PREVIEW / futures_30min / 2015-03-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-18.parquet
  size:    87 KB
  rows:    2,959

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
2015-03-18 00:00:00	ES	Futures	2183.46	2184.78	2183.46	2183.99	1760.0
2015-03-18 00:30:00	ES	Futures	2183.99	2184.25	2183.2	2183.99	775.0
2015-03-18 01:00:00	ES	Futures	2183.99	2185.05	2183.73	2185.05	964.0
2015-03-18 01:30:00	ES	Futures	2184.78	2185.31	2184.25	2185.05	689.0
2015-03-18 02:00:00	ES	Futures	2184.78	2185.31	2184.25	2184.25	1083.0
2015-03-18 02:30:00	ES	Futures	2184.52	2184.52	2183.73	2183.99	410.0
2015-03-18 03:00:00	ES	Futures	2183.99	2185.05	2183.2	2184.78	2743.0
2015-03-18 03:30:00	ES	Futures	2184.52	2185.05	2184.25	2185.05	2740.0
2015-03-18 04:00:00	ES	Futures	2185.05	2186.1	2183.2	2185.84	13415.0
2015-03-18 04:30:00	ES	Futures	2186.1	2186.9	2184.52	2185.84	6813.0
2015-03-18 05:00:00	ES	Futures	2185.84	2185.84	2182.93	2183.46	8391.0
2015-03-18 05:30:00	ES	Futures	2183.73	2184.78	2182.93	2183.46	6104.0
2015-03-18 06:00:00	ES	Futures	2183.73	2183.73	2178.71	2179.24	8845.0
2015-03-18 06:30:00	ES	Futures	2179.5	2180.03	2175.8	2176.33	12396.0
2015-03-18 07:00:00	ES	Futures	2176.33	2178.18	2173.16	2173.69	12460.0
2015-03-18 07:30:00	ES	Futures	2173.95	2175.54	2173.16	2174.22	15368.0
2015-03-18 08:00:00	ES	Futures	2174.48	2175.01	2173.16	2173.95	9132.0
2015-03-18 08:30:00	ES	Futures	2174.22	2176.59	2173.69	2175.54	14947.0
2015-03-18 09:00:00	ES	Futures	2175.54	2177.39	2174.75	2176.33	20767.0
2015-03-18 09:30:00	ES	Futures	2176.33	2177.39	2171.84	2173.69	138489.0
2015-03-18 10:00:00	ES	Futures	2173.69	2178.44	2173.43	2177.12	69625.0
2015-03-18 10:30:00	ES	Futures	2177.39	2178.18	2174.48	2177.65	68502.0
2015-03-18 11:00:00	ES	Futures	2177.39	2178.44	2173.69	2174.22	68926.0
2015-03-18 11:30:00	ES	Futures	2173.95	2176.33	2173.43	2175.01	57733.0
2015-03-18 12:00:00	ES	Futures	2175.01	2175.8	2171.84	2173.69	71858.0
2015-03-18 12:30:00	ES	Futures	2173.69	2176.07	2172.37	2172.63	43299.0
2015-03-18 13:00:00	ES	Futures	2172.9	2173.95	2170.78	2172.1	52601.0
2015-03-18 13:30:00	ES	Futures	2172.1	2176.07	2168.14	2175.27	65042.0
2015-03-18 14:00:00	ES	Futures	2175.27	2205.38	2173.43	2201.69	289664.0
2015-03-18 14:30:00	ES	Futures	2201.95	2208.55	2200.89	2205.91	150216.0
2015-03-18 15:00:00	ES	Futures	2205.65	2218.33	2204.33	2212.25	167006.0
2015-03-18 15:30:00	ES	Futures	2212.25	2213.57	2206.44	2209.35	181027.0
2015-03-18 16:00:00	ES	Futures	2209.61	2211.72	2208.82	2211.72	80393.0
2015-03-18 16:30:00	ES	Futures	2211.46	2212.25	2210.14	2211.19	11330.0
2015-03-18 17:00:00	ES	Futures	2211.19	2211.19	2210.14	2210.4	2382.0
2015-03-18 18:00:00	ES	Futures	2211.72	2213.04	2211.19	2211.72	4827.0
2015-03-18 18:30:00	ES	Futures	2211.99	2211.99	2210.93	2210.93	1653.0
2015-03-18 19:00:00	ES	Futures	2210.93	2212.51	2210.67	2212.51	1280.0
2015-03-18 19:30:00	ES	Futures	2212.25	2215.16	2212.25	2213.31	3192.0
2015-03-18 20:00:00	ES	Futures	2213.57	2217.53	2213.31	2216.48	7609.0
2015-03-18 20:30:00	ES	Futures	2216.74	2217.27	2211.72	2212.25	5641.0
2015-03-18 21:00:00	ES	Futures	2211.99	2213.84	2211.46	2211.46	4040.0
2015-03-18 21:30:00	ES	Futures	2211.46	2214.63	2210.93	2213.57	3303.0
2015-03-18 22:00:00	ES	Futures	2213.57	2214.36	2212.51	2213.84	2630.0
2015-03-18 22:30:00	ES	Futures	2213.57	2214.36	2213.04	2214.1	1449.0
2015-03-18 23:00:00	ES	Futures	2214.1	2215.68	2213.57	2214.1	2240.0
2015-03-18 23:30:00	ES	Futures	2214.1	2215.16	2213.57	2213.57	2318.0
2015-03-18 00:00:00	NQ	Futures	5143.17	5146.41	5143.17	5145.23	339.0
2015-03-18 00:30:00	NQ	Futures	5145.52	5145.52	5143.47	5145.23	161.0
2015-03-18 01:00:00	NQ	Futures	5144.64	5146.99	5144.35	5146.99	180.0

> showing 50 of 2,959 rows — these rows as CSV

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