PREVIEW / futures_30min / 2015-02-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-10.parquet
  size:    79 KB
  rows:    2,918

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
2015-02-10 00:00:00	ES	Futures	2151.27	2152.85	2151.0	2152.58	918.0
2015-02-10 00:30:00	ES	Futures	2152.58	2154.42	2152.32	2152.58	1562.0
2015-02-10 01:00:00	ES	Futures	2152.58	2152.58	2151.79	2151.79	702.0
2015-02-10 01:30:00	ES	Futures	2152.06	2152.32	2151.79	2152.32	584.0
2015-02-10 02:00:00	ES	Futures	2152.32	2155.48	2152.32	2154.69	3474.0
2015-02-10 02:30:00	ES	Futures	2154.69	2154.69	2151.79	2152.06	2960.0
2015-02-10 03:00:00	ES	Futures	2152.06	2154.95	2151.0	2151.53	12305.0
2015-02-10 03:30:00	ES	Futures	2151.79	2152.58	2148.37	2150.48	12010.0
2015-02-10 04:00:00	ES	Futures	2150.48	2151.53	2147.85	2148.11	7752.0
2015-02-10 04:30:00	ES	Futures	2148.11	2151.53	2147.85	2151.0	5125.0
2015-02-10 05:00:00	ES	Futures	2150.74	2154.16	2150.74	2153.11	7957.0
2015-02-10 05:30:00	ES	Futures	2153.11	2154.16	2150.74	2151.0	5305.0
2015-02-10 06:00:00	ES	Futures	2151.0	2154.69	2151.0	2153.63	5989.0
2015-02-10 06:30:00	ES	Futures	2153.63	2154.42	2152.58	2153.63	4867.0
2015-02-10 07:00:00	ES	Futures	2153.9	2167.32	2153.9	2162.85	42088.0
2015-02-10 07:30:00	ES	Futures	2162.85	2164.16	2158.37	2159.69	26830.0
2015-02-10 08:00:00	ES	Futures	2159.69	2165.74	2159.16	2165.48	25058.0
2015-02-10 08:30:00	ES	Futures	2165.48	2166.0	2161.79	2163.11	19141.0
2015-02-10 09:00:00	ES	Futures	2163.11	2164.42	2161.79	2161.79	22138.0
2015-02-10 09:30:00	ES	Futures	2162.06	2162.58	2154.95	2156.27	163617.0
2015-02-10 10:00:00	ES	Futures	2156.0	2160.21	2154.16	2155.48	111058.0
2015-02-10 10:30:00	ES	Futures	2155.74	2157.32	2150.74	2155.21	115387.0
2015-02-10 11:00:00	ES	Futures	2155.21	2159.69	2153.63	2159.16	103112.0
2015-02-10 11:30:00	ES	Futures	2159.16	2161.27	2158.37	2160.48	69224.0
2015-02-10 12:00:00	ES	Futures	2160.74	2165.74	2158.37	2163.9	81376.0
2015-02-10 12:30:00	ES	Futures	2163.9	2164.69	2161.79	2163.9	50173.0
2015-02-10 13:00:00	ES	Futures	2163.9	2165.48	2160.74	2162.06	44237.0
2015-02-10 13:30:00	ES	Futures	2162.06	2164.95	2161.53	2161.53	38481.0
2015-02-10 14:00:00	ES	Futures	2161.79	2166.79	2161.53	2166.0	47104.0
2015-02-10 14:30:00	ES	Futures	2166.27	2172.84	2165.48	2172.84	80667.0
2015-02-10 15:00:00	ES	Futures	2172.84	2173.9	2170.48	2173.9	58599.0
2015-02-10 15:30:00	ES	Futures	2173.9	2175.21	2170.74	2171.79	131653.0
2015-02-10 16:00:00	ES	Futures	2171.79	2172.06	2169.95	2170.74	49985.0
2015-02-10 16:30:00	ES	Futures	2171.0	2172.06	2171.0	2171.53	5681.0
2015-02-10 17:00:00	ES	Futures	2171.27	2171.79	2170.74	2171.0	1659.0
2015-02-10 18:00:00	ES	Futures	2171.27	2172.58	2170.74	2171.27	3174.0
2015-02-10 18:30:00	ES	Futures	2171.27	2171.53	2170.48	2171.0	1110.0
2015-02-10 19:00:00	ES	Futures	2171.27	2171.53	2170.21	2171.27	967.0
2015-02-10 19:30:00	ES	Futures	2171.53	2171.79	2170.74	2171.27	897.0
2015-02-10 20:00:00	ES	Futures	2171.53	2171.53	2170.74	2171.0	681.0
2015-02-10 20:30:00	ES	Futures	2171.0	2171.27	2169.95	2170.74	1091.0
2015-02-10 21:00:00	ES	Futures	2170.48	2171.0	2169.16	2169.69	1217.0
2015-02-10 21:30:00	ES	Futures	2169.95	2169.95	2168.9	2169.16	876.0
2015-02-10 22:00:00	ES	Futures	2169.42	2169.42	2168.63	2169.16	779.0
2015-02-10 22:30:00	ES	Futures	2169.16	2169.42	2168.9	2168.9	814.0
2015-02-10 23:00:00	ES	Futures	2168.9	2169.42	2168.9	2169.42	809.0
2015-02-10 23:30:00	ES	Futures	2169.42	2169.42	2168.63	2168.9	900.0
2015-02-10 00:00:00	NQ	Futures	4954.52	4958.05	4952.47	4957.75	194.0
2015-02-10 00:30:00	NQ	Futures	4957.75	4961.28	4957.17	4957.46	240.0
2015-02-10 01:00:00	NQ	Futures	4957.17	4957.17	4955.7	4956.58	160.0

> showing 50 of 2,918 rows — these rows as CSV

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