PREVIEW / futures_30min / 2015-02-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-16.parquet
  size:    55 KB
  rows:    2,037

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
2015-02-16 00:00:00	ES	Futures	2200.74	2201.53	2200.48	2201.27	524.0
2015-02-16 00:30:00	ES	Futures	2201.0	2201.27	2200.74	2201.0	445.0
2015-02-16 01:00:00	ES	Futures	2201.27	2201.27	2200.48	2201.0	455.0
2015-02-16 01:30:00	ES	Futures	2200.74	2201.0	2200.21	2200.48	562.0
2015-02-16 02:00:00	ES	Futures	2200.21	2200.48	2199.42	2199.69	1615.0
2015-02-16 02:30:00	ES	Futures	2199.69	2200.21	2197.84	2199.42	2610.0
2015-02-16 03:00:00	ES	Futures	2199.42	2199.69	2197.58	2199.16	4221.0
2015-02-16 03:30:00	ES	Futures	2198.9	2200.48	2198.9	2199.42	2930.0
2015-02-16 04:00:00	ES	Futures	2199.42	2200.21	2199.16	2199.95	1521.0
2015-02-16 04:30:00	ES	Futures	2199.95	2200.74	2199.42	2200.48	2351.0
2015-02-16 05:00:00	ES	Futures	2200.48	2200.48	2199.69	2200.21	1523.0
2015-02-16 05:30:00	ES	Futures	2200.21	2200.48	2199.16	2199.69	1312.0
2015-02-16 06:00:00	ES	Futures	2199.69	2200.74	2199.16	2200.48	1383.0
2015-02-16 06:30:00	ES	Futures	2200.21	2201.0	2200.21	2200.48	1152.0
2015-02-16 07:00:00	ES	Futures	2200.21	2201.27	2199.95	2200.74	962.0
2015-02-16 07:30:00	ES	Futures	2200.74	2201.53	2200.21	2201.0	1535.0
2015-02-16 08:00:00	ES	Futures	2201.0	2201.79	2199.42	2199.95	3154.0
2015-02-16 08:30:00	ES	Futures	2199.69	2201.79	2199.42	2199.95	4668.0
2015-02-16 09:00:00	ES	Futures	2200.21	2200.74	2198.9	2200.48	2683.0
2015-02-16 09:30:00	ES	Futures	2200.48	2201.0	2199.95	2200.74	2644.0
2015-02-16 10:00:00	ES	Futures	2200.48	2201.27	2199.42	2200.21	3454.0
2015-02-16 10:30:00	ES	Futures	2200.21	2202.32	2199.95	2202.05	3816.0
2015-02-16 11:00:00	ES	Futures	2202.32	2202.84	2201.0	2202.32	4463.0
2015-02-16 11:30:00	ES	Futures	2202.05	2203.9	2196.79	2197.58	14633.0
2015-02-16 12:00:00	ES	Futures	2197.58	2198.37	2194.95	2195.48	11788.0
2015-02-16 12:30:00	ES	Futures	2195.21	2198.63	2193.11	2196.53	12365.0
2015-02-16 18:00:00	ES	Futures	2192.84	2193.9	2191.0	2192.84	7783.0
2015-02-16 18:30:00	ES	Futures	2192.84	2194.95	2192.58	2193.9	1679.0
2015-02-16 19:00:00	ES	Futures	2193.63	2194.16	2192.84	2192.84	2038.0
2015-02-16 19:30:00	ES	Futures	2193.11	2193.63	2192.05	2193.11	2233.0
2015-02-16 20:00:00	ES	Futures	2193.11	2193.63	2192.58	2193.37	1274.0
2015-02-16 20:30:00	ES	Futures	2193.37	2193.9	2192.05	2193.9	1875.0
2015-02-16 21:00:00	ES	Futures	2193.63	2194.42	2193.37	2194.42	706.0
2015-02-16 21:30:00	ES	Futures	2194.42	2194.95	2193.63	2193.9	1034.0
2015-02-16 22:00:00	ES	Futures	2193.63	2194.95	2193.37	2194.69	534.0
2015-02-16 22:30:00	ES	Futures	2194.69	2195.74	2194.69	2195.21	1311.0
2015-02-16 23:00:00	ES	Futures	2195.48	2195.74	2195.21	2195.48	809.0
2015-02-16 23:30:00	ES	Futures	2195.48	2196.0	2194.69	2195.48	814.0
2015-02-16 00:00:00	NQ	Futures	5142.48	5145.13	5142.48	5143.95	118.0
2015-02-16 00:30:00	NQ	Futures	5143.95	5143.95	5142.48	5143.07	106.0
2015-02-16 01:00:00	NQ	Futures	5143.07	5143.95	5140.72	5140.72	97.0
2015-02-16 01:30:00	NQ	Futures	5141.9	5141.9	5140.13	5140.72	73.0
2015-02-16 02:00:00	NQ	Futures	5140.72	5141.02	5138.37	5140.13	320.0
2015-02-16 02:30:00	NQ	Futures	5140.43	5141.6	5136.9	5138.96	327.0
2015-02-16 03:00:00	NQ	Futures	5139.25	5141.6	5137.49	5141.31	710.0
2015-02-16 03:30:00	NQ	Futures	5141.31	5143.66	5137.78	5138.96	637.0
2015-02-16 04:00:00	NQ	Futures	5138.96	5141.9	5137.78	5141.6	326.0
2015-02-16 04:30:00	NQ	Futures	5141.31	5142.78	5139.84	5142.48	249.0
2015-02-16 05:00:00	NQ	Futures	5142.19	5143.66	5141.02	5142.78	294.0
2015-02-16 05:30:00	NQ	Futures	5142.78	5142.78	5140.72	5141.31	283.0

> showing 50 of 2,037 rows — these rows as CSV

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