PREVIEW / futures_30min / 2015-01-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-08.parquet
  size:    79 KB
  rows:    2,937

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
2015-01-08 00:00:00	ES	Futures	2140.48	2141.27	2138.9	2139.95	2112.0
2015-01-08 00:30:00	ES	Futures	2139.69	2140.74	2139.16	2140.48	2107.0
2015-01-08 01:00:00	ES	Futures	2139.95	2142.58	2139.95	2141.0	2327.0
2015-01-08 01:30:00	ES	Futures	2141.0	2141.27	2140.21	2141.0	1162.0
2015-01-08 02:00:00	ES	Futures	2140.74	2141.27	2138.37	2141.27	5799.0
2015-01-08 02:30:00	ES	Futures	2141.27	2141.53	2138.9	2140.21	5184.0
2015-01-08 03:00:00	ES	Futures	2140.48	2140.48	2137.32	2139.42	12621.0
2015-01-08 03:30:00	ES	Futures	2139.69	2141.79	2139.16	2139.42	8494.0
2015-01-08 04:00:00	ES	Futures	2139.42	2140.74	2138.9	2139.42	6275.0
2015-01-08 04:30:00	ES	Futures	2139.42	2140.21	2138.9	2139.42	5008.0
2015-01-08 05:00:00	ES	Futures	2139.69	2141.0	2138.37	2138.64	6790.0
2015-01-08 05:30:00	ES	Futures	2138.9	2140.74	2138.37	2140.48	5097.0
2015-01-08 06:00:00	ES	Futures	2140.21	2144.95	2139.16	2143.64	12809.0
2015-01-08 06:30:00	ES	Futures	2143.9	2146.27	2142.85	2144.42	14455.0
2015-01-08 07:00:00	ES	Futures	2144.69	2148.37	2143.64	2146.53	19224.0
2015-01-08 07:30:00	ES	Futures	2146.27	2147.06	2142.85	2143.11	16516.0
2015-01-08 08:00:00	ES	Futures	2143.37	2145.74	2142.06	2142.32	16902.0
2015-01-08 08:30:00	ES	Futures	2142.32	2144.69	2140.74	2142.58	22868.0
2015-01-08 09:00:00	ES	Futures	2142.32	2144.16	2141.53	2143.64	13735.0
2015-01-08 09:30:00	ES	Futures	2143.64	2152.06	2143.11	2151.79	193428.0
2015-01-08 10:00:00	ES	Futures	2151.79	2156.79	2151.79	2154.42	152185.0
2015-01-08 10:30:00	ES	Futures	2154.69	2159.42	2153.63	2159.16	134470.0
2015-01-08 11:00:00	ES	Futures	2159.42	2162.85	2159.16	2159.69	133826.0
2015-01-08 11:30:00	ES	Futures	2159.42	2161.53	2158.9	2161.0	65658.0
2015-01-08 12:00:00	ES	Futures	2161.0	2161.27	2156.53	2158.63	58138.0
2015-01-08 12:30:00	ES	Futures	2158.63	2161.79	2158.63	2161.27	46112.0
2015-01-08 13:00:00	ES	Futures	2161.27	2164.42	2160.21	2163.11	65687.0
2015-01-08 13:30:00	ES	Futures	2163.37	2164.16	2158.11	2159.16	49394.0
2015-01-08 14:00:00	ES	Futures	2159.16	2163.63	2158.11	2163.37	59503.0
2015-01-08 14:30:00	ES	Futures	2163.37	2166.79	2163.11	2164.16	67642.0
2015-01-08 15:00:00	ES	Futures	2164.16	2166.27	2163.11	2165.74	59681.0
2015-01-08 15:30:00	ES	Futures	2165.74	2165.74	2160.74	2163.9	131966.0
2015-01-08 16:00:00	ES	Futures	2164.16	2164.69	2161.0	2162.58	71833.0
2015-01-08 16:30:00	ES	Futures	2162.32	2163.11	2161.27	2161.27	6072.0
2015-01-08 17:00:00	ES	Futures	2161.53	2162.85	2161.27	2162.06	2292.0
2015-01-08 18:00:00	ES	Futures	2161.79	2162.85	2161.0	2161.53	2694.0
2015-01-08 18:30:00	ES	Futures	2161.53	2162.32	2161.27	2161.79	1122.0
2015-01-08 19:00:00	ES	Futures	2162.06	2162.06	2160.74	2161.0	2370.0
2015-01-08 19:30:00	ES	Futures	2161.0	2162.06	2161.0	2161.53	1375.0
2015-01-08 20:00:00	ES	Futures	2161.79	2161.79	2159.16	2159.69	3463.0
2015-01-08 20:30:00	ES	Futures	2159.42	2160.48	2158.9	2159.95	2469.0
2015-01-08 21:00:00	ES	Futures	2159.95	2161.53	2159.69	2160.74	1430.0
2015-01-08 21:30:00	ES	Futures	2161.0	2161.53	2160.48	2161.0	786.0
2015-01-08 22:00:00	ES	Futures	2161.0	2161.53	2160.48	2161.0	1157.0
2015-01-08 22:30:00	ES	Futures	2160.74	2161.53	2160.48	2161.0	1620.0
2015-01-08 23:00:00	ES	Futures	2161.0	2161.0	2159.16	2159.42	1741.0
2015-01-08 23:30:00	ES	Futures	2159.42	2160.21	2158.9	2159.95	978.0
2015-01-08 00:00:00	NQ	Futures	4915.76	4918.11	4912.53	4913.99	759.0
2015-01-08 00:30:00	NQ	Futures	4914.29	4915.17	4911.06	4913.11	803.0
2015-01-08 01:00:00	NQ	Futures	4912.82	4918.4	4912.53	4915.17	345.0

> showing 50 of 2,937 rows — these rows as CSV

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