PREVIEW / futures_30min / 2015-03-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-19.parquet
  size:    81 KB
  rows:    2,902

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
2015-03-19 00:00:00	ES	Futures	2213.57	2214.36	2213.31	2214.36	1519.0
2015-03-19 00:30:00	ES	Futures	2214.1	2214.36	2213.57	2214.1	1051.0
2015-03-19 01:00:00	ES	Futures	2214.1	2214.89	2213.57	2214.36	1565.0
2015-03-19 01:30:00	ES	Futures	2214.36	2215.16	2214.1	2214.63	1590.0
2015-03-19 02:00:00	ES	Futures	2214.89	2215.95	2214.36	2215.68	1747.0
2015-03-19 02:30:00	ES	Futures	2215.68	2217.0	2215.42	2215.95	2854.0
2015-03-19 03:00:00	ES	Futures	2215.95	2216.48	2211.99	2213.31	10724.0
2015-03-19 03:30:00	ES	Futures	2213.57	2213.84	2211.99	2213.04	7770.0
2015-03-19 04:00:00	ES	Futures	2213.31	2215.42	2207.76	2209.35	32438.0
2015-03-19 04:30:00	ES	Futures	2209.61	2210.14	2204.33	2205.65	16593.0
2015-03-19 05:00:00	ES	Futures	2205.38	2206.18	2204.06	2205.65	12047.0
2015-03-19 05:30:00	ES	Futures	2205.65	2207.76	2204.33	2206.7	8657.0
2015-03-19 06:00:00	ES	Futures	2206.44	2209.35	2206.44	2208.82	10134.0
2015-03-19 06:30:00	ES	Futures	2208.82	2209.87	2206.7	2209.35	11576.0
2015-03-19 07:00:00	ES	Futures	2209.35	2209.61	2206.97	2209.08	9567.0
2015-03-19 07:30:00	ES	Futures	2209.35	2209.61	2206.97	2207.76	7181.0
2015-03-19 08:00:00	ES	Futures	2207.5	2208.02	2204.06	2205.91	16563.0
2015-03-19 08:30:00	ES	Futures	2205.38	2205.65	2201.95	2203.8	25525.0
2015-03-19 09:00:00	ES	Futures	2203.8	2204.33	2202.48	2204.06	15228.0
2015-03-19 09:30:00	ES	Futures	2204.33	2205.12	2198.78	2203.8	150033.0
2015-03-19 10:00:00	ES	Futures	2203.8	2207.5	2202.21	2204.59	82174.0
2015-03-19 10:30:00	ES	Futures	2204.59	2204.86	2198.78	2201.16	97379.0
2015-03-19 11:00:00	ES	Futures	2200.89	2202.74	2199.04	2200.63	63429.0
2015-03-19 11:30:00	ES	Futures	2200.37	2200.89	2193.76	2196.93	109879.0
2015-03-19 12:00:00	ES	Futures	2196.67	2198.25	2195.61	2197.99	63007.0
2015-03-19 12:30:00	ES	Futures	2197.99	2198.25	2194.03	2195.08	51996.0
2015-03-19 13:00:00	ES	Futures	2194.82	2201.69	2194.03	2200.63	43882.0
2015-03-19 13:30:00	ES	Futures	2200.89	2201.16	2196.4	2197.2	38783.0
2015-03-19 14:00:00	ES	Futures	2196.93	2201.95	2196.67	2198.78	60993.0
2015-03-19 14:30:00	ES	Futures	2198.78	2201.16	2196.93	2200.63	39638.0
2015-03-19 15:00:00	ES	Futures	2200.63	2202.21	2196.4	2199.04	56392.0
2015-03-19 15:30:00	ES	Futures	2199.31	2201.42	2197.2	2198.52	131039.0
2015-03-19 16:00:00	ES	Futures	2198.25	2200.1	2197.46	2199.84	74109.0
2015-03-19 16:30:00	ES	Futures	2199.57	2199.57	2197.72	2197.72	4005.0
2015-03-19 17:00:00	ES	Futures	2197.99	2197.99	2196.93	2197.2	1773.0
2015-03-19 18:00:00	ES	Futures	2196.93	2197.2	2195.61	2195.88	2450.0
2015-03-19 18:30:00	ES	Futures	2195.88	2196.14	2195.08	2195.08	1798.0
2015-03-19 19:00:00	ES	Futures	2195.35	2196.14	2195.08	2195.88	913.0
2015-03-19 19:30:00	ES	Futures	2196.14	2198.25	2195.88	2197.72	2398.0
2015-03-19 20:00:00	ES	Futures	2197.99	2198.52	2197.46	2197.99	1666.0
2015-03-19 20:30:00	ES	Futures	2197.99	2197.99	2197.2	2197.46	780.0
2015-03-19 21:00:00	ES	Futures	2197.72	2198.52	2197.46	2198.25	1087.0
2015-03-19 21:30:00	ES	Futures	2198.52	2201.69	2197.99	2200.89	5189.0
2015-03-19 22:00:00	ES	Futures	2200.89	2203.27	2200.89	2202.74	2542.0
2015-03-19 22:30:00	ES	Futures	2202.74	2203.01	2200.89	2201.69	1370.0
2015-03-19 23:00:00	ES	Futures	2201.42	2202.21	2201.16	2201.42	1387.0
2015-03-19 23:30:00	ES	Futures	2201.42	2201.69	2201.16	2201.42	987.0
2015-03-19 00:00:00	NQ	Futures	5208.45	5209.63	5207.87	5208.75	115.0
2015-03-19 00:30:00	NQ	Futures	5209.34	5210.22	5208.16	5209.04	119.0
2015-03-19 01:00:00	NQ	Futures	5208.75	5211.69	5208.45	5210.22	169.0

> showing 50 of 2,902 rows — these rows as CSV

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