PREVIEW / futures_30min / 2015-03-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-20.parquet
  size:    70 KB
  rows:    2,391

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
2015-03-20 00:00:00	ES	Futures	2201.42	2201.95	2201.16	2201.16	690.0
2015-03-20 00:30:00	ES	Futures	2201.16	2201.95	2201.16	2201.69	525.0
2015-03-20 01:00:00	ES	Futures	2201.95	2202.21	2201.69	2201.95	734.0
2015-03-20 01:30:00	ES	Futures	2202.21	2203.01	2201.95	2202.74	1089.0
2015-03-20 02:00:00	ES	Futures	2203.01	2203.8	2201.69	2201.95	1914.0
2015-03-20 02:30:00	ES	Futures	2201.95	2202.74	2201.69	2202.74	905.0
2015-03-20 03:00:00	ES	Futures	2203.01	2203.8	2202.48	2203.01	5070.0
2015-03-20 03:30:00	ES	Futures	2202.74	2203.27	2201.69	2202.74	3391.0
2015-03-20 04:00:00	ES	Futures	2202.48	2205.91	2202.48	2205.12	13225.0
2015-03-20 04:30:00	ES	Futures	2204.86	2205.65	2203.01	2204.86	6285.0
2015-03-20 05:00:00	ES	Futures	2205.12	2206.18	2204.06	2205.38	6620.0
2015-03-20 05:30:00	ES	Futures	2205.38	2205.65	2204.33	2205.12	2785.0
2015-03-20 06:00:00	ES	Futures	2205.12	2205.12	2203.53	2204.33	3656.0
2015-03-20 06:30:00	ES	Futures	2204.33	2207.23	2204.33	2205.65	9676.0
2015-03-20 07:00:00	ES	Futures	2205.65	2206.7	2205.12	2206.44	6908.0
2015-03-20 07:30:00	ES	Futures	2206.7	2210.4	2206.44	2210.14	15433.0
2015-03-20 08:00:00	ES	Futures	2210.14	2211.46	2209.61	2211.19	16206.0
2015-03-20 08:30:00	ES	Futures	2211.19	2214.89	2210.93	2213.84	32354.0
2015-03-20 09:00:00	ES	Futures	2214.1	2215.95	2210.14	2211.46	65365.0
2015-03-20 09:30:00	ES	Futures	2211.19	2214.89	2210.4	2212.51	187158.0
2015-03-20 10:00:00	ES	Futures	2212.78	2214.89	2211.99	2213.31	82938.0
2015-03-20 10:30:00	ES	Futures	2213.31	2218.59	2212.78	2217.27	104301.0
2015-03-20 11:00:00	ES	Futures	2217.53	2220.97	2217.0	2220.44	76115.0
2015-03-20 11:30:00	ES	Futures	2220.17	2221.49	2218.59	2219.65	48789.0
2015-03-20 12:00:00	ES	Futures	2219.65	2220.97	2219.12	2219.65	47629.0
2015-03-20 12:30:00	ES	Futures	2219.65	2223.61	2219.38	2223.08	71306.0
2015-03-20 13:00:00	ES	Futures	2223.08	2225.72	2222.29	2224.4	59515.0
2015-03-20 13:30:00	ES	Futures	2224.66	2225.46	2223.34	2223.87	33797.0
2015-03-20 14:00:00	ES	Futures	2223.61	2225.19	2221.49	2222.82	37466.0
2015-03-20 14:30:00	ES	Futures	2222.82	2224.93	2222.02	2224.93	37947.0
2015-03-20 15:00:00	ES	Futures	2224.93	2225.46	2218.33	2219.91	64796.0
2015-03-20 15:30:00	ES	Futures	2219.91	2223.34	2218.59	2218.85	174904.0
2015-03-20 16:00:00	ES	Futures	2218.85	2219.38	2215.68	2218.33	127961.0
2015-03-20 16:30:00	ES	Futures	2217.8	2219.91	2217.0	2217.27	14994.0
2015-03-20 17:00:00	ES	Futures	2217.27	2218.33	2216.21	2218.33	3581.0
2015-03-20 00:00:00	NQ	Futures	5209.63	5210.22	5208.45	5208.45	173.0
2015-03-20 00:30:00	NQ	Futures	5208.16	5209.92	5207.57	5209.92	220.0
2015-03-20 01:00:00	NQ	Futures	5210.22	5210.51	5208.45	5209.63	181.0
2015-03-20 01:30:00	NQ	Futures	5210.22	5211.1	5209.04	5209.92	233.0
2015-03-20 02:00:00	NQ	Futures	5209.92	5211.69	5208.75	5208.75	306.0
2015-03-20 02:30:00	NQ	Futures	5208.75	5210.22	5208.45	5210.22	110.0
2015-03-20 03:00:00	NQ	Futures	5210.51	5212.28	5209.92	5211.39	602.0
2015-03-20 03:30:00	NQ	Futures	5211.69	5212.57	5209.92	5211.98	469.0
2015-03-20 04:00:00	NQ	Futures	5211.69	5219.63	5211.69	5216.69	1876.0
2015-03-20 04:30:00	NQ	Futures	5216.39	5217.86	5212.86	5217.28	1247.0
2015-03-20 05:00:00	NQ	Futures	5217.57	5218.45	5214.63	5217.57	853.0
2015-03-20 05:30:00	NQ	Futures	5217.57	5217.86	5215.51	5217.28	519.0
2015-03-20 06:00:00	NQ	Futures	5217.28	5217.57	5214.63	5216.39	847.0
2015-03-20 06:30:00	NQ	Futures	5216.39	5220.8	5216.39	5218.16	1340.0
2015-03-20 07:00:00	NQ	Futures	5218.16	5220.22	5216.98	5220.22	648.0

> showing 50 of 2,391 rows — these rows as CSV

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