PREVIEW / futures_30min / 2015-03-31

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-31.parquet
  size:    80 KB
  rows:    2,945

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
2015-03-31 00:00:00	ES	Futures	2189.54	2190.06	2189.27	2189.27	480.0
2015-03-31 00:30:00	ES	Futures	2189.27	2189.54	2188.22	2189.01	1580.0
2015-03-31 01:00:00	ES	Futures	2189.01	2189.54	2187.95	2188.48	2329.0
2015-03-31 01:30:00	ES	Futures	2188.74	2189.54	2188.22	2188.48	2026.0
2015-03-31 02:00:00	ES	Futures	2188.48	2189.27	2185.57	2187.42	7786.0
2015-03-31 02:30:00	ES	Futures	2187.16	2188.22	2186.9	2187.69	2890.0
2015-03-31 03:00:00	ES	Futures	2187.95	2191.12	2186.9	2190.06	12035.0
2015-03-31 03:30:00	ES	Futures	2190.06	2191.12	2189.01	2190.59	6463.0
2015-03-31 04:00:00	ES	Futures	2190.33	2190.86	2189.01	2189.54	6613.0
2015-03-31 04:30:00	ES	Futures	2189.54	2190.06	2188.48	2188.74	5415.0
2015-03-31 05:00:00	ES	Futures	2189.01	2189.01	2185.05	2186.63	9503.0
2015-03-31 05:30:00	ES	Futures	2186.63	2186.9	2181.88	2182.41	16376.0
2015-03-31 06:00:00	ES	Futures	2182.41	2182.41	2180.03	2180.82	12024.0
2015-03-31 06:30:00	ES	Futures	2180.82	2181.88	2180.29	2180.29	8784.0
2015-03-31 07:00:00	ES	Futures	2180.29	2181.08	2178.71	2180.56	15839.0
2015-03-31 07:30:00	ES	Futures	2180.56	2182.93	2180.29	2181.88	14552.0
2015-03-31 08:00:00	ES	Futures	2181.88	2182.67	2179.76	2181.35	16133.0
2015-03-31 08:30:00	ES	Futures	2181.61	2183.99	2181.08	2182.93	18799.0
2015-03-31 09:00:00	ES	Futures	2182.93	2184.78	2181.08	2184.52	17306.0
2015-03-31 09:30:00	ES	Futures	2184.52	2187.95	2181.35	2185.31	183312.0
2015-03-31 10:00:00	ES	Futures	2185.31	2189.54	2184.78	2188.22	107123.0
2015-03-31 10:30:00	ES	Futures	2188.22	2190.86	2187.42	2187.42	59946.0
2015-03-31 11:00:00	ES	Futures	2187.69	2193.5	2187.42	2190.86	80376.0
2015-03-31 11:30:00	ES	Futures	2191.12	2191.39	2185.57	2185.57	74520.0
2015-03-31 12:00:00	ES	Futures	2185.84	2186.37	2182.93	2185.84	49013.0
2015-03-31 12:30:00	ES	Futures	2185.84	2187.95	2184.52	2186.37	35323.0
2015-03-31 13:00:00	ES	Futures	2186.37	2189.54	2186.37	2189.01	31249.0
2015-03-31 13:30:00	ES	Futures	2189.01	2191.12	2185.84	2186.9	41940.0
2015-03-31 14:00:00	ES	Futures	2186.9	2188.74	2185.84	2186.37	37730.0
2015-03-31 14:30:00	ES	Futures	2186.37	2188.22	2184.52	2187.95	51149.0
2015-03-31 15:00:00	ES	Futures	2187.95	2187.95	2175.54	2177.92	136416.0
2015-03-31 15:30:00	ES	Futures	2177.92	2180.82	2174.75	2176.07	331260.0
2015-03-31 16:00:00	ES	Futures	2176.07	2176.33	2172.37	2175.27	163079.0
2015-03-31 16:30:00	ES	Futures	2175.27	2176.33	2173.95	2174.75	7740.0
2015-03-31 17:00:00	ES	Futures	2174.75	2175.01	2173.95	2173.95	3365.0
2015-03-31 18:00:00	ES	Futures	2174.22	2175.27	2172.63	2174.48	5332.0
2015-03-31 18:30:00	ES	Futures	2174.48	2174.75	2173.43	2174.48	1788.0
2015-03-31 19:00:00	ES	Futures	2174.48	2175.27	2174.22	2175.01	1078.0
2015-03-31 19:30:00	ES	Futures	2175.27	2176.86	2174.75	2175.01	3314.0
2015-03-31 20:00:00	ES	Futures	2175.27	2175.54	2167.88	2169.2	9091.0
2015-03-31 20:30:00	ES	Futures	2169.2	2169.73	2148.33	2154.67	26641.0
2015-03-31 21:00:00	ES	Futures	2154.67	2159.16	2151.5	2158.9	17868.0
2015-03-31 21:30:00	ES	Futures	2159.16	2164.18	2158.63	2159.16	9730.0
2015-03-31 22:00:00	ES	Futures	2159.16	2162.33	2158.37	2161.01	3854.0
2015-03-31 22:30:00	ES	Futures	2161.01	2163.39	2159.43	2159.69	3330.0
2015-03-31 23:00:00	ES	Futures	2159.96	2160.48	2157.31	2159.96	3973.0
2015-03-31 23:30:00	ES	Futures	2159.96	2160.48	2158.37	2158.63	2422.0
2015-03-31 00:00:00	NQ	Futures	5139.64	5141.11	5138.76	5139.35	104.0
2015-03-31 00:30:00	NQ	Futures	5139.05	5139.94	5137.58	5139.05	268.0
2015-03-31 01:00:00	NQ	Futures	5138.76	5140.23	5137.58	5138.47	329.0

> showing 50 of 2,945 rows — these rows as CSV

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