PREVIEW / futures_30min / 2015-01-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-19.parquet
  size:    60 KB
  rows:    2,125

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
2015-01-19 00:00:00	ES	Futures	2118.9	2119.43	2116.0	2119.43	1035.0
2015-01-19 00:30:00	ES	Futures	2119.43	2119.69	2116.79	2117.58	1033.0
2015-01-19 01:00:00	ES	Futures	2117.58	2118.9	2116.0	2118.11	935.0
2015-01-19 01:30:00	ES	Futures	2117.85	2117.85	2113.9	2113.9	2098.0
2015-01-19 02:00:00	ES	Futures	2113.9	2116.79	2112.58	2115.48	4101.0
2015-01-19 02:30:00	ES	Futures	2115.21	2116.27	2113.64	2115.74	2647.0
2015-01-19 03:00:00	ES	Futures	2115.48	2115.74	2110.48	2114.69	10969.0
2015-01-19 03:30:00	ES	Futures	2114.43	2116.53	2112.06	2112.58	5651.0
2015-01-19 04:00:00	ES	Futures	2112.58	2114.43	2111.0	2112.06	5070.0
2015-01-19 04:30:00	ES	Futures	2112.06	2112.58	2109.95	2110.48	4153.0
2015-01-19 05:00:00	ES	Futures	2110.21	2112.58	2108.9	2111.27	2815.0
2015-01-19 05:30:00	ES	Futures	2111.27	2112.58	2108.37	2109.16	3512.0
2015-01-19 06:00:00	ES	Futures	2109.16	2113.9	2108.9	2111.27	2874.0
2015-01-19 06:30:00	ES	Futures	2111.27	2111.27	2109.69	2110.21	2326.0
2015-01-19 07:00:00	ES	Futures	2110.21	2113.37	2110.21	2113.11	1577.0
2015-01-19 07:30:00	ES	Futures	2113.37	2113.9	2111.27	2112.58	1938.0
2015-01-19 08:00:00	ES	Futures	2112.32	2115.21	2111.53	2113.37	3763.0
2015-01-19 08:30:00	ES	Futures	2113.64	2117.58	2112.58	2117.32	5336.0
2015-01-19 09:00:00	ES	Futures	2117.06	2125.74	2116.79	2123.37	16148.0
2015-01-19 09:30:00	ES	Futures	2123.37	2124.95	2122.58	2123.37	11297.0
2015-01-19 10:00:00	ES	Futures	2123.64	2124.16	2119.95	2121.53	9533.0
2015-01-19 10:30:00	ES	Futures	2121.27	2122.85	2119.16	2120.21	6432.0
2015-01-19 11:00:00	ES	Futures	2120.48	2121.0	2114.95	2117.58	10348.0
2015-01-19 11:30:00	ES	Futures	2117.85	2118.64	2116.53	2117.06	4581.0
2015-01-19 12:00:00	ES	Futures	2117.32	2117.58	2113.11	2113.37	3002.0
2015-01-19 12:30:00	ES	Futures	2113.37	2115.21	2112.32	2114.16	4764.0
2015-01-19 18:00:00	ES	Futures	2114.69	2115.74	2112.85	2115.21	2594.0
2015-01-19 18:30:00	ES	Futures	2115.48	2116.27	2113.37	2115.74	1358.0
2015-01-19 19:00:00	ES	Futures	2115.48	2117.58	2115.21	2117.58	1837.0
2015-01-19 19:30:00	ES	Futures	2117.58	2119.43	2114.43	2116.79	4319.0
2015-01-19 20:00:00	ES	Futures	2116.79	2119.95	2115.21	2118.9	3345.0
2015-01-19 20:30:00	ES	Futures	2118.9	2122.85	2118.11	2122.06	3876.0
2015-01-19 21:00:00	ES	Futures	2122.06	2124.42	2121.0	2122.32	4130.0
2015-01-19 21:30:00	ES	Futures	2122.32	2122.58	2118.37	2119.95	2600.0
2015-01-19 22:00:00	ES	Futures	2119.95	2120.21	2118.11	2118.9	2730.0
2015-01-19 22:30:00	ES	Futures	2119.16	2122.85	2119.16	2121.27	2266.0
2015-01-19 23:00:00	ES	Futures	2121.0	2122.32	2119.69	2120.74	1488.0
2015-01-19 23:30:00	ES	Futures	2120.74	2122.85	2119.43	2121.27	1378.0
2015-01-19 00:00:00	NQ	Futures	4854.96	4855.84	4848.8	4854.96	157.0
2015-01-19 00:30:00	NQ	Futures	4855.26	4855.26	4849.97	4852.61	142.0
2015-01-19 01:00:00	NQ	Futures	4852.61	4855.26	4849.38	4852.91	91.0
2015-01-19 01:30:00	NQ	Futures	4853.2	4853.79	4844.1	4844.39	279.0
2015-01-19 02:00:00	NQ	Futures	4844.1	4850.85	4841.75	4847.33	605.0
2015-01-19 02:30:00	NQ	Futures	4846.74	4848.8	4844.1	4846.74	388.0
2015-01-19 03:00:00	NQ	Futures	4847.03	4847.62	4835.87	4846.74	2343.0
2015-01-19 03:30:00	NQ	Futures	4846.15	4853.79	4842.63	4843.8	1448.0
2015-01-19 04:00:00	NQ	Futures	4843.8	4845.86	4837.34	4840.87	1260.0
2015-01-19 04:30:00	NQ	Futures	4840.28	4842.33	4837.64	4838.81	944.0
2015-01-19 05:00:00	NQ	Futures	4838.81	4845.27	4834.4	4842.92	1003.0
2015-01-19 05:30:00	NQ	Futures	4842.63	4846.15	4831.76	4835.29	1027.0

> showing 50 of 2,125 rows — these rows as CSV

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