PREVIEW / futures_30min / 2015-04-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-07.parquet
  size:    77 KB
  rows:    2,891

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
2015-04-07 00:00:00	ES	Futures	2189.54	2190.06	2189.54	2190.06	1211.0
2015-04-07 00:30:00	ES	Futures	2190.06	2190.06	2188.74	2189.01	1072.0
2015-04-07 01:00:00	ES	Futures	2189.01	2189.54	2188.74	2189.27	703.0
2015-04-07 01:30:00	ES	Futures	2189.54	2190.06	2188.74	2190.06	998.0
2015-04-07 02:00:00	ES	Futures	2189.8	2191.65	2189.27	2191.39	7018.0
2015-04-07 02:30:00	ES	Futures	2191.39	2191.65	2190.86	2191.39	2528.0
2015-04-07 03:00:00	ES	Futures	2191.12	2193.5	2189.8	2193.23	12679.0
2015-04-07 03:30:00	ES	Futures	2193.5	2194.82	2190.33	2190.86	9865.0
2015-04-07 04:00:00	ES	Futures	2191.12	2191.91	2189.01	2190.33	6083.0
2015-04-07 04:30:00	ES	Futures	2190.33	2190.59	2188.74	2189.27	5479.0
2015-04-07 05:00:00	ES	Futures	2189.01	2190.06	2187.95	2189.01	4006.0
2015-04-07 05:30:00	ES	Futures	2189.01	2189.8	2188.48	2188.48	4113.0
2015-04-07 06:00:00	ES	Futures	2188.48	2190.59	2188.48	2189.8	5311.0
2015-04-07 06:30:00	ES	Futures	2189.8	2191.65	2189.54	2191.39	4737.0
2015-04-07 07:00:00	ES	Futures	2191.65	2195.88	2191.39	2195.35	13235.0
2015-04-07 07:30:00	ES	Futures	2195.35	2196.67	2193.76	2193.76	10131.0
2015-04-07 08:00:00	ES	Futures	2193.5	2195.08	2192.44	2193.23	18013.0
2015-04-07 08:30:00	ES	Futures	2192.97	2193.5	2191.12	2191.65	16884.0
2015-04-07 09:00:00	ES	Futures	2191.91	2192.44	2190.06	2190.86	17052.0
2015-04-07 09:30:00	ES	Futures	2191.12	2199.31	2189.8	2193.23	151026.0
2015-04-07 10:00:00	ES	Futures	2192.97	2197.99	2189.27	2196.4	97641.0
2015-04-07 10:30:00	ES	Futures	2196.4	2200.37	2196.14	2197.72	67076.0
2015-04-07 11:00:00	ES	Futures	2197.46	2197.99	2194.55	2196.4	63407.0
2015-04-07 11:30:00	ES	Futures	2196.4	2198.25	2196.14	2197.99	45733.0
2015-04-07 12:00:00	ES	Futures	2197.72	2199.31	2197.46	2198.78	42528.0
2015-04-07 12:30:00	ES	Futures	2198.78	2199.57	2195.88	2196.93	31173.0
2015-04-07 13:00:00	ES	Futures	2196.93	2198.52	2196.4	2197.99	26219.0
2015-04-07 13:30:00	ES	Futures	2197.99	2197.99	2194.03	2195.08	27597.0
2015-04-07 14:00:00	ES	Futures	2195.08	2197.46	2195.08	2197.46	24670.0
2015-04-07 14:30:00	ES	Futures	2197.2	2197.72	2194.82	2194.82	18909.0
2015-04-07 15:00:00	ES	Futures	2194.82	2195.61	2190.59	2191.91	41279.0
2015-04-07 15:30:00	ES	Futures	2192.18	2192.71	2184.25	2184.52	157701.0
2015-04-07 16:00:00	ES	Futures	2184.25	2186.9	2183.99	2184.78	65031.0
2015-04-07 16:30:00	ES	Futures	2185.05	2185.31	2182.67	2185.05	8202.0
2015-04-07 17:00:00	ES	Futures	2184.78	2185.31	2184.52	2185.05	663.0
2015-04-07 18:00:00	ES	Futures	2185.31	2186.37	2184.25	2184.52	2262.0
2015-04-07 18:30:00	ES	Futures	2184.52	2184.78	2182.67	2183.73	2041.0
2015-04-07 19:00:00	ES	Futures	2183.73	2183.99	2182.93	2182.93	568.0
2015-04-07 19:30:00	ES	Futures	2183.2	2184.78	2182.93	2184.78	1416.0
2015-04-07 20:00:00	ES	Futures	2184.78	2185.05	2183.99	2184.25	1656.0
2015-04-07 20:30:00	ES	Futures	2184.52	2185.84	2184.25	2185.31	1573.0
2015-04-07 21:00:00	ES	Futures	2185.05	2185.31	2183.73	2184.25	1413.0
2015-04-07 21:30:00	ES	Futures	2184.52	2184.78	2181.35	2182.14	4066.0
2015-04-07 22:00:00	ES	Futures	2182.41	2182.93	2181.08	2181.88	2672.0
2015-04-07 22:30:00	ES	Futures	2181.88	2182.93	2181.61	2182.93	1077.0
2015-04-07 23:00:00	ES	Futures	2182.93	2183.99	2182.41	2183.46	1528.0
2015-04-07 23:30:00	ES	Futures	2183.73	2185.05	2183.2	2185.05	2527.0
2015-04-07 00:00:00	NQ	Futures	5106.41	5107.88	5106.41	5107.3	93.0
2015-04-07 00:30:00	NQ	Futures	5106.71	5107.0	5105.24	5105.83	59.0
2015-04-07 01:00:00	NQ	Futures	5106.12	5107.3	5105.83	5107.0	58.0

> showing 50 of 2,891 rows — these rows as CSV

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