PREVIEW / futures_30min / 2015-01-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-12.parquet
  size:    83 KB
  rows:    2,903

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
2015-01-12 00:00:00	ES	Futures	2141.53	2141.79	2139.69	2139.95	906.0
2015-01-12 00:30:00	ES	Futures	2139.95	2141.79	2139.69	2140.48	1314.0
2015-01-12 01:00:00	ES	Futures	2140.48	2141.79	2140.21	2141.27	420.0
2015-01-12 01:30:00	ES	Futures	2141.27	2141.53	2140.74	2141.53	573.0
2015-01-12 02:00:00	ES	Futures	2141.53	2144.16	2141.27	2143.9	2352.0
2015-01-12 02:30:00	ES	Futures	2144.16	2144.69	2143.9	2144.42	3037.0
2015-01-12 03:00:00	ES	Futures	2144.69	2149.69	2144.42	2149.42	13723.0
2015-01-12 03:30:00	ES	Futures	2149.16	2152.85	2149.16	2149.95	9592.0
2015-01-12 04:00:00	ES	Futures	2149.95	2150.48	2144.42	2147.06	9677.0
2015-01-12 04:30:00	ES	Futures	2147.06	2153.9	2146.27	2153.11	11010.0
2015-01-12 05:00:00	ES	Futures	2153.11	2154.42	2152.32	2152.32	6041.0
2015-01-12 05:30:00	ES	Futures	2152.06	2155.48	2152.06	2153.37	6046.0
2015-01-12 06:00:00	ES	Futures	2153.63	2156.0	2152.58	2154.42	7198.0
2015-01-12 06:30:00	ES	Futures	2154.69	2155.48	2153.63	2155.48	6064.0
2015-01-12 07:00:00	ES	Futures	2155.21	2155.21	2152.32	2153.63	5331.0
2015-01-12 07:30:00	ES	Futures	2153.9	2154.95	2151.0	2151.0	8312.0
2015-01-12 08:00:00	ES	Futures	2151.0	2152.32	2144.69	2146.27	22762.0
2015-01-12 08:30:00	ES	Futures	2146.27	2146.79	2143.64	2146.0	18695.0
2015-01-12 09:00:00	ES	Futures	2146.27	2148.63	2145.21	2147.32	18924.0
2015-01-12 09:30:00	ES	Futures	2147.32	2149.69	2122.85	2126.0	305085.0
2015-01-12 10:00:00	ES	Futures	2126.0	2129.69	2121.27	2124.95	177754.0
2015-01-12 10:30:00	ES	Futures	2124.95	2133.9	2123.9	2133.9	122422.0
2015-01-12 11:00:00	ES	Futures	2133.64	2136.0	2131.27	2132.58	106827.0
2015-01-12 11:30:00	ES	Futures	2132.85	2135.21	2127.58	2129.69	94358.0
2015-01-12 12:00:00	ES	Futures	2129.95	2134.69	2128.9	2132.32	56381.0
2015-01-12 12:30:00	ES	Futures	2132.32	2134.16	2127.85	2128.64	48624.0
2015-01-12 13:00:00	ES	Futures	2128.9	2131.0	2125.21	2125.48	55167.0
2015-01-12 13:30:00	ES	Futures	2125.48	2130.48	2125.21	2128.9	37240.0
2015-01-12 14:00:00	ES	Futures	2128.9	2131.53	2124.42	2125.74	51076.0
2015-01-12 14:30:00	ES	Futures	2125.74	2127.32	2122.58	2126.79	93591.0
2015-01-12 15:00:00	ES	Futures	2126.79	2129.95	2124.69	2126.27	67658.0
2015-01-12 15:30:00	ES	Futures	2126.0	2133.11	2121.79	2128.37	146916.0
2015-01-12 16:00:00	ES	Futures	2128.37	2131.53	2127.58	2128.9	65431.0
2015-01-12 16:30:00	ES	Futures	2129.69	2130.48	2128.9	2130.21	4844.0
2015-01-12 17:00:00	ES	Futures	2130.21	2130.21	2129.95	2130.21	882.0
2015-01-12 18:00:00	ES	Futures	2130.21	2132.32	2129.95	2130.48	4324.0
2015-01-12 18:30:00	ES	Futures	2130.48	2131.0	2130.21	2131.0	769.0
2015-01-12 19:00:00	ES	Futures	2131.0	2131.27	2129.95	2130.74	2038.0
2015-01-12 19:30:00	ES	Futures	2130.74	2130.74	2129.16	2129.16	2412.0
2015-01-12 20:00:00	ES	Futures	2129.16	2129.95	2128.9	2129.42	2627.0
2015-01-12 20:30:00	ES	Futures	2129.69	2130.21	2129.42	2129.42	858.0
2015-01-12 21:00:00	ES	Futures	2129.42	2132.06	2129.16	2130.48	3385.0
2015-01-12 21:30:00	ES	Futures	2130.74	2131.53	2129.69	2130.21	1671.0
2015-01-12 22:00:00	ES	Futures	2130.21	2130.74	2129.95	2130.21	932.0
2015-01-12 22:30:00	ES	Futures	2130.21	2130.21	2128.64	2129.95	2341.0
2015-01-12 23:00:00	ES	Futures	2130.21	2133.37	2130.21	2131.53	3591.0
2015-01-12 23:30:00	ES	Futures	2131.53	2132.06	2131.0	2131.27	1288.0
2015-01-12 00:00:00	NQ	Futures	4933.08	4933.38	4928.97	4929.27	119.0
2015-01-12 00:30:00	NQ	Futures	4928.97	4933.67	4928.68	4930.44	192.0
2015-01-12 01:00:00	NQ	Futures	4930.44	4933.38	4929.85	4932.79	66.0

> showing 50 of 2,903 rows — these rows as CSV

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