PREVIEW / futures_30min / 2015-03-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-03.parquet
  size:    76 KB
  rows:    2,836

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
2015-03-03 00:00:00	ES	Futures	2224.16	2224.69	2223.9	2223.9	981.0
2015-03-03 00:30:00	ES	Futures	2224.16	2224.42	2223.37	2223.37	1304.0
2015-03-03 01:00:00	ES	Futures	2223.37	2223.9	2223.11	2223.37	721.0
2015-03-03 01:30:00	ES	Futures	2223.37	2223.63	2222.58	2222.84	900.0
2015-03-03 02:00:00	ES	Futures	2222.58	2223.37	2222.32	2222.58	2635.0
2015-03-03 02:30:00	ES	Futures	2222.58	2222.84	2222.32	2222.58	1938.0
2015-03-03 03:00:00	ES	Futures	2222.84	2223.37	2222.32	2222.58	5738.0
2015-03-03 03:30:00	ES	Futures	2222.84	2223.9	2222.58	2222.84	5904.0
2015-03-03 04:00:00	ES	Futures	2222.84	2223.63	2222.58	2222.84	5636.0
2015-03-03 04:30:00	ES	Futures	2222.84	2223.63	2222.32	2222.84	3014.0
2015-03-03 05:00:00	ES	Futures	2222.84	2223.9	2222.58	2223.9	3750.0
2015-03-03 05:30:00	ES	Futures	2223.63	2224.42	2223.37	2223.63	3105.0
2015-03-03 06:00:00	ES	Futures	2223.9	2223.9	2222.58	2222.84	6585.0
2015-03-03 06:30:00	ES	Futures	2222.84	2223.37	2222.32	2223.11	2082.0
2015-03-03 07:00:00	ES	Futures	2223.11	2223.11	2222.05	2222.32	5897.0
2015-03-03 07:30:00	ES	Futures	2222.32	2222.58	2220.48	2220.74	8134.0
2015-03-03 08:00:00	ES	Futures	2221.0	2221.26	2218.37	2219.42	21923.0
2015-03-03 08:30:00	ES	Futures	2219.42	2220.21	2218.63	2219.95	13370.0
2015-03-03 09:00:00	ES	Futures	2220.21	2220.74	2219.16	2220.48	14510.0
2015-03-03 09:30:00	ES	Futures	2220.48	2221.79	2213.11	2214.42	197784.0
2015-03-03 10:00:00	ES	Futures	2214.42	2217.84	2213.9	2215.48	110012.0
2015-03-03 10:30:00	ES	Futures	2215.48	2217.05	2213.63	2214.42	82658.0
2015-03-03 11:00:00	ES	Futures	2214.69	2215.48	2212.05	2213.11	105791.0
2015-03-03 11:30:00	ES	Futures	2212.84	2213.11	2206.79	2210.21	134835.0
2015-03-03 12:00:00	ES	Futures	2210.21	2210.21	2205.74	2207.84	67011.0
2015-03-03 12:30:00	ES	Futures	2207.84	2213.11	2207.32	2212.58	62376.0
2015-03-03 13:00:00	ES	Futures	2212.84	2214.69	2211.53	2213.63	62849.0
2015-03-03 13:30:00	ES	Futures	2213.9	2214.95	2212.05	2213.11	47406.0
2015-03-03 14:00:00	ES	Futures	2213.11	2217.84	2212.84	2217.84	53129.0
2015-03-03 14:30:00	ES	Futures	2217.84	2218.11	2213.63	2215.74	59996.0
2015-03-03 15:00:00	ES	Futures	2215.74	2217.32	2213.63	2216.79	52978.0
2015-03-03 15:30:00	ES	Futures	2216.79	2218.11	2214.69	2216.79	112729.0
2015-03-03 16:00:00	ES	Futures	2217.05	2217.32	2214.95	2215.48	54341.0
2015-03-03 16:30:00	ES	Futures	2215.48	2216.26	2214.95	2215.48	8806.0
2015-03-03 17:00:00	ES	Futures	2215.48	2216.0	2215.21	2215.48	2029.0
2015-03-03 18:00:00	ES	Futures	2215.48	2215.48	2213.63	2213.63	4323.0
2015-03-03 18:30:00	ES	Futures	2213.9	2214.42	2213.63	2214.16	2661.0
2015-03-03 19:00:00	ES	Futures	2214.42	2214.42	2213.63	2214.16	1053.0
2015-03-03 19:30:00	ES	Futures	2213.9	2214.16	2212.32	2212.32	3721.0
2015-03-03 20:00:00	ES	Futures	2212.32	2213.11	2212.32	2212.84	1639.0
2015-03-03 20:30:00	ES	Futures	2212.84	2213.37	2212.58	2212.84	1201.0
2015-03-03 21:00:00	ES	Futures	2212.84	2213.63	2212.84	2213.37	638.0
2015-03-03 21:30:00	ES	Futures	2213.63	2213.63	2213.11	2213.63	689.0
2015-03-03 22:00:00	ES	Futures	2213.63	2213.9	2213.37	2213.9	348.0
2015-03-03 22:30:00	ES	Futures	2213.9	2214.69	2213.63	2214.16	967.0
2015-03-03 23:00:00	ES	Futures	2214.16	2214.69	2213.9	2213.9	1438.0
2015-03-03 23:30:00	ES	Futures	2213.9	2214.16	2213.63	2214.16	646.0
2015-03-03 00:00:00	NQ	Futures	5258.2	5258.78	5257.9	5258.2	174.0
2015-03-03 00:30:00	NQ	Futures	5257.9	5258.2	5256.73	5257.32	96.0
2015-03-03 01:00:00	NQ	Futures	5257.32	5257.32	5256.14	5256.73	77.0

> showing 50 of 2,836 rows — these rows as CSV

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