PREVIEW / futures_30min / 2015-01-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-20.parquet
  size:    83 KB
  rows:    2,941

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
2015-01-20 00:00:00	ES	Futures	2121.27	2123.64	2121.0	2123.64	1904.0
2015-01-20 00:30:00	ES	Futures	2123.37	2125.48	2122.06	2123.37	2699.0
2015-01-20 01:00:00	ES	Futures	2123.37	2125.21	2123.11	2125.21	1163.0
2015-01-20 01:30:00	ES	Futures	2125.21	2126.27	2124.42	2125.48	1732.0
2015-01-20 02:00:00	ES	Futures	2125.48	2126.53	2122.85	2126.27	4026.0
2015-01-20 02:30:00	ES	Futures	2126.27	2126.53	2123.37	2125.74	3798.0
2015-01-20 03:00:00	ES	Futures	2126.0	2128.37	2123.9	2126.53	10238.0
2015-01-20 03:30:00	ES	Futures	2126.53	2127.32	2122.32	2123.11	6695.0
2015-01-20 04:00:00	ES	Futures	2123.11	2125.74	2122.85	2125.74	4052.0
2015-01-20 04:30:00	ES	Futures	2125.48	2125.48	2121.27	2123.37	5636.0
2015-01-20 05:00:00	ES	Futures	2123.64	2126.53	2122.32	2125.48	7623.0
2015-01-20 05:30:00	ES	Futures	2125.74	2127.58	2124.69	2127.06	4807.0
2015-01-20 06:00:00	ES	Futures	2127.06	2127.06	2124.16	2125.21	9814.0
2015-01-20 06:30:00	ES	Futures	2125.48	2130.21	2124.69	2129.69	10705.0
2015-01-20 07:00:00	ES	Futures	2129.42	2132.06	2128.11	2131.53	12340.0
2015-01-20 07:30:00	ES	Futures	2131.53	2133.11	2129.42	2131.27	13056.0
2015-01-20 08:00:00	ES	Futures	2131.27	2132.06	2129.16	2130.74	16521.0
2015-01-20 08:30:00	ES	Futures	2130.74	2131.27	2128.11	2128.9	14076.0
2015-01-20 09:00:00	ES	Futures	2128.64	2128.9	2123.37	2126.53	33210.0
2015-01-20 09:30:00	ES	Futures	2126.27	2129.69	2108.9	2112.32	268218.0
2015-01-20 10:00:00	ES	Futures	2111.79	2117.58	2109.16	2116.27	155424.0
2015-01-20 10:30:00	ES	Futures	2116.53	2117.58	2106.53	2109.43	136978.0
2015-01-20 11:00:00	ES	Futures	2109.43	2112.58	2106.27	2111.0	122666.0
2015-01-20 11:30:00	ES	Futures	2111.0	2112.58	2102.58	2105.74	159100.0
2015-01-20 12:00:00	ES	Futures	2106.0	2109.69	2104.16	2108.64	63493.0
2015-01-20 12:30:00	ES	Futures	2108.64	2112.32	2106.53	2110.74	44465.0
2015-01-20 13:00:00	ES	Futures	2111.0	2115.48	2106.79	2114.16	70559.0
2015-01-20 13:30:00	ES	Futures	2114.16	2116.0	2112.06	2113.64	52222.0
2015-01-20 14:00:00	ES	Futures	2113.37	2117.06	2112.85	2114.69	53437.0
2015-01-20 14:30:00	ES	Futures	2114.95	2124.16	2114.95	2123.9	72148.0
2015-01-20 15:00:00	ES	Futures	2123.9	2126.0	2121.79	2124.42	67813.0
2015-01-20 15:30:00	ES	Futures	2124.42	2124.95	2119.69	2122.85	102790.0
2015-01-20 16:00:00	ES	Futures	2122.58	2123.64	2120.21	2122.85	54012.0
2015-01-20 16:30:00	ES	Futures	2122.58	2122.58	2121.27	2121.53	6721.0
2015-01-20 17:00:00	ES	Futures	2121.53	2122.58	2121.27	2122.32	2398.0
2015-01-20 18:00:00	ES	Futures	2121.79	2122.85	2121.0	2122.32	2572.0
2015-01-20 18:30:00	ES	Futures	2122.32	2124.16	2122.06	2123.11	1688.0
2015-01-20 19:00:00	ES	Futures	2123.11	2123.11	2121.0	2121.79	2391.0
2015-01-20 19:30:00	ES	Futures	2122.06	2122.32	2121.27	2121.53	1222.0
2015-01-20 20:00:00	ES	Futures	2121.53	2122.32	2121.53	2121.79	970.0
2015-01-20 20:30:00	ES	Futures	2121.79	2122.06	2119.16	2120.48	3017.0
2015-01-20 21:00:00	ES	Futures	2120.48	2121.53	2119.95	2121.27	1237.0
2015-01-20 21:30:00	ES	Futures	2121.27	2123.11	2119.95	2122.85	1980.0
2015-01-20 22:00:00	ES	Futures	2122.85	2127.85	2122.85	2124.16	5028.0
2015-01-20 22:30:00	ES	Futures	2123.9	2125.21	2120.48	2121.0	4316.0
2015-01-20 23:00:00	ES	Futures	2120.74	2125.74	2120.74	2125.21	2263.0
2015-01-20 23:30:00	ES	Futures	2124.95	2127.32	2124.69	2125.48	2583.0
2015-01-20 00:00:00	NQ	Futures	4868.47	4873.17	4867.59	4872.88	814.0
2015-01-20 00:30:00	NQ	Futures	4872.58	4877.28	4870.53	4873.76	1164.0
2015-01-20 01:00:00	NQ	Futures	4873.76	4878.16	4873.76	4878.16	464.0

> showing 50 of 2,941 rows — these rows as CSV

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