PREVIEW / futures_30min / 2015-03-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-02.parquet
  size:    77 KB
  rows:    2,854

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
2015-03-02 00:00:00	ES	Futures	2216.26	2216.53	2216.0	2216.53	464.0
2015-03-02 00:30:00	ES	Futures	2216.26	2216.53	2215.74	2215.74	725.0
2015-03-02 01:00:00	ES	Futures	2215.74	2216.0	2215.48	2215.48	652.0
2015-03-02 01:30:00	ES	Futures	2215.48	2216.26	2215.48	2215.74	534.0
2015-03-02 02:00:00	ES	Futures	2215.48	2216.26	2215.48	2215.74	1848.0
2015-03-02 02:30:00	ES	Futures	2215.74	2216.0	2215.21	2215.21	1827.0
2015-03-02 03:00:00	ES	Futures	2215.48	2220.21	2214.95	2218.63	14579.0
2015-03-02 03:30:00	ES	Futures	2218.37	2218.9	2216.79	2216.79	6716.0
2015-03-02 04:00:00	ES	Futures	2217.05	2217.05	2215.74	2216.53	6521.0
2015-03-02 04:30:00	ES	Futures	2216.53	2217.58	2215.74	2216.53	5238.0
2015-03-02 05:00:00	ES	Futures	2216.79	2217.58	2216.0	2216.53	2843.0
2015-03-02 05:30:00	ES	Futures	2216.53	2216.79	2216.0	2216.53	1726.0
2015-03-02 06:00:00	ES	Futures	2216.79	2216.79	2215.21	2215.48	4861.0
2015-03-02 06:30:00	ES	Futures	2215.21	2215.74	2213.63	2214.42	6064.0
2015-03-02 07:00:00	ES	Futures	2214.42	2215.21	2213.37	2214.42	6234.0
2015-03-02 07:30:00	ES	Futures	2214.69	2214.69	2212.58	2213.37	7752.0
2015-03-02 08:00:00	ES	Futures	2213.37	2213.9	2212.05	2213.37	7660.0
2015-03-02 08:30:00	ES	Futures	2213.63	2213.9	2211.27	2211.53	11104.0
2015-03-02 09:00:00	ES	Futures	2211.79	2213.63	2211.0	2213.37	17473.0
2015-03-02 09:30:00	ES	Futures	2213.37	2218.9	2212.84	2218.37	118960.0
2015-03-02 10:00:00	ES	Futures	2218.37	2222.84	2218.11	2222.58	120692.0
2015-03-02 10:30:00	ES	Futures	2222.58	2223.63	2220.74	2222.32	86345.0
2015-03-02 11:00:00	ES	Futures	2222.05	2222.84	2219.95	2221.0	70345.0
2015-03-02 11:30:00	ES	Futures	2221.26	2223.9	2221.0	2221.53	61633.0
2015-03-02 12:00:00	ES	Futures	2221.79	2222.05	2217.84	2218.63	51239.0
2015-03-02 12:30:00	ES	Futures	2218.63	2220.74	2218.11	2219.95	36324.0
2015-03-02 13:00:00	ES	Futures	2220.21	2220.74	2219.42	2220.74	32177.0
2015-03-02 13:30:00	ES	Futures	2220.74	2222.58	2220.21	2222.05	34097.0
2015-03-02 14:00:00	ES	Futures	2222.32	2222.84	2219.69	2219.95	37037.0
2015-03-02 14:30:00	ES	Futures	2219.95	2223.11	2219.69	2222.58	37178.0
2015-03-02 15:00:00	ES	Futures	2222.58	2224.69	2222.05	2224.42	47749.0
2015-03-02 15:30:00	ES	Futures	2224.42	2226.79	2224.16	2226.53	130636.0
2015-03-02 16:00:00	ES	Futures	2226.53	2226.53	2224.69	2225.74	61556.0
2015-03-02 16:30:00	ES	Futures	2225.74	2226.0	2225.48	2225.48	5210.0
2015-03-02 17:00:00	ES	Futures	2225.74	2226.0	2225.48	2225.48	1980.0
2015-03-02 18:00:00	ES	Futures	2225.21	2225.74	2224.69	2225.74	2977.0
2015-03-02 18:30:00	ES	Futures	2225.48	2225.74	2225.21	2225.21	1167.0
2015-03-02 19:00:00	ES	Futures	2225.21	2225.48	2224.69	2224.69	1216.0
2015-03-02 19:30:00	ES	Futures	2224.69	2224.95	2224.42	2224.69	783.0
2015-03-02 20:00:00	ES	Futures	2224.69	2224.95	2224.42	2224.42	751.0
2015-03-02 20:30:00	ES	Futures	2224.42	2224.95	2223.63	2223.9	3966.0
2015-03-02 21:00:00	ES	Futures	2223.9	2223.9	2222.05	2223.11	6290.0
2015-03-02 21:30:00	ES	Futures	2222.84	2223.37	2222.84	2223.11	654.0
2015-03-02 22:00:00	ES	Futures	2223.11	2223.63	2223.11	2223.63	796.0
2015-03-02 22:30:00	ES	Futures	2223.37	2223.9	2223.37	2223.63	1214.0
2015-03-02 23:00:00	ES	Futures	2223.37	2224.16	2223.37	2223.63	1206.0
2015-03-02 23:30:00	ES	Futures	2223.9	2224.16	2223.63	2223.9	557.0
2015-03-02 00:00:00	NQ	Futures	5227.65	5228.24	5226.77	5227.65	80.0
2015-03-02 00:30:00	NQ	Futures	5227.95	5227.95	5226.77	5227.65	65.0
2015-03-02 01:00:00	NQ	Futures	5227.36	5227.95	5226.48	5226.48	107.0

> showing 50 of 2,854 rows — these rows as CSV

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