PREVIEW / futures_30min / 2015-04-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-02.parquet
  size:    73 KB
  rows:    2,650

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
2015-04-02 00:00:00	ES	Futures	2166.56	2167.35	2166.29	2166.56	691.0
2015-04-02 00:30:00	ES	Futures	2166.56	2167.88	2166.56	2167.35	828.0
2015-04-02 01:00:00	ES	Futures	2167.61	2168.94	2166.82	2167.09	1968.0
2015-04-02 01:30:00	ES	Futures	2167.09	2168.14	2166.29	2166.29	1472.0
2015-04-02 02:00:00	ES	Futures	2166.29	2166.56	2161.54	2162.33	9234.0
2015-04-02 02:30:00	ES	Futures	2162.07	2164.18	2162.07	2162.6	3943.0
2015-04-02 03:00:00	ES	Futures	2162.6	2164.18	2160.75	2163.12	11587.0
2015-04-02 03:30:00	ES	Futures	2162.86	2163.65	2161.01	2161.28	8579.0
2015-04-02 04:00:00	ES	Futures	2161.54	2162.33	2160.48	2161.01	5676.0
2015-04-02 04:30:00	ES	Futures	2161.01	2162.33	2159.43	2161.01	6794.0
2015-04-02 05:00:00	ES	Futures	2161.01	2161.54	2159.69	2161.28	5114.0
2015-04-02 05:30:00	ES	Futures	2161.01	2162.33	2161.01	2161.8	3782.0
2015-04-02 06:00:00	ES	Futures	2161.8	2162.07	2160.22	2160.75	3345.0
2015-04-02 06:30:00	ES	Futures	2160.75	2162.6	2160.48	2162.07	3801.0
2015-04-02 07:00:00	ES	Futures	2162.07	2163.65	2161.8	2163.12	5033.0
2015-04-02 07:30:00	ES	Futures	2162.86	2165.5	2162.6	2165.24	7682.0
2015-04-02 08:00:00	ES	Futures	2165.24	2167.35	2164.18	2164.97	14662.0
2015-04-02 08:30:00	ES	Futures	2165.24	2166.56	2162.33	2166.03	13931.0
2015-04-02 09:00:00	ES	Futures	2166.29	2167.61	2164.71	2166.56	12571.0
2015-04-02 09:30:00	ES	Futures	2167.09	2180.03	2164.45	2179.24	195108.0
2015-04-02 10:00:00	ES	Futures	2179.24	2181.35	2175.54	2176.07	95056.0
2015-04-02 10:30:00	ES	Futures	2176.33	2177.12	2173.43	2175.01	62667.0
2015-04-02 11:00:00	ES	Futures	2175.27	2177.65	2173.95	2175.27	54760.0
2015-04-02 11:30:00	ES	Futures	2175.54	2177.65	2172.9	2173.69	43875.0
2015-04-02 12:00:00	ES	Futures	2173.95	2173.95	2169.2	2172.37	62714.0
2015-04-02 12:30:00	ES	Futures	2172.63	2175.54	2172.37	2174.22	34094.0
2015-04-02 13:00:00	ES	Futures	2174.22	2177.12	2173.16	2175.8	33476.0
2015-04-02 13:30:00	ES	Futures	2175.8	2176.59	2173.43	2175.54	35711.0
2015-04-02 14:00:00	ES	Futures	2175.8	2178.97	2174.22	2176.86	37100.0
2015-04-02 14:30:00	ES	Futures	2177.12	2177.39	2172.9	2174.75	32804.0
2015-04-02 15:00:00	ES	Futures	2174.75	2176.07	2173.43	2175.54	24076.0
2015-04-02 15:30:00	ES	Futures	2175.54	2179.5	2174.75	2175.01	119058.0
2015-04-02 16:00:00	ES	Futures	2175.27	2176.59	2173.69	2176.33	61138.0
2015-04-02 16:30:00	ES	Futures	2176.33	2177.65	2176.07	2177.12	5354.0
2015-04-02 17:00:00	ES	Futures	2176.86	2177.12	2175.8	2176.59	2003.0
2015-04-02 18:00:00	ES	Futures	2176.33	2176.59	2175.27	2175.54	447.0
2015-04-02 18:30:00	ES	Futures	2175.27	2176.33	2174.75	2175.01	323.0
2015-04-02 19:00:00	ES	Futures	2175.01	2175.8	2174.75	2175.27	511.0
2015-04-02 19:30:00	ES	Futures	2175.01	2175.27	2174.75	2175.01	344.0
2015-04-02 20:00:00	ES	Futures	2175.01	2177.39	2173.69	2176.86	1492.0
2015-04-02 20:30:00	ES	Futures	2176.59	2176.86	2175.54	2176.07	431.0
2015-04-02 21:00:00	ES	Futures	2176.07	2176.33	2175.8	2176.07	169.0
2015-04-02 21:30:00	ES	Futures	2176.07	2176.59	2175.8	2176.33	378.0
2015-04-02 22:00:00	ES	Futures	2176.33	2177.65	2176.33	2177.39	487.0
2015-04-02 22:30:00	ES	Futures	2177.39	2177.65	2176.59	2177.12	186.0
2015-04-02 23:00:00	ES	Futures	2176.86	2177.39	2176.86	2177.39	157.0
2015-04-02 23:30:00	ES	Futures	2177.12	2177.65	2176.59	2176.86	315.0
2015-04-02 00:00:00	NQ	Futures	5065.83	5067.01	5064.66	5064.66	219.0
2015-04-02 00:30:00	NQ	Futures	5064.95	5067.89	5064.95	5067.6	161.0
2015-04-02 01:00:00	NQ	Futures	5067.3	5069.66	5066.42	5067.01	380.0

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