PREVIEW / futures_30min / 2015-03-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-12.parquet
  size:    78 KB
  rows:    2,782

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
2015-03-12 00:00:00	ES	Futures	2151.79	2152.58	2151.27	2152.32	1757.0
2015-03-12 00:30:00	ES	Futures	2152.32	2152.58	2151.0	2151.79	1196.0
2015-03-12 01:00:00	ES	Futures	2151.53	2152.32	2151.27	2151.79	1249.0
2015-03-12 01:30:00	ES	Futures	2151.79	2153.11	2151.27	2151.79	1625.0
2015-03-12 02:00:00	ES	Futures	2151.53	2152.58	2151.0	2152.58	1225.0
2015-03-12 02:30:00	ES	Futures	2152.32	2154.16	2152.32	2154.16	2819.0
2015-03-12 03:00:00	ES	Futures	2153.9	2154.95	2153.37	2154.42	6419.0
2015-03-12 03:30:00	ES	Futures	2154.42	2154.95	2152.85	2153.63	5752.0
2015-03-12 04:00:00	ES	Futures	2153.9	2155.21	2152.58	2154.42	10391.0
2015-03-12 04:30:00	ES	Futures	2154.16	2155.48	2153.9	2154.95	7493.0
2015-03-12 05:00:00	ES	Futures	2155.21	2155.74	2151.79	2152.32	8879.0
2015-03-12 05:30:00	ES	Futures	2152.06	2153.11	2150.21	2152.06	9540.0
2015-03-12 06:00:00	ES	Futures	2152.06	2153.37	2150.21	2153.37	7974.0
2015-03-12 06:30:00	ES	Futures	2153.37	2154.42	2152.58	2153.11	4287.0
2015-03-12 07:00:00	ES	Futures	2153.11	2153.37	2150.48	2151.0	6164.0
2015-03-12 07:30:00	ES	Futures	2151.0	2153.9	2150.21	2153.9	8037.0
2015-03-12 08:00:00	ES	Futures	2153.63	2156.53	2153.37	2154.16	17675.0
2015-03-12 08:30:00	ES	Futures	2154.16	2158.63	2150.74	2158.63	44004.0
2015-03-12 09:00:00	ES	Futures	2158.63	2158.63	2153.9	2154.95	32389.0
2015-03-12 09:30:00	ES	Futures	2154.69	2167.06	2154.16	2164.69	186065.0
2015-03-12 10:00:00	ES	Futures	2164.42	2166.0	2161.79	2164.69	100543.0
2015-03-12 10:30:00	ES	Futures	2164.95	2166.53	2162.32	2165.48	75313.0
2015-03-12 11:00:00	ES	Futures	2165.21	2169.95	2163.9	2168.9	79334.0
2015-03-12 11:30:00	ES	Futures	2169.16	2169.95	2167.06	2167.58	49760.0
2015-03-12 12:00:00	ES	Futures	2167.32	2167.84	2166.0	2167.32	34821.0
2015-03-12 12:30:00	ES	Futures	2167.32	2168.11	2164.95	2167.06	39050.0
2015-03-12 13:00:00	ES	Futures	2167.32	2169.42	2166.27	2167.58	32871.0
2015-03-12 13:30:00	ES	Futures	2167.84	2169.95	2166.27	2168.9	40554.0
2015-03-12 14:00:00	ES	Futures	2168.63	2169.42	2167.06	2168.9	28753.0
2015-03-12 14:30:00	ES	Futures	2169.16	2172.06	2167.06	2171.53	47475.0
2015-03-12 15:00:00	ES	Futures	2171.79	2174.42	2171.53	2173.63	51030.0
2015-03-12 15:30:00	ES	Futures	2173.37	2175.21	2172.32	2174.16	98511.0
2015-03-12 16:00:00	ES	Futures	2174.16	2174.42	2172.06	2172.32	72158.0
2015-03-12 16:30:00	ES	Futures	2172.58	2174.16	2172.32	2174.16	6259.0
2015-03-12 17:00:00	ES	Futures	2173.63	2174.16	2172.58	2172.84	2118.0
2015-03-12 18:00:00	ES	Futures	2172.84	2173.9	2172.58	2173.37	1827.0
2015-03-12 18:30:00	ES	Futures	2173.37	2174.16	2173.11	2174.16	434.0
2015-03-12 19:00:00	ES	Futures	2174.16	2174.69	2173.63	2174.69	1836.0
2015-03-12 19:30:00	ES	Futures	2174.69	2175.21	2174.16	2174.95	1448.0
2015-03-12 20:00:00	ES	Futures	2174.95	2175.21	2171.27	2171.27	2813.0
2015-03-12 20:30:00	ES	Futures	2171.53	2173.37	2171.27	2172.84	1533.0
2015-03-12 21:00:00	ES	Futures	2173.11	2175.21	2172.84	2174.95	2086.0
2015-03-12 21:30:00	ES	Futures	2174.69	2177.32	2174.69	2176.53	3325.0
2015-03-12 22:00:00	ES	Futures	2176.53	2177.58	2175.74	2176.0	1826.0
2015-03-12 22:30:00	ES	Futures	2176.0	2176.0	2174.42	2174.42	1605.0
2015-03-12 23:00:00	ES	Futures	2174.42	2175.74	2174.16	2174.42	923.0
2015-03-12 23:30:00	ES	Futures	2174.16	2175.74	2174.16	2175.48	664.0
2015-03-12 00:00:00	NQ	Futures	5071.7	5074.64	5071.7	5073.17	398.0
2015-03-12 00:30:00	NQ	Futures	5073.17	5074.05	5071.12	5072.88	288.0
2015-03-12 01:00:00	NQ	Futures	5072.59	5074.05	5071.41	5071.7	175.0

> showing 50 of 2,782 rows — these rows as CSV

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