PREVIEW / futures_30min / 2015-02-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-06.parquet
  size:    71 KB
  rows:    2,421

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
2015-02-06 00:00:00	ES	Futures	2161.79	2162.32	2161.53	2162.06	656.0
2015-02-06 00:30:00	ES	Futures	2162.06	2163.11	2162.06	2162.85	715.0
2015-02-06 01:00:00	ES	Futures	2162.58	2163.11	2162.32	2162.58	699.0
2015-02-06 01:30:00	ES	Futures	2162.85	2163.37	2162.06	2162.06	908.0
2015-02-06 02:00:00	ES	Futures	2162.32	2163.37	2161.53	2163.11	1697.0
2015-02-06 02:30:00	ES	Futures	2162.85	2165.74	2162.32	2164.95	3722.0
2015-02-06 03:00:00	ES	Futures	2164.95	2167.06	2163.11	2164.95	13121.0
2015-02-06 03:30:00	ES	Futures	2164.69	2166.0	2164.42	2164.95	3444.0
2015-02-06 04:00:00	ES	Futures	2164.95	2166.0	2164.42	2165.21	3079.0
2015-02-06 04:30:00	ES	Futures	2165.21	2165.48	2163.11	2163.63	3768.0
2015-02-06 05:00:00	ES	Futures	2163.63	2164.69	2163.37	2164.16	2979.0
2015-02-06 05:30:00	ES	Futures	2164.16	2164.69	2163.11	2163.11	2488.0
2015-02-06 06:00:00	ES	Futures	2163.37	2164.95	2163.37	2163.9	3054.0
2015-02-06 06:30:00	ES	Futures	2164.16	2165.21	2163.63	2164.69	3115.0
2015-02-06 07:00:00	ES	Futures	2164.95	2167.06	2164.42	2166.53	5337.0
2015-02-06 07:30:00	ES	Futures	2166.79	2166.79	2163.9	2163.9	6383.0
2015-02-06 08:00:00	ES	Futures	2163.63	2166.79	2162.85	2163.11	12909.0
2015-02-06 08:30:00	ES	Futures	2163.11	2174.16	2162.85	2169.69	103666.0
2015-02-06 09:00:00	ES	Futures	2169.69	2171.27	2168.37	2169.42	34242.0
2015-02-06 09:30:00	ES	Futures	2169.42	2171.79	2164.16	2168.9	201500.0
2015-02-06 10:00:00	ES	Futures	2168.9	2173.9	2168.63	2171.53	114377.0
2015-02-06 10:30:00	ES	Futures	2171.79	2176.79	2171.53	2174.16	99633.0
2015-02-06 11:00:00	ES	Futures	2174.16	2175.21	2172.58	2174.16	94144.0
2015-02-06 11:30:00	ES	Futures	2173.9	2176.27	2171.53	2174.42	79223.0
2015-02-06 12:00:00	ES	Futures	2174.69	2175.74	2173.9	2174.69	39740.0
2015-02-06 12:30:00	ES	Futures	2174.69	2175.74	2167.32	2172.32	106771.0
2015-02-06 13:00:00	ES	Futures	2172.32	2173.11	2160.48	2163.9	127452.0
2015-02-06 13:30:00	ES	Futures	2163.9	2167.58	2160.74	2166.27	94734.0
2015-02-06 14:00:00	ES	Futures	2166.0	2167.84	2163.11	2166.79	69215.0
2015-02-06 14:30:00	ES	Futures	2166.79	2169.95	2161.27	2161.79	78901.0
2015-02-06 15:00:00	ES	Futures	2161.79	2161.79	2152.85	2153.37	154703.0
2015-02-06 15:30:00	ES	Futures	2153.37	2159.16	2152.06	2158.37	147747.0
2015-02-06 16:00:00	ES	Futures	2158.11	2162.06	2157.06	2161.79	77530.0
2015-02-06 16:30:00	ES	Futures	2161.27	2163.63	2160.74	2163.11	6856.0
2015-02-06 17:00:00	ES	Futures	2162.85	2164.42	2161.53	2164.16	3045.0
2015-02-06 00:00:00	NQ	Futures	4989.18	4990.35	4988.59	4989.47	192.0
2015-02-06 00:30:00	NQ	Futures	4989.47	4992.7	4989.47	4992.12	319.0
2015-02-06 01:00:00	NQ	Futures	4992.12	4992.7	4991.23	4991.23	97.0
2015-02-06 01:30:00	NQ	Futures	4991.23	4992.7	4990.35	4990.35	159.0
2015-02-06 02:00:00	NQ	Futures	4990.35	4994.17	4988.88	4993.0	258.0
2015-02-06 02:30:00	NQ	Futures	4992.7	4998.28	4990.35	4996.81	762.0
2015-02-06 03:00:00	NQ	Futures	4996.52	4999.46	4991.23	4995.35	2603.0
2015-02-06 03:30:00	NQ	Futures	4995.05	4997.99	4994.46	4995.35	694.0
2015-02-06 04:00:00	NQ	Futures	4995.64	4997.11	4993.0	4995.05	626.0
2015-02-06 04:30:00	NQ	Futures	4994.76	4995.05	4990.06	4991.23	536.0
2015-02-06 05:00:00	NQ	Futures	4991.53	4994.17	4991.23	4993.0	712.0
2015-02-06 05:30:00	NQ	Futures	4992.7	4993.88	4990.94	4991.23	654.0
2015-02-06 06:00:00	NQ	Futures	4991.23	4995.05	4991.23	4993.0	361.0
2015-02-06 06:30:00	NQ	Futures	4992.7	4995.05	4991.23	4993.58	571.0
2015-02-06 07:00:00	NQ	Futures	4993.58	4997.4	4992.7	4996.23	1029.0

> showing 50 of 2,421 rows — these rows as CSV

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