PREVIEW / futures_30min / 2015-01-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-07.parquet
  size:    83 KB
  rows:    2,958

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
2015-01-07 00:00:00	ES	Futures	2105.48	2106.0	2104.69	2106.0	1124.0
2015-01-07 00:30:00	ES	Futures	2106.0	2106.0	2103.11	2103.9	2424.0
2015-01-07 01:00:00	ES	Futures	2103.9	2105.48	2103.64	2105.21	1185.0
2015-01-07 01:30:00	ES	Futures	2104.95	2106.0	2104.69	2106.0	993.0
2015-01-07 02:00:00	ES	Futures	2106.0	2107.06	2104.95	2105.21	4577.0
2015-01-07 02:30:00	ES	Futures	2105.48	2107.85	2105.21	2107.06	7211.0
2015-01-07 03:00:00	ES	Futures	2107.06	2108.11	2104.43	2107.32	19108.0
2015-01-07 03:30:00	ES	Futures	2107.32	2108.37	2106.0	2106.53	7013.0
2015-01-07 04:00:00	ES	Futures	2106.53	2107.58	2103.64	2103.9	13395.0
2015-01-07 04:30:00	ES	Futures	2103.9	2108.64	2102.06	2107.32	13414.0
2015-01-07 05:00:00	ES	Futures	2107.32	2110.48	2106.79	2110.48	11183.0
2015-01-07 05:30:00	ES	Futures	2110.48	2114.16	2109.69	2113.9	14849.0
2015-01-07 06:00:00	ES	Futures	2113.64	2114.69	2111.79	2112.06	11205.0
2015-01-07 06:30:00	ES	Futures	2112.06	2113.64	2111.27	2111.79	12697.0
2015-01-07 07:00:00	ES	Futures	2112.06	2115.21	2111.53	2112.85	17736.0
2015-01-07 07:30:00	ES	Futures	2112.85	2116.79	2111.53	2116.79	17476.0
2015-01-07 08:00:00	ES	Futures	2116.79	2120.21	2115.21	2117.58	30706.0
2015-01-07 08:30:00	ES	Futures	2117.58	2117.58	2114.16	2115.74	22517.0
2015-01-07 09:00:00	ES	Futures	2115.74	2117.85	2115.48	2116.27	24979.0
2015-01-07 09:30:00	ES	Futures	2116.0	2122.32	2113.11	2122.06	190691.0
2015-01-07 10:00:00	ES	Futures	2122.06	2124.42	2116.53	2118.9	135379.0
2015-01-07 10:30:00	ES	Futures	2118.64	2121.0	2111.27	2118.37	128041.0
2015-01-07 11:00:00	ES	Futures	2118.11	2120.21	2110.21	2112.85	127025.0
2015-01-07 11:30:00	ES	Futures	2112.58	2125.48	2112.32	2124.69	149393.0
2015-01-07 12:00:00	ES	Futures	2124.69	2130.21	2122.85	2126.53	156673.0
2015-01-07 12:30:00	ES	Futures	2126.79	2128.11	2123.64	2123.9	54579.0
2015-01-07 13:00:00	ES	Futures	2124.16	2126.27	2119.43	2120.48	55387.0
2015-01-07 13:30:00	ES	Futures	2120.48	2126.27	2119.95	2124.69	40485.0
2015-01-07 14:00:00	ES	Futures	2124.69	2128.11	2120.21	2123.37	115092.0
2015-01-07 14:30:00	ES	Futures	2123.37	2127.85	2119.69	2120.74	73437.0
2015-01-07 15:00:00	ES	Futures	2121.0	2124.95	2119.69	2123.11	59310.0
2015-01-07 15:30:00	ES	Futures	2123.37	2126.0	2121.27	2125.74	121255.0
2015-01-07 16:00:00	ES	Futures	2125.74	2126.79	2123.9	2126.27	72146.0
2015-01-07 16:30:00	ES	Futures	2126.27	2127.85	2126.0	2126.79	5408.0
2015-01-07 17:00:00	ES	Futures	2127.06	2127.32	2126.53	2126.53	1398.0
2015-01-07 18:00:00	ES	Futures	2126.79	2128.37	2126.53	2128.11	2310.0
2015-01-07 18:30:00	ES	Futures	2128.37	2128.64	2127.06	2127.32	1653.0
2015-01-07 19:00:00	ES	Futures	2127.58	2128.37	2127.06	2127.58	1622.0
2015-01-07 19:30:00	ES	Futures	2127.32	2128.11	2126.53	2127.58	1684.0
2015-01-07 20:00:00	ES	Futures	2127.58	2136.27	2127.58	2135.74	15400.0
2015-01-07 20:30:00	ES	Futures	2135.48	2145.74	2134.69	2142.06	26341.0
2015-01-07 21:00:00	ES	Futures	2142.32	2142.32	2138.11	2141.27	8265.0
2015-01-07 21:30:00	ES	Futures	2141.27	2142.32	2140.48	2140.74	3830.0
2015-01-07 22:00:00	ES	Futures	2140.74	2141.79	2138.64	2138.9	3656.0
2015-01-07 22:30:00	ES	Futures	2139.16	2140.48	2138.37	2138.64	2791.0
2015-01-07 23:00:00	ES	Futures	2138.9	2141.53	2138.64	2141.0	2250.0
2015-01-07 23:30:00	ES	Futures	2141.27	2142.58	2140.48	2140.48	3071.0
2015-01-07 00:00:00	NQ	Futures	4832.06	4832.35	4829.12	4832.35	311.0
2015-01-07 00:30:00	NQ	Futures	4832.35	4832.35	4826.18	4828.24	486.0
2015-01-07 01:00:00	NQ	Futures	4827.65	4831.76	4827.06	4830.59	214.0

> showing 50 of 2,958 rows — these rows as CSV

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