PREVIEW / futures_30min / 2015-01-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-27.parquet
  size:    83 KB
  rows:    2,953

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
2015-01-27 00:00:00	ES	Futures	2161.27	2161.27	2160.48	2160.48	1967.0
2015-01-27 00:30:00	ES	Futures	2160.48	2162.85	2160.21	2162.32	1494.0
2015-01-27 01:00:00	ES	Futures	2162.58	2162.58	2161.53	2162.06	1356.0
2015-01-27 01:30:00	ES	Futures	2162.06	2162.06	2160.21	2160.74	2614.0
2015-01-27 02:00:00	ES	Futures	2160.74	2160.74	2159.42	2160.48	3850.0
2015-01-27 02:30:00	ES	Futures	2160.21	2160.48	2158.63	2158.63	2818.0
2015-01-27 03:00:00	ES	Futures	2158.63	2161.79	2156.27	2160.74	12481.0
2015-01-27 03:30:00	ES	Futures	2161.0	2161.53	2154.69	2156.27	9446.0
2015-01-27 04:00:00	ES	Futures	2156.27	2156.27	2153.63	2154.69	7748.0
2015-01-27 04:30:00	ES	Futures	2154.69	2155.74	2152.85	2153.11	4631.0
2015-01-27 05:00:00	ES	Futures	2153.37	2155.48	2153.11	2154.42	3852.0
2015-01-27 05:30:00	ES	Futures	2154.42	2154.95	2151.79	2152.32	4250.0
2015-01-27 06:00:00	ES	Futures	2152.06	2153.63	2149.42	2149.69	7724.0
2015-01-27 06:30:00	ES	Futures	2149.69	2151.79	2149.42	2151.53	8546.0
2015-01-27 07:00:00	ES	Futures	2151.53	2151.79	2147.32	2150.48	13001.0
2015-01-27 07:30:00	ES	Futures	2150.48	2150.48	2143.9	2145.48	22008.0
2015-01-27 08:00:00	ES	Futures	2145.48	2145.74	2138.11	2139.42	36467.0
2015-01-27 08:30:00	ES	Futures	2139.42	2139.95	2131.79	2135.74	57193.0
2015-01-27 09:00:00	ES	Futures	2135.48	2137.06	2131.53	2132.06	53853.0
2015-01-27 09:30:00	ES	Futures	2132.06	2136.53	2127.85	2130.74	247143.0
2015-01-27 10:00:00	ES	Futures	2130.74	2134.95	2128.11	2128.64	198583.0
2015-01-27 10:30:00	ES	Futures	2128.64	2128.9	2119.16	2123.9	191559.0
2015-01-27 11:00:00	ES	Futures	2124.16	2128.64	2122.58	2127.58	124302.0
2015-01-27 11:30:00	ES	Futures	2127.85	2131.79	2126.53	2126.53	104528.0
2015-01-27 12:00:00	ES	Futures	2126.53	2133.64	2126.0	2133.64	82939.0
2015-01-27 12:30:00	ES	Futures	2133.37	2134.95	2131.27	2134.95	66103.0
2015-01-27 13:00:00	ES	Futures	2134.69	2139.95	2132.85	2138.9	82799.0
2015-01-27 13:30:00	ES	Futures	2138.9	2140.48	2134.42	2135.74	73449.0
2015-01-27 14:00:00	ES	Futures	2135.74	2144.16	2135.48	2142.85	81632.0
2015-01-27 14:30:00	ES	Futures	2142.85	2143.64	2136.53	2136.53	71524.0
2015-01-27 15:00:00	ES	Futures	2136.53	2138.9	2130.74	2131.53	83166.0
2015-01-27 15:30:00	ES	Futures	2131.27	2134.69	2128.37	2129.42	147263.0
2015-01-27 16:00:00	ES	Futures	2129.42	2138.11	2129.42	2135.74	90499.0
2015-01-27 16:30:00	ES	Futures	2136.79	2146.27	2136.79	2144.95	27520.0
2015-01-27 17:00:00	ES	Futures	2144.69	2144.95	2142.58	2143.64	2300.0
2015-01-27 18:00:00	ES	Futures	2143.64	2144.69	2141.0	2142.32	4053.0
2015-01-27 18:30:00	ES	Futures	2142.58	2143.64	2141.53	2142.06	2197.0
2015-01-27 19:00:00	ES	Futures	2142.32	2142.58	2139.69	2141.0	3951.0
2015-01-27 19:30:00	ES	Futures	2141.0	2142.32	2140.21	2142.32	2387.0
2015-01-27 20:00:00	ES	Futures	2142.32	2144.42	2142.32	2143.11	3048.0
2015-01-27 20:30:00	ES	Futures	2143.11	2144.42	2141.79	2142.85	2257.0
2015-01-27 21:00:00	ES	Futures	2142.85	2143.37	2141.53	2142.85	1502.0
2015-01-27 21:30:00	ES	Futures	2143.11	2144.16	2142.06	2143.9	982.0
2015-01-27 22:00:00	ES	Futures	2143.9	2145.48	2142.85	2145.21	1661.0
2015-01-27 22:30:00	ES	Futures	2145.21	2153.37	2145.21	2151.79	10139.0
2015-01-27 23:00:00	ES	Futures	2152.06	2154.16	2151.27	2152.06	4953.0
2015-01-27 23:30:00	ES	Futures	2152.06	2152.58	2150.74	2151.0	2381.0
2015-01-27 00:00:00	NQ	Futures	5012.67	5012.97	5010.91	5012.09	290.0
2015-01-27 00:30:00	NQ	Futures	5012.09	5017.37	5011.5	5017.08	219.0
2015-01-27 01:00:00	NQ	Futures	5016.79	5017.08	5014.14	5014.73	203.0

> showing 50 of 2,953 rows — these rows as CSV

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