PREVIEW / futures_30min / 2015-03-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-06.parquet
  size:    68 KB
  rows:    2,360

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
2015-03-06 00:00:00	ES	Futures	2209.42	2209.69	2208.9	2209.42	1284.0
2015-03-06 00:30:00	ES	Futures	2209.16	2209.42	2208.63	2208.63	881.0
2015-03-06 01:00:00	ES	Futures	2208.63	2209.16	2208.11	2208.37	1204.0
2015-03-06 01:30:00	ES	Futures	2208.37	2209.69	2208.37	2209.69	586.0
2015-03-06 02:00:00	ES	Futures	2209.69	2210.21	2208.11	2208.9	2792.0
2015-03-06 02:30:00	ES	Futures	2208.9	2210.21	2208.63	2209.16	1600.0
2015-03-06 03:00:00	ES	Futures	2209.16	2210.74	2208.63	2209.69	5325.0
2015-03-06 03:30:00	ES	Futures	2209.69	2210.21	2208.9	2209.95	2882.0
2015-03-06 04:00:00	ES	Futures	2209.95	2210.48	2208.37	2210.48	4828.0
2015-03-06 04:30:00	ES	Futures	2210.48	2210.74	2209.42	2209.42	3773.0
2015-03-06 05:00:00	ES	Futures	2209.42	2210.21	2208.9	2209.16	4125.0
2015-03-06 05:30:00	ES	Futures	2209.16	2209.95	2208.9	2209.42	2733.0
2015-03-06 06:00:00	ES	Futures	2209.42	2209.95	2208.9	2208.9	1851.0
2015-03-06 06:30:00	ES	Futures	2209.16	2209.42	2208.11	2208.63	3524.0
2015-03-06 07:00:00	ES	Futures	2208.63	2210.21	2208.37	2209.69	3066.0
2015-03-06 07:30:00	ES	Futures	2209.69	2213.63	2209.42	2213.11	9069.0
2015-03-06 08:00:00	ES	Futures	2212.84	2213.11	2209.42	2211.53	14675.0
2015-03-06 08:30:00	ES	Futures	2211.27	2214.16	2201.79	2202.84	108692.0
2015-03-06 09:00:00	ES	Futures	2202.84	2204.95	2195.74	2198.37	73020.0
2015-03-06 09:30:00	ES	Futures	2198.63	2204.16	2197.05	2203.11	194626.0
2015-03-06 10:00:00	ES	Futures	2203.37	2204.42	2199.69	2203.11	103231.0
2015-03-06 10:30:00	ES	Futures	2203.11	2203.9	2197.05	2198.11	97719.0
2015-03-06 11:00:00	ES	Futures	2198.11	2198.37	2189.69	2190.21	168155.0
2015-03-06 11:30:00	ES	Futures	2190.21	2190.48	2185.48	2188.37	161143.0
2015-03-06 12:00:00	ES	Futures	2188.63	2190.21	2182.06	2183.9	107164.0
2015-03-06 12:30:00	ES	Futures	2184.16	2187.06	2182.06	2184.69	78312.0
2015-03-06 13:00:00	ES	Futures	2184.42	2186.0	2180.48	2183.37	80359.0
2015-03-06 13:30:00	ES	Futures	2183.37	2183.9	2179.16	2183.11	72492.0
2015-03-06 14:00:00	ES	Futures	2182.84	2186.0	2179.16	2180.74	89212.0
2015-03-06 14:30:00	ES	Futures	2180.48	2181.53	2176.0	2177.32	73918.0
2015-03-06 15:00:00	ES	Futures	2177.06	2182.84	2176.79	2177.84	90538.0
2015-03-06 15:30:00	ES	Futures	2178.11	2179.69	2174.16	2178.11	213394.0
2015-03-06 16:00:00	ES	Futures	2178.11	2180.21	2177.06	2179.95	86246.0
2015-03-06 16:30:00	ES	Futures	2179.95	2180.74	2179.42	2180.48	6692.0
2015-03-06 17:00:00	ES	Futures	2180.48	2181.79	2180.48	2181.27	2236.0
2015-03-06 00:00:00	NQ	Futures	5227.65	5228.24	5226.77	5227.36	234.0
2015-03-06 00:30:00	NQ	Futures	5227.36	5227.95	5226.19	5226.77	159.0
2015-03-06 01:00:00	NQ	Futures	5226.77	5227.36	5224.13	5225.01	263.0
2015-03-06 01:30:00	NQ	Futures	5225.3	5228.83	5225.01	5228.83	96.0
2015-03-06 02:00:00	NQ	Futures	5228.83	5229.42	5226.19	5227.65	597.0
2015-03-06 02:30:00	NQ	Futures	5227.65	5230.59	5227.07	5228.53	204.0
2015-03-06 03:00:00	NQ	Futures	5228.53	5232.06	5227.07	5229.42	929.0
2015-03-06 03:30:00	NQ	Futures	5230.0	5231.18	5228.53	5229.71	669.0
2015-03-06 04:00:00	NQ	Futures	5229.71	5230.88	5225.6	5230.88	1102.0
2015-03-06 04:30:00	NQ	Futures	5231.18	5231.77	5228.53	5228.53	457.0
2015-03-06 05:00:00	NQ	Futures	5228.83	5230.88	5227.65	5229.42	747.0
2015-03-06 05:30:00	NQ	Futures	5229.12	5230.3	5227.36	5228.53	375.0
2015-03-06 06:00:00	NQ	Futures	5228.24	5230.3	5227.95	5227.95	244.0
2015-03-06 06:30:00	NQ	Futures	5227.95	5230.3	5226.48	5228.24	724.0
2015-03-06 07:00:00	NQ	Futures	5227.95	5232.35	5227.95	5231.18	381.0

> showing 50 of 2,360 rows — these rows as CSV

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