PREVIEW / futures_30min / 2015-01-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-13.parquet
  size:    85 KB
  rows:    2,939

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
2015-01-13 00:00:00	ES	Futures	2131.27	2132.06	2130.74	2131.53	1515.0
2015-01-13 00:30:00	ES	Futures	2131.53	2133.64	2131.27	2133.37	2553.0
2015-01-13 01:00:00	ES	Futures	2133.64	2134.16	2131.53	2131.53	2655.0
2015-01-13 01:30:00	ES	Futures	2131.53	2131.79	2130.48	2131.27	1191.0
2015-01-13 02:00:00	ES	Futures	2131.0	2133.9	2129.42	2130.21	7343.0
2015-01-13 02:30:00	ES	Futures	2130.21	2130.48	2127.58	2127.58	6496.0
2015-01-13 03:00:00	ES	Futures	2127.85	2132.85	2126.27	2132.06	21189.0
2015-01-13 03:30:00	ES	Futures	2132.32	2133.9	2130.48	2130.74	7908.0
2015-01-13 04:00:00	ES	Futures	2130.74	2133.37	2129.95	2132.06	5787.0
2015-01-13 04:30:00	ES	Futures	2132.06	2139.16	2131.53	2137.32	19319.0
2015-01-13 05:00:00	ES	Futures	2137.32	2138.37	2133.37	2133.9	8172.0
2015-01-13 05:30:00	ES	Futures	2133.9	2137.06	2133.64	2135.48	6137.0
2015-01-13 06:00:00	ES	Futures	2135.48	2137.58	2134.42	2136.53	7726.0
2015-01-13 06:30:00	ES	Futures	2136.53	2142.58	2135.74	2142.32	16036.0
2015-01-13 07:00:00	ES	Futures	2142.32	2142.85	2139.16	2139.42	12754.0
2015-01-13 07:30:00	ES	Futures	2139.42	2141.0	2137.58	2137.85	14106.0
2015-01-13 08:00:00	ES	Futures	2137.58	2139.16	2135.21	2136.27	12856.0
2015-01-13 08:30:00	ES	Futures	2136.27	2139.95	2136.27	2138.9	16999.0
2015-01-13 09:00:00	ES	Futures	2138.9	2146.53	2138.64	2144.69	42055.0
2015-01-13 09:30:00	ES	Futures	2144.69	2158.63	2144.42	2158.11	270209.0
2015-01-13 10:00:00	ES	Futures	2158.11	2159.69	2153.37	2154.42	142825.0
2015-01-13 10:30:00	ES	Futures	2154.42	2158.63	2152.85	2156.0	104993.0
2015-01-13 11:00:00	ES	Futures	2155.74	2156.27	2150.48	2152.85	115589.0
2015-01-13 11:30:00	ES	Futures	2152.85	2153.63	2148.37	2149.16	125273.0
2015-01-13 12:00:00	ES	Futures	2149.42	2150.21	2141.0	2142.32	135713.0
2015-01-13 12:30:00	ES	Futures	2142.58	2142.58	2137.58	2142.06	94618.0
2015-01-13 13:00:00	ES	Futures	2142.06	2143.64	2129.16	2131.0	109138.0
2015-01-13 13:30:00	ES	Futures	2131.0	2131.27	2112.06	2117.58	261096.0
2015-01-13 14:00:00	ES	Futures	2117.85	2117.85	2106.27	2115.48	257929.0
2015-01-13 14:30:00	ES	Futures	2115.74	2119.95	2109.95	2110.48	160286.0
2015-01-13 15:00:00	ES	Futures	2110.48	2119.43	2108.37	2114.16	151678.0
2015-01-13 15:30:00	ES	Futures	2114.16	2129.16	2113.9	2123.11	245493.0
2015-01-13 16:00:00	ES	Futures	2123.11	2126.0	2121.27	2122.06	67345.0
2015-01-13 16:30:00	ES	Futures	2123.11	2124.95	2122.85	2124.95	6180.0
2015-01-13 17:00:00	ES	Futures	2124.95	2125.21	2123.37	2123.64	1664.0
2015-01-13 18:00:00	ES	Futures	2123.37	2124.16	2120.21	2123.9	5011.0
2015-01-13 18:30:00	ES	Futures	2124.16	2125.48	2122.58	2122.58	1316.0
2015-01-13 19:00:00	ES	Futures	2122.85	2125.74	2121.79	2122.06	4260.0
2015-01-13 19:30:00	ES	Futures	2122.06	2122.32	2121.0	2121.53	2773.0
2015-01-13 20:00:00	ES	Futures	2121.79	2121.79	2120.74	2121.27	1699.0
2015-01-13 20:30:00	ES	Futures	2121.27	2121.27	2112.06	2117.06	16064.0
2015-01-13 21:00:00	ES	Futures	2117.32	2119.43	2115.48	2118.9	5300.0
2015-01-13 21:30:00	ES	Futures	2118.9	2119.69	2116.0	2117.06	4038.0
2015-01-13 22:00:00	ES	Futures	2117.06	2117.32	2114.43	2115.21	2156.0
2015-01-13 22:30:00	ES	Futures	2115.21	2115.21	2111.27	2114.69	4856.0
2015-01-13 23:00:00	ES	Futures	2114.69	2116.53	2113.64	2114.43	2855.0
2015-01-13 23:30:00	ES	Futures	2114.43	2115.74	2114.43	2115.21	1382.0
2015-01-13 00:00:00	NQ	Futures	4901.37	4902.83	4899.6	4901.95	245.0
2015-01-13 00:30:00	NQ	Futures	4902.25	4906.65	4901.95	4906.06	313.0
2015-01-13 01:00:00	NQ	Futures	4906.06	4907.53	4901.66	4901.95	183.0

> showing 50 of 2,939 rows — these rows as CSV

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