PREVIEW / futures_30min / 2015-02-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-17.parquet
  size:    80 KB
  rows:    2,879

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
2015-02-17 00:00:00	ES	Futures	2195.21	2195.74	2195.21	2195.48	682.0
2015-02-17 00:30:00	ES	Futures	2195.74	2195.74	2193.37	2193.63	1506.0
2015-02-17 01:00:00	ES	Futures	2193.63	2194.69	2192.84	2194.69	1339.0
2015-02-17 01:30:00	ES	Futures	2194.42	2194.95	2193.9	2194.16	615.0
2015-02-17 02:00:00	ES	Futures	2194.16	2194.42	2192.84	2193.63	2038.0
2015-02-17 02:30:00	ES	Futures	2193.63	2193.9	2193.11	2193.63	744.0
2015-02-17 03:00:00	ES	Futures	2193.63	2194.16	2191.27	2191.53	7899.0
2015-02-17 03:30:00	ES	Futures	2191.27	2193.9	2190.21	2192.84	11954.0
2015-02-17 04:00:00	ES	Futures	2193.11	2198.37	2192.84	2197.84	10337.0
2015-02-17 04:30:00	ES	Futures	2197.84	2199.16	2196.79	2197.58	6477.0
2015-02-17 05:00:00	ES	Futures	2197.58	2198.9	2196.79	2198.37	4286.0
2015-02-17 05:30:00	ES	Futures	2198.37	2202.05	2198.11	2201.0	7229.0
2015-02-17 06:00:00	ES	Futures	2201.27	2203.11	2201.0	2202.05	7071.0
2015-02-17 06:30:00	ES	Futures	2202.05	2202.32	2200.48	2201.27	4363.0
2015-02-17 07:00:00	ES	Futures	2201.0	2202.84	2200.74	2201.53	5701.0
2015-02-17 07:30:00	ES	Futures	2201.53	2203.11	2201.27	2201.53	6699.0
2015-02-17 08:00:00	ES	Futures	2201.53	2202.32	2198.9	2199.16	10750.0
2015-02-17 08:30:00	ES	Futures	2198.9	2201.0	2198.37	2200.74	22857.0
2015-02-17 09:00:00	ES	Futures	2200.48	2201.27	2198.9	2199.16	17947.0
2015-02-17 09:30:00	ES	Futures	2199.16	2201.53	2196.0	2199.95	151707.0
2015-02-17 10:00:00	ES	Futures	2199.69	2202.32	2198.63	2201.0	87830.0
2015-02-17 10:30:00	ES	Futures	2200.74	2202.05	2197.84	2198.9	63943.0
2015-02-17 11:00:00	ES	Futures	2198.9	2201.79	2197.84	2201.53	63365.0
2015-02-17 11:30:00	ES	Futures	2201.27	2202.58	2201.0	2202.05	61499.0
2015-02-17 12:00:00	ES	Futures	2202.05	2203.37	2201.27	2202.58	48676.0
2015-02-17 12:30:00	ES	Futures	2202.32	2204.95	2202.32	2204.69	60355.0
2015-02-17 13:00:00	ES	Futures	2204.69	2209.16	2203.9	2208.63	75752.0
2015-02-17 13:30:00	ES	Futures	2208.37	2209.16	2206.27	2207.05	48868.0
2015-02-17 14:00:00	ES	Futures	2207.32	2207.32	2205.48	2206.0	42560.0
2015-02-17 14:30:00	ES	Futures	2206.27	2207.58	2204.69	2205.21	42742.0
2015-02-17 15:00:00	ES	Futures	2205.21	2207.58	2204.69	2206.53	38738.0
2015-02-17 15:30:00	ES	Futures	2206.53	2207.32	2203.37	2207.32	123811.0
2015-02-17 16:00:00	ES	Futures	2207.05	2208.11	2206.0	2206.0	51054.0
2015-02-17 16:30:00	ES	Futures	2206.27	2208.11	2206.0	2207.84	7091.0
2015-02-17 17:00:00	ES	Futures	2207.84	2207.84	2206.27	2206.79	2337.0
2015-02-17 18:00:00	ES	Futures	2206.79	2206.79	2205.74	2205.74	2944.0
2015-02-17 18:30:00	ES	Futures	2205.74	2207.05	2205.74	2206.79	1962.0
2015-02-17 19:00:00	ES	Futures	2207.05	2207.58	2206.27	2206.53	2226.0
2015-02-17 19:30:00	ES	Futures	2206.53	2207.05	2206.27	2206.53	945.0
2015-02-17 20:00:00	ES	Futures	2206.53	2206.79	2206.27	2206.53	792.0
2015-02-17 20:30:00	ES	Futures	2206.53	2206.79	2206.27	2206.27	688.0
2015-02-17 21:00:00	ES	Futures	2206.27	2206.79	2206.27	2206.53	416.0
2015-02-17 21:30:00	ES	Futures	2206.79	2207.32	2206.53	2207.05	601.0
2015-02-17 22:00:00	ES	Futures	2207.05	2207.84	2206.79	2207.32	1167.0
2015-02-17 22:30:00	ES	Futures	2207.32	2207.58	2206.79	2206.79	383.0
2015-02-17 23:00:00	ES	Futures	2206.79	2207.32	2206.53	2207.05	932.0
2015-02-17 23:30:00	ES	Futures	2207.05	2207.32	2206.27	2206.53	549.0
2015-02-17 00:00:00	NQ	Futures	5137.49	5138.96	5137.49	5138.37	68.0
2015-02-17 00:30:00	NQ	Futures	5138.37	5138.37	5134.26	5134.26	186.0
2015-02-17 01:00:00	NQ	Futures	5134.55	5136.61	5133.09	5136.61	183.0

> showing 50 of 2,879 rows — these rows as CSV

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