PREVIEW / futures_30min / 2015-01-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-30.parquet
  size:    74 KB
  rows:    2,463

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
2015-01-30 00:00:00	ES	Futures	2119.43	2120.74	2117.85	2118.9	2221.0
2015-01-30 00:30:00	ES	Futures	2118.9	2120.74	2118.37	2119.43	1752.0
2015-01-30 01:00:00	ES	Futures	2119.16	2120.48	2119.16	2119.69	1669.0
2015-01-30 01:30:00	ES	Futures	2119.69	2121.53	2119.43	2120.48	1117.0
2015-01-30 02:00:00	ES	Futures	2120.48	2120.48	2119.16	2119.69	3535.0
2015-01-30 02:30:00	ES	Futures	2119.95	2121.0	2118.37	2118.64	2673.0
2015-01-30 03:00:00	ES	Futures	2118.37	2119.43	2115.21	2115.74	13248.0
2015-01-30 03:30:00	ES	Futures	2115.74	2117.32	2113.11	2114.16	11626.0
2015-01-30 04:00:00	ES	Futures	2113.9	2115.48	2107.32	2109.43	14734.0
2015-01-30 04:30:00	ES	Futures	2109.43	2112.85	2107.58	2108.37	9352.0
2015-01-30 05:00:00	ES	Futures	2108.37	2111.0	2108.11	2109.43	6896.0
2015-01-30 05:30:00	ES	Futures	2109.69	2109.69	2106.0	2108.9	11025.0
2015-01-30 06:00:00	ES	Futures	2108.9	2113.37	2108.37	2112.06	10406.0
2015-01-30 06:30:00	ES	Futures	2112.06	2113.37	2110.48	2111.79	7155.0
2015-01-30 07:00:00	ES	Futures	2111.79	2112.06	2108.64	2110.48	9225.0
2015-01-30 07:30:00	ES	Futures	2110.48	2111.79	2107.58	2108.37	11144.0
2015-01-30 08:00:00	ES	Futures	2108.64	2108.9	2102.32	2103.11	28445.0
2015-01-30 08:30:00	ES	Futures	2103.37	2108.11	2100.21	2102.58	52997.0
2015-01-30 09:00:00	ES	Futures	2102.58	2106.53	2101.27	2106.27	30352.0
2015-01-30 09:30:00	ES	Futures	2106.0	2118.37	2104.43	2112.58	257645.0
2015-01-30 10:00:00	ES	Futures	2112.58	2115.21	2105.48	2106.79	137996.0
2015-01-30 10:30:00	ES	Futures	2106.53	2109.43	2100.74	2106.53	149996.0
2015-01-30 11:00:00	ES	Futures	2106.27	2108.9	2098.11	2104.16	137275.0
2015-01-30 11:30:00	ES	Futures	2104.16	2107.06	2098.9	2106.53	112250.0
2015-01-30 12:00:00	ES	Futures	2106.53	2115.74	2106.27	2113.64	115038.0
2015-01-30 12:30:00	ES	Futures	2113.64	2114.16	2105.48	2106.79	72000.0
2015-01-30 13:00:00	ES	Futures	2106.79	2109.95	2103.11	2107.58	63937.0
2015-01-30 13:30:00	ES	Futures	2107.58	2115.48	2106.53	2115.21	90770.0
2015-01-30 14:00:00	ES	Futures	2115.21	2122.32	2112.06	2122.06	122162.0
2015-01-30 14:30:00	ES	Futures	2122.06	2123.37	2105.74	2107.85	143288.0
2015-01-30 15:00:00	ES	Futures	2107.58	2110.48	2096.79	2103.64	178192.0
2015-01-30 15:30:00	ES	Futures	2103.64	2104.43	2090.74	2094.43	347240.0
2015-01-30 16:00:00	ES	Futures	2094.16	2096.53	2091.79	2096.0	152805.0
2015-01-30 16:30:00	ES	Futures	2095.48	2095.74	2092.85	2093.9	11743.0
2015-01-30 17:00:00	ES	Futures	2093.64	2094.69	2093.37	2094.43	1928.0
2015-01-30 00:00:00	NQ	Futures	4922.8	4924.86	4919.57	4923.1	291.0
2015-01-30 00:30:00	NQ	Futures	4922.22	4927.21	4920.46	4923.1	389.0
2015-01-30 01:00:00	NQ	Futures	4921.92	4924.27	4921.04	4924.27	155.0
2015-01-30 01:30:00	NQ	Futures	4923.69	4927.21	4923.1	4926.62	78.0
2015-01-30 02:00:00	NQ	Futures	4925.74	4927.21	4922.22	4926.04	394.0
2015-01-30 02:30:00	NQ	Futures	4926.33	4928.97	4922.8	4922.8	340.0
2015-01-30 03:00:00	NQ	Futures	4922.8	4923.1	4911.64	4911.94	1833.0
2015-01-30 03:30:00	NQ	Futures	4911.94	4916.64	4906.06	4908.71	1811.0
2015-01-30 04:00:00	NQ	Futures	4909.0	4913.11	4894.32	4902.25	2288.0
2015-01-30 04:30:00	NQ	Futures	4901.95	4909.59	4897.25	4899.02	1319.0
2015-01-30 05:00:00	NQ	Futures	4899.31	4905.18	4897.25	4901.07	1019.0
2015-01-30 05:30:00	NQ	Futures	4900.78	4901.37	4893.14	4901.37	1186.0
2015-01-30 06:00:00	NQ	Futures	4900.48	4911.94	4899.31	4909.59	2015.0
2015-01-30 06:30:00	NQ	Futures	4909.59	4911.35	4903.42	4906.36	1561.0
2015-01-30 07:00:00	NQ	Futures	4906.65	4906.65	4897.84	4901.37	1972.0

> showing 50 of 2,463 rows — these rows as CSV

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