PREVIEW / futures_30min / 2015-01-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-09.parquet
  size:    70 KB
  rows:    2,421

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
2015-01-09 00:00:00	ES	Futures	2159.95	2160.21	2158.9	2160.21	1202.0
2015-01-09 00:30:00	ES	Futures	2159.95	2160.74	2159.69	2160.48	1159.0
2015-01-09 01:00:00	ES	Futures	2160.74	2161.0	2159.95	2160.21	831.0
2015-01-09 01:30:00	ES	Futures	2160.21	2160.48	2159.16	2159.69	1226.0
2015-01-09 02:00:00	ES	Futures	2159.69	2161.0	2159.16	2159.42	3705.0
2015-01-09 02:30:00	ES	Futures	2159.16	2159.69	2157.58	2158.37	7029.0
2015-01-09 03:00:00	ES	Futures	2158.37	2160.48	2157.58	2159.69	11884.0
2015-01-09 03:30:00	ES	Futures	2159.95	2161.53	2159.69	2161.0	7029.0
2015-01-09 04:00:00	ES	Futures	2160.74	2163.11	2160.74	2161.27	7047.0
2015-01-09 04:30:00	ES	Futures	2161.53	2162.06	2158.37	2158.9	8869.0
2015-01-09 05:00:00	ES	Futures	2159.16	2160.74	2158.9	2159.42	4664.0
2015-01-09 05:30:00	ES	Futures	2159.16	2160.74	2158.37	2160.21	6291.0
2015-01-09 06:00:00	ES	Futures	2160.21	2161.53	2159.42	2160.74	6364.0
2015-01-09 06:30:00	ES	Futures	2160.74	2160.74	2154.95	2156.53	14345.0
2015-01-09 07:00:00	ES	Futures	2156.53	2158.37	2155.21	2156.0	10813.0
2015-01-09 07:30:00	ES	Futures	2156.27	2156.79	2154.69	2155.21	14511.0
2015-01-09 08:00:00	ES	Futures	2155.48	2157.06	2153.9	2155.48	17615.0
2015-01-09 08:30:00	ES	Futures	2155.48	2170.48	2155.48	2165.48	128709.0
2015-01-09 09:00:00	ES	Futures	2165.48	2169.16	2163.63	2168.9	32713.0
2015-01-09 09:30:00	ES	Futures	2168.9	2169.42	2152.32	2154.42	252151.0
2015-01-09 10:00:00	ES	Futures	2154.42	2160.21	2149.95	2151.0	153417.0
2015-01-09 10:30:00	ES	Futures	2151.27	2151.27	2143.11	2148.11	179038.0
2015-01-09 11:00:00	ES	Futures	2148.11	2148.37	2138.11	2141.27	170326.0
2015-01-09 11:30:00	ES	Futures	2141.0	2149.16	2138.11	2148.63	116027.0
2015-01-09 12:00:00	ES	Futures	2148.63	2152.58	2146.53	2148.37	95064.0
2015-01-09 12:30:00	ES	Futures	2148.37	2149.95	2143.64	2144.16	60366.0
2015-01-09 13:00:00	ES	Futures	2144.16	2150.48	2142.58	2146.79	60338.0
2015-01-09 13:30:00	ES	Futures	2147.06	2150.21	2144.95	2147.32	63710.0
2015-01-09 14:00:00	ES	Futures	2147.32	2148.11	2144.95	2146.53	55101.0
2015-01-09 14:30:00	ES	Futures	2146.79	2150.21	2144.42	2148.37	72360.0
2015-01-09 15:00:00	ES	Futures	2148.63	2154.69	2147.85	2149.42	87583.0
2015-01-09 15:30:00	ES	Futures	2149.42	2151.53	2144.95	2144.95	147960.0
2015-01-09 16:00:00	ES	Futures	2145.21	2145.21	2141.79	2142.06	74522.0
2015-01-09 16:30:00	ES	Futures	2142.32	2143.64	2141.53	2141.79	10137.0
2015-01-09 17:00:00	ES	Futures	2141.79	2142.06	2140.48	2140.48	1489.0
2015-01-09 00:00:00	NQ	Futures	4970.09	4970.38	4967.74	4970.09	310.0
2015-01-09 00:30:00	NQ	Futures	4969.8	4972.44	4969.5	4972.44	288.0
2015-01-09 01:00:00	NQ	Futures	4972.73	4973.32	4971.56	4971.56	188.0
2015-01-09 01:30:00	NQ	Futures	4971.85	4972.14	4968.91	4970.38	124.0
2015-01-09 02:00:00	NQ	Futures	4970.38	4972.73	4968.91	4969.8	458.0
2015-01-09 02:30:00	NQ	Futures	4969.5	4969.5	4965.1	4966.86	699.0
2015-01-09 03:00:00	NQ	Futures	4966.86	4972.14	4964.51	4971.26	2507.0
2015-01-09 03:30:00	NQ	Futures	4971.85	4975.08	4970.38	4973.61	1122.0
2015-01-09 04:00:00	NQ	Futures	4974.2	4977.72	4973.03	4973.91	809.0
2015-01-09 04:30:00	NQ	Futures	4973.61	4975.08	4965.39	4967.45	1079.0
2015-01-09 05:00:00	NQ	Futures	4968.03	4970.38	4966.86	4967.15	534.0
2015-01-09 05:30:00	NQ	Futures	4967.45	4970.38	4965.39	4968.62	718.0
2015-01-09 06:00:00	NQ	Futures	4968.62	4972.73	4968.33	4971.26	888.0
2015-01-09 06:30:00	NQ	Futures	4971.26	4971.85	4960.4	4963.92	2205.0
2015-01-09 07:00:00	NQ	Futures	4964.21	4968.03	4960.69	4962.16	1191.0

> showing 50 of 2,421 rows — these rows as CSV

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