PREVIEW / futures_30min / 2015-02-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-04.parquet
  size:    86 KB
  rows:    2,995

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
2015-02-04 00:00:00	ES	Futures	2147.85	2148.63	2147.85	2148.63	620.0
2015-02-04 00:30:00	ES	Futures	2148.9	2150.48	2148.63	2149.16	1556.0
2015-02-04 01:00:00	ES	Futures	2149.16	2149.16	2147.32	2147.85	1299.0
2015-02-04 01:30:00	ES	Futures	2147.85	2148.37	2147.32	2148.11	968.0
2015-02-04 02:00:00	ES	Futures	2148.37	2148.37	2146.53	2147.06	3140.0
2015-02-04 02:30:00	ES	Futures	2146.79	2147.85	2145.74	2147.58	3663.0
2015-02-04 03:00:00	ES	Futures	2147.58	2149.16	2144.69	2146.53	13253.0
2015-02-04 03:30:00	ES	Futures	2146.53	2148.37	2146.53	2147.06	7606.0
2015-02-04 04:00:00	ES	Futures	2147.06	2149.16	2145.21	2145.48	5955.0
2015-02-04 04:30:00	ES	Futures	2145.48	2147.06	2142.32	2142.58	12472.0
2015-02-04 05:00:00	ES	Futures	2142.85	2150.48	2140.21	2145.21	23465.0
2015-02-04 05:30:00	ES	Futures	2145.21	2149.16	2142.06	2144.95	18098.0
2015-02-04 06:00:00	ES	Futures	2144.95	2147.06	2143.9	2144.69	5056.0
2015-02-04 06:30:00	ES	Futures	2144.69	2146.53	2144.69	2146.53	2867.0
2015-02-04 07:00:00	ES	Futures	2146.53	2147.85	2141.0	2141.79	7915.0
2015-02-04 07:30:00	ES	Futures	2141.53	2145.48	2141.53	2143.9	9468.0
2015-02-04 08:00:00	ES	Futures	2143.9	2146.53	2143.11	2144.16	14606.0
2015-02-04 08:30:00	ES	Futures	2144.16	2145.48	2141.79	2142.32	14945.0
2015-02-04 09:00:00	ES	Futures	2142.32	2143.11	2138.64	2141.79	26663.0
2015-02-04 09:30:00	ES	Futures	2141.53	2146.53	2140.48	2145.48	159924.0
2015-02-04 10:00:00	ES	Futures	2145.48	2150.21	2143.11	2144.16	136039.0
2015-02-04 10:30:00	ES	Futures	2143.9	2148.9	2140.21	2146.53	124876.0
2015-02-04 11:00:00	ES	Futures	2146.53	2151.53	2144.16	2151.0	107751.0
2015-02-04 11:30:00	ES	Futures	2151.0	2153.9	2149.95	2151.53	85591.0
2015-02-04 12:00:00	ES	Futures	2151.53	2152.32	2146.79	2146.79	54109.0
2015-02-04 12:30:00	ES	Futures	2146.79	2148.11	2143.11	2146.0	67698.0
2015-02-04 13:00:00	ES	Futures	2146.27	2148.9	2144.95	2148.63	54418.0
2015-02-04 13:30:00	ES	Futures	2148.63	2149.95	2144.95	2146.79	51643.0
2015-02-04 14:00:00	ES	Futures	2146.79	2150.21	2142.85	2146.53	85617.0
2015-02-04 14:30:00	ES	Futures	2146.79	2150.21	2144.69	2148.63	61063.0
2015-02-04 15:00:00	ES	Futures	2148.63	2155.48	2146.0	2155.48	63908.0
2015-02-04 15:30:00	ES	Futures	2155.48	2157.06	2137.06	2143.11	323443.0
2015-02-04 16:00:00	ES	Futures	2143.11	2143.9	2136.0	2137.32	92912.0
2015-02-04 16:30:00	ES	Futures	2134.16	2134.95	2129.16	2131.53	27268.0
2015-02-04 17:00:00	ES	Futures	2131.53	2132.32	2130.21	2130.48	4148.0
2015-02-04 18:00:00	ES	Futures	2131.53	2133.11	2128.37	2128.64	6350.0
2015-02-04 18:30:00	ES	Futures	2128.37	2131.0	2128.11	2128.37	3743.0
2015-02-04 19:00:00	ES	Futures	2128.64	2131.79	2128.37	2131.27	3338.0
2015-02-04 19:30:00	ES	Futures	2131.27	2133.11	2131.0	2132.06	3277.0
2015-02-04 20:00:00	ES	Futures	2132.06	2132.58	2131.0	2132.32	3152.0
2015-02-04 20:30:00	ES	Futures	2132.58	2133.11	2131.0	2131.53	2448.0
2015-02-04 21:00:00	ES	Futures	2131.27	2131.79	2127.06	2128.64	4164.0
2015-02-04 21:30:00	ES	Futures	2128.64	2131.79	2128.37	2131.27	2789.0
2015-02-04 22:00:00	ES	Futures	2131.27	2133.64	2130.74	2133.11	1885.0
2015-02-04 22:30:00	ES	Futures	2133.11	2134.16	2131.27	2133.64	1975.0
2015-02-04 23:00:00	ES	Futures	2133.37	2133.64	2130.48	2133.11	1161.0
2015-02-04 23:30:00	ES	Futures	2133.11	2133.37	2132.06	2132.32	782.0
2015-02-04 00:00:00	NQ	Futures	4946.01	4947.18	4945.71	4946.89	132.0
2015-02-04 00:30:00	NQ	Futures	4946.89	4950.71	4946.89	4948.06	465.0
2015-02-04 01:00:00	NQ	Futures	4948.06	4948.36	4943.95	4945.13	170.0

> showing 50 of 2,995 rows — these rows as CSV

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