PREVIEW / futures_30min / 2015-03-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-04.parquet
  size:    74 KB
  rows:    2,846

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
2015-03-04 00:00:00	ES	Futures	2214.16	2214.42	2213.37	2213.9	1448.0
2015-03-04 00:30:00	ES	Futures	2213.9	2214.69	2213.63	2214.69	714.0
2015-03-04 01:00:00	ES	Futures	2214.42	2214.69	2213.37	2213.37	885.0
2015-03-04 01:30:00	ES	Futures	2213.37	2214.16	2213.37	2214.16	582.0
2015-03-04 02:00:00	ES	Futures	2214.16	2214.69	2213.9	2214.16	1543.0
2015-03-04 02:30:00	ES	Futures	2214.42	2214.95	2213.63	2213.9	1471.0
2015-03-04 03:00:00	ES	Futures	2213.9	2214.42	2212.84	2214.16	7321.0
2015-03-04 03:30:00	ES	Futures	2213.9	2214.42	2209.69	2209.95	12858.0
2015-03-04 04:00:00	ES	Futures	2209.95	2210.21	2207.32	2208.63	17782.0
2015-03-04 04:30:00	ES	Futures	2208.37	2209.95	2208.11	2209.69	7987.0
2015-03-04 05:00:00	ES	Futures	2209.69	2210.74	2208.11	2208.63	7843.0
2015-03-04 05:30:00	ES	Futures	2208.37	2208.63	2207.32	2207.58	4278.0
2015-03-04 06:00:00	ES	Futures	2207.58	2208.11	2207.05	2207.58	5067.0
2015-03-04 06:30:00	ES	Futures	2207.58	2209.16	2207.05	2208.9	5597.0
2015-03-04 07:00:00	ES	Futures	2208.9	2208.9	2207.58	2208.9	6906.0
2015-03-04 07:30:00	ES	Futures	2208.9	2209.69	2207.58	2209.42	10831.0
2015-03-04 08:00:00	ES	Futures	2209.42	2210.21	2208.37	2209.69	12652.0
2015-03-04 08:30:00	ES	Futures	2209.69	2210.21	2208.63	2209.42	9421.0
2015-03-04 09:00:00	ES	Futures	2209.42	2209.69	2208.11	2209.42	15713.0
2015-03-04 09:30:00	ES	Futures	2209.16	2209.95	2198.11	2201.27	273070.0
2015-03-04 10:00:00	ES	Futures	2201.27	2202.32	2194.95	2198.37	202700.0
2015-03-04 10:30:00	ES	Futures	2198.11	2202.32	2197.05	2200.74	138380.0
2015-03-04 11:00:00	ES	Futures	2200.74	2206.0	2200.21	2204.42	122380.0
2015-03-04 11:30:00	ES	Futures	2204.69	2207.05	2204.42	2205.21	74225.0
2015-03-04 12:00:00	ES	Futures	2204.95	2208.9	2204.42	2207.84	51752.0
2015-03-04 12:30:00	ES	Futures	2208.11	2210.21	2207.05	2207.05	53126.0
2015-03-04 13:00:00	ES	Futures	2207.32	2209.16	2206.27	2208.11	37531.0
2015-03-04 13:30:00	ES	Futures	2208.11	2208.9	2203.37	2204.16	45387.0
2015-03-04 14:00:00	ES	Futures	2204.16	2206.0	2202.58	2204.16	55428.0
2015-03-04 14:30:00	ES	Futures	2204.42	2207.84	2203.37	2207.58	41899.0
2015-03-04 15:00:00	ES	Futures	2207.32	2208.11	2204.69	2207.32	57784.0
2015-03-04 15:30:00	ES	Futures	2207.05	2208.9	2206.27	2207.58	104553.0
2015-03-04 16:00:00	ES	Futures	2207.32	2207.84	2206.53	2206.79	51771.0
2015-03-04 16:30:00	ES	Futures	2206.53	2207.05	2206.0	2206.27	5557.0
2015-03-04 17:00:00	ES	Futures	2206.27	2206.79	2206.0	2206.53	1434.0
2015-03-04 18:00:00	ES	Futures	2206.79	2207.05	2204.95	2205.21	2963.0
2015-03-04 18:30:00	ES	Futures	2205.48	2206.0	2205.48	2205.74	897.0
2015-03-04 19:00:00	ES	Futures	2205.74	2206.79	2204.69	2206.53	3240.0
2015-03-04 19:30:00	ES	Futures	2206.53	2206.79	2205.74	2206.79	1033.0
2015-03-04 20:00:00	ES	Futures	2206.53	2207.05	2206.0	2207.05	1690.0
2015-03-04 20:30:00	ES	Futures	2206.79	2207.32	2206.53	2206.79	1222.0
2015-03-04 21:00:00	ES	Futures	2207.05	2207.05	2206.53	2206.79	799.0
2015-03-04 21:30:00	ES	Futures	2207.05	2207.05	2206.79	2207.05	280.0
2015-03-04 22:00:00	ES	Futures	2207.05	2207.05	2206.53	2207.05	548.0
2015-03-04 22:30:00	ES	Futures	2207.05	2208.37	2207.05	2208.37	1844.0
2015-03-04 23:00:00	ES	Futures	2208.37	2208.63	2207.84	2208.37	936.0
2015-03-04 23:30:00	ES	Futures	2208.37	2208.63	2208.11	2208.37	474.0
2015-03-04 00:00:00	NQ	Futures	5234.41	5234.7	5231.18	5232.94	184.0
2015-03-04 00:30:00	NQ	Futures	5232.94	5235.29	5232.35	5235.29	128.0
2015-03-04 01:00:00	NQ	Futures	5234.41	5235.0	5232.06	5232.65	61.0

> showing 50 of 2,846 rows — these rows as CSV

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