PREVIEW / futures_30min / 2015-03-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-17.parquet
  size:    75 KB
  rows:    2,853

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
2015-03-17 00:00:00	ES	Futures	2183.73	2184.25	2182.93	2183.99	904.0
2015-03-17 00:30:00	ES	Futures	2183.99	2184.52	2183.2	2183.2	992.0
2015-03-17 01:00:00	ES	Futures	2183.46	2183.46	2182.67	2182.67	649.0
2015-03-17 01:30:00	ES	Futures	2182.67	2182.67	2181.35	2181.61	1079.0
2015-03-17 02:00:00	ES	Futures	2181.61	2182.93	2181.08	2182.14	1588.0
2015-03-17 02:30:00	ES	Futures	2182.14	2183.46	2182.14	2182.93	851.0
2015-03-17 03:00:00	ES	Futures	2182.93	2184.78	2182.67	2184.78	3383.0
2015-03-17 03:30:00	ES	Futures	2184.52	2185.84	2183.2	2185.84	5261.0
2015-03-17 04:00:00	ES	Futures	2185.57	2186.9	2184.52	2185.31	11199.0
2015-03-17 04:30:00	ES	Futures	2185.31	2186.9	2183.46	2183.99	5411.0
2015-03-17 05:00:00	ES	Futures	2183.99	2184.25	2181.35	2182.14	7105.0
2015-03-17 05:30:00	ES	Futures	2182.14	2182.41	2180.03	2180.82	5160.0
2015-03-17 06:00:00	ES	Futures	2180.82	2181.35	2177.92	2178.18	12811.0
2015-03-17 06:30:00	ES	Futures	2178.18	2179.24	2177.65	2178.18	6723.0
2015-03-17 07:00:00	ES	Futures	2178.18	2179.24	2177.12	2177.65	12649.0
2015-03-17 07:30:00	ES	Futures	2177.65	2179.5	2177.12	2178.44	12937.0
2015-03-17 08:00:00	ES	Futures	2178.44	2182.14	2178.44	2180.82	16492.0
2015-03-17 08:30:00	ES	Futures	2180.82	2181.61	2178.18	2181.08	26698.0
2015-03-17 09:00:00	ES	Futures	2181.08	2181.35	2179.5	2180.29	16794.0
2015-03-17 09:30:00	ES	Futures	2180.29	2184.25	2175.27	2178.71	152988.0
2015-03-17 10:00:00	ES	Futures	2178.71	2180.56	2177.12	2180.29	75089.0
2015-03-17 10:30:00	ES	Futures	2180.29	2181.88	2178.18	2179.5	72477.0
2015-03-17 11:00:00	ES	Futures	2179.5	2179.5	2172.37	2175.54	106257.0
2015-03-17 11:30:00	ES	Futures	2175.27	2177.65	2173.69	2177.39	58691.0
2015-03-17 12:00:00	ES	Futures	2177.12	2178.44	2173.69	2177.65	50603.0
2015-03-17 12:30:00	ES	Futures	2177.65	2181.61	2176.33	2181.61	45432.0
2015-03-17 13:00:00	ES	Futures	2181.61	2183.46	2180.03	2182.14	34994.0
2015-03-17 13:30:00	ES	Futures	2182.14	2184.78	2180.56	2184.25	36771.0
2015-03-17 14:00:00	ES	Futures	2184.25	2185.84	2180.82	2181.35	40934.0
2015-03-17 14:30:00	ES	Futures	2181.61	2183.46	2179.76	2182.93	34048.0
2015-03-17 15:00:00	ES	Futures	2183.2	2186.63	2182.67	2186.1	43005.0
2015-03-17 15:30:00	ES	Futures	2185.84	2187.42	2181.61	2182.93	103591.0
2015-03-17 16:00:00	ES	Futures	2182.67	2183.2	2180.56	2183.2	45219.0
2015-03-17 16:30:00	ES	Futures	2183.2	2183.73	2181.88	2182.67	7358.0
2015-03-17 17:00:00	ES	Futures	2182.93	2182.93	2182.41	2182.93	1503.0
2015-03-17 18:00:00	ES	Futures	2182.93	2183.73	2182.41	2182.93	1623.0
2015-03-17 18:30:00	ES	Futures	2183.46	2183.46	2182.67	2182.67	670.0
2015-03-17 19:00:00	ES	Futures	2182.67	2183.46	2182.67	2183.46	336.0
2015-03-17 19:30:00	ES	Futures	2183.46	2183.99	2183.46	2183.73	828.0
2015-03-17 20:00:00	ES	Futures	2183.46	2183.99	2182.93	2183.46	2057.0
2015-03-17 20:30:00	ES	Futures	2183.2	2183.46	2183.2	2183.46	907.0
2015-03-17 21:00:00	ES	Futures	2183.46	2183.73	2183.2	2183.2	581.0
2015-03-17 21:30:00	ES	Futures	2183.2	2183.99	2182.93	2183.46	1351.0
2015-03-17 22:00:00	ES	Futures	2183.73	2183.99	2182.93	2183.99	813.0
2015-03-17 22:30:00	ES	Futures	2183.73	2183.73	2182.93	2183.2	576.0
2015-03-17 23:00:00	ES	Futures	2183.2	2183.73	2182.93	2183.46	699.0
2015-03-17 23:30:00	ES	Futures	2183.46	2183.73	2183.2	2183.46	547.0
2015-03-17 00:00:00	NQ	Futures	5119.94	5120.82	5118.47	5120.53	170.0
2015-03-17 00:30:00	NQ	Futures	5120.82	5122.29	5119.06	5119.35	321.0
2015-03-17 01:00:00	NQ	Futures	5119.35	5120.23	5117.0	5117.29	262.0

> showing 50 of 2,853 rows — these rows as CSV

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