PREVIEW / futures_30min / 2015-03-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-25.parquet
  size:    77 KB
  rows:    2,853

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
2015-03-25 00:00:00	ES	Futures	2201.69	2201.69	2200.63	2200.63	2047.0
2015-03-25 00:30:00	ES	Futures	2200.89	2201.69	2200.37	2201.42	1578.0
2015-03-25 01:00:00	ES	Futures	2201.69	2202.74	2201.16	2201.69	1695.0
2015-03-25 01:30:00	ES	Futures	2201.42	2202.21	2201.16	2201.95	737.0
2015-03-25 02:00:00	ES	Futures	2201.95	2202.48	2201.42	2201.95	1089.0
2015-03-25 02:30:00	ES	Futures	2201.95	2202.74	2201.42	2201.69	930.0
2015-03-25 03:00:00	ES	Futures	2201.69	2202.48	2200.89	2202.21	2719.0
2015-03-25 03:30:00	ES	Futures	2202.48	2202.48	2200.89	2202.21	2599.0
2015-03-25 04:00:00	ES	Futures	2201.95	2204.86	2201.42	2204.06	11637.0
2015-03-25 04:30:00	ES	Futures	2204.06	2204.86	2203.27	2203.8	3723.0
2015-03-25 05:00:00	ES	Futures	2203.8	2203.8	2202.74	2203.53	4088.0
2015-03-25 05:30:00	ES	Futures	2203.53	2206.18	2202.48	2205.38	6525.0
2015-03-25 06:00:00	ES	Futures	2205.38	2205.91	2203.53	2203.8	2663.0
2015-03-25 06:30:00	ES	Futures	2203.8	2204.86	2203.27	2204.06	2684.0
2015-03-25 07:00:00	ES	Futures	2204.06	2204.06	2201.16	2201.69	8851.0
2015-03-25 07:30:00	ES	Futures	2201.42	2202.21	2199.04	2200.89	13710.0
2015-03-25 08:00:00	ES	Futures	2200.63	2203.01	2200.1	2202.74	13293.0
2015-03-25 08:30:00	ES	Futures	2202.74	2204.06	2201.16	2203.53	10982.0
2015-03-25 09:00:00	ES	Futures	2203.27	2205.65	2203.01	2204.33	22188.0
2015-03-25 09:30:00	ES	Futures	2204.33	2207.23	2196.14	2198.25	185290.0
2015-03-25 10:00:00	ES	Futures	2198.52	2203.27	2197.2	2201.42	94898.0
2015-03-25 10:30:00	ES	Futures	2201.42	2201.69	2196.14	2200.89	97656.0
2015-03-25 11:00:00	ES	Futures	2200.89	2202.21	2194.82	2196.4	109895.0
2015-03-25 11:30:00	ES	Futures	2196.4	2196.4	2183.2	2186.1	199869.0
2015-03-25 12:00:00	ES	Futures	2186.1	2186.63	2180.29	2182.93	112297.0
2015-03-25 12:30:00	ES	Futures	2182.93	2183.2	2178.44	2182.67	110354.0
2015-03-25 13:00:00	ES	Futures	2182.67	2183.2	2176.59	2180.03	93325.0
2015-03-25 13:30:00	ES	Futures	2180.03	2183.73	2178.18	2180.82	72684.0
2015-03-25 14:00:00	ES	Futures	2181.08	2183.46	2178.71	2183.2	69147.0
2015-03-25 14:30:00	ES	Futures	2183.46	2183.46	2178.18	2179.24	53531.0
2015-03-25 15:00:00	ES	Futures	2179.24	2179.5	2172.9	2173.69	109837.0
2015-03-25 15:30:00	ES	Futures	2173.43	2174.75	2168.14	2168.67	224169.0
2015-03-25 16:00:00	ES	Futures	2168.67	2171.31	2168.14	2169.99	103915.0
2015-03-25 16:30:00	ES	Futures	2169.99	2171.31	2168.94	2171.05	8211.0
2015-03-25 17:00:00	ES	Futures	2171.31	2172.37	2170.78	2172.37	2864.0
2015-03-25 18:00:00	ES	Futures	2172.1	2172.63	2169.73	2170.78	4313.0
2015-03-25 18:30:00	ES	Futures	2171.05	2171.58	2169.99	2171.58	1525.0
2015-03-25 19:00:00	ES	Futures	2171.58	2171.84	2170.78	2171.58	1329.0
2015-03-25 19:30:00	ES	Futures	2171.58	2172.1	2171.05	2171.84	1377.0
2015-03-25 20:00:00	ES	Futures	2171.84	2172.1	2168.41	2168.94	6590.0
2015-03-25 20:30:00	ES	Futures	2169.2	2169.99	2168.41	2168.94	3903.0
2015-03-25 21:00:00	ES	Futures	2168.94	2169.46	2168.41	2169.46	2135.0
2015-03-25 21:30:00	ES	Futures	2169.2	2169.73	2168.41	2169.2	2512.0
2015-03-25 22:00:00	ES	Futures	2169.2	2171.58	2168.67	2170.52	4355.0
2015-03-25 22:30:00	ES	Futures	2170.78	2171.05	2169.2	2169.2	2502.0
2015-03-25 23:00:00	ES	Futures	2169.2	2170.78	2168.67	2168.94	3239.0
2015-03-25 23:30:00	ES	Futures	2168.94	2169.99	2168.41	2169.73	1565.0
2015-03-25 00:00:00	NQ	Futures	5210.81	5210.81	5207.28	5207.57	227.0
2015-03-25 00:30:00	NQ	Futures	5207.87	5209.63	5206.39	5209.04	299.0
2015-03-25 01:00:00	NQ	Futures	5209.34	5212.28	5207.87	5209.34	391.0

> showing 50 of 2,853 rows — these rows as CSV

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