PREVIEW / futures_30min / 2015-03-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-24.parquet
  size:    76 KB
  rows:    2,877

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
2015-03-24 00:00:00	ES	Futures	2215.68	2215.68	2214.36	2214.63	1123.0
2015-03-24 00:30:00	ES	Futures	2214.63	2215.42	2213.84	2214.89	1405.0
2015-03-24 01:00:00	ES	Futures	2214.89	2215.16	2213.04	2214.1	2403.0
2015-03-24 01:30:00	ES	Futures	2214.36	2214.36	2213.57	2213.57	1016.0
2015-03-24 02:00:00	ES	Futures	2213.84	2214.1	2213.57	2213.84	537.0
2015-03-24 02:30:00	ES	Futures	2214.1	2214.63	2213.84	2214.1	712.0
2015-03-24 03:00:00	ES	Futures	2214.1	2214.89	2212.25	2213.04	4573.0
2015-03-24 03:30:00	ES	Futures	2213.04	2213.84	2211.72	2213.04	5183.0
2015-03-24 04:00:00	ES	Futures	2213.04	2215.68	2209.87	2214.89	15058.0
2015-03-24 04:30:00	ES	Futures	2215.16	2217.8	2214.89	2215.16	10013.0
2015-03-24 05:00:00	ES	Futures	2215.42	2215.95	2214.1	2214.89	6960.0
2015-03-24 05:30:00	ES	Futures	2214.89	2217.27	2214.89	2217.27	6036.0
2015-03-24 06:00:00	ES	Futures	2217.0	2219.65	2217.0	2218.33	8346.0
2015-03-24 06:30:00	ES	Futures	2218.33	2218.85	2216.21	2217.8	6846.0
2015-03-24 07:00:00	ES	Futures	2217.8	2218.59	2215.42	2218.06	8877.0
2015-03-24 07:30:00	ES	Futures	2218.06	2219.38	2217.0	2218.59	9931.0
2015-03-24 08:00:00	ES	Futures	2218.85	2219.12	2216.74	2217.53	9509.0
2015-03-24 08:30:00	ES	Futures	2217.8	2218.33	2214.89	2216.48	24419.0
2015-03-24 09:00:00	ES	Futures	2216.21	2216.48	2211.19	2213.04	28752.0
2015-03-24 09:30:00	ES	Futures	2212.78	2214.63	2208.55	2214.1	136438.0
2015-03-24 10:00:00	ES	Futures	2214.1	2217.0	2213.04	2214.89	107139.0
2015-03-24 10:30:00	ES	Futures	2214.63	2215.68	2212.78	2214.63	83764.0
2015-03-24 11:00:00	ES	Futures	2214.36	2218.85	2213.04	2217.53	61928.0
2015-03-24 11:30:00	ES	Futures	2217.8	2218.33	2215.42	2216.21	44953.0
2015-03-24 12:00:00	ES	Futures	2216.21	2217.53	2213.31	2213.57	43662.0
2015-03-24 12:30:00	ES	Futures	2213.57	2214.1	2209.35	2209.61	69207.0
2015-03-24 13:00:00	ES	Futures	2209.61	2211.72	2206.18	2207.23	48122.0
2015-03-24 13:30:00	ES	Futures	2207.23	2210.14	2206.18	2209.35	52615.0
2015-03-24 14:00:00	ES	Futures	2209.35	2209.35	2204.06	2205.38	65744.0
2015-03-24 14:30:00	ES	Futures	2205.38	2207.23	2203.27	2206.18	50619.0
2015-03-24 15:00:00	ES	Futures	2206.18	2209.08	2203.01	2203.27	60717.0
2015-03-24 15:30:00	ES	Futures	2203.27	2205.91	2200.63	2201.42	127076.0
2015-03-24 16:00:00	ES	Futures	2201.42	2203.53	2200.63	2203.01	57248.0
2015-03-24 16:30:00	ES	Futures	2203.01	2203.53	2202.48	2202.74	7343.0
2015-03-24 17:00:00	ES	Futures	2203.01	2203.27	2202.48	2203.01	1621.0
2015-03-24 18:00:00	ES	Futures	2203.01	2203.53	2202.74	2203.01	2348.0
2015-03-24 18:30:00	ES	Futures	2203.27	2203.27	2202.74	2203.01	262.0
2015-03-24 19:00:00	ES	Futures	2203.27	2203.27	2202.48	2203.01	772.0
2015-03-24 19:30:00	ES	Futures	2203.01	2203.8	2202.74	2203.53	835.0
2015-03-24 20:00:00	ES	Futures	2203.27	2204.06	2203.27	2203.8	1976.0
2015-03-24 20:30:00	ES	Futures	2203.8	2204.06	2203.27	2203.27	968.0
2015-03-24 21:00:00	ES	Futures	2203.27	2203.8	2202.74	2203.01	1207.0
2015-03-24 21:30:00	ES	Futures	2203.01	2203.53	2202.74	2203.01	755.0
2015-03-24 22:00:00	ES	Futures	2203.01	2203.27	2202.48	2202.74	871.0
2015-03-24 22:30:00	ES	Futures	2202.48	2203.01	2202.21	2202.48	833.0
2015-03-24 23:00:00	ES	Futures	2202.74	2202.74	2201.69	2201.95	2034.0
2015-03-24 23:30:00	ES	Futures	2201.95	2202.21	2201.42	2201.42	2244.0
2015-03-24 00:00:00	NQ	Futures	5226.39	5227.57	5224.92	5226.1	395.0
2015-03-24 00:30:00	NQ	Futures	5225.21	5226.1	5222.57	5225.51	283.0
2015-03-24 01:00:00	NQ	Futures	5225.21	5225.51	5220.8	5223.74	285.0

> showing 50 of 2,877 rows — these rows as CSV

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