PREVIEW / futures_30min / 2015-02-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-18.parquet
  size:    79 KB
  rows:    2,926

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
2015-02-18 00:00:00	ES	Futures	2206.53	2207.05	2206.53	2206.79	628.0
2015-02-18 00:30:00	ES	Futures	2206.53	2207.05	2206.53	2207.05	546.0
2015-02-18 01:00:00	ES	Futures	2207.05	2207.58	2206.79	2207.05	379.0
2015-02-18 01:30:00	ES	Futures	2207.05	2207.58	2206.53	2206.53	428.0
2015-02-18 02:00:00	ES	Futures	2206.79	2207.84	2206.53	2207.58	2202.0
2015-02-18 02:30:00	ES	Futures	2207.84	2208.9	2207.32	2207.32	3141.0
2015-02-18 03:00:00	ES	Futures	2207.32	2208.11	2206.0	2206.27	7653.0
2015-02-18 03:30:00	ES	Futures	2206.53	2208.11	2205.74	2207.32	5406.0
2015-02-18 04:00:00	ES	Futures	2207.05	2208.37	2207.05	2207.05	6702.0
2015-02-18 04:30:00	ES	Futures	2207.32	2207.58	2206.27	2206.53	4649.0
2015-02-18 05:00:00	ES	Futures	2206.27	2206.53	2203.63	2204.95	8878.0
2015-02-18 05:30:00	ES	Futures	2204.95	2205.74	2204.16	2205.21	3537.0
2015-02-18 06:00:00	ES	Futures	2204.95	2206.53	2204.95	2205.48	3557.0
2015-02-18 06:30:00	ES	Futures	2205.21	2206.0	2204.42	2206.0	2969.0
2015-02-18 07:00:00	ES	Futures	2206.0	2206.53	2204.69	2205.21	5247.0
2015-02-18 07:30:00	ES	Futures	2204.95	2205.21	2203.63	2204.95	8184.0
2015-02-18 08:00:00	ES	Futures	2204.95	2205.21	2202.84	2203.63	8171.0
2015-02-18 08:30:00	ES	Futures	2203.37	2204.42	2202.32	2202.58	9376.0
2015-02-18 09:00:00	ES	Futures	2202.58	2202.84	2199.95	2201.79	23347.0
2015-02-18 09:30:00	ES	Futures	2201.79	2204.69	2199.95	2202.84	146836.0
2015-02-18 10:00:00	ES	Futures	2202.84	2203.63	2198.37	2199.42	97549.0
2015-02-18 10:30:00	ES	Futures	2199.42	2203.63	2198.9	2202.58	87506.0
2015-02-18 11:00:00	ES	Futures	2202.32	2204.16	2201.27	2203.63	65579.0
2015-02-18 11:30:00	ES	Futures	2203.9	2204.42	2202.05	2202.58	55809.0
2015-02-18 12:00:00	ES	Futures	2202.58	2203.9	2202.32	2203.37	29248.0
2015-02-18 12:30:00	ES	Futures	2203.11	2203.37	2199.69	2200.21	43084.0
2015-02-18 13:00:00	ES	Futures	2200.21	2201.79	2199.42	2200.74	32376.0
2015-02-18 13:30:00	ES	Futures	2200.74	2202.58	2199.95	2201.0	41229.0
2015-02-18 14:00:00	ES	Futures	2201.27	2207.32	2200.74	2201.27	109635.0
2015-02-18 14:30:00	ES	Futures	2201.53	2204.42	2201.27	2203.9	43592.0
2015-02-18 15:00:00	ES	Futures	2203.63	2207.84	2203.63	2206.79	62416.0
2015-02-18 15:30:00	ES	Futures	2206.79	2207.05	2203.9	2207.05	91899.0
2015-02-18 16:00:00	ES	Futures	2207.05	2207.32	2204.95	2205.74	53959.0
2015-02-18 16:30:00	ES	Futures	2206.0	2206.0	2204.95	2205.74	4799.0
2015-02-18 17:00:00	ES	Futures	2205.74	2206.0	2205.48	2205.74	1491.0
2015-02-18 18:00:00	ES	Futures	2205.48	2205.74	2204.95	2204.95	1943.0
2015-02-18 18:30:00	ES	Futures	2204.95	2205.21	2204.69	2204.95	709.0
2015-02-18 19:00:00	ES	Futures	2204.95	2204.95	2203.63	2203.9	3513.0
2015-02-18 19:30:00	ES	Futures	2203.9	2204.42	2203.9	2204.16	823.0
2015-02-18 20:00:00	ES	Futures	2204.16	2204.16	2203.63	2203.63	900.0
2015-02-18 20:30:00	ES	Futures	2203.63	2203.9	2203.37	2203.37	700.0
2015-02-18 21:00:00	ES	Futures	2203.63	2204.42	2203.37	2204.16	794.0
2015-02-18 21:30:00	ES	Futures	2204.16	2204.69	2203.9	2204.42	718.0
2015-02-18 22:00:00	ES	Futures	2204.69	2204.69	2204.16	2204.16	567.0
2015-02-18 22:30:00	ES	Futures	2204.16	2204.42	2203.9	2204.16	286.0
2015-02-18 23:00:00	ES	Futures	2204.16	2204.42	2204.16	2204.42	151.0
2015-02-18 23:30:00	ES	Futures	2204.42	2204.69	2204.16	2204.16	280.0
2015-02-18 00:00:00	NQ	Futures	5150.71	5151.59	5150.41	5151.0	39.0
2015-02-18 00:30:00	NQ	Futures	5150.71	5152.76	5150.71	5152.76	126.0
2015-02-18 01:00:00	NQ	Futures	5152.76	5153.64	5152.18	5152.76	116.0

> showing 50 of 2,926 rows — these rows as CSV

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