PREVIEW / futures_30min / 2015-01-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-23.parquet
  size:    71 KB
  rows:    2,441

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
2015-01-23 00:00:00	ES	Futures	2162.06	2162.32	2161.53	2161.53	906.0
2015-01-23 00:30:00	ES	Futures	2161.79	2162.58	2161.0	2161.0	1688.0
2015-01-23 01:00:00	ES	Futures	2161.27	2163.9	2161.0	2163.11	1539.0
2015-01-23 01:30:00	ES	Futures	2163.11	2163.63	2161.79	2162.85	527.0
2015-01-23 02:00:00	ES	Futures	2162.58	2164.95	2162.58	2164.16	4043.0
2015-01-23 02:30:00	ES	Futures	2164.16	2165.21	2163.63	2164.16	5061.0
2015-01-23 03:00:00	ES	Futures	2163.9	2169.42	2162.06	2169.16	19906.0
2015-01-23 03:30:00	ES	Futures	2169.16	2170.48	2167.32	2168.9	14407.0
2015-01-23 04:00:00	ES	Futures	2168.9	2169.16	2163.37	2165.21	12086.0
2015-01-23 04:30:00	ES	Futures	2164.95	2166.79	2164.69	2166.53	6551.0
2015-01-23 05:00:00	ES	Futures	2166.53	2167.06	2165.21	2165.48	4461.0
2015-01-23 05:30:00	ES	Futures	2165.48	2165.74	2163.11	2164.69	5990.0
2015-01-23 06:00:00	ES	Futures	2164.69	2166.53	2164.16	2166.27	5339.0
2015-01-23 06:30:00	ES	Futures	2166.27	2168.11	2165.74	2166.0	5929.0
2015-01-23 07:00:00	ES	Futures	2166.27	2168.11	2164.69	2166.53	11415.0
2015-01-23 07:30:00	ES	Futures	2166.27	2171.0	2166.27	2169.16	15389.0
2015-01-23 08:00:00	ES	Futures	2169.16	2169.95	2167.32	2168.11	15981.0
2015-01-23 08:30:00	ES	Futures	2168.11	2168.37	2161.53	2161.53	33739.0
2015-01-23 09:00:00	ES	Futures	2161.79	2162.58	2158.37	2162.06	34497.0
2015-01-23 09:30:00	ES	Futures	2161.79	2163.37	2156.27	2159.42	205217.0
2015-01-23 10:00:00	ES	Futures	2159.16	2163.11	2157.85	2160.74	111984.0
2015-01-23 10:30:00	ES	Futures	2160.74	2163.37	2153.9	2161.27	131675.0
2015-01-23 11:00:00	ES	Futures	2161.0	2163.37	2157.85	2162.85	81580.0
2015-01-23 11:30:00	ES	Futures	2162.85	2163.37	2159.42	2160.48	56258.0
2015-01-23 12:00:00	ES	Futures	2160.21	2164.16	2159.16	2162.06	62723.0
2015-01-23 12:30:00	ES	Futures	2162.06	2165.48	2161.79	2163.63	48425.0
2015-01-23 13:00:00	ES	Futures	2163.63	2164.16	2159.95	2161.27	38232.0
2015-01-23 13:30:00	ES	Futures	2161.53	2165.48	2161.0	2163.9	46738.0
2015-01-23 14:00:00	ES	Futures	2163.63	2164.69	2160.48	2162.32	39129.0
2015-01-23 14:30:00	ES	Futures	2162.32	2162.85	2157.85	2157.85	47206.0
2015-01-23 15:00:00	ES	Futures	2157.85	2158.9	2155.48	2158.11	68794.0
2015-01-23 15:30:00	ES	Futures	2158.11	2158.11	2151.53	2153.37	119913.0
2015-01-23 16:00:00	ES	Futures	2153.37	2153.9	2151.0	2151.0	60066.0
2015-01-23 16:30:00	ES	Futures	2151.53	2152.32	2150.21	2150.74	8197.0
2015-01-23 17:00:00	ES	Futures	2151.0	2151.0	2149.69	2150.74	1864.0
2015-01-23 00:00:00	NQ	Futures	5003.86	5005.33	5003.57	5003.57	84.0
2015-01-23 00:30:00	NQ	Futures	5003.57	5004.45	5001.51	5001.81	209.0
2015-01-23 01:00:00	NQ	Futures	5001.81	5008.56	5001.81	5007.39	141.0
2015-01-23 01:30:00	NQ	Futures	5007.09	5008.56	5004.74	5006.51	83.0
2015-01-23 02:00:00	NQ	Futures	5005.92	5009.74	5005.63	5008.56	425.0
2015-01-23 02:30:00	NQ	Futures	5008.27	5010.32	5006.8	5009.44	504.0
2015-01-23 03:00:00	NQ	Futures	5008.86	5020.31	5003.86	5019.72	2293.0
2015-01-23 03:30:00	NQ	Futures	5020.31	5022.37	5013.55	5017.67	2733.0
2015-01-23 04:00:00	NQ	Futures	5017.67	5018.25	5004.74	5010.32	1674.0
2015-01-23 04:30:00	NQ	Futures	5009.44	5014.14	5008.86	5012.38	942.0
2015-01-23 05:00:00	NQ	Futures	5011.79	5014.44	5010.03	5011.5	672.0
2015-01-23 05:30:00	NQ	Futures	5010.91	5011.21	5005.63	5009.15	900.0
2015-01-23 06:00:00	NQ	Futures	5009.15	5014.14	5007.97	5013.85	718.0
2015-01-23 06:30:00	NQ	Futures	5013.85	5016.49	5010.62	5010.62	1170.0
2015-01-23 07:00:00	NQ	Futures	5011.21	5015.9	5008.56	5012.97	1569.0

> showing 50 of 2,441 rows — these rows as CSV

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