PREVIEW / futures_30min / 2015-04-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-08.parquet
  size:    78 KB
  rows:    2,910

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
2015-04-08 00:00:00	ES	Futures	2184.78	2185.05	2183.46	2183.73	950.0
2015-04-08 00:30:00	ES	Futures	2183.73	2184.78	2183.2	2184.52	1166.0
2015-04-08 01:00:00	ES	Futures	2184.78	2185.57	2184.78	2185.05	988.0
2015-04-08 01:30:00	ES	Futures	2185.31	2186.37	2184.78	2185.05	1455.0
2015-04-08 02:00:00	ES	Futures	2185.05	2189.01	2185.05	2187.69	5489.0
2015-04-08 02:30:00	ES	Futures	2187.42	2188.74	2186.37	2187.69	3267.0
2015-04-08 03:00:00	ES	Futures	2187.42	2188.48	2183.46	2187.42	10777.0
2015-04-08 03:30:00	ES	Futures	2187.16	2189.54	2186.9	2188.74	7397.0
2015-04-08 04:00:00	ES	Futures	2188.74	2190.86	2188.48	2188.74	6364.0
2015-04-08 04:30:00	ES	Futures	2188.74	2189.01	2187.42	2189.01	3025.0
2015-04-08 05:00:00	ES	Futures	2189.01	2189.54	2187.69	2188.22	5009.0
2015-04-08 05:30:00	ES	Futures	2188.22	2189.8	2187.42	2187.69	3214.0
2015-04-08 06:00:00	ES	Futures	2187.69	2187.69	2185.84	2186.63	5719.0
2015-04-08 06:30:00	ES	Futures	2186.37	2186.63	2184.25	2185.57	5552.0
2015-04-08 07:00:00	ES	Futures	2185.84	2186.9	2185.05	2186.1	8699.0
2015-04-08 07:30:00	ES	Futures	2186.1	2187.95	2186.1	2186.63	7336.0
2015-04-08 08:00:00	ES	Futures	2186.9	2188.22	2186.1	2187.16	7635.0
2015-04-08 08:30:00	ES	Futures	2187.16	2187.16	2185.57	2186.63	5737.0
2015-04-08 09:00:00	ES	Futures	2186.63	2190.33	2186.63	2187.42	23592.0
2015-04-08 09:30:00	ES	Futures	2187.42	2197.2	2187.16	2196.4	155048.0
2015-04-08 10:00:00	ES	Futures	2196.4	2197.72	2192.44	2194.29	79433.0
2015-04-08 10:30:00	ES	Futures	2194.29	2194.29	2183.2	2187.95	116843.0
2015-04-08 11:00:00	ES	Futures	2187.95	2192.44	2186.37	2190.59	72670.0
2015-04-08 11:30:00	ES	Futures	2190.86	2194.82	2189.27	2193.23	56327.0
2015-04-08 12:00:00	ES	Futures	2193.23	2193.76	2190.86	2190.86	30538.0
2015-04-08 12:30:00	ES	Futures	2190.86	2192.97	2190.06	2191.12	30531.0
2015-04-08 13:00:00	ES	Futures	2191.12	2192.44	2188.22	2190.59	28143.0
2015-04-08 13:30:00	ES	Futures	2190.33	2192.44	2189.27	2191.65	19071.0
2015-04-08 14:00:00	ES	Futures	2191.65	2196.93	2182.41	2192.97	170880.0
2015-04-08 14:30:00	ES	Futures	2192.97	2193.76	2187.69	2190.06	69393.0
2015-04-08 15:00:00	ES	Futures	2190.06	2191.91	2187.95	2189.8	58301.0
2015-04-08 15:30:00	ES	Futures	2189.54	2193.23	2188.74	2191.91	112892.0
2015-04-08 16:00:00	ES	Futures	2192.18	2193.5	2191.39	2193.5	69443.0
2015-04-08 16:30:00	ES	Futures	2192.97	2194.03	2192.97	2194.03	7164.0
2015-04-08 17:00:00	ES	Futures	2194.03	2195.35	2193.76	2195.08	3618.0
2015-04-08 18:00:00	ES	Futures	2195.08	2195.35	2193.76	2194.03	1968.0
2015-04-08 18:30:00	ES	Futures	2194.03	2194.55	2194.03	2194.29	154.0
2015-04-08 19:00:00	ES	Futures	2194.29	2194.29	2193.76	2194.03	162.0
2015-04-08 19:30:00	ES	Futures	2193.76	2194.03	2193.5	2193.76	473.0
2015-04-08 20:00:00	ES	Futures	2193.5	2194.03	2193.23	2194.03	1091.0
2015-04-08 20:30:00	ES	Futures	2194.03	2194.29	2193.76	2194.03	951.0
2015-04-08 21:00:00	ES	Futures	2194.03	2194.29	2192.18	2192.18	1360.0
2015-04-08 21:30:00	ES	Futures	2192.18	2192.97	2191.91	2192.44	2560.0
2015-04-08 22:00:00	ES	Futures	2192.71	2193.5	2192.44	2193.23	1624.0
2015-04-08 22:30:00	ES	Futures	2193.23	2193.5	2192.18	2192.71	1810.0
2015-04-08 23:00:00	ES	Futures	2192.97	2193.23	2192.18	2192.44	738.0
2015-04-08 23:30:00	ES	Futures	2192.71	2192.97	2191.65	2192.18	1006.0
2015-04-08 00:00:00	NQ	Futures	5099.65	5099.65	5095.53	5096.71	176.0
2015-04-08 00:30:00	NQ	Futures	5096.71	5099.36	5095.83	5099.36	210.0
2015-04-08 01:00:00	NQ	Futures	5099.06	5100.83	5099.06	5099.65	139.0

> showing 50 of 2,910 rows — these rows as CSV

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