PREVIEW / futures_30min / 2015-01-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-05.parquet
  size:    85 KB
  rows:    2,945

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
2015-01-05 00:00:00	ES	Futures	2155.21	2155.48	2153.37	2154.16	1643.0
2015-01-05 00:30:00	ES	Futures	2153.9	2154.42	2152.58	2153.11	2033.0
2015-01-05 01:00:00	ES	Futures	2153.11	2153.63	2152.06	2153.37	1046.0
2015-01-05 01:30:00	ES	Futures	2153.11	2153.63	2150.74	2150.74	1945.0
2015-01-05 02:00:00	ES	Futures	2150.74	2151.53	2149.42	2150.48	3916.0
2015-01-05 02:30:00	ES	Futures	2150.48	2151.0	2148.11	2148.63	6975.0
2015-01-05 03:00:00	ES	Futures	2148.37	2153.9	2148.37	2152.58	13863.0
2015-01-05 03:30:00	ES	Futures	2152.58	2156.0	2152.06	2155.21	10204.0
2015-01-05 04:00:00	ES	Futures	2155.48	2155.74	2151.0	2152.32	8046.0
2015-01-05 04:30:00	ES	Futures	2152.32	2152.32	2149.95	2150.74	5208.0
2015-01-05 05:00:00	ES	Futures	2150.74	2152.06	2149.95	2149.95	5145.0
2015-01-05 05:30:00	ES	Futures	2150.21	2150.21	2147.32	2147.85	6904.0
2015-01-05 06:00:00	ES	Futures	2147.85	2151.53	2147.32	2151.27	7567.0
2015-01-05 06:30:00	ES	Futures	2151.0	2151.27	2147.58	2149.16	8387.0
2015-01-05 07:00:00	ES	Futures	2148.9	2150.21	2147.85	2150.21	7380.0
2015-01-05 07:30:00	ES	Futures	2149.95	2151.27	2149.16	2149.42	7585.0
2015-01-05 08:00:00	ES	Futures	2149.42	2151.27	2147.32	2147.58	14429.0
2015-01-05 08:30:00	ES	Futures	2147.58	2147.85	2141.79	2143.9	38527.0
2015-01-05 09:00:00	ES	Futures	2143.64	2146.0	2143.11	2145.48	28378.0
2015-01-05 09:30:00	ES	Futures	2145.48	2147.85	2133.9	2134.69	239822.0
2015-01-05 10:00:00	ES	Futures	2134.42	2138.37	2132.06	2135.21	159958.0
2015-01-05 10:30:00	ES	Futures	2135.21	2135.21	2127.58	2130.74	167321.0
2015-01-05 11:00:00	ES	Futures	2131.0	2131.27	2123.9	2125.21	157017.0
2015-01-05 11:30:00	ES	Futures	2124.95	2131.79	2124.16	2129.69	119409.0
2015-01-05 12:00:00	ES	Futures	2129.69	2130.74	2121.53	2121.79	88072.0
2015-01-05 12:30:00	ES	Futures	2121.79	2124.95	2118.64	2121.79	104618.0
2015-01-05 13:00:00	ES	Futures	2121.53	2122.85	2117.32	2119.16	87776.0
2015-01-05 13:30:00	ES	Futures	2118.9	2123.9	2118.37	2122.06	81216.0
2015-01-05 14:00:00	ES	Futures	2122.06	2122.32	2117.58	2119.43	93525.0
2015-01-05 14:30:00	ES	Futures	2119.16	2120.48	2115.48	2116.27	91610.0
2015-01-05 15:00:00	ES	Futures	2116.27	2121.79	2115.21	2119.69	100605.0
2015-01-05 15:30:00	ES	Futures	2119.43	2126.0	2118.11	2120.21	210752.0
2015-01-05 16:00:00	ES	Futures	2120.21	2124.69	2118.11	2122.06	91634.0
2015-01-05 16:30:00	ES	Futures	2122.58	2124.69	2122.58	2124.42	5661.0
2015-01-05 17:00:00	ES	Futures	2124.42	2124.69	2123.64	2124.16	1068.0
2015-01-05 18:00:00	ES	Futures	2125.21	2126.27	2124.95	2125.48	3617.0
2015-01-05 18:30:00	ES	Futures	2125.48	2126.79	2124.16	2126.53	3537.0
2015-01-05 19:00:00	ES	Futures	2126.53	2126.53	2124.69	2125.21	2239.0
2015-01-05 19:30:00	ES	Futures	2125.21	2125.21	2121.53	2122.06	4883.0
2015-01-05 20:00:00	ES	Futures	2122.32	2124.16	2122.32	2123.9	2712.0
2015-01-05 20:30:00	ES	Futures	2123.64	2123.9	2122.58	2122.85	1815.0
2015-01-05 21:00:00	ES	Futures	2123.11	2123.11	2121.0	2121.53	2808.0
2015-01-05 21:30:00	ES	Futures	2121.79	2124.95	2121.27	2123.64	3098.0
2015-01-05 22:00:00	ES	Futures	2123.9	2123.9	2121.27	2122.06	2036.0
2015-01-05 22:30:00	ES	Futures	2122.06	2122.58	2120.74	2121.27	3297.0
2015-01-05 23:00:00	ES	Futures	2121.0	2121.27	2119.16	2120.21	2466.0
2015-01-05 23:30:00	ES	Futures	2120.21	2121.0	2119.43	2120.21	1416.0
2015-01-05 00:00:00	NQ	Futures	4957.17	4958.34	4952.76	4954.23	461.0
2015-01-05 00:30:00	NQ	Futures	4953.64	4955.4	4950.41	4950.71	721.0
2015-01-05 01:00:00	NQ	Futures	4950.71	4953.05	4948.65	4951.88	247.0

> showing 50 of 2,945 rows — these rows as CSV

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