PREVIEW / futures_30min / 2015-02-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-05.parquet
  size:    85 KB
  rows:    2,977

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
2015-02-05 00:00:00	ES	Futures	2132.32	2134.42	2132.06	2133.64	1164.0
2015-02-05 00:30:00	ES	Futures	2133.9	2134.16	2131.0	2132.06	1541.0
2015-02-05 01:00:00	ES	Futures	2132.06	2133.37	2130.48	2131.53	1112.0
2015-02-05 01:30:00	ES	Futures	2131.53	2131.53	2129.16	2129.69	1211.0
2015-02-05 02:00:00	ES	Futures	2129.95	2134.95	2129.95	2134.16	6929.0
2015-02-05 02:30:00	ES	Futures	2134.16	2142.06	2132.85	2139.95	12053.0
2015-02-05 03:00:00	ES	Futures	2139.95	2143.9	2134.69	2143.64	23053.0
2015-02-05 03:30:00	ES	Futures	2143.64	2144.95	2139.42	2140.21	12855.0
2015-02-05 04:00:00	ES	Futures	2140.21	2144.42	2139.95	2142.58	8927.0
2015-02-05 04:30:00	ES	Futures	2142.58	2149.42	2142.58	2148.11	12814.0
2015-02-05 05:00:00	ES	Futures	2148.11	2150.74	2147.06	2148.63	11755.0
2015-02-05 05:30:00	ES	Futures	2148.37	2149.16	2146.27	2147.58	8957.0
2015-02-05 06:00:00	ES	Futures	2147.58	2148.9	2146.0	2147.32	8024.0
2015-02-05 06:30:00	ES	Futures	2147.06	2148.37	2144.69	2148.11	5952.0
2015-02-05 07:00:00	ES	Futures	2148.37	2153.63	2148.37	2151.0	20574.0
2015-02-05 07:30:00	ES	Futures	2150.74	2153.9	2149.95	2150.21	13776.0
2015-02-05 08:00:00	ES	Futures	2150.48	2153.37	2149.42	2151.79	15107.0
2015-02-05 08:30:00	ES	Futures	2152.06	2155.48	2150.21	2151.79	27952.0
2015-02-05 09:00:00	ES	Futures	2152.06	2152.85	2149.69	2151.79	20536.0
2015-02-05 09:30:00	ES	Futures	2151.79	2160.21	2150.48	2156.53	196879.0
2015-02-05 10:00:00	ES	Futures	2156.53	2160.74	2155.74	2159.16	114311.0
2015-02-05 10:30:00	ES	Futures	2159.16	2163.11	2157.58	2161.27	108380.0
2015-02-05 11:00:00	ES	Futures	2161.27	2162.32	2158.11	2160.21	81799.0
2015-02-05 11:30:00	ES	Futures	2160.48	2162.85	2159.42	2161.27	74140.0
2015-02-05 12:00:00	ES	Futures	2161.27	2161.79	2157.85	2158.37	44659.0
2015-02-05 12:30:00	ES	Futures	2158.63	2160.74	2156.27	2157.85	37987.0
2015-02-05 13:00:00	ES	Futures	2157.85	2161.53	2157.32	2161.0	53917.0
2015-02-05 13:30:00	ES	Futures	2161.0	2163.11	2160.21	2161.53	39456.0
2015-02-05 14:00:00	ES	Futures	2161.53	2163.9	2159.16	2161.27	67305.0
2015-02-05 14:30:00	ES	Futures	2161.27	2162.58	2158.9	2161.53	39659.0
2015-02-05 15:00:00	ES	Futures	2161.53	2165.21	2159.95	2165.21	51094.0
2015-02-05 15:30:00	ES	Futures	2165.21	2167.06	2163.11	2165.74	117148.0
2015-02-05 16:00:00	ES	Futures	2165.74	2166.0	2162.32	2163.37	55016.0
2015-02-05 16:30:00	ES	Futures	2163.37	2164.95	2163.11	2164.95	7545.0
2015-02-05 17:00:00	ES	Futures	2164.69	2165.21	2163.9	2164.16	1678.0
2015-02-05 18:00:00	ES	Futures	2164.42	2165.21	2163.9	2164.42	2012.0
2015-02-05 18:30:00	ES	Futures	2164.42	2164.42	2162.85	2162.85	1071.0
2015-02-05 19:00:00	ES	Futures	2162.85	2163.11	2161.79	2162.58	2124.0
2015-02-05 19:30:00	ES	Futures	2162.58	2163.37	2162.32	2162.85	1142.0
2015-02-05 20:00:00	ES	Futures	2162.58	2162.85	2162.06	2162.58	1009.0
2015-02-05 20:30:00	ES	Futures	2162.58	2163.11	2161.79	2162.58	1573.0
2015-02-05 21:00:00	ES	Futures	2162.58	2162.85	2161.79	2162.06	1005.0
2015-02-05 21:30:00	ES	Futures	2162.32	2163.37	2162.06	2163.11	1153.0
2015-02-05 22:00:00	ES	Futures	2163.37	2163.37	2161.27	2162.06	804.0
2015-02-05 22:30:00	ES	Futures	2161.79	2162.06	2160.74	2161.27	996.0
2015-02-05 23:00:00	ES	Futures	2161.27	2162.06	2161.0	2161.53	628.0
2015-02-05 23:30:00	ES	Futures	2161.27	2162.06	2161.27	2161.79	690.0
2015-02-05 00:00:00	NQ	Futures	4926.92	4931.03	4926.92	4929.27	148.0
2015-02-05 00:30:00	NQ	Futures	4929.85	4930.73	4922.8	4924.27	243.0
2015-02-05 01:00:00	NQ	Futures	4924.86	4928.09	4922.22	4923.98	99.0

> showing 50 of 2,977 rows — these rows as CSV

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