PREVIEW / futures_30min / 2015-04-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-01.parquet
  size:    82 KB
  rows:    2,922

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
2015-04-01 00:00:00	ES	Futures	2158.9	2161.01	2158.37	2160.48	2063.0
2015-04-01 00:30:00	ES	Futures	2160.48	2163.92	2159.43	2163.65	3721.0
2015-04-01 01:00:00	ES	Futures	2163.65	2164.45	2159.96	2160.48	3359.0
2015-04-01 01:30:00	ES	Futures	2160.48	2162.86	2160.22	2161.28	2801.0
2015-04-01 02:00:00	ES	Futures	2161.28	2165.77	2161.28	2164.71	5303.0
2015-04-01 02:30:00	ES	Futures	2164.71	2165.5	2162.6	2164.71	4159.0
2015-04-01 03:00:00	ES	Futures	2164.71	2165.5	2161.8	2163.12	15930.0
2015-04-01 03:30:00	ES	Futures	2163.12	2169.2	2163.12	2168.41	17169.0
2015-04-01 04:00:00	ES	Futures	2168.67	2169.2	2166.03	2166.29	9687.0
2015-04-01 04:30:00	ES	Futures	2166.56	2169.46	2166.03	2169.46	8267.0
2015-04-01 05:00:00	ES	Futures	2169.2	2173.43	2169.2	2173.16	13877.0
2015-04-01 05:30:00	ES	Futures	2173.16	2177.12	2172.9	2175.8	12789.0
2015-04-01 06:00:00	ES	Futures	2175.8	2176.86	2174.48	2175.01	8707.0
2015-04-01 06:30:00	ES	Futures	2175.01	2176.07	2175.01	2175.27	6055.0
2015-04-01 07:00:00	ES	Futures	2175.54	2175.54	2167.09	2167.61	15706.0
2015-04-01 07:30:00	ES	Futures	2167.35	2169.99	2167.35	2169.2	14355.0
2015-04-01 08:00:00	ES	Futures	2169.2	2170.78	2167.61	2168.94	21938.0
2015-04-01 08:30:00	ES	Futures	2168.67	2172.63	2167.88	2170.52	20353.0
2015-04-01 09:00:00	ES	Futures	2170.52	2175.27	2169.99	2175.01	40149.0
2015-04-01 09:30:00	ES	Futures	2175.01	2175.27	2154.94	2158.9	291637.0
2015-04-01 10:00:00	ES	Futures	2158.11	2163.92	2156.79	2161.54	208953.0
2015-04-01 10:30:00	ES	Futures	2161.8	2170.26	2158.37	2167.61	163628.0
2015-04-01 11:00:00	ES	Futures	2167.61	2171.05	2164.97	2165.5	107249.0
2015-04-01 11:30:00	ES	Futures	2165.77	2168.67	2163.65	2165.5	73086.0
2015-04-01 12:00:00	ES	Futures	2165.24	2165.77	2161.01	2164.45	71471.0
2015-04-01 12:30:00	ES	Futures	2164.45	2167.88	2162.33	2165.24	55978.0
2015-04-01 13:00:00	ES	Futures	2165.5	2166.82	2163.39	2166.29	36491.0
2015-04-01 13:30:00	ES	Futures	2166.29	2170.52	2165.5	2168.14	54170.0
2015-04-01 14:00:00	ES	Futures	2168.41	2168.67	2162.33	2162.86	62958.0
2015-04-01 14:30:00	ES	Futures	2162.86	2166.56	2161.28	2164.71	52406.0
2015-04-01 15:00:00	ES	Futures	2164.71	2164.97	2160.48	2162.86	60543.0
2015-04-01 15:30:00	ES	Futures	2162.86	2168.41	2161.8	2168.41	166616.0
2015-04-01 16:00:00	ES	Futures	2168.41	2171.58	2167.61	2169.2	81223.0
2015-04-01 16:30:00	ES	Futures	2169.73	2171.58	2169.2	2170.26	6535.0
2015-04-01 17:00:00	ES	Futures	2169.99	2171.05	2169.73	2171.05	2256.0
2015-04-01 18:00:00	ES	Futures	2171.31	2173.16	2171.05	2172.37	2751.0
2015-04-01 18:30:00	ES	Futures	2172.1	2172.37	2170.26	2170.52	1484.0
2015-04-01 19:00:00	ES	Futures	2170.52	2171.58	2170.26	2170.26	1160.0
2015-04-01 19:30:00	ES	Futures	2170.26	2170.52	2168.14	2168.41	2154.0
2015-04-01 20:00:00	ES	Futures	2168.41	2169.73	2167.09	2169.2	4804.0
2015-04-01 20:30:00	ES	Futures	2169.2	2169.2	2166.56	2166.56	2829.0
2015-04-01 21:00:00	ES	Futures	2166.56	2168.94	2166.56	2168.41	2193.0
2015-04-01 21:30:00	ES	Futures	2168.41	2168.67	2166.82	2167.61	2050.0
2015-04-01 22:00:00	ES	Futures	2167.61	2167.61	2166.56	2166.82	1386.0
2015-04-01 22:30:00	ES	Futures	2166.82	2168.41	2166.29	2167.09	1751.0
2015-04-01 23:00:00	ES	Futures	2166.82	2167.35	2166.82	2167.09	787.0
2015-04-01 23:30:00	ES	Futures	2167.09	2167.35	2166.56	2166.82	922.0
2015-04-01 00:00:00	NQ	Futures	5045.54	5048.19	5042.6	5047.89	356.0
2015-04-01 00:30:00	NQ	Futures	5047.31	5060.54	5047.01	5059.95	834.0
2015-04-01 01:00:00	NQ	Futures	5060.25	5060.83	5052.89	5055.25	1125.0

> showing 50 of 2,922 rows — these rows as CSV

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