PREVIEW / futures_30min / 2015-03-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-30.parquet
  size:    76 KB
  rows:    2,851

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
2015-03-30 00:00:00	ES	Futures	2175.01	2176.86	2174.75	2176.33	1742.0
2015-03-30 00:30:00	ES	Futures	2176.33	2176.86	2175.27	2176.33	1921.0
2015-03-30 01:00:00	ES	Futures	2176.07	2176.33	2174.48	2174.75	1288.0
2015-03-30 01:30:00	ES	Futures	2174.75	2176.33	2173.69	2173.69	2826.0
2015-03-30 02:00:00	ES	Futures	2173.69	2174.22	2172.63	2173.43	3507.0
2015-03-30 02:30:00	ES	Futures	2173.43	2174.75	2172.37	2174.22	3612.0
2015-03-30 03:00:00	ES	Futures	2173.95	2177.12	2173.69	2175.8	11457.0
2015-03-30 03:30:00	ES	Futures	2176.07	2185.84	2175.54	2184.25	22340.0
2015-03-30 04:00:00	ES	Futures	2184.25	2185.31	2182.14	2182.67	9544.0
2015-03-30 04:30:00	ES	Futures	2182.41	2183.2	2182.14	2182.41	4324.0
2015-03-30 05:00:00	ES	Futures	2182.67	2183.46	2181.88	2183.2	3885.0
2015-03-30 05:30:00	ES	Futures	2182.93	2183.2	2181.88	2181.88	3206.0
2015-03-30 06:00:00	ES	Futures	2181.88	2182.67	2180.56	2180.82	3475.0
2015-03-30 06:30:00	ES	Futures	2180.82	2181.08	2177.39	2177.65	8317.0
2015-03-30 07:00:00	ES	Futures	2177.92	2179.5	2177.39	2178.97	5776.0
2015-03-30 07:30:00	ES	Futures	2178.97	2180.03	2178.44	2179.24	5333.0
2015-03-30 08:00:00	ES	Futures	2179.24	2180.29	2177.92	2180.29	10332.0
2015-03-30 08:30:00	ES	Futures	2180.29	2180.82	2177.92	2178.71	13299.0
2015-03-30 09:00:00	ES	Futures	2178.97	2181.61	2178.97	2181.35	13959.0
2015-03-30 09:30:00	ES	Futures	2181.61	2192.97	2181.08	2191.91	212420.0
2015-03-30 10:00:00	ES	Futures	2191.91	2193.76	2187.42	2189.01	113022.0
2015-03-30 10:30:00	ES	Futures	2189.01	2192.18	2187.95	2190.86	73069.0
2015-03-30 11:00:00	ES	Futures	2190.86	2192.18	2188.74	2191.12	70018.0
2015-03-30 11:30:00	ES	Futures	2191.39	2192.71	2189.8	2191.91	52301.0
2015-03-30 12:00:00	ES	Futures	2191.65	2195.08	2191.39	2193.76	57510.0
2015-03-30 12:30:00	ES	Futures	2193.5	2195.08	2192.71	2194.55	36145.0
2015-03-30 13:00:00	ES	Futures	2194.55	2197.2	2194.29	2197.2	41679.0
2015-03-30 13:30:00	ES	Futures	2196.93	2197.72	2194.03	2195.61	36042.0
2015-03-30 14:00:00	ES	Futures	2195.61	2198.52	2195.35	2196.4	41276.0
2015-03-30 14:30:00	ES	Futures	2196.67	2198.25	2195.88	2198.25	27633.0
2015-03-30 15:00:00	ES	Futures	2198.25	2199.31	2195.88	2197.2	49308.0
2015-03-30 15:30:00	ES	Futures	2197.2	2198.52	2195.08	2195.35	152132.0
2015-03-30 16:00:00	ES	Futures	2195.61	2196.4	2191.65	2193.5	86925.0
2015-03-30 16:30:00	ES	Futures	2193.5	2193.5	2191.39	2191.39	5601.0
2015-03-30 17:00:00	ES	Futures	2191.39	2191.91	2191.39	2191.39	1300.0
2015-03-30 18:00:00	ES	Futures	2191.91	2194.03	2191.91	2192.97	3527.0
2015-03-30 18:30:00	ES	Futures	2193.23	2193.23	2191.91	2192.97	1038.0
2015-03-30 19:00:00	ES	Futures	2192.97	2193.5	2192.18	2193.23	1021.0
2015-03-30 19:30:00	ES	Futures	2192.97	2193.23	2192.71	2193.23	712.0
2015-03-30 20:00:00	ES	Futures	2192.97	2193.76	2192.71	2193.76	2432.0
2015-03-30 20:30:00	ES	Futures	2193.5	2194.03	2193.23	2193.76	1426.0
2015-03-30 21:00:00	ES	Futures	2193.5	2193.76	2191.91	2191.91	1709.0
2015-03-30 21:30:00	ES	Futures	2191.91	2192.18	2190.59	2190.59	3745.0
2015-03-30 22:00:00	ES	Futures	2190.86	2190.86	2189.8	2189.8	2792.0
2015-03-30 22:30:00	ES	Futures	2189.8	2190.33	2189.27	2189.27	1626.0
2015-03-30 23:00:00	ES	Futures	2189.54	2190.06	2188.48	2188.74	3149.0
2015-03-30 23:30:00	ES	Futures	2188.74	2190.06	2188.48	2189.54	1446.0
2015-03-30 00:00:00	NQ	Futures	5107.3	5111.12	5106.41	5110.24	440.0
2015-03-30 00:30:00	NQ	Futures	5110.24	5111.41	5107.0	5109.35	300.0
2015-03-30 01:00:00	NQ	Futures	5109.35	5109.35	5105.83	5106.41	320.0

> showing 50 of 2,851 rows — these rows as CSV

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