PREVIEW / futures_30min / 2015-02-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-13.parquet
  size:    67 KB
  rows:    2,374

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
2015-02-13 00:00:00	ES	Futures	2193.9	2194.69	2193.63	2194.42	1623.0
2015-02-13 00:30:00	ES	Futures	2194.42	2194.69	2194.16	2194.16	748.0
2015-02-13 01:00:00	ES	Futures	2194.42	2196.27	2194.16	2195.48	3016.0
2015-02-13 01:30:00	ES	Futures	2195.21	2196.0	2194.42	2194.69	1132.0
2015-02-13 02:00:00	ES	Futures	2194.69	2194.69	2192.84	2194.16	2823.0
2015-02-13 02:30:00	ES	Futures	2194.16	2195.48	2193.11	2194.69	2434.0
2015-02-13 03:00:00	ES	Futures	2194.95	2196.53	2193.63	2195.21	8479.0
2015-02-13 03:30:00	ES	Futures	2195.48	2198.11	2195.21	2196.53	8467.0
2015-02-13 04:00:00	ES	Futures	2196.27	2199.69	2196.27	2197.32	7954.0
2015-02-13 04:30:00	ES	Futures	2197.32	2198.63	2196.79	2198.11	4012.0
2015-02-13 05:00:00	ES	Futures	2197.84	2198.63	2197.05	2197.32	3036.0
2015-02-13 05:30:00	ES	Futures	2197.32	2198.63	2197.05	2197.84	2724.0
2015-02-13 06:00:00	ES	Futures	2197.84	2198.37	2196.27	2196.53	2950.0
2015-02-13 06:30:00	ES	Futures	2196.53	2197.58	2196.53	2197.05	1735.0
2015-02-13 07:00:00	ES	Futures	2197.05	2197.32	2195.74	2197.05	4346.0
2015-02-13 07:30:00	ES	Futures	2197.05	2198.11	2196.53	2197.05	4278.0
2015-02-13 08:00:00	ES	Futures	2196.79	2198.37	2196.53	2197.58	6995.0
2015-02-13 08:30:00	ES	Futures	2197.58	2198.9	2197.32	2198.11	11425.0
2015-02-13 09:00:00	ES	Futures	2198.11	2198.37	2193.9	2195.48	33271.0
2015-02-13 09:30:00	ES	Futures	2195.74	2199.95	2194.42	2199.16	150666.0
2015-02-13 10:00:00	ES	Futures	2199.69	2200.74	2195.74	2199.69	149966.0
2015-02-13 10:30:00	ES	Futures	2199.95	2200.48	2196.79	2198.9	83501.0
2015-02-13 11:00:00	ES	Futures	2199.16	2202.05	2198.9	2200.21	74506.0
2015-02-13 11:30:00	ES	Futures	2200.21	2201.79	2198.37	2200.74	74360.0
2015-02-13 12:00:00	ES	Futures	2201.0	2201.27	2198.11	2198.37	43999.0
2015-02-13 12:30:00	ES	Futures	2198.37	2199.16	2197.32	2197.58	31166.0
2015-02-13 13:00:00	ES	Futures	2197.84	2199.42	2196.0	2196.27	38897.0
2015-02-13 13:30:00	ES	Futures	2196.27	2196.27	2192.32	2195.21	82767.0
2015-02-13 14:00:00	ES	Futures	2195.21	2198.9	2194.42	2197.84	50821.0
2015-02-13 14:30:00	ES	Futures	2198.11	2198.9	2196.53	2198.63	39194.0
2015-02-13 15:00:00	ES	Futures	2198.63	2202.05	2197.58	2201.27	66613.0
2015-02-13 15:30:00	ES	Futures	2201.27	2203.9	2199.69	2203.37	119235.0
2015-02-13 16:00:00	ES	Futures	2203.37	2204.69	2203.11	2203.11	65454.0
2015-02-13 16:30:00	ES	Futures	2202.84	2204.95	2202.58	2204.42	9001.0
2015-02-13 17:00:00	ES	Futures	2204.69	2205.21	2204.42	2204.95	2217.0
2015-02-13 00:00:00	NQ	Futures	5106.07	5108.42	5106.07	5107.83	174.0
2015-02-13 00:30:00	NQ	Futures	5107.83	5108.12	5106.95	5108.12	140.0
2015-02-13 01:00:00	NQ	Futures	5107.83	5112.53	5106.95	5110.77	342.0
2015-02-13 01:30:00	NQ	Futures	5110.77	5112.23	5108.71	5109.0	387.0
2015-02-13 02:00:00	NQ	Futures	5108.42	5109.59	5104.89	5109.0	303.0
2015-02-13 02:30:00	NQ	Futures	5108.42	5110.77	5106.07	5109.3	333.0
2015-02-13 03:00:00	NQ	Futures	5109.3	5114.29	5106.95	5111.06	1508.0
2015-02-13 03:30:00	NQ	Futures	5111.35	5119.28	5111.35	5118.7	2716.0
2015-02-13 04:00:00	NQ	Futures	5118.7	5124.28	5117.81	5119.28	2269.0
2015-02-13 04:30:00	NQ	Futures	5119.28	5122.22	5116.64	5120.16	1017.0
2015-02-13 05:00:00	NQ	Futures	5120.46	5121.04	5117.81	5117.81	386.0
2015-02-13 05:30:00	NQ	Futures	5118.4	5121.04	5117.52	5119.28	477.0
2015-02-13 06:00:00	NQ	Futures	5119.58	5120.46	5116.64	5116.93	466.0
2015-02-13 06:30:00	NQ	Futures	5116.93	5118.4	5116.64	5117.52	441.0
2015-02-13 07:00:00	NQ	Futures	5117.23	5117.52	5114.29	5117.52	1000.0

> showing 50 of 2,374 rows — these rows as CSV

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