PREVIEW / futures_30min / 2015-02-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-02.parquet
  size:    82 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
2015-02-02 00:00:00	ES	Futures	2096.0	2096.79	2095.48	2095.74	775.0
2015-02-02 00:30:00	ES	Futures	2095.74	2097.32	2095.48	2095.74	875.0
2015-02-02 01:00:00	ES	Futures	2096.0	2096.79	2095.48	2096.53	666.0
2015-02-02 01:30:00	ES	Futures	2096.53	2096.79	2095.22	2096.79	815.0
2015-02-02 02:00:00	ES	Futures	2096.53	2100.74	2096.53	2099.43	5393.0
2015-02-02 02:30:00	ES	Futures	2099.43	2100.48	2096.53	2099.16	4844.0
2015-02-02 03:00:00	ES	Futures	2099.43	2101.0	2095.22	2098.37	12869.0
2015-02-02 03:30:00	ES	Futures	2098.37	2101.0	2096.0	2096.53	10330.0
2015-02-02 04:00:00	ES	Futures	2096.53	2097.85	2092.85	2096.0	11197.0
2015-02-02 04:30:00	ES	Futures	2095.74	2098.37	2093.64	2096.53	5961.0
2015-02-02 05:00:00	ES	Futures	2096.79	2096.79	2091.79	2094.16	9432.0
2015-02-02 05:30:00	ES	Futures	2094.16	2096.79	2091.79	2095.48	5818.0
2015-02-02 06:00:00	ES	Futures	2095.48	2103.11	2095.22	2102.32	13441.0
2015-02-02 06:30:00	ES	Futures	2102.32	2102.85	2099.69	2099.95	5403.0
2015-02-02 07:00:00	ES	Futures	2099.95	2101.27	2098.9	2100.21	6740.0
2015-02-02 07:30:00	ES	Futures	2100.48	2100.48	2097.06	2097.58	10159.0
2015-02-02 08:00:00	ES	Futures	2097.58	2098.37	2096.0	2097.58	11107.0
2015-02-02 08:30:00	ES	Futures	2097.32	2099.16	2094.16	2095.48	17331.0
2015-02-02 09:00:00	ES	Futures	2095.48	2102.06	2095.22	2100.74	29432.0
2015-02-02 09:30:00	ES	Futures	2100.74	2103.11	2088.9	2089.16	236128.0
2015-02-02 10:00:00	ES	Futures	2089.16	2089.43	2077.58	2083.64	257561.0
2015-02-02 10:30:00	ES	Futures	2083.64	2092.58	2080.48	2089.95	122073.0
2015-02-02 11:00:00	ES	Futures	2089.95	2102.58	2089.69	2102.58	143174.0
2015-02-02 11:30:00	ES	Futures	2102.58	2109.43	2101.0	2104.16	143012.0
2015-02-02 12:00:00	ES	Futures	2104.43	2105.48	2097.06	2099.43	96168.0
2015-02-02 12:30:00	ES	Futures	2099.69	2102.06	2093.11	2093.64	77121.0
2015-02-02 13:00:00	ES	Futures	2093.9	2099.69	2090.74	2098.11	84102.0
2015-02-02 13:30:00	ES	Futures	2098.11	2100.48	2087.85	2088.9	77676.0
2015-02-02 14:00:00	ES	Futures	2088.64	2100.48	2088.11	2100.48	69283.0
2015-02-02 14:30:00	ES	Futures	2100.21	2101.53	2093.9	2096.0	86004.0
2015-02-02 15:00:00	ES	Futures	2095.74	2106.79	2094.95	2105.74	85308.0
2015-02-02 15:30:00	ES	Futures	2105.74	2121.53	2104.43	2119.69	245678.0
2015-02-02 16:00:00	ES	Futures	2119.69	2124.69	2118.64	2122.85	88033.0
2015-02-02 16:30:00	ES	Futures	2122.32	2122.58	2120.48	2121.53	9012.0
2015-02-02 17:00:00	ES	Futures	2121.27	2122.06	2121.0	2121.27	1795.0
2015-02-02 18:00:00	ES	Futures	2121.0	2122.58	2120.48	2122.32	2436.0
2015-02-02 18:30:00	ES	Futures	2122.58	2122.58	2120.48	2120.74	1690.0
2015-02-02 19:00:00	ES	Futures	2120.74	2120.74	2119.43	2119.43	3525.0
2015-02-02 19:30:00	ES	Futures	2119.69	2119.69	2116.79	2117.58	5416.0
2015-02-02 20:00:00	ES	Futures	2117.58	2118.64	2117.32	2118.37	1820.0
2015-02-02 20:30:00	ES	Futures	2118.37	2119.95	2118.11	2118.37	1950.0
2015-02-02 21:00:00	ES	Futures	2118.11	2118.9	2117.58	2118.11	927.0
2015-02-02 21:30:00	ES	Futures	2118.11	2118.9	2117.85	2118.11	621.0
2015-02-02 22:00:00	ES	Futures	2117.85	2120.21	2117.32	2119.69	1927.0
2015-02-02 22:30:00	ES	Futures	2119.95	2121.0	2117.32	2118.37	5551.0
2015-02-02 23:00:00	ES	Futures	2118.11	2118.37	2114.69	2115.21	4915.0
2015-02-02 23:30:00	ES	Futures	2115.48	2116.27	2114.16	2114.43	2330.0
2015-02-02 00:00:00	NQ	Futures	4868.77	4870.53	4867.3	4868.18	135.0
2015-02-02 00:30:00	NQ	Futures	4868.47	4871.7	4867.59	4869.06	176.0
2015-02-02 01:00:00	NQ	Futures	4869.35	4870.53	4867.89	4869.94	70.0

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

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