PREVIEW / futures_30min / 2015-02-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-23.parquet
  size:    75 KB
  rows:    2,824

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
2015-02-23 00:00:00	ES	Futures	2217.32	2217.32	2216.79	2217.05	524.0
2015-02-23 00:30:00	ES	Futures	2216.79	2217.32	2216.79	2217.05	577.0
2015-02-23 01:00:00	ES	Futures	2217.32	2217.58	2217.05	2217.32	499.0
2015-02-23 01:30:00	ES	Futures	2217.05	2217.32	2216.79	2217.32	642.0
2015-02-23 02:00:00	ES	Futures	2217.05	2217.32	2216.26	2216.53	2945.0
2015-02-23 02:30:00	ES	Futures	2216.26	2216.53	2215.48	2216.0	2840.0
2015-02-23 03:00:00	ES	Futures	2216.0	2216.53	2213.9	2214.69	9278.0
2015-02-23 03:30:00	ES	Futures	2214.95	2215.21	2213.63	2214.42	6235.0
2015-02-23 04:00:00	ES	Futures	2214.16	2214.42	2212.58	2213.37	8006.0
2015-02-23 04:30:00	ES	Futures	2213.37	2214.16	2212.58	2213.37	5439.0
2015-02-23 05:00:00	ES	Futures	2213.37	2213.9	2212.84	2213.37	2674.0
2015-02-23 05:30:00	ES	Futures	2213.37	2213.63	2212.84	2213.63	3029.0
2015-02-23 06:00:00	ES	Futures	2213.37	2213.63	2212.32	2212.58	3243.0
2015-02-23 06:30:00	ES	Futures	2212.32	2213.63	2211.79	2213.63	4160.0
2015-02-23 07:00:00	ES	Futures	2213.37	2214.16	2212.32	2213.37	4243.0
2015-02-23 07:30:00	ES	Futures	2213.37	2214.95	2213.37	2214.16	8485.0
2015-02-23 08:00:00	ES	Futures	2214.16	2214.42	2213.11	2213.9	5485.0
2015-02-23 08:30:00	ES	Futures	2213.9	2214.95	2213.11	2213.9	7413.0
2015-02-23 09:00:00	ES	Futures	2213.9	2216.0	2213.11	2215.48	13446.0
2015-02-23 09:30:00	ES	Futures	2215.21	2215.74	2210.21	2213.11	125252.0
2015-02-23 10:00:00	ES	Futures	2213.37	2214.16	2210.48	2213.11	78525.0
2015-02-23 10:30:00	ES	Futures	2213.11	2215.21	2212.58	2214.42	55730.0
2015-02-23 11:00:00	ES	Futures	2214.69	2216.53	2214.16	2216.26	43667.0
2015-02-23 11:30:00	ES	Futures	2216.26	2217.05	2215.74	2216.26	39391.0
2015-02-23 12:00:00	ES	Futures	2216.26	2216.53	2214.16	2214.16	32550.0
2015-02-23 12:30:00	ES	Futures	2214.16	2215.48	2212.05	2213.63	41820.0
2015-02-23 13:00:00	ES	Futures	2213.9	2214.69	2212.84	2213.63	17874.0
2015-02-23 13:30:00	ES	Futures	2213.63	2216.79	2213.63	2214.95	42079.0
2015-02-23 14:00:00	ES	Futures	2214.95	2216.26	2214.42	2216.0	25226.0
2015-02-23 14:30:00	ES	Futures	2216.0	2216.0	2212.32	2213.37	42006.0
2015-02-23 15:00:00	ES	Futures	2213.11	2213.37	2210.74	2213.11	42581.0
2015-02-23 15:30:00	ES	Futures	2213.11	2218.11	2212.84	2217.84	91569.0
2015-02-23 16:00:00	ES	Futures	2218.11	2219.16	2217.32	2217.58	51618.0
2015-02-23 16:30:00	ES	Futures	2217.58	2217.84	2217.05	2217.58	4401.0
2015-02-23 17:00:00	ES	Futures	2217.58	2217.84	2217.05	2217.05	1336.0
2015-02-23 18:00:00	ES	Futures	2217.05	2217.58	2216.53	2216.79	3310.0
2015-02-23 18:30:00	ES	Futures	2216.79	2216.79	2216.26	2216.53	652.0
2015-02-23 19:00:00	ES	Futures	2216.79	2217.32	2216.26	2216.79	1545.0
2015-02-23 19:30:00	ES	Futures	2216.79	2217.32	2216.53	2217.05	1282.0
2015-02-23 20:00:00	ES	Futures	2217.05	2217.58	2216.53	2217.32	1376.0
2015-02-23 20:30:00	ES	Futures	2217.32	2217.58	2217.05	2217.05	781.0
2015-02-23 21:00:00	ES	Futures	2217.05	2217.58	2217.05	2217.32	1068.0
2015-02-23 21:30:00	ES	Futures	2217.05	2217.32	2216.53	2216.53	846.0
2015-02-23 22:00:00	ES	Futures	2216.79	2217.05	2216.53	2217.05	507.0
2015-02-23 22:30:00	ES	Futures	2217.32	2217.58	2216.79	2217.32	1196.0
2015-02-23 23:00:00	ES	Futures	2217.32	2217.84	2217.05	2217.32	2048.0
2015-02-23 23:30:00	ES	Futures	2217.32	2218.11	2217.32	2218.11	1455.0
2015-02-23 00:00:00	NQ	Futures	5216.79	5217.37	5216.49	5216.49	38.0
2015-02-23 00:30:00	NQ	Futures	5216.49	5217.67	5216.2	5217.37	89.0
2015-02-23 01:00:00	NQ	Futures	5217.37	5218.26	5217.08	5217.37	172.0

> showing 50 of 2,824 rows — these rows as CSV

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