PREVIEW / futures_30min / 2015-03-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-11.parquet
  size:    75 KB
  rows:    2,719

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
2015-03-11 00:00:00	ES	Futures	2156.53	2156.79	2156.27	2156.53	1052.0
2015-03-11 00:30:00	ES	Futures	2156.53	2156.79	2155.74	2156.79	1110.0
2015-03-11 01:00:00	ES	Futures	2156.79	2157.06	2155.48	2155.74	1057.0
2015-03-11 01:30:00	ES	Futures	2155.74	2156.0	2154.69	2154.95	1664.0
2015-03-11 02:00:00	ES	Futures	2154.69	2155.21	2153.11	2154.16	2819.0
2015-03-11 02:30:00	ES	Futures	2154.16	2154.69	2153.63	2154.16	566.0
2015-03-11 03:00:00	ES	Futures	2154.16	2155.74	2153.37	2154.42	5364.0
2015-03-11 03:30:00	ES	Futures	2154.42	2155.21	2152.85	2153.37	7456.0
2015-03-11 04:00:00	ES	Futures	2153.37	2157.58	2151.0	2156.79	24695.0
2015-03-11 04:30:00	ES	Futures	2157.06	2158.37	2156.53	2157.85	17163.0
2015-03-11 05:00:00	ES	Futures	2157.85	2159.16	2156.53	2157.06	9608.0
2015-03-11 05:30:00	ES	Futures	2157.32	2159.69	2156.53	2158.63	10052.0
2015-03-11 06:00:00	ES	Futures	2158.63	2160.21	2158.37	2159.16	10232.0
2015-03-11 06:30:00	ES	Futures	2159.16	2159.69	2157.58	2159.16	9682.0
2015-03-11 07:00:00	ES	Futures	2159.16	2159.69	2156.0	2157.06	9846.0
2015-03-11 07:30:00	ES	Futures	2157.06	2157.58	2154.42	2155.74	16708.0
2015-03-11 08:00:00	ES	Futures	2156.0	2157.58	2155.48	2157.06	10219.0
2015-03-11 08:30:00	ES	Futures	2156.79	2158.9	2156.27	2156.53	17190.0
2015-03-11 09:00:00	ES	Futures	2156.53	2157.06	2153.9	2154.95	22661.0
2015-03-11 09:30:00	ES	Futures	2154.69	2156.79	2152.06	2154.95	188974.0
2015-03-11 10:00:00	ES	Futures	2154.69	2157.32	2152.06	2154.42	102360.0
2015-03-11 10:30:00	ES	Futures	2154.16	2154.95	2146.79	2149.69	166652.0
2015-03-11 11:00:00	ES	Futures	2149.69	2154.69	2148.9	2154.42	85307.0
2015-03-11 11:30:00	ES	Futures	2154.42	2155.48	2152.32	2153.9	72483.0
2015-03-11 12:00:00	ES	Futures	2153.9	2155.48	2150.74	2152.32	64165.0
2015-03-11 12:30:00	ES	Futures	2152.32	2156.0	2151.27	2154.16	51211.0
2015-03-11 13:00:00	ES	Futures	2153.9	2155.74	2152.85	2154.16	41616.0
2015-03-11 13:30:00	ES	Futures	2153.9	2154.16	2146.79	2149.95	81821.0
2015-03-11 14:00:00	ES	Futures	2149.95	2154.42	2149.16	2152.58	64407.0
2015-03-11 14:30:00	ES	Futures	2152.85	2154.69	2150.48	2154.16	51552.0
2015-03-11 15:00:00	ES	Futures	2154.16	2154.16	2147.58	2147.58	56367.0
2015-03-11 15:30:00	ES	Futures	2147.85	2149.16	2145.48	2147.06	148803.0
2015-03-11 16:00:00	ES	Futures	2146.79	2148.37	2145.48	2147.32	68628.0
2015-03-11 16:30:00	ES	Futures	2147.58	2150.48	2147.32	2149.42	12000.0
2015-03-11 17:00:00	ES	Futures	2149.69	2150.21	2148.63	2148.63	2288.0
2015-03-11 18:00:00	ES	Futures	2149.42	2150.21	2146.0	2147.06	5493.0
2015-03-11 18:30:00	ES	Futures	2147.06	2147.85	2147.06	2147.58	819.0
2015-03-11 19:00:00	ES	Futures	2147.85	2148.11	2146.79	2147.58	770.0
2015-03-11 19:30:00	ES	Futures	2147.58	2147.85	2146.53	2147.06	1155.0
2015-03-11 20:00:00	ES	Futures	2147.32	2147.58	2145.48	2145.74	3453.0
2015-03-11 20:30:00	ES	Futures	2146.0	2147.32	2145.74	2147.06	2010.0
2015-03-11 21:00:00	ES	Futures	2147.06	2148.37	2147.06	2148.37	1953.0
2015-03-11 21:30:00	ES	Futures	2148.37	2149.42	2148.11	2149.16	1541.0
2015-03-11 22:00:00	ES	Futures	2149.16	2149.69	2148.9	2149.42	1384.0
2015-03-11 22:30:00	ES	Futures	2149.16	2150.21	2149.16	2149.95	1620.0
2015-03-11 23:00:00	ES	Futures	2149.95	2150.21	2149.42	2150.21	933.0
2015-03-11 23:30:00	ES	Futures	2150.48	2151.79	2149.69	2151.53	4647.0
2015-03-11 00:00:00	NQ	Futures	5100.78	5103.13	5100.49	5102.54	352.0
2015-03-11 00:30:00	NQ	Futures	5102.54	5102.54	5099.9	5101.07	200.0
2015-03-11 01:00:00	NQ	Futures	5101.37	5101.95	5099.02	5099.31	150.0

> showing 50 of 2,719 rows — these rows as CSV

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