PREVIEW / futures_30min / 2015-03-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-23.parquet
  size:    79 KB
  rows:    2,889

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
2015-03-23 00:00:00	ES	Futures	2221.49	2221.76	2221.23	2221.49	1279.0
2015-03-23 00:30:00	ES	Futures	2221.49	2221.76	2221.23	2221.49	382.0
2015-03-23 01:00:00	ES	Futures	2221.49	2221.76	2220.17	2220.7	976.0
2015-03-23 01:30:00	ES	Futures	2220.7	2220.7	2220.17	2220.17	718.0
2015-03-23 02:00:00	ES	Futures	2220.17	2220.44	2219.91	2219.91	879.0
2015-03-23 02:30:00	ES	Futures	2219.91	2220.44	2219.38	2219.65	588.0
2015-03-23 03:00:00	ES	Futures	2219.65	2219.91	2218.85	2219.38	2414.0
2015-03-23 03:30:00	ES	Futures	2219.38	2220.44	2219.38	2219.65	2040.0
2015-03-23 04:00:00	ES	Futures	2219.65	2219.65	2213.57	2214.63	14621.0
2015-03-23 04:30:00	ES	Futures	2214.63	2215.95	2213.31	2214.89	7179.0
2015-03-23 05:00:00	ES	Futures	2214.89	2215.42	2212.51	2214.89	6878.0
2015-03-23 05:30:00	ES	Futures	2214.89	2216.21	2212.78	2213.04	6956.0
2015-03-23 06:00:00	ES	Futures	2212.78	2213.57	2211.46	2212.51	6625.0
2015-03-23 06:30:00	ES	Futures	2212.51	2213.57	2212.25	2213.31	6771.0
2015-03-23 07:00:00	ES	Futures	2213.31	2214.89	2212.78	2214.63	7183.0
2015-03-23 07:30:00	ES	Futures	2214.89	2217.8	2214.63	2217.8	11418.0
2015-03-23 08:00:00	ES	Futures	2217.53	2218.33	2216.74	2217.53	8417.0
2015-03-23 08:30:00	ES	Futures	2217.8	2217.8	2215.68	2217.27	7850.0
2015-03-23 09:00:00	ES	Futures	2217.27	2219.12	2216.74	2218.85	12107.0
2015-03-23 09:30:00	ES	Futures	2218.85	2224.93	2217.8	2222.29	139546.0
2015-03-23 10:00:00	ES	Futures	2222.29	2225.98	2221.23	2223.61	87239.0
2015-03-23 10:30:00	ES	Futures	2223.87	2224.4	2221.49	2222.82	48389.0
2015-03-23 11:00:00	ES	Futures	2223.08	2224.14	2221.23	2222.02	47479.0
2015-03-23 11:30:00	ES	Futures	2222.02	2223.08	2220.17	2222.29	53978.0
2015-03-23 12:00:00	ES	Futures	2222.29	2222.29	2219.38	2221.49	41875.0
2015-03-23 12:30:00	ES	Futures	2221.23	2223.87	2220.97	2222.02	35711.0
2015-03-23 13:00:00	ES	Futures	2222.02	2222.02	2220.7	2220.97	22715.0
2015-03-23 13:30:00	ES	Futures	2220.7	2222.82	2220.17	2221.49	27993.0
2015-03-23 14:00:00	ES	Futures	2221.23	2224.93	2220.7	2224.4	38954.0
2015-03-23 14:30:00	ES	Futures	2224.4	2224.66	2221.23	2222.29	28417.0
2015-03-23 15:00:00	ES	Futures	2222.29	2222.82	2219.91	2220.97	35753.0
2015-03-23 15:30:00	ES	Futures	2220.97	2221.49	2214.36	2214.89	130941.0
2015-03-23 16:00:00	ES	Futures	2214.89	2215.16	2212.51	2213.57	82542.0
2015-03-23 16:30:00	ES	Futures	2213.04	2213.84	2212.51	2213.31	7093.0
2015-03-23 17:00:00	ES	Futures	2213.31	2213.57	2212.51	2212.78	2241.0
2015-03-23 18:00:00	ES	Futures	2212.25	2213.84	2212.25	2213.57	2470.0
2015-03-23 18:30:00	ES	Futures	2213.84	2214.1	2213.31	2214.1	1248.0
2015-03-23 19:00:00	ES	Futures	2214.1	2214.36	2213.57	2213.84	1023.0
2015-03-23 19:30:00	ES	Futures	2213.84	2214.63	2213.57	2214.36	1519.0
2015-03-23 20:00:00	ES	Futures	2214.1	2214.63	2213.84	2214.1	1639.0
2015-03-23 20:30:00	ES	Futures	2214.36	2214.63	2213.84	2214.1	1182.0
2015-03-23 21:00:00	ES	Futures	2214.1	2214.89	2213.31	2214.63	2322.0
2015-03-23 21:30:00	ES	Futures	2214.36	2214.63	2212.25	2213.57	3560.0
2015-03-23 22:00:00	ES	Futures	2213.31	2214.36	2213.31	2213.57	1167.0
2015-03-23 22:30:00	ES	Futures	2213.57	2214.1	2213.31	2213.57	955.0
2015-03-23 23:00:00	ES	Futures	2213.57	2213.57	2212.78	2213.04	958.0
2015-03-23 23:30:00	ES	Futures	2213.31	2215.68	2213.04	2215.68	2423.0
2015-03-23 00:00:00	NQ	Futures	5239.92	5240.51	5238.45	5239.33	188.0
2015-03-23 00:30:00	NQ	Futures	5239.62	5241.09	5239.04	5240.51	131.0
2015-03-23 01:00:00	NQ	Futures	5239.92	5240.21	5236.98	5237.86	232.0

> showing 50 of 2,889 rows — these rows as CSV

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