PREVIEW / futures_30min / 2015-02-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-20.parquet
  size:    70 KB
  rows:    2,414

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
2015-02-20 00:00:00	ES	Futures	2204.42	2204.95	2204.42	2204.69	427.0
2015-02-20 00:30:00	ES	Futures	2204.69	2204.69	2204.16	2204.16	336.0
2015-02-20 01:00:00	ES	Futures	2204.42	2204.69	2203.9	2204.42	634.0
2015-02-20 01:30:00	ES	Futures	2204.16	2205.48	2204.16	2205.21	427.0
2015-02-20 02:00:00	ES	Futures	2205.21	2205.48	2202.58	2202.84	3208.0
2015-02-20 02:30:00	ES	Futures	2202.84	2203.63	2202.84	2203.63	1877.0
2015-02-20 03:00:00	ES	Futures	2203.63	2204.95	2202.58	2203.11	4210.0
2015-02-20 03:30:00	ES	Futures	2202.84	2204.16	2202.84	2203.37	2741.0
2015-02-20 04:00:00	ES	Futures	2203.37	2204.42	2203.37	2204.16	3442.0
2015-02-20 04:30:00	ES	Futures	2204.16	2204.42	2203.37	2203.63	1775.0
2015-02-20 05:00:00	ES	Futures	2203.9	2205.21	2203.11	2204.69	6182.0
2015-02-20 05:30:00	ES	Futures	2204.69	2207.05	2202.58	2206.0	10809.0
2015-02-20 06:00:00	ES	Futures	2206.0	2206.79	2204.95	2206.53	4067.0
2015-02-20 06:30:00	ES	Futures	2206.27	2206.53	2205.48	2206.0	2950.0
2015-02-20 07:00:00	ES	Futures	2206.0	2208.9	2204.16	2206.0	28501.0
2015-02-20 07:30:00	ES	Futures	2206.0	2206.27	2199.95	2201.27	20653.0
2015-02-20 08:00:00	ES	Futures	2201.27	2201.79	2198.9	2199.16	26228.0
2015-02-20 08:30:00	ES	Futures	2199.42	2202.05	2199.16	2201.53	20919.0
2015-02-20 09:00:00	ES	Futures	2201.79	2201.79	2198.37	2199.69	28615.0
2015-02-20 09:30:00	ES	Futures	2199.69	2203.63	2192.05	2193.37	238170.0
2015-02-20 10:00:00	ES	Futures	2193.11	2198.11	2191.79	2195.48	109862.0
2015-02-20 10:30:00	ES	Futures	2195.48	2203.37	2194.42	2201.53	112412.0
2015-02-20 11:00:00	ES	Futures	2201.53	2203.37	2200.21	2202.05	78235.0
2015-02-20 11:30:00	ES	Futures	2202.05	2203.37	2200.21	2202.58	70030.0
2015-02-20 12:00:00	ES	Futures	2202.58	2204.69	2202.05	2203.11	64143.0
2015-02-20 12:30:00	ES	Futures	2203.11	2208.63	2201.53	2206.27	156896.0
2015-02-20 13:00:00	ES	Futures	2206.27	2209.95	2205.48	2209.16	81311.0
2015-02-20 13:30:00	ES	Futures	2208.9	2213.9	2208.9	2213.37	83434.0
2015-02-20 14:00:00	ES	Futures	2213.37	2215.74	2212.84	2213.11	69558.0
2015-02-20 14:30:00	ES	Futures	2213.11	2215.74	2211.79	2215.21	69102.0
2015-02-20 15:00:00	ES	Futures	2215.48	2219.69	2215.48	2217.84	106674.0
2015-02-20 15:30:00	ES	Futures	2218.11	2219.16	2216.26	2218.9	127782.0
2015-02-20 16:00:00	ES	Futures	2218.9	2219.42	2217.32	2218.11	65172.0
2015-02-20 16:30:00	ES	Futures	2217.84	2218.63	2217.58	2218.63	10295.0
2015-02-20 17:00:00	ES	Futures	2218.37	2218.63	2217.84	2218.11	1268.0
2015-02-20 00:00:00	NQ	Futures	5185.07	5186.83	5185.07	5186.83	73.0
2015-02-20 00:30:00	NQ	Futures	5186.54	5186.83	5185.36	5185.36	78.0
2015-02-20 01:00:00	NQ	Futures	5185.66	5186.54	5184.77	5185.36	120.0
2015-02-20 01:30:00	NQ	Futures	5185.95	5188.59	5185.95	5187.71	86.0
2015-02-20 02:00:00	NQ	Futures	5186.83	5186.83	5181.25	5182.43	413.0
2015-02-20 02:30:00	NQ	Futures	5182.43	5184.19	5182.13	5184.19	136.0
2015-02-20 03:00:00	NQ	Futures	5183.89	5187.42	5181.54	5183.01	916.0
2015-02-20 03:30:00	NQ	Futures	5183.31	5185.95	5183.01	5184.48	581.0
2015-02-20 04:00:00	NQ	Futures	5184.48	5186.54	5184.19	5186.54	647.0
2015-02-20 04:30:00	NQ	Futures	5185.95	5186.83	5184.77	5185.66	572.0
2015-02-20 05:00:00	NQ	Futures	5185.95	5190.06	5183.89	5189.47	1368.0
2015-02-20 05:30:00	NQ	Futures	5189.47	5195.64	5185.66	5193.59	2033.0
2015-02-20 06:00:00	NQ	Futures	5193.59	5194.47	5191.24	5193.59	873.0
2015-02-20 06:30:00	NQ	Futures	5193.59	5193.88	5191.82	5192.41	698.0
2015-02-20 07:00:00	NQ	Futures	5192.12	5198.58	5186.83	5190.36	6214.0

> showing 50 of 2,414 rows — these rows as CSV

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