PREVIEW / futures_30min / 2015-01-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-16.parquet
  size:    74 KB
  rows:    2,450

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
2015-01-16 00:00:00	ES	Futures	2081.27	2083.37	2077.32	2078.37	4408.0
2015-01-16 00:30:00	ES	Futures	2078.64	2082.58	2077.58	2078.9	4404.0
2015-01-16 01:00:00	ES	Futures	2078.9	2084.16	2078.11	2079.69	6158.0
2015-01-16 01:30:00	ES	Futures	2079.69	2084.16	2079.16	2081.79	3230.0
2015-01-16 02:00:00	ES	Futures	2081.79	2085.74	2081.79	2084.43	6704.0
2015-01-16 02:30:00	ES	Futures	2084.16	2088.9	2084.16	2084.69	10736.0
2015-01-16 03:00:00	ES	Futures	2084.69	2093.37	2083.64	2091.27	29011.0
2015-01-16 03:30:00	ES	Futures	2091.0	2091.53	2085.22	2087.06	11374.0
2015-01-16 04:00:00	ES	Futures	2087.06	2087.32	2082.58	2083.64	9399.0
2015-01-16 04:30:00	ES	Futures	2083.64	2083.9	2077.06	2082.32	17891.0
2015-01-16 05:00:00	ES	Futures	2082.32	2082.58	2078.37	2081.53	10176.0
2015-01-16 05:30:00	ES	Futures	2081.27	2086.27	2080.48	2083.64	12887.0
2015-01-16 06:00:00	ES	Futures	2083.64	2090.48	2083.37	2089.43	13802.0
2015-01-16 06:30:00	ES	Futures	2089.69	2092.58	2088.37	2090.22	11175.0
2015-01-16 07:00:00	ES	Futures	2089.95	2090.48	2081.79	2082.58	17202.0
2015-01-16 07:30:00	ES	Futures	2082.58	2083.9	2080.22	2081.27	14758.0
2015-01-16 08:00:00	ES	Futures	2081.27	2084.69	2081.27	2084.43	16348.0
2015-01-16 08:30:00	ES	Futures	2084.69	2092.58	2082.32	2088.37	46581.0
2015-01-16 09:00:00	ES	Futures	2088.64	2090.22	2086.0	2088.11	44060.0
2015-01-16 09:30:00	ES	Futures	2087.85	2099.43	2087.58	2089.69	244723.0
2015-01-16 10:00:00	ES	Futures	2089.69	2097.85	2085.48	2095.22	225627.0
2015-01-16 10:30:00	ES	Futures	2095.22	2104.95	2093.9	2103.37	181043.0
2015-01-16 11:00:00	ES	Futures	2103.37	2106.0	2097.58	2098.64	136084.0
2015-01-16 11:30:00	ES	Futures	2098.64	2104.69	2098.11	2099.95	106989.0
2015-01-16 12:00:00	ES	Futures	2099.69	2103.11	2099.16	2102.32	77373.0
2015-01-16 12:30:00	ES	Futures	2102.32	2111.79	2101.79	2108.37	97763.0
2015-01-16 13:00:00	ES	Futures	2108.37	2109.16	2102.06	2104.16	79538.0
2015-01-16 13:30:00	ES	Futures	2104.16	2109.16	2103.37	2108.9	56423.0
2015-01-16 14:00:00	ES	Futures	2108.9	2109.95	2106.0	2107.58	49350.0
2015-01-16 14:30:00	ES	Futures	2107.32	2109.69	2104.69	2108.9	54733.0
2015-01-16 15:00:00	ES	Futures	2108.64	2111.53	2106.27	2109.95	47194.0
2015-01-16 15:30:00	ES	Futures	2110.21	2120.21	2109.69	2117.58	191181.0
2015-01-16 16:00:00	ES	Futures	2117.06	2119.69	2116.53	2118.9	90514.0
2015-01-16 16:30:00	ES	Futures	2118.9	2119.95	2118.11	2118.9	8783.0
2015-01-16 17:00:00	ES	Futures	2118.9	2120.21	2118.64	2119.95	1820.0
2015-01-16 00:00:00	NQ	Futures	4759.22	4765.39	4753.05	4755.11	1457.0
2015-01-16 00:30:00	NQ	Futures	4755.4	4765.09	4754.52	4757.16	1293.0
2015-01-16 01:00:00	NQ	Futures	4756.87	4770.09	4755.7	4759.51	1054.0
2015-01-16 01:30:00	NQ	Futures	4760.4	4770.67	4758.63	4765.09	337.0
2015-01-16 02:00:00	NQ	Futures	4765.09	4774.49	4764.51	4770.38	894.0
2015-01-16 02:30:00	NQ	Futures	4770.97	4781.83	4770.97	4771.26	1178.0
2015-01-16 03:00:00	NQ	Futures	4771.26	4791.53	4767.74	4786.24	5422.0
2015-01-16 03:30:00	NQ	Futures	4785.95	4787.12	4770.97	4773.02	2223.0
2015-01-16 04:00:00	NQ	Futures	4773.32	4773.9	4764.8	4767.44	1669.0
2015-01-16 04:30:00	NQ	Futures	4767.74	4767.74	4751.0	4760.98	3031.0
2015-01-16 05:00:00	NQ	Futures	4760.69	4761.28	4749.82	4757.75	2377.0
2015-01-16 05:30:00	NQ	Futures	4757.46	4768.62	4756.28	4762.74	2111.0
2015-01-16 06:00:00	NQ	Futures	4763.04	4777.72	4760.69	4774.2	2584.0
2015-01-16 06:30:00	NQ	Futures	4774.2	4779.48	4770.09	4775.67	2500.0
2015-01-16 07:00:00	NQ	Futures	4775.37	4775.37	4760.69	4762.45	2975.0

> showing 50 of 2,450 rows — these rows as CSV

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