PREVIEW / futures_30min / 2015-03-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-05.parquet
  size:    74 KB
  rows:    2,820

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
2015-03-05 00:00:00	ES	Futures	2208.11	2208.63	2207.58	2207.84	1130.0
2015-03-05 00:30:00	ES	Futures	2207.84	2208.37	2206.53	2207.58	1846.0
2015-03-05 01:00:00	ES	Futures	2208.11	2208.37	2207.05	2208.11	940.0
2015-03-05 01:30:00	ES	Futures	2208.11	2208.9	2207.84	2208.9	981.0
2015-03-05 02:00:00	ES	Futures	2208.9	2209.42	2207.58	2208.37	2711.0
2015-03-05 02:30:00	ES	Futures	2208.37	2209.16	2207.84	2208.37	2929.0
2015-03-05 03:00:00	ES	Futures	2208.37	2209.69	2207.05	2208.11	6723.0
2015-03-05 03:30:00	ES	Futures	2208.37	2209.69	2207.58	2208.37	6360.0
2015-03-05 04:00:00	ES	Futures	2208.37	2208.9	2206.0	2207.05	6536.0
2015-03-05 04:30:00	ES	Futures	2207.05	2207.58	2206.27	2206.53	3710.0
2015-03-05 05:00:00	ES	Futures	2206.53	2208.63	2206.53	2208.11	3868.0
2015-03-05 05:30:00	ES	Futures	2207.84	2208.37	2207.32	2208.11	2491.0
2015-03-05 06:00:00	ES	Futures	2208.11	2209.69	2208.11	2209.16	5617.0
2015-03-05 06:30:00	ES	Futures	2208.9	2210.74	2208.63	2208.9	7520.0
2015-03-05 07:00:00	ES	Futures	2209.16	2211.0	2208.37	2210.48	8718.0
2015-03-05 07:30:00	ES	Futures	2210.21	2211.0	2209.69	2211.0	5658.0
2015-03-05 08:00:00	ES	Futures	2211.0	2214.16	2210.74	2212.84	22628.0
2015-03-05 08:30:00	ES	Futures	2213.11	2213.11	2209.16	2211.27	30886.0
2015-03-05 09:00:00	ES	Futures	2211.53	2213.11	2209.95	2211.27	27050.0
2015-03-05 09:30:00	ES	Futures	2211.53	2212.05	2206.27	2211.0	161282.0
2015-03-05 10:00:00	ES	Futures	2210.74	2212.84	2209.42	2212.58	99171.0
2015-03-05 10:30:00	ES	Futures	2212.58	2213.37	2211.53	2212.05	59238.0
2015-03-05 11:00:00	ES	Futures	2212.05	2212.32	2206.53	2209.16	96370.0
2015-03-05 11:30:00	ES	Futures	2209.16	2212.05	2208.63	2211.53	44874.0
2015-03-05 12:00:00	ES	Futures	2211.27	2211.53	2207.84	2208.11	38614.0
2015-03-05 12:30:00	ES	Futures	2208.11	2209.16	2203.37	2204.42	59869.0
2015-03-05 13:00:00	ES	Futures	2204.16	2208.11	2203.63	2207.32	43132.0
2015-03-05 13:30:00	ES	Futures	2207.32	2209.16	2206.79	2208.9	29755.0
2015-03-05 14:00:00	ES	Futures	2208.9	2210.74	2208.63	2209.42	32098.0
2015-03-05 14:30:00	ES	Futures	2209.69	2211.79	2208.11	2210.74	38283.0
2015-03-05 15:00:00	ES	Futures	2210.74	2211.0	2207.84	2210.74	42940.0
2015-03-05 15:30:00	ES	Futures	2210.74	2211.53	2208.37	2209.69	115132.0
2015-03-05 16:00:00	ES	Futures	2209.95	2210.48	2209.69	2209.95	48982.0
2015-03-05 16:30:00	ES	Futures	2210.21	2210.74	2209.69	2209.95	11321.0
2015-03-05 17:00:00	ES	Futures	2210.21	2210.21	2209.69	2209.95	1482.0
2015-03-05 18:00:00	ES	Futures	2209.95	2210.48	2209.42	2210.48	2238.0
2015-03-05 18:30:00	ES	Futures	2210.48	2210.48	2209.95	2210.21	420.0
2015-03-05 19:00:00	ES	Futures	2210.48	2210.48	2209.95	2209.95	937.0
2015-03-05 19:30:00	ES	Futures	2209.95	2210.21	2209.69	2209.95	635.0
2015-03-05 20:00:00	ES	Futures	2209.69	2211.0	2209.42	2210.74	901.0
2015-03-05 20:30:00	ES	Futures	2210.74	2211.0	2210.74	2210.74	309.0
2015-03-05 21:00:00	ES	Futures	2211.0	2211.27	2209.95	2209.95	1227.0
2015-03-05 21:30:00	ES	Futures	2210.21	2210.48	2209.95	2210.48	275.0
2015-03-05 22:00:00	ES	Futures	2210.48	2210.48	2209.95	2210.48	253.0
2015-03-05 22:30:00	ES	Futures	2210.21	2210.48	2209.95	2209.95	514.0
2015-03-05 23:00:00	ES	Futures	2210.21	2210.21	2208.9	2209.42	1458.0
2015-03-05 23:30:00	ES	Futures	2209.42	2209.69	2209.16	2209.42	417.0
2015-03-05 00:00:00	NQ	Futures	5222.66	5223.25	5220.6	5221.19	176.0
2015-03-05 00:30:00	NQ	Futures	5221.49	5222.37	5219.43	5221.49	213.0
2015-03-05 01:00:00	NQ	Futures	5221.49	5222.37	5220.02	5221.78	121.0

> showing 50 of 2,820 rows — these rows as CSV

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