PREVIEW / futures_30min / 2015-01-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-14.parquet
  size:    87 KB
  rows:    3,011

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
2015-01-14 00:00:00	ES	Futures	2115.21	2115.74	2113.11	2113.64	1227.0
2015-01-14 00:30:00	ES	Futures	2113.64	2114.69	2110.48	2112.85	3584.0
2015-01-14 01:00:00	ES	Futures	2112.85	2115.21	2107.32	2107.58	6529.0
2015-01-14 01:30:00	ES	Futures	2107.85	2108.9	2101.27	2102.85	13902.0
2015-01-14 02:00:00	ES	Futures	2102.85	2108.11	2102.32	2107.06	9660.0
2015-01-14 02:30:00	ES	Futures	2107.06	2110.21	2105.74	2109.43	6748.0
2015-01-14 03:00:00	ES	Futures	2109.43	2112.58	2106.53	2106.79	22157.0
2015-01-14 03:30:00	ES	Futures	2107.06	2117.58	2106.79	2110.21	32186.0
2015-01-14 04:00:00	ES	Futures	2110.21	2112.85	2108.11	2112.06	12319.0
2015-01-14 04:30:00	ES	Futures	2112.06	2121.0	2111.53	2120.74	15175.0
2015-01-14 05:00:00	ES	Futures	2121.0	2125.74	2116.0	2116.0	18448.0
2015-01-14 05:30:00	ES	Futures	2116.27	2119.69	2114.95	2116.79	8781.0
2015-01-14 06:00:00	ES	Futures	2117.06	2117.85	2113.9	2116.79	12300.0
2015-01-14 06:30:00	ES	Futures	2116.79	2118.9	2112.32	2112.32	11157.0
2015-01-14 07:00:00	ES	Futures	2112.32	2116.0	2111.0	2112.32	17010.0
2015-01-14 07:30:00	ES	Futures	2112.06	2112.58	2108.64	2108.9	20183.0
2015-01-14 08:00:00	ES	Futures	2108.9	2111.27	2104.95	2106.79	26719.0
2015-01-14 08:30:00	ES	Futures	2106.79	2106.79	2089.69	2097.06	132727.0
2015-01-14 09:00:00	ES	Futures	2096.79	2099.16	2092.85	2097.32	44656.0
2015-01-14 09:30:00	ES	Futures	2097.06	2105.48	2094.95	2102.32	263281.0
2015-01-14 10:00:00	ES	Futures	2102.32	2112.58	2101.79	2109.43	238234.0
2015-01-14 10:30:00	ES	Futures	2109.16	2109.16	2101.79	2106.79	208438.0
2015-01-14 11:00:00	ES	Futures	2106.79	2107.32	2097.32	2098.37	158080.0
2015-01-14 11:30:00	ES	Futures	2098.64	2104.95	2096.79	2098.11	120908.0
2015-01-14 12:00:00	ES	Futures	2098.37	2100.74	2093.9	2097.06	104069.0
2015-01-14 12:30:00	ES	Futures	2097.06	2100.48	2093.37	2096.79	91268.0
2015-01-14 13:00:00	ES	Futures	2097.06	2099.16	2091.79	2093.11	68492.0
2015-01-14 13:30:00	ES	Futures	2093.11	2093.11	2085.48	2090.48	111383.0
2015-01-14 14:00:00	ES	Futures	2090.48	2104.69	2089.43	2103.9	172289.0
2015-01-14 14:30:00	ES	Futures	2103.64	2108.64	2097.58	2098.64	122169.0
2015-01-14 15:00:00	ES	Futures	2098.37	2112.06	2098.11	2108.9	132261.0
2015-01-14 15:30:00	ES	Futures	2108.64	2112.06	2103.9	2110.21	160524.0
2015-01-14 16:00:00	ES	Futures	2109.95	2114.43	2108.9	2113.9	74364.0
2015-01-14 16:30:00	ES	Futures	2113.9	2116.79	2113.37	2116.27	9485.0
2015-01-14 17:00:00	ES	Futures	2116.27	2116.79	2115.74	2116.0	2978.0
2015-01-14 18:00:00	ES	Futures	2115.48	2117.32	2114.43	2115.48	3642.0
2015-01-14 18:30:00	ES	Futures	2115.74	2116.53	2114.69	2115.48	1703.0
2015-01-14 19:00:00	ES	Futures	2115.48	2117.85	2115.21	2115.74	3369.0
2015-01-14 19:30:00	ES	Futures	2116.0	2116.53	2113.11	2114.43	3660.0
2015-01-14 20:00:00	ES	Futures	2114.69	2116.79	2114.16	2115.74	2742.0
2015-01-14 20:30:00	ES	Futures	2115.48	2115.74	2112.85	2114.43	3117.0
2015-01-14 21:00:00	ES	Futures	2114.43	2116.53	2114.43	2116.0	2572.0
2015-01-14 21:30:00	ES	Futures	2115.74	2116.27	2115.21	2116.27	952.0
2015-01-14 22:00:00	ES	Futures	2116.27	2116.53	2114.69	2115.21	1383.0
2015-01-14 22:30:00	ES	Futures	2115.21	2115.21	2112.85	2113.9	1942.0
2015-01-14 23:00:00	ES	Futures	2114.16	2115.21	2113.37	2113.9	995.0
2015-01-14 23:30:00	ES	Futures	2113.64	2116.0	2113.64	2115.74	1147.0
2015-01-14 00:00:00	NQ	Futures	4870.82	4872.0	4865.54	4867.0	363.0
2015-01-14 00:30:00	NQ	Futures	4867.3	4868.77	4860.25	4865.54	474.0
2015-01-14 01:00:00	NQ	Futures	4865.24	4870.53	4852.91	4853.79	1068.0

> showing 50 of 3,011 rows — these rows as CSV

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