PREVIEW / futures_30min / 2015-03-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-16.parquet
  size:    75 KB
  rows:    2,822

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
2015-03-16 00:00:00	ES	Futures	2159.96	2160.22	2159.43	2159.69	776.0
2015-03-16 00:30:00	ES	Futures	2159.69	2159.96	2158.9	2158.9	610.0
2015-03-16 01:00:00	ES	Futures	2159.16	2160.48	2158.9	2160.22	794.0
2015-03-16 01:30:00	ES	Futures	2159.96	2160.48	2159.43	2160.22	682.0
2015-03-16 02:00:00	ES	Futures	2160.22	2162.6	2159.96	2161.01	2033.0
2015-03-16 02:30:00	ES	Futures	2161.28	2161.54	2160.48	2161.54	744.0
2015-03-16 03:00:00	ES	Futures	2161.8	2162.6	2161.01	2162.07	3206.0
2015-03-16 03:30:00	ES	Futures	2162.07	2162.07	2160.48	2161.01	2396.0
2015-03-16 04:00:00	ES	Futures	2160.75	2162.07	2160.22	2161.8	7227.0
2015-03-16 04:30:00	ES	Futures	2161.54	2167.88	2161.54	2167.88	9703.0
2015-03-16 05:00:00	ES	Futures	2167.88	2168.41	2164.97	2166.03	10659.0
2015-03-16 05:30:00	ES	Futures	2166.03	2167.88	2165.5	2167.35	4576.0
2015-03-16 06:00:00	ES	Futures	2167.35	2169.2	2165.77	2168.14	4931.0
2015-03-16 06:30:00	ES	Futures	2168.14	2168.41	2166.29	2166.82	3331.0
2015-03-16 07:00:00	ES	Futures	2166.56	2167.35	2164.71	2164.97	4641.0
2015-03-16 07:30:00	ES	Futures	2165.24	2166.82	2164.45	2166.03	4245.0
2015-03-16 08:00:00	ES	Futures	2166.03	2168.41	2165.77	2167.88	9628.0
2015-03-16 08:30:00	ES	Futures	2168.14	2170.78	2167.35	2169.99	19221.0
2015-03-16 09:00:00	ES	Futures	2169.99	2172.9	2169.46	2169.99	24137.0
2015-03-16 09:30:00	ES	Futures	2169.99	2181.08	2169.73	2179.76	188972.0
2015-03-16 10:00:00	ES	Futures	2180.03	2183.2	2179.5	2180.29	114742.0
2015-03-16 10:30:00	ES	Futures	2180.56	2181.61	2178.97	2181.35	56070.0
2015-03-16 11:00:00	ES	Futures	2181.61	2185.31	2180.82	2182.93	72754.0
2015-03-16 11:30:00	ES	Futures	2183.2	2186.1	2182.67	2184.52	50430.0
2015-03-16 12:00:00	ES	Futures	2184.52	2185.05	2181.08	2182.41	34810.0
2015-03-16 12:30:00	ES	Futures	2182.41	2184.52	2181.61	2183.2	37149.0
2015-03-16 13:00:00	ES	Futures	2183.2	2183.46	2180.03	2182.93	34456.0
2015-03-16 13:30:00	ES	Futures	2183.2	2185.57	2182.41	2184.25	29367.0
2015-03-16 14:00:00	ES	Futures	2184.52	2186.9	2182.93	2186.63	35340.0
2015-03-16 14:30:00	ES	Futures	2186.63	2189.27	2185.84	2188.74	50337.0
2015-03-16 15:00:00	ES	Futures	2188.74	2190.59	2187.16	2188.74	41673.0
2015-03-16 15:30:00	ES	Futures	2188.74	2191.12	2187.42	2190.59	113218.0
2015-03-16 16:00:00	ES	Futures	2190.59	2190.86	2184.25	2185.05	78346.0
2015-03-16 16:30:00	ES	Futures	2185.05	2185.84	2184.52	2184.78	7853.0
2015-03-16 17:00:00	ES	Futures	2184.78	2185.05	2183.46	2183.73	2292.0
2015-03-16 18:00:00	ES	Futures	2183.2	2183.46	2181.35	2183.2	3829.0
2015-03-16 18:30:00	ES	Futures	2183.2	2183.46	2182.41	2182.67	675.0
2015-03-16 19:00:00	ES	Futures	2182.67	2182.93	2182.14	2182.41	963.0
2015-03-16 19:30:00	ES	Futures	2182.41	2183.99	2182.41	2183.73	1106.0
2015-03-16 20:00:00	ES	Futures	2183.99	2183.99	2181.88	2183.99	2244.0
2015-03-16 20:30:00	ES	Futures	2183.99	2184.25	2182.14	2182.41	2255.0
2015-03-16 21:00:00	ES	Futures	2182.14	2183.46	2181.08	2182.14	2272.0
2015-03-16 21:30:00	ES	Futures	2182.14	2182.67	2181.08	2181.61	2164.0
2015-03-16 22:00:00	ES	Futures	2181.88	2182.41	2181.35	2182.14	740.0
2015-03-16 22:30:00	ES	Futures	2182.41	2183.46	2182.14	2182.67	569.0
2015-03-16 23:00:00	ES	Futures	2182.93	2183.46	2182.67	2183.2	1191.0
2015-03-16 23:30:00	ES	Futures	2183.2	2184.52	2182.93	2183.46	1309.0
2015-03-16 00:00:00	NQ	Futures	5066.13	5066.42	5063.77	5065.83	297.0
2015-03-16 00:30:00	NQ	Futures	5065.83	5065.83	5063.48	5063.48	71.0
2015-03-16 01:00:00	NQ	Futures	5063.48	5067.3	5063.48	5064.95	171.0

> showing 50 of 2,822 rows — these rows as CSV

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