PREVIEW / futures_30min / 2015-01-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-28.parquet
  size:    85 KB
  rows:    2,982

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
2015-01-28 00:00:00	ES	Futures	2151.0	2152.32	2151.0	2152.06	1762.0
2015-01-28 00:30:00	ES	Futures	2151.79	2152.32	2150.21	2150.74	1521.0
2015-01-28 01:00:00	ES	Futures	2151.0	2151.79	2149.42	2151.0	1818.0
2015-01-28 01:30:00	ES	Futures	2151.0	2151.0	2148.9	2149.42	1486.0
2015-01-28 02:00:00	ES	Futures	2149.42	2151.79	2149.16	2150.21	3628.0
2015-01-28 02:30:00	ES	Futures	2150.21	2152.85	2148.63	2149.16	4695.0
2015-01-28 03:00:00	ES	Futures	2149.42	2151.0	2144.69	2146.53	14039.0
2015-01-28 03:30:00	ES	Futures	2146.53	2147.58	2142.32	2142.85	7197.0
2015-01-28 04:00:00	ES	Futures	2143.11	2143.64	2139.69	2142.32	14257.0
2015-01-28 04:30:00	ES	Futures	2142.58	2148.11	2141.53	2146.79	8877.0
2015-01-28 05:00:00	ES	Futures	2147.06	2147.06	2135.21	2137.32	17463.0
2015-01-28 05:30:00	ES	Futures	2137.06	2139.69	2135.48	2136.53	7969.0
2015-01-28 06:00:00	ES	Futures	2136.79	2139.95	2135.48	2139.95	7707.0
2015-01-28 06:30:00	ES	Futures	2139.95	2141.79	2138.37	2140.21	7951.0
2015-01-28 07:00:00	ES	Futures	2139.95	2141.27	2138.64	2141.27	8951.0
2015-01-28 07:30:00	ES	Futures	2141.27	2147.32	2141.0	2146.27	13659.0
2015-01-28 08:00:00	ES	Futures	2146.27	2146.79	2143.11	2143.11	15879.0
2015-01-28 08:30:00	ES	Futures	2143.11	2144.42	2141.79	2142.32	13434.0
2015-01-28 09:00:00	ES	Futures	2142.32	2144.95	2141.27	2144.69	15177.0
2015-01-28 09:30:00	ES	Futures	2144.42	2146.0	2136.79	2139.42	209611.0
2015-01-28 10:00:00	ES	Futures	2139.69	2142.85	2136.53	2136.79	122454.0
2015-01-28 10:30:00	ES	Futures	2136.79	2138.9	2124.16	2125.48	171470.0
2015-01-28 11:00:00	ES	Futures	2125.74	2130.48	2122.06	2126.53	138393.0
2015-01-28 11:30:00	ES	Futures	2126.53	2132.85	2125.74	2130.74	116221.0
2015-01-28 12:00:00	ES	Futures	2130.74	2137.32	2130.21	2136.27	73984.0
2015-01-28 12:30:00	ES	Futures	2136.53	2137.06	2133.37	2133.37	39235.0
2015-01-28 13:00:00	ES	Futures	2133.37	2133.64	2130.21	2130.21	37479.0
2015-01-28 13:30:00	ES	Futures	2130.21	2134.69	2128.64	2129.69	40259.0
2015-01-28 14:00:00	ES	Futures	2129.95	2138.37	2120.48	2121.79	202567.0
2015-01-28 14:30:00	ES	Futures	2121.53	2127.06	2116.27	2123.64	139850.0
2015-01-28 15:00:00	ES	Futures	2123.9	2127.06	2110.74	2113.37	163631.0
2015-01-28 15:30:00	ES	Futures	2113.37	2113.64	2099.43	2101.27	294121.0
2015-01-28 16:00:00	ES	Futures	2101.27	2102.85	2096.0	2096.27	106314.0
2015-01-28 16:30:00	ES	Futures	2097.32	2099.69	2096.0	2099.43	18854.0
2015-01-28 17:00:00	ES	Futures	2099.16	2099.69	2097.32	2097.32	4805.0
2015-01-28 18:00:00	ES	Futures	2098.37	2100.48	2097.85	2098.9	5278.0
2015-01-28 18:30:00	ES	Futures	2099.16	2101.53	2098.37	2101.53	4889.0
2015-01-28 19:00:00	ES	Futures	2101.27	2102.06	2099.95	2100.21	6002.0
2015-01-28 19:30:00	ES	Futures	2100.48	2101.79	2100.21	2101.53	4714.0
2015-01-28 20:00:00	ES	Futures	2101.79	2102.06	2099.43	2099.69	3074.0
2015-01-28 20:30:00	ES	Futures	2099.69	2101.79	2099.69	2101.53	2221.0
2015-01-28 21:00:00	ES	Futures	2101.53	2102.06	2100.74	2102.06	1961.0
2015-01-28 21:30:00	ES	Futures	2102.06	2102.58	2100.48	2102.06	2276.0
2015-01-28 22:00:00	ES	Futures	2102.06	2102.32	2100.48	2101.0	1715.0
2015-01-28 22:30:00	ES	Futures	2100.74	2100.74	2099.43	2100.74	2200.0
2015-01-28 23:00:00	ES	Futures	2100.74	2101.53	2100.21	2101.27	952.0
2015-01-28 23:30:00	ES	Futures	2101.27	2102.06	2100.48	2100.48	825.0
2015-01-28 00:00:00	NQ	Futures	4968.62	4974.49	4968.62	4973.91	856.0
2015-01-28 00:30:00	NQ	Futures	4973.91	4974.49	4964.21	4966.27	792.0
2015-01-28 01:00:00	NQ	Futures	4966.56	4969.5	4962.75	4965.98	407.0

> showing 50 of 2,982 rows — these rows as CSV

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