PREVIEW / futures_30min / 2015-02-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-19.parquet
  size:    78 KB
  rows:    2,890

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
2015-02-19 00:00:00	ES	Futures	2204.16	2204.69	2204.16	2204.69	435.0
2015-02-19 00:30:00	ES	Futures	2204.42	2204.69	2204.16	2204.42	225.0
2015-02-19 01:00:00	ES	Futures	2204.42	2204.69	2203.63	2203.63	909.0
2015-02-19 01:30:00	ES	Futures	2203.63	2204.16	2203.63	2204.16	355.0
2015-02-19 02:00:00	ES	Futures	2204.16	2204.16	2203.37	2203.9	1418.0
2015-02-19 02:30:00	ES	Futures	2203.9	2203.9	2199.95	2200.48	8461.0
2015-02-19 03:00:00	ES	Futures	2200.48	2200.74	2198.11	2198.9	9557.0
2015-02-19 03:30:00	ES	Futures	2198.9	2201.27	2197.05	2200.21	8342.0
2015-02-19 04:00:00	ES	Futures	2200.21	2202.58	2200.21	2201.79	8616.0
2015-02-19 04:30:00	ES	Futures	2201.79	2202.58	2201.27	2202.32	3106.0
2015-02-19 05:00:00	ES	Futures	2202.05	2203.9	2200.74	2201.0	6422.0
2015-02-19 05:30:00	ES	Futures	2201.0	2203.37	2201.0	2203.11	3378.0
2015-02-19 06:00:00	ES	Futures	2203.11	2203.63	2202.05	2203.37	6504.0
2015-02-19 06:30:00	ES	Futures	2203.11	2206.0	2202.58	2205.48	8001.0
2015-02-19 07:00:00	ES	Futures	2205.48	2209.95	2199.95	2201.79	37772.0
2015-02-19 07:30:00	ES	Futures	2201.27	2204.16	2199.95	2201.79	11176.0
2015-02-19 08:00:00	ES	Futures	2201.79	2203.11	2201.0	2201.53	6211.0
2015-02-19 08:30:00	ES	Futures	2201.79	2203.37	2200.21	2201.0	14277.0
2015-02-19 09:00:00	ES	Futures	2201.27	2201.27	2198.11	2199.42	20685.0
2015-02-19 09:30:00	ES	Futures	2199.16	2201.79	2197.32	2201.27	135025.0
2015-02-19 10:00:00	ES	Futures	2201.0	2205.74	2198.9	2205.21	92930.0
2015-02-19 10:30:00	ES	Futures	2204.95	2206.53	2204.16	2205.21	74663.0
2015-02-19 11:00:00	ES	Futures	2204.95	2208.11	2204.16	2207.58	79404.0
2015-02-19 11:30:00	ES	Futures	2207.32	2209.95	2207.05	2208.37	71557.0
2015-02-19 12:00:00	ES	Futures	2208.11	2209.42	2205.48	2205.48	54083.0
2015-02-19 12:30:00	ES	Futures	2205.48	2206.27	2201.53	2204.42	61928.0
2015-02-19 13:00:00	ES	Futures	2204.42	2205.21	2202.05	2203.37	68136.0
2015-02-19 13:30:00	ES	Futures	2203.11	2206.27	2202.58	2206.0	57347.0
2015-02-19 14:00:00	ES	Futures	2205.74	2207.05	2204.69	2204.95	37218.0
2015-02-19 14:30:00	ES	Futures	2204.95	2206.27	2203.63	2206.27	44012.0
2015-02-19 15:00:00	ES	Futures	2206.0	2207.84	2205.48	2206.27	37458.0
2015-02-19 15:30:00	ES	Futures	2206.0	2206.79	2202.84	2205.48	99946.0
2015-02-19 16:00:00	ES	Futures	2205.21	2206.53	2205.21	2205.48	43848.0
2015-02-19 16:30:00	ES	Futures	2205.74	2206.79	2205.48	2206.53	4727.0
2015-02-19 17:00:00	ES	Futures	2206.79	2206.79	2205.74	2206.0	1355.0
2015-02-19 18:00:00	ES	Futures	2206.27	2206.27	2204.69	2205.21	2431.0
2015-02-19 18:30:00	ES	Futures	2205.21	2205.21	2204.69	2204.95	522.0
2015-02-19 19:00:00	ES	Futures	2205.21	2205.74	2204.95	2205.21	1106.0
2015-02-19 19:30:00	ES	Futures	2204.95	2205.21	2204.42	2205.21	1155.0
2015-02-19 20:00:00	ES	Futures	2205.21	2205.48	2204.95	2205.21	228.0
2015-02-19 20:30:00	ES	Futures	2205.21	2206.27	2205.21	2205.74	858.0
2015-02-19 21:00:00	ES	Futures	2205.74	2206.27	2205.21	2205.21	1231.0
2015-02-19 21:30:00	ES	Futures	2205.21	2206.0	2204.42	2204.69	999.0
2015-02-19 22:00:00	ES	Futures	2204.42	2204.95	2204.16	2204.42	846.0
2015-02-19 22:30:00	ES	Futures	2204.16	2204.69	2203.9	2204.42	502.0
2015-02-19 23:00:00	ES	Futures	2204.42	2204.69	2204.16	2204.69	176.0
2015-02-19 23:30:00	ES	Futures	2204.69	2204.69	2204.16	2204.42	205.0
2015-02-19 00:00:00	NQ	Futures	5153.94	5154.53	5153.35	5154.53	84.0
2015-02-19 00:30:00	NQ	Futures	5154.23	5154.53	5153.64	5154.53	60.0
2015-02-19 01:00:00	NQ	Futures	5154.23	5154.53	5152.47	5152.76	119.0

> showing 50 of 2,890 rows — these rows as CSV

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