PREVIEW / futures_30min / 2015-03-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-09.parquet
  size:    76 KB
  rows:    2,869

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
2015-03-09 00:00:00	ES	Futures	2176.27	2176.79	2176.0	2176.27	758.0
2015-03-09 00:30:00	ES	Futures	2176.53	2177.32	2176.27	2176.27	879.0
2015-03-09 01:00:00	ES	Futures	2176.53	2177.32	2176.0	2177.32	733.0
2015-03-09 01:30:00	ES	Futures	2177.32	2177.84	2177.06	2177.58	981.0
2015-03-09 02:00:00	ES	Futures	2177.58	2178.37	2177.32	2178.37	1185.0
2015-03-09 02:30:00	ES	Futures	2178.11	2178.63	2178.11	2178.63	752.0
2015-03-09 03:00:00	ES	Futures	2178.37	2178.63	2177.32	2178.37	4178.0
2015-03-09 03:30:00	ES	Futures	2178.37	2178.63	2177.32	2177.58	3963.0
2015-03-09 04:00:00	ES	Futures	2177.58	2177.58	2174.69	2177.06	16817.0
2015-03-09 04:30:00	ES	Futures	2177.06	2177.32	2175.21	2175.48	7331.0
2015-03-09 05:00:00	ES	Futures	2175.74	2177.58	2175.21	2176.53	7347.0
2015-03-09 05:30:00	ES	Futures	2176.53	2176.79	2175.21	2175.74	6180.0
2015-03-09 06:00:00	ES	Futures	2175.48	2177.06	2174.95	2176.0	4821.0
2015-03-09 06:30:00	ES	Futures	2176.27	2177.06	2175.48	2176.0	5630.0
2015-03-09 07:00:00	ES	Futures	2176.0	2176.79	2175.21	2176.27	5066.0
2015-03-09 07:30:00	ES	Futures	2176.27	2181.0	2176.27	2180.74	17835.0
2015-03-09 08:00:00	ES	Futures	2180.48	2182.06	2179.95	2181.53	12195.0
2015-03-09 08:30:00	ES	Futures	2181.27	2183.11	2181.27	2182.32	10513.0
2015-03-09 09:00:00	ES	Futures	2182.32	2183.11	2179.69	2181.0	17907.0
2015-03-09 09:30:00	ES	Futures	2181.0	2184.16	2179.16	2183.37	179431.0
2015-03-09 10:00:00	ES	Futures	2183.11	2185.74	2181.53	2183.11	96039.0
2015-03-09 10:30:00	ES	Futures	2182.84	2186.53	2182.06	2184.42	73841.0
2015-03-09 11:00:00	ES	Futures	2184.42	2187.32	2182.32	2186.0	66450.0
2015-03-09 11:30:00	ES	Futures	2185.74	2187.32	2183.63	2184.42	56902.0
2015-03-09 12:00:00	ES	Futures	2184.16	2185.21	2182.06	2183.37	55671.0
2015-03-09 12:30:00	ES	Futures	2183.37	2187.06	2182.84	2186.79	41485.0
2015-03-09 13:00:00	ES	Futures	2186.53	2188.11	2185.48	2188.11	37303.0
2015-03-09 13:30:00	ES	Futures	2188.11	2192.05	2188.11	2190.48	60649.0
2015-03-09 14:00:00	ES	Futures	2190.48	2190.74	2187.58	2188.37	41959.0
2015-03-09 14:30:00	ES	Futures	2188.37	2190.74	2185.74	2189.95	62929.0
2015-03-09 15:00:00	ES	Futures	2189.95	2191.27	2187.58	2188.9	44258.0
2015-03-09 15:30:00	ES	Futures	2188.63	2191.0	2187.06	2187.84	101076.0
2015-03-09 16:00:00	ES	Futures	2187.84	2188.63	2186.79	2187.06	49342.0
2015-03-09 16:30:00	ES	Futures	2187.32	2187.58	2186.79	2187.06	4658.0
2015-03-09 17:00:00	ES	Futures	2187.06	2187.32	2186.79	2187.32	1597.0
2015-03-09 18:00:00	ES	Futures	2186.79	2187.32	2185.74	2185.74	2945.0
2015-03-09 18:30:00	ES	Futures	2185.74	2186.53	2185.74	2185.74	785.0
2015-03-09 19:00:00	ES	Futures	2186.0	2186.27	2185.21	2185.74	1005.0
2015-03-09 19:30:00	ES	Futures	2185.48	2186.0	2185.21	2185.74	1102.0
2015-03-09 20:00:00	ES	Futures	2185.74	2186.79	2184.69	2185.21	1872.0
2015-03-09 20:30:00	ES	Futures	2184.95	2185.21	2184.42	2184.42	1088.0
2015-03-09 21:00:00	ES	Futures	2184.69	2185.21	2184.69	2185.21	1018.0
2015-03-09 21:30:00	ES	Futures	2185.21	2186.27	2184.69	2184.69	1710.0
2015-03-09 22:00:00	ES	Futures	2184.95	2186.0	2184.69	2185.21	1116.0
2015-03-09 22:30:00	ES	Futures	2185.48	2185.74	2184.69	2185.48	976.0
2015-03-09 23:00:00	ES	Futures	2185.48	2186.0	2185.21	2185.74	857.0
2015-03-09 23:30:00	ES	Futures	2185.74	2186.0	2184.69	2185.21	2151.0
2015-03-09 00:00:00	NQ	Futures	5168.62	5171.27	5168.62	5170.38	161.0
2015-03-09 00:30:00	NQ	Futures	5170.38	5171.56	5169.5	5170.09	109.0
2015-03-09 01:00:00	NQ	Futures	5170.09	5171.85	5169.5	5171.85	76.0

> showing 50 of 2,869 rows — these rows as CSV

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