PREVIEW / futures_30min / 2015-03-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-26.parquet
  size:    83 KB
  rows:    2,896

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
2015-03-26 00:00:00	ES	Futures	2169.73	2169.73	2168.67	2169.46	896.0
2015-03-26 00:30:00	ES	Futures	2169.46	2170.78	2169.2	2169.46	1738.0
2015-03-26 01:00:00	ES	Futures	2169.73	2169.99	2168.94	2169.2	1117.0
2015-03-26 01:30:00	ES	Futures	2169.46	2169.46	2168.67	2169.2	1436.0
2015-03-26 02:00:00	ES	Futures	2169.2	2169.73	2166.03	2166.56	4019.0
2015-03-26 02:30:00	ES	Futures	2166.56	2166.82	2162.6	2162.6	6907.0
2015-03-26 03:00:00	ES	Futures	2162.86	2163.39	2159.69	2161.01	12949.0
2015-03-26 03:30:00	ES	Futures	2161.28	2162.6	2158.11	2158.37	11032.0
2015-03-26 04:00:00	ES	Futures	2158.63	2160.22	2155.99	2159.69	24698.0
2015-03-26 04:30:00	ES	Futures	2159.69	2160.48	2153.09	2153.62	21080.0
2015-03-26 05:00:00	ES	Futures	2153.62	2154.41	2148.07	2149.39	31813.0
2015-03-26 05:30:00	ES	Futures	2149.13	2152.56	2149.13	2152.03	23164.0
2015-03-26 06:00:00	ES	Futures	2152.03	2155.73	2150.71	2155.73	13077.0
2015-03-26 06:30:00	ES	Futures	2155.47	2156.26	2154.14	2154.94	9741.0
2015-03-26 07:00:00	ES	Futures	2154.67	2156.26	2152.56	2155.47	11642.0
2015-03-26 07:30:00	ES	Futures	2155.73	2157.31	2153.88	2153.88	16986.0
2015-03-26 08:00:00	ES	Futures	2153.88	2156.26	2152.82	2153.88	18704.0
2015-03-26 08:30:00	ES	Futures	2154.14	2161.01	2151.24	2158.63	36889.0
2015-03-26 09:00:00	ES	Futures	2158.9	2162.6	2158.11	2160.22	29705.0
2015-03-26 09:30:00	ES	Futures	2160.48	2166.03	2155.47	2158.37	248224.0
2015-03-26 10:00:00	ES	Futures	2158.37	2159.69	2151.24	2158.11	198084.0
2015-03-26 10:30:00	ES	Futures	2158.11	2164.45	2156.26	2163.39	133611.0
2015-03-26 11:00:00	ES	Futures	2163.12	2163.39	2157.31	2161.54	93442.0
2015-03-26 11:30:00	ES	Futures	2161.54	2169.46	2160.22	2169.46	96377.0
2015-03-26 12:00:00	ES	Futures	2169.46	2169.99	2164.45	2164.97	77783.0
2015-03-26 12:30:00	ES	Futures	2164.71	2169.73	2163.12	2168.67	57999.0
2015-03-26 13:00:00	ES	Futures	2168.67	2169.2	2162.33	2167.09	65856.0
2015-03-26 13:30:00	ES	Futures	2167.09	2175.01	2166.03	2172.9	95548.0
2015-03-26 14:00:00	ES	Futures	2173.16	2173.69	2166.82	2166.82	69941.0
2015-03-26 14:30:00	ES	Futures	2166.82	2171.05	2164.45	2164.71	67055.0
2015-03-26 15:00:00	ES	Futures	2164.45	2166.56	2163.12	2164.97	57622.0
2015-03-26 15:30:00	ES	Futures	2165.24	2170.26	2162.33	2163.65	159607.0
2015-03-26 16:00:00	ES	Futures	2163.92	2165.24	2162.07	2163.92	98976.0
2015-03-26 16:30:00	ES	Futures	2164.71	2165.77	2164.45	2165.5	4994.0
2015-03-26 17:00:00	ES	Futures	2165.5	2165.77	2165.5	2165.5	938.0
2015-03-26 18:00:00	ES	Futures	2165.77	2166.56	2165.24	2165.5	2991.0
2015-03-26 18:30:00	ES	Futures	2165.77	2165.77	2164.97	2165.24	801.0
2015-03-26 19:00:00	ES	Futures	2164.97	2165.24	2164.71	2165.24	702.0
2015-03-26 19:30:00	ES	Futures	2164.97	2165.77	2164.97	2165.5	1401.0
2015-03-26 20:00:00	ES	Futures	2165.77	2167.61	2165.5	2167.35	3279.0
2015-03-26 20:30:00	ES	Futures	2167.09	2168.41	2166.29	2168.14	3038.0
2015-03-26 21:00:00	ES	Futures	2168.14	2171.84	2167.35	2171.31	5445.0
2015-03-26 21:30:00	ES	Futures	2171.05	2173.16	2170.52	2171.84	7175.0
2015-03-26 22:00:00	ES	Futures	2171.58	2171.84	2170.26	2170.78	2737.0
2015-03-26 22:30:00	ES	Futures	2170.78	2171.84	2169.46	2171.05	1787.0
2015-03-26 23:00:00	ES	Futures	2171.05	2173.16	2171.05	2172.9	1245.0
2015-03-26 23:30:00	ES	Futures	2173.16	2173.95	2172.63	2172.9	2223.0
2015-03-26 00:00:00	NQ	Futures	5082.89	5083.48	5080.83	5081.71	228.0
2015-03-26 00:30:00	NQ	Futures	5081.71	5084.65	5081.71	5083.18	251.0
2015-03-26 01:00:00	NQ	Futures	5082.89	5084.06	5081.12	5082.89	454.0

> showing 50 of 2,896 rows — these rows as CSV

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