PREVIEW / futures_30min / 2015-04-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-06.parquet
  size:    64 KB
  rows:    2,279

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
2015-04-06 00:00:00	ES	Futures	2161.8	2161.8	2160.75	2160.75	409.0
2015-04-06 00:30:00	ES	Futures	2161.01	2161.54	2160.48	2161.01	546.0
2015-04-06 01:00:00	ES	Futures	2161.28	2161.54	2160.48	2160.48	654.0
2015-04-06 01:30:00	ES	Futures	2160.48	2161.28	2160.48	2160.75	373.0
2015-04-06 02:00:00	ES	Futures	2161.01	2161.54	2160.48	2161.01	522.0
2015-04-06 02:30:00	ES	Futures	2161.01	2161.28	2158.63	2159.16	1122.0
2015-04-06 03:00:00	ES	Futures	2159.16	2159.69	2158.63	2159.16	832.0
2015-04-06 03:30:00	ES	Futures	2159.16	2159.69	2158.63	2158.9	867.0
2015-04-06 04:00:00	ES	Futures	2158.9	2161.54	2158.63	2160.75	1414.0
2015-04-06 04:30:00	ES	Futures	2161.01	2161.28	2159.96	2160.22	374.0
2015-04-06 05:00:00	ES	Futures	2159.96	2160.75	2159.96	2160.48	250.0
2015-04-06 05:30:00	ES	Futures	2160.48	2160.75	2159.16	2159.16	966.0
2015-04-06 06:00:00	ES	Futures	2159.16	2159.69	2159.16	2159.69	388.0
2015-04-06 06:30:00	ES	Futures	2159.69	2161.28	2159.69	2161.28	949.0
2015-04-06 07:00:00	ES	Futures	2161.28	2162.6	2158.9	2160.48	5395.0
2015-04-06 07:30:00	ES	Futures	2160.75	2162.07	2158.11	2159.43	8386.0
2015-04-06 08:00:00	ES	Futures	2159.43	2161.28	2159.16	2161.28	5841.0
2015-04-06 08:30:00	ES	Futures	2161.01	2162.6	2160.48	2161.28	6151.0
2015-04-06 09:00:00	ES	Futures	2161.28	2164.71	2161.01	2164.45	19810.0
2015-04-06 09:30:00	ES	Futures	2164.45	2178.44	2162.6	2176.59	157060.0
2015-04-06 10:00:00	ES	Futures	2176.59	2186.9	2176.59	2186.37	105625.0
2015-04-06 10:30:00	ES	Futures	2186.37	2189.54	2185.84	2188.22	74434.0
2015-04-06 11:00:00	ES	Futures	2188.22	2190.86	2187.69	2189.54	44885.0
2015-04-06 11:30:00	ES	Futures	2189.8	2192.71	2189.01	2191.39	36792.0
2015-04-06 12:00:00	ES	Futures	2191.65	2195.35	2191.39	2193.76	45483.0
2015-04-06 12:30:00	ES	Futures	2194.03	2195.35	2193.23	2194.82	27615.0
2015-04-06 13:00:00	ES	Futures	2194.82	2197.2	2194.55	2196.93	30309.0
2015-04-06 13:30:00	ES	Futures	2196.93	2197.46	2194.82	2195.88	27459.0
2015-04-06 14:00:00	ES	Futures	2195.88	2196.14	2193.76	2195.08	34574.0
2015-04-06 14:30:00	ES	Futures	2195.35	2197.2	2195.08	2196.14	25183.0
2015-04-06 15:00:00	ES	Futures	2196.14	2196.67	2192.71	2192.71	53617.0
2015-04-06 15:30:00	ES	Futures	2192.97	2194.29	2189.8	2190.86	114754.0
2015-04-06 16:00:00	ES	Futures	2190.86	2191.12	2189.27	2190.33	66885.0
2015-04-06 16:30:00	ES	Futures	2190.59	2190.86	2189.27	2189.54	5624.0
2015-04-06 17:00:00	ES	Futures	2189.27	2189.54	2188.48	2188.74	2730.0
2015-04-06 18:00:00	ES	Futures	2188.48	2189.54	2188.22	2189.54	3632.0
2015-04-06 18:30:00	ES	Futures	2189.54	2189.54	2187.95	2188.22	999.0
2015-04-06 19:00:00	ES	Futures	2188.22	2188.74	2187.69	2188.22	1700.0
2015-04-06 19:30:00	ES	Futures	2188.22	2188.74	2187.95	2188.22	1061.0
2015-04-06 20:00:00	ES	Futures	2188.22	2189.27	2188.22	2188.74	1937.0
2015-04-06 20:30:00	ES	Futures	2188.74	2188.74	2187.42	2187.69	1979.0
2015-04-06 21:00:00	ES	Futures	2187.69	2188.22	2187.16	2187.95	2200.0
2015-04-06 21:30:00	ES	Futures	2187.95	2189.01	2187.69	2188.74	1601.0
2015-04-06 22:00:00	ES	Futures	2188.74	2189.01	2187.42	2187.95	2357.0
2015-04-06 22:30:00	ES	Futures	2187.69	2188.48	2187.16	2188.22	1005.0
2015-04-06 23:00:00	ES	Futures	2188.22	2189.01	2187.95	2188.22	1375.0
2015-04-06 23:30:00	ES	Futures	2188.22	2190.06	2187.42	2189.54	2780.0
2015-04-06 00:00:00	NQ	Futures	5034.07	5034.07	5032.31	5033.19	81.0
2015-04-06 00:30:00	NQ	Futures	5032.31	5034.07	5032.31	5032.9	43.0
2015-04-06 01:00:00	NQ	Futures	5033.19	5034.37	5031.13	5031.13	225.0

> showing 50 of 2,279 rows — these rows as CSV

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