PREVIEW / futures_30min / 2015-02-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-12.parquet
  size:    84 KB
  rows:    2,957

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
2015-02-12 00:00:00	ES	Futures	2172.06	2172.06	2169.95	2170.74	2882.0
2015-02-12 00:30:00	ES	Futures	2170.74	2173.63	2170.74	2173.63	2016.0
2015-02-12 01:00:00	ES	Futures	2173.9	2174.42	2170.74	2171.0	2170.0
2015-02-12 01:30:00	ES	Futures	2171.0	2174.16	2171.0	2174.16	1077.0
2015-02-12 02:00:00	ES	Futures	2174.16	2175.48	2171.53	2172.06	4806.0
2015-02-12 02:30:00	ES	Futures	2172.06	2172.58	2170.74	2172.32	2996.0
2015-02-12 03:00:00	ES	Futures	2172.32	2176.0	2170.48	2171.27	13723.0
2015-02-12 03:30:00	ES	Futures	2171.27	2176.79	2170.21	2174.69	16010.0
2015-02-12 04:00:00	ES	Futures	2174.69	2182.06	2174.16	2181.0	23426.0
2015-02-12 04:30:00	ES	Futures	2181.27	2182.58	2179.95	2181.79	7332.0
2015-02-12 05:00:00	ES	Futures	2182.06	2183.9	2180.74	2182.32	7312.0
2015-02-12 05:30:00	ES	Futures	2182.32	2187.06	2182.32	2185.74	12807.0
2015-02-12 06:00:00	ES	Futures	2185.74	2186.79	2184.42	2185.21	5830.0
2015-02-12 06:30:00	ES	Futures	2184.95	2186.0	2182.32	2184.95	6640.0
2015-02-12 07:00:00	ES	Futures	2184.95	2186.0	2183.63	2184.16	5903.0
2015-02-12 07:30:00	ES	Futures	2184.42	2185.74	2184.42	2185.21	3934.0
2015-02-12 08:00:00	ES	Futures	2184.95	2187.06	2184.42	2185.74	11803.0
2015-02-12 08:30:00	ES	Futures	2185.74	2185.74	2179.69	2182.06	36423.0
2015-02-12 09:00:00	ES	Futures	2182.32	2184.42	2180.48	2182.84	28234.0
2015-02-12 09:30:00	ES	Futures	2182.84	2187.84	2180.74	2186.27	188576.0
2015-02-12 10:00:00	ES	Futures	2186.53	2189.42	2184.42	2184.69	106336.0
2015-02-12 10:30:00	ES	Futures	2184.69	2187.84	2183.63	2185.74	108982.0
2015-02-12 11:00:00	ES	Futures	2185.74	2187.58	2182.58	2183.9	108254.0
2015-02-12 11:30:00	ES	Futures	2183.9	2188.11	2183.11	2187.06	92260.0
2015-02-12 12:00:00	ES	Futures	2187.06	2189.16	2186.53	2189.16	43002.0
2015-02-12 12:30:00	ES	Futures	2189.16	2190.74	2187.32	2188.63	62456.0
2015-02-12 13:00:00	ES	Futures	2188.63	2191.27	2188.63	2189.95	55862.0
2015-02-12 13:30:00	ES	Futures	2190.21	2192.05	2189.69	2191.79	47750.0
2015-02-12 14:00:00	ES	Futures	2191.79	2192.32	2189.42	2190.74	43686.0
2015-02-12 14:30:00	ES	Futures	2190.74	2193.63	2190.21	2193.11	50047.0
2015-02-12 15:00:00	ES	Futures	2193.37	2194.95	2192.58	2193.63	62925.0
2015-02-12 15:30:00	ES	Futures	2193.63	2195.21	2191.27	2193.63	120394.0
2015-02-12 16:00:00	ES	Futures	2193.63	2194.16	2191.79	2194.16	65927.0
2015-02-12 16:30:00	ES	Futures	2193.11	2193.37	2192.05	2192.58	6136.0
2015-02-12 17:00:00	ES	Futures	2192.58	2192.58	2192.05	2192.32	2073.0
2015-02-12 18:00:00	ES	Futures	2192.58	2192.58	2191.27	2191.79	4343.0
2015-02-12 18:30:00	ES	Futures	2192.05	2192.58	2191.79	2192.05	1436.0
2015-02-12 19:00:00	ES	Futures	2192.32	2192.58	2191.53	2191.79	2463.0
2015-02-12 19:30:00	ES	Futures	2192.05	2192.32	2191.53	2192.32	1286.0
2015-02-12 20:00:00	ES	Futures	2192.05	2192.32	2191.0	2191.27	2389.0
2015-02-12 20:30:00	ES	Futures	2191.27	2191.79	2191.0	2191.27	1310.0
2015-02-12 21:00:00	ES	Futures	2191.27	2192.05	2191.27	2191.79	1543.0
2015-02-12 21:30:00	ES	Futures	2191.79	2192.05	2191.53	2191.53	808.0
2015-02-12 22:00:00	ES	Futures	2191.53	2192.84	2191.53	2192.58	1143.0
2015-02-12 22:30:00	ES	Futures	2192.58	2193.9	2192.32	2192.58	2196.0
2015-02-12 23:00:00	ES	Futures	2192.32	2193.37	2192.05	2193.11	1381.0
2015-02-12 23:30:00	ES	Futures	2193.37	2194.16	2193.11	2193.9	1249.0
2015-02-12 00:00:00	NQ	Futures	5048.8	5048.8	5044.39	5046.15	412.0
2015-02-12 00:30:00	NQ	Futures	5045.86	5053.2	5045.86	5052.62	362.0
2015-02-12 01:00:00	NQ	Futures	5052.62	5053.79	5047.04	5047.04	289.0

> showing 50 of 2,957 rows — these rows as CSV

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