PREVIEW / futures_30min / 2015-02-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-27.parquet
  size:    67 KB
  rows:    2,408

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
2015-02-27 00:00:00	ES	Futures	2218.37	2219.69	2217.84	2219.42	1888.0
2015-02-27 00:30:00	ES	Futures	2219.42	2219.69	2217.84	2218.11	1732.0
2015-02-27 01:00:00	ES	Futures	2218.11	2218.11	2217.05	2217.58	1143.0
2015-02-27 01:30:00	ES	Futures	2217.58	2218.11	2217.05	2217.84	659.0
2015-02-27 02:00:00	ES	Futures	2218.11	2218.11	2216.79	2217.32	2151.0
2015-02-27 02:30:00	ES	Futures	2217.32	2218.37	2217.32	2217.84	1616.0
2015-02-27 03:00:00	ES	Futures	2217.84	2219.69	2217.58	2218.9	7478.0
2015-02-27 03:30:00	ES	Futures	2218.9	2218.9	2217.32	2217.32	4164.0
2015-02-27 04:00:00	ES	Futures	2217.58	2218.11	2216.0	2216.79	5698.0
2015-02-27 04:30:00	ES	Futures	2216.79	2217.84	2216.26	2217.05	4001.0
2015-02-27 05:00:00	ES	Futures	2217.05	2218.11	2216.79	2217.58	3625.0
2015-02-27 05:30:00	ES	Futures	2217.32	2217.58	2216.0	2216.79	4658.0
2015-02-27 06:00:00	ES	Futures	2216.79	2217.84	2216.79	2217.05	2723.0
2015-02-27 06:30:00	ES	Futures	2217.05	2218.63	2217.05	2218.11	3422.0
2015-02-27 07:00:00	ES	Futures	2218.11	2218.37	2217.32	2217.58	3706.0
2015-02-27 07:30:00	ES	Futures	2217.58	2218.63	2216.79	2218.11	4776.0
2015-02-27 08:00:00	ES	Futures	2218.11	2218.37	2216.79	2218.11	4466.0
2015-02-27 08:30:00	ES	Futures	2218.11	2219.16	2217.32	2217.84	11009.0
2015-02-27 09:00:00	ES	Futures	2217.84	2219.42	2217.58	2218.63	10659.0
2015-02-27 09:30:00	ES	Futures	2218.63	2220.48	2213.9	2216.26	139443.0
2015-02-27 10:00:00	ES	Futures	2216.26	2219.69	2216.0	2219.42	100902.0
2015-02-27 10:30:00	ES	Futures	2219.16	2221.79	2217.58	2221.26	78109.0
2015-02-27 11:00:00	ES	Futures	2221.53	2221.53	2217.58	2217.58	65509.0
2015-02-27 11:30:00	ES	Futures	2217.58	2221.0	2217.58	2219.95	47035.0
2015-02-27 12:00:00	ES	Futures	2219.95	2221.79	2219.42	2221.53	30439.0
2015-02-27 12:30:00	ES	Futures	2221.53	2222.05	2218.9	2219.69	32313.0
2015-02-27 13:00:00	ES	Futures	2219.69	2220.21	2217.05	2218.37	44489.0
2015-02-27 13:30:00	ES	Futures	2218.37	2218.9	2216.79	2218.63	40123.0
2015-02-27 14:00:00	ES	Futures	2218.9	2219.42	2217.05	2218.37	41470.0
2015-02-27 14:30:00	ES	Futures	2218.37	2218.37	2213.37	2214.95	66910.0
2015-02-27 15:00:00	ES	Futures	2214.95	2216.53	2212.84	2216.26	83746.0
2015-02-27 15:30:00	ES	Futures	2216.0	2216.53	2212.05	2212.58	209462.0
2015-02-27 16:00:00	ES	Futures	2212.32	2216.26	2211.27	2216.0	110528.0
2015-02-27 16:30:00	ES	Futures	2216.0	2216.53	2214.95	2216.0	5404.0
2015-02-27 17:00:00	ES	Futures	2216.0	2216.26	2215.21	2215.21	1815.0
2015-02-27 00:00:00	NQ	Futures	5237.05	5239.69	5236.76	5239.69	212.0
2015-02-27 00:30:00	NQ	Futures	5239.69	5239.99	5236.76	5237.35	179.0
2015-02-27 01:00:00	NQ	Futures	5236.76	5237.35	5235.58	5236.46	294.0
2015-02-27 01:30:00	NQ	Futures	5236.46	5236.76	5235.88	5236.76	60.0
2015-02-27 02:00:00	NQ	Futures	5236.76	5237.05	5234.7	5235.58	281.0
2015-02-27 02:30:00	NQ	Futures	5235.88	5237.35	5235.0	5235.88	285.0
2015-02-27 03:00:00	NQ	Futures	5235.88	5238.23	5235.58	5236.76	1259.0
2015-02-27 03:30:00	NQ	Futures	5236.46	5238.23	5233.82	5234.11	821.0
2015-02-27 04:00:00	NQ	Futures	5234.11	5234.7	5229.42	5231.18	1148.0
2015-02-27 04:30:00	NQ	Futures	5231.47	5233.82	5230.3	5232.06	487.0
2015-02-27 05:00:00	NQ	Futures	5232.35	5236.17	5231.77	5234.41	732.0
2015-02-27 05:30:00	NQ	Futures	5234.7	5235.29	5231.47	5233.53	620.0
2015-02-27 06:00:00	NQ	Futures	5233.53	5235.88	5233.53	5235.0	548.0
2015-02-27 06:30:00	NQ	Futures	5234.7	5237.93	5234.7	5236.76	478.0
2015-02-27 07:00:00	NQ	Futures	5237.35	5237.93	5235.58	5235.88	417.0

> showing 50 of 2,408 rows — these rows as CSV

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