:00	ES	Futures	2157.58	2158.37	2149.16	2154.69	124529.0
2015-01-02 11:30:00	ES	Futures	2154.69	2156.53	2151.27	2154.69	71689.0
2015-01-02 12:00:00	ES	Futures	2154.42	2159.16	2153.63	2156.0	68586.0
2015-01-02 12:30:00	ES	Futures	2156.0	2158.37	2152.06	2152.85	57571.0
2015-01-02 13:00:00	ES	Futures	2152.85	2154.69	2148.37	2149.16	41217.0
2015-01-02 13:30:00	ES	Futures	2148.9	2152.58	2146.0	2150.48	56569.0
2015-01-02 14:00:00	ES	Futures	2150.48	2157.06	2150.21	2154.16	51559.0
2015-01-02 14:30:00	ES	Futures	2154.42	2158.11	2153.11	2155.48	54906.0
2015-01-02 15:00:00	ES	Futures	2155.48	2157.06	2150.74	2156.27	64289.0
2015-01-02 15:30:00	ES	Futures	2156.27	2163.9	2155.48	2158.63	125150.0
2015-01-02 16:00:00	ES	Futures	2158.37	2158.9	2152.85	2154.42	80626.0
2015-01-02 16:30:00	ES	Futures	2154.95	2156.79	2154.42	2154.95	5798.0
2015-01-02 17:00:00	ES	Futures	2155.21	2155.21	2153.9	2153.9	1026.0
2015-01-02 00:00:00	NQ	Futures	4999.16	5001.81	4999.16	5000.63	166.0
2015-01-02 00:30:00	NQ	Futures	5000.34	5000.63	4997.11	4997.7	133.0
2015-01-02 01:00:00	NQ	Futures	4997.7	4999.16	4995.64	4998.28	96.0
2015-01-02 01:30:00	NQ	Futures	4998.87	5001.51	4997.99	5001.22	110.0
2015-01-02 02:00:00	NQ	Futures	5001.51	5007.39	4998.58	5002.98	1195.0
2015-01-02 02:30:00	NQ	Futures	5002.69	5003.86	4997.7	5002.39	1033.0
2015-01-02 03:00:00	NQ	Futures	5002.98	5004.45	4994.46	4996.23	1473.0
2015-01-02 03:30:00	NQ	Futures	4995.64	4997.99	4990.35	4991.23	862.0
2015-01-02 04:00:00	NQ	Futures	4991.23	4996.81	4989.77	4992.41	1928.0
2015-01-02 04:30:00	NQ	Futures	4992.12	4993.29	4988.88	4991.82	944.0
2015-01-02 05:00:00	NQ	Futures	4992.41	4993.58	4988.0	4991.82	673.0
2015-01-02 05:30:00	NQ	Futures	4991.82	4997.7	4991.23	4994.17	479.0
2015-01-02 06:00:00	NQ	Futures	4994.46	4996.52	4989.18	4989.18	580.0
2015-01-02 06:30:00	NQ	Futures	4989.47	4990.94	4987.42	4988.3	619.0
2015-01-02 07:00:00	NQ	Futures	4988.59	4993.29	4988.59	4990.65	396.0

> showing 50 of 2,201 rows — these rows as CSV

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