PREVIEW / futures_30min / 2015-03-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-13.parquet
  size:    67 KB
  rows:    2,312

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
2015-03-13 00:00:00	ES	Futures	2175.74	2175.74	2174.16	2174.95	750.0
2015-03-13 00:30:00	ES	Futures	2175.21	2175.48	2174.69	2175.21	380.0
2015-03-13 01:00:00	ES	Futures	2175.48	2176.79	2175.21	2176.53	649.0
2015-03-13 01:30:00	ES	Futures	2176.27	2177.32	2176.27	2177.06	739.0
2015-03-13 02:00:00	ES	Futures	2176.79	2176.79	2175.48	2175.74	620.0
2015-03-13 02:30:00	ES	Futures	2176.0	2176.0	2174.69	2175.21	925.0
2015-03-13 03:00:00	ES	Futures	2175.21	2175.74	2174.42	2175.48	1700.0
2015-03-13 03:30:00	ES	Futures	2175.48	2177.06	2174.95	2176.79	3504.0
2015-03-13 04:00:00	ES	Futures	2176.79	2177.58	2174.42	2175.48	8499.0
2015-03-13 04:30:00	ES	Futures	2175.21	2175.74	2174.16	2174.69	3906.0
2015-03-13 05:00:00	ES	Futures	2174.42	2175.74	2173.9	2175.74	2746.0
2015-03-13 05:30:00	ES	Futures	2175.48	2175.74	2173.63	2174.42	4151.0
2015-03-13 06:00:00	ES	Futures	2174.69	2174.95	2170.74	2172.06	7098.0
2015-03-13 06:30:00	ES	Futures	2172.06	2176.53	2171.53	2176.0	5619.0
2015-03-13 07:00:00	ES	Futures	2175.74	2176.27	2174.42	2174.42	3790.0
2015-03-13 07:30:00	ES	Futures	2174.69	2174.69	2167.58	2167.58	11555.0
2015-03-13 08:00:00	ES	Futures	2167.58	2169.95	2166.53	2167.58	9149.0
2015-03-13 08:30:00	ES	Futures	2167.58	2170.74	2167.06	2169.16	12286.0
2015-03-13 09:00:00	ES	Futures	2169.42	2171.79	2167.84	2171.0	12444.0
2015-03-13 09:30:00	ES	Futures	2170.74	2172.58	2164.95	2167.32	61248.0
2015-03-13 10:00:00	ES	Futures	2167.32	2168.9	2160.74	2161.53	60933.0
2015-03-13 10:30:00	ES	Futures	2161.53	2165.21	2153.11	2153.37	62675.0
2015-03-13 11:00:00	ES	Futures	2153.11	2157.85	2149.95	2150.74	59918.0
2015-03-13 11:30:00	ES	Futures	2150.74	2153.37	2147.32	2152.85	48633.0
2015-03-13 12:00:00	ES	Futures	2152.85	2153.9	2148.9	2153.11	30359.0
2015-03-13 12:30:00	ES	Futures	2153.11	2157.32	2152.85	2156.0	28500.0
2015-03-13 13:00:00	ES	Futures	2156.0	2156.0	2149.42	2149.69	22011.0
2015-03-13 13:30:00	ES	Futures	2149.69	2154.42	2149.42	2152.58	19828.0
2015-03-13 14:00:00	ES	Futures	2152.58	2153.11	2149.69	2153.11	17442.0
2015-03-13 14:30:00	ES	Futures	2153.11	2153.37	2148.11	2152.85	20766.0
2015-03-13 15:00:00	ES	Futures	2152.85	2157.06	2151.0	2157.06	23981.0
2015-03-13 15:30:00	ES	Futures	2157.06	2163.9	2154.42	2160.74	69987.0
2015-03-13 16:00:00	ES	Futures	2160.74	2161.0	2156.53	2158.37	55989.0
2015-03-13 16:30:00	ES	Futures	2158.11	2160.21	2158.11	2159.95	6559.0
2015-03-13 17:00:00	ES	Futures	2159.95	2159.95	2158.63	2158.63	692.0
2015-03-13 00:00:00	NQ	Futures	5092.85	5093.44	5090.21	5092.26	61.0
2015-03-13 00:30:00	NQ	Futures	5092.26	5093.73	5091.68	5093.73	98.0
2015-03-13 01:00:00	NQ	Futures	5093.44	5095.79	5092.85	5095.2	49.0
2015-03-13 01:30:00	NQ	Futures	5095.79	5096.67	5094.32	5096.08	88.0
2015-03-13 02:00:00	NQ	Futures	5095.79	5095.79	5092.26	5093.14	95.0
2015-03-13 02:30:00	NQ	Futures	5093.73	5093.73	5090.5	5091.09	82.0
2015-03-13 03:00:00	NQ	Futures	5091.09	5091.68	5089.03	5091.38	89.0
2015-03-13 03:30:00	NQ	Futures	5091.38	5094.32	5090.5	5094.32	184.0
2015-03-13 04:00:00	NQ	Futures	5094.32	5096.96	5092.56	5096.37	1517.0
2015-03-13 04:30:00	NQ	Futures	5096.37	5099.02	5095.79	5096.96	875.0
2015-03-13 05:00:00	NQ	Futures	5097.55	5099.61	5096.08	5099.61	180.0
2015-03-13 05:30:00	NQ	Futures	5098.43	5099.02	5096.08	5097.26	277.0
2015-03-13 06:00:00	NQ	Futures	5098.14	5098.43	5087.27	5090.21	928.0
2015-03-13 06:30:00	NQ	Futures	5090.21	5098.43	5089.62	5097.26	642.0
2015-03-13 07:00:00	NQ	Futures	5096.67	5097.84	5093.44	5094.03	571.0

> showing 50 of 2,312 rows — these rows as CSV

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