PREVIEW / futures_30min / 2015-01-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-06.parquet
  size:    86 KB
  rows:    2,982

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
2015-01-06 00:00:00	ES	Futures	2120.21	2121.0	2118.9	2119.95	1670.0
2015-01-06 00:30:00	ES	Futures	2119.95	2121.27	2119.43	2121.27	1732.0
2015-01-06 01:00:00	ES	Futures	2121.27	2121.27	2119.69	2120.21	1158.0
2015-01-06 01:30:00	ES	Futures	2119.95	2121.27	2119.69	2121.0	1105.0
2015-01-06 02:00:00	ES	Futures	2121.0	2123.37	2120.48	2122.85	6793.0
2015-01-06 02:30:00	ES	Futures	2122.85	2124.69	2122.85	2124.69	5335.0
2015-01-06 03:00:00	ES	Futures	2124.95	2125.74	2121.27	2123.64	13895.0
2015-01-06 03:30:00	ES	Futures	2123.37	2123.64	2117.32	2118.64	18129.0
2015-01-06 04:00:00	ES	Futures	2118.64	2121.53	2117.32	2120.74	11795.0
2015-01-06 04:30:00	ES	Futures	2120.74	2121.0	2117.85	2119.16	9568.0
2015-01-06 05:00:00	ES	Futures	2119.43	2119.69	2117.32	2118.9	7152.0
2015-01-06 05:30:00	ES	Futures	2118.9	2119.43	2117.85	2119.16	4631.0
2015-01-06 06:00:00	ES	Futures	2119.16	2124.95	2119.16	2124.42	16771.0
2015-01-06 06:30:00	ES	Futures	2124.42	2128.9	2123.11	2128.64	20237.0
2015-01-06 07:00:00	ES	Futures	2128.64	2128.9	2124.69	2127.32	17226.0
2015-01-06 07:30:00	ES	Futures	2127.58	2127.85	2123.37	2124.95	17365.0
2015-01-06 08:00:00	ES	Futures	2125.21	2127.32	2119.43	2122.58	29037.0
2015-01-06 08:30:00	ES	Futures	2122.58	2123.37	2120.48	2121.27	18220.0
2015-01-06 09:00:00	ES	Futures	2121.27	2124.69	2121.27	2123.64	24244.0
2015-01-06 09:30:00	ES	Futures	2123.64	2126.53	2119.16	2122.85	166807.0
2015-01-06 10:00:00	ES	Futures	2122.58	2129.95	2118.64	2128.37	179604.0
2015-01-06 10:30:00	ES	Futures	2128.37	2128.64	2114.69	2114.95	158876.0
2015-01-06 11:00:00	ES	Futures	2114.95	2115.21	2106.27	2107.85	189009.0
2015-01-06 11:30:00	ES	Futures	2108.11	2108.11	2099.16	2100.74	180609.0
2015-01-06 12:00:00	ES	Futures	2101.0	2101.27	2092.32	2096.53	172965.0
2015-01-06 12:30:00	ES	Futures	2096.27	2103.11	2095.22	2102.06	130101.0
2015-01-06 13:00:00	ES	Futures	2102.06	2102.32	2088.64	2093.11	137263.0
2015-01-06 13:30:00	ES	Futures	2093.11	2099.69	2091.0	2099.43	107618.0
2015-01-06 14:00:00	ES	Futures	2099.16	2102.06	2093.37	2101.79	105158.0
2015-01-06 14:30:00	ES	Futures	2101.79	2111.53	2100.21	2107.58	143293.0
2015-01-06 15:00:00	ES	Futures	2107.32	2115.74	2104.16	2114.69	134422.0
2015-01-06 15:30:00	ES	Futures	2114.69	2114.95	2099.16	2099.43	196970.0
2015-01-06 16:00:00	ES	Futures	2099.69	2100.74	2096.79	2099.95	70887.0
2015-01-06 16:30:00	ES	Futures	2100.48	2101.27	2099.69	2099.95	8075.0
2015-01-06 17:00:00	ES	Futures	2099.95	2100.48	2099.43	2100.21	1409.0
2015-01-06 18:00:00	ES	Futures	2101.53	2102.58	2100.74	2100.74	3817.0
2015-01-06 18:30:00	ES	Futures	2101.0	2103.9	2101.0	2101.79	4708.0
2015-01-06 19:00:00	ES	Futures	2102.06	2103.9	2101.79	2102.85	4483.0
2015-01-06 19:30:00	ES	Futures	2103.11	2103.64	2103.11	2103.37	1660.0
2015-01-06 20:00:00	ES	Futures	2103.64	2105.48	2103.37	2104.69	3816.0
2015-01-06 20:30:00	ES	Futures	2104.43	2106.27	2104.16	2105.74	3362.0
2015-01-06 21:00:00	ES	Futures	2105.74	2106.27	2104.16	2106.27	2664.0
2015-01-06 21:30:00	ES	Futures	2106.27	2106.27	2104.95	2105.48	965.0
2015-01-06 22:00:00	ES	Futures	2105.48	2105.74	2104.43	2105.74	1601.0
2015-01-06 22:30:00	ES	Futures	2105.48	2106.27	2104.16	2105.74	1893.0
2015-01-06 23:00:00	ES	Futures	2105.74	2106.27	2105.21	2105.21	635.0
2015-01-06 23:30:00	ES	Futures	2105.48	2105.74	2105.21	2105.48	612.0
2015-01-06 00:00:00	NQ	Futures	4884.04	4886.09	4881.69	4883.16	289.0
2015-01-06 00:30:00	NQ	Futures	4882.57	4886.39	4881.69	4885.8	652.0
2015-01-06 01:00:00	NQ	Futures	4885.51	4886.39	4882.86	4884.33	806.0

> showing 50 of 2,982 rows — these rows as CSV

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