PREVIEW / futures_30min / 2015-01-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-29.parquet
  size:    85 KB
  rows:    2,972

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
2015-01-29 00:00:00	ES	Futures	2100.74	2101.27	2096.79	2097.06	4272.0
2015-01-29 00:30:00	ES	Futures	2097.06	2097.58	2092.32	2094.95	7157.0
2015-01-29 01:00:00	ES	Futures	2095.22	2097.85	2094.69	2097.85	1925.0
2015-01-29 01:30:00	ES	Futures	2097.58	2098.9	2097.58	2098.37	1246.0
2015-01-29 02:00:00	ES	Futures	2098.64	2103.37	2097.58	2102.58	7743.0
2015-01-29 02:30:00	ES	Futures	2102.85	2104.16	2100.74	2102.32	6848.0
2015-01-29 03:00:00	ES	Futures	2102.32	2104.43	2099.69	2101.0	17156.0
2015-01-29 03:30:00	ES	Futures	2101.0	2101.79	2096.53	2097.85	10892.0
2015-01-29 04:00:00	ES	Futures	2097.85	2098.9	2096.27	2097.85	9692.0
2015-01-29 04:30:00	ES	Futures	2097.85	2102.58	2097.58	2100.21	10697.0
2015-01-29 05:00:00	ES	Futures	2100.21	2103.9	2099.69	2103.64	7948.0
2015-01-29 05:30:00	ES	Futures	2103.9	2105.74	2101.79	2102.85	12056.0
2015-01-29 06:00:00	ES	Futures	2102.58	2103.11	2100.74	2101.79	7037.0
2015-01-29 06:30:00	ES	Futures	2101.79	2108.37	2101.79	2107.32	14245.0
2015-01-29 07:00:00	ES	Futures	2107.32	2108.11	2104.69	2105.21	13115.0
2015-01-29 07:30:00	ES	Futures	2105.21	2107.85	2101.53	2102.06	15482.0
2015-01-29 08:00:00	ES	Futures	2102.06	2102.58	2096.79	2099.16	33148.0
2015-01-29 08:30:00	ES	Futures	2099.16	2104.69	2098.64	2103.11	30592.0
2015-01-29 09:00:00	ES	Futures	2103.37	2104.43	2099.43	2104.43	34397.0
2015-01-29 09:30:00	ES	Futures	2104.16	2106.53	2089.95	2098.64	313281.0
2015-01-29 10:00:00	ES	Futures	2098.64	2102.58	2092.58	2099.16	208899.0
2015-01-29 10:30:00	ES	Futures	2099.16	2099.43	2086.27	2092.06	189065.0
2015-01-29 11:00:00	ES	Futures	2092.06	2096.27	2087.85	2093.11	138708.0
2015-01-29 11:30:00	ES	Futures	2093.11	2102.58	2092.85	2098.64	118562.0
2015-01-29 12:00:00	ES	Futures	2098.64	2104.43	2098.37	2101.0	88181.0
2015-01-29 12:30:00	ES	Futures	2100.74	2101.79	2095.22	2099.95	72323.0
2015-01-29 13:00:00	ES	Futures	2099.95	2106.27	2096.79	2105.74	79077.0
2015-01-29 13:30:00	ES	Futures	2105.48	2113.37	2103.9	2109.43	98716.0
2015-01-29 14:00:00	ES	Futures	2109.16	2113.9	2107.06	2113.64	74501.0
2015-01-29 14:30:00	ES	Futures	2113.9	2115.74	2109.95	2112.32	74688.0
2015-01-29 15:00:00	ES	Futures	2112.58	2121.79	2111.27	2119.43	122551.0
2015-01-29 15:30:00	ES	Futures	2119.43	2124.95	2118.9	2121.53	163912.0
2015-01-29 16:00:00	ES	Futures	2121.79	2125.74	2118.64	2125.21	82526.0
2015-01-29 16:30:00	ES	Futures	2124.42	2126.27	2122.85	2124.95	8569.0
2015-01-29 17:00:00	ES	Futures	2124.95	2125.74	2124.95	2125.21	1923.0
2015-01-29 18:00:00	ES	Futures	2125.48	2126.79	2124.16	2125.21	5929.0
2015-01-29 18:30:00	ES	Futures	2125.48	2125.48	2123.37	2123.9	2571.0
2015-01-29 19:00:00	ES	Futures	2123.9	2124.16	2121.27	2122.06	3133.0
2015-01-29 19:30:00	ES	Futures	2122.06	2122.58	2121.27	2121.79	1534.0
2015-01-29 20:00:00	ES	Futures	2121.53	2122.32	2120.74	2121.53	1974.0
2015-01-29 20:30:00	ES	Futures	2121.79	2122.58	2119.16	2119.43	2932.0
2015-01-29 21:00:00	ES	Futures	2119.69	2121.0	2118.64	2120.48	1451.0
2015-01-29 21:30:00	ES	Futures	2120.48	2120.74	2118.9	2118.9	1238.0
2015-01-29 22:00:00	ES	Futures	2118.9	2119.69	2118.64	2119.43	1327.0
2015-01-29 22:30:00	ES	Futures	2119.69	2120.74	2118.37	2118.64	1761.0
2015-01-29 23:00:00	ES	Futures	2118.9	2118.9	2117.58	2118.11	1945.0
2015-01-29 23:30:00	ES	Futures	2117.85	2119.43	2117.85	2119.16	1179.0
2015-01-29 00:00:00	NQ	Futures	4849.68	4851.44	4840.28	4841.75	780.0
2015-01-29 00:30:00	NQ	Futures	4841.16	4842.33	4829.71	4838.52	953.0
2015-01-29 01:00:00	NQ	Futures	4837.64	4843.8	4837.34	4843.22	345.0

> showing 50 of 2,972 rows — these rows as CSV

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