PREVIEW / futures_30min / 2015-01-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-26.parquet
  size:    82 KB
  rows:    2,920

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
2015-01-26 00:00:00	ES	Futures	2140.21	2140.74	2139.16	2139.42	1148.0
2015-01-26 00:30:00	ES	Futures	2139.16	2140.74	2138.37	2140.74	1515.0
2015-01-26 01:00:00	ES	Futures	2140.74	2140.74	2138.64	2140.21	1707.0
2015-01-26 01:30:00	ES	Futures	2140.21	2142.85	2138.9	2141.79	2187.0
2015-01-26 02:00:00	ES	Futures	2141.79	2144.16	2141.27	2142.32	6244.0
2015-01-26 02:30:00	ES	Futures	2142.32	2145.74	2141.53	2145.21	4260.0
2015-01-26 03:00:00	ES	Futures	2145.21	2147.06	2142.32	2142.58	15005.0
2015-01-26 03:30:00	ES	Futures	2142.58	2146.79	2142.32	2143.9	13588.0
2015-01-26 04:00:00	ES	Futures	2144.16	2149.42	2143.9	2146.79	13204.0
2015-01-26 04:30:00	ES	Futures	2146.79	2146.79	2142.58	2146.0	9972.0
2015-01-26 05:00:00	ES	Futures	2146.0	2148.63	2144.42	2144.69	6846.0
2015-01-26 05:30:00	ES	Futures	2144.69	2146.79	2143.9	2145.48	5643.0
2015-01-26 06:00:00	ES	Futures	2145.21	2146.0	2142.85	2143.9	6364.0
2015-01-26 06:30:00	ES	Futures	2144.16	2145.48	2143.37	2144.95	4899.0
2015-01-26 07:00:00	ES	Futures	2144.95	2147.06	2144.69	2145.48	7234.0
2015-01-26 07:30:00	ES	Futures	2145.48	2150.74	2145.48	2149.95	10695.0
2015-01-26 08:00:00	ES	Futures	2149.95	2151.0	2147.85	2149.16	11446.0
2015-01-26 08:30:00	ES	Futures	2148.9	2154.42	2148.9	2153.37	24156.0
2015-01-26 09:00:00	ES	Futures	2153.37	2153.63	2149.95	2150.74	17111.0
2015-01-26 09:30:00	ES	Futures	2150.74	2151.27	2141.53	2146.53	202442.0
2015-01-26 10:00:00	ES	Futures	2146.53	2151.0	2145.48	2148.9	95958.0
2015-01-26 10:30:00	ES	Futures	2148.9	2155.48	2147.06	2153.9	93880.0
2015-01-26 11:00:00	ES	Futures	2153.9	2154.95	2150.21	2152.06	81234.0
2015-01-26 11:30:00	ES	Futures	2152.32	2155.74	2149.69	2154.95	72643.0
2015-01-26 12:00:00	ES	Futures	2154.95	2157.06	2153.9	2155.48	51301.0
2015-01-26 12:30:00	ES	Futures	2155.21	2156.0	2151.79	2153.37	44900.0
2015-01-26 13:00:00	ES	Futures	2153.63	2155.48	2151.79	2154.16	35400.0
2015-01-26 13:30:00	ES	Futures	2154.42	2159.69	2154.42	2158.37	58802.0
2015-01-26 14:00:00	ES	Futures	2158.11	2159.16	2154.69	2156.27	46738.0
2015-01-26 14:30:00	ES	Futures	2156.27	2157.85	2153.9	2155.21	37821.0
2015-01-26 15:00:00	ES	Futures	2155.21	2156.79	2152.85	2154.95	43632.0
2015-01-26 15:30:00	ES	Futures	2154.95	2159.69	2153.9	2158.37	99212.0
2015-01-26 16:00:00	ES	Futures	2158.37	2162.06	2157.85	2161.53	64874.0
2015-01-26 16:30:00	ES	Futures	2161.79	2163.11	2161.53	2162.32	7761.0
2015-01-26 17:00:00	ES	Futures	2162.58	2162.85	2162.32	2162.58	1019.0
2015-01-26 18:00:00	ES	Futures	2162.06	2162.58	2161.53	2161.79	2789.0
2015-01-26 18:30:00	ES	Futures	2161.79	2162.06	2161.53	2161.53	819.0
2015-01-26 19:00:00	ES	Futures	2161.53	2162.06	2161.27	2161.27	1761.0
2015-01-26 19:30:00	ES	Futures	2161.27	2162.06	2161.27	2162.06	1590.0
2015-01-26 20:00:00	ES	Futures	2161.79	2162.06	2161.27	2161.79	596.0
2015-01-26 20:30:00	ES	Futures	2161.79	2161.79	2161.27	2161.53	1430.0
2015-01-26 21:00:00	ES	Futures	2161.27	2161.53	2160.74	2161.0	2337.0
2015-01-26 21:30:00	ES	Futures	2161.0	2161.27	2160.74	2161.0	466.0
2015-01-26 22:00:00	ES	Futures	2161.27	2161.53	2160.74	2160.74	1083.0
2015-01-26 22:30:00	ES	Futures	2161.0	2161.27	2160.48	2160.48	1508.0
2015-01-26 23:00:00	ES	Futures	2160.48	2160.74	2159.95	2160.21	1155.0
2015-01-26 23:30:00	ES	Futures	2160.21	2161.53	2160.21	2161.0	1094.0
2015-01-26 00:00:00	NQ	Futures	4990.35	4991.23	4988.3	4988.88	286.0
2015-01-26 00:30:00	NQ	Futures	4988.59	4992.41	4987.12	4992.41	301.0
2015-01-26 01:00:00	NQ	Futures	4991.53	4992.12	4987.42	4991.53	218.0

> showing 50 of 2,920 rows — these rows as CSV

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