PREVIEW / futures_30min / 2015-04-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-09.parquet
  size:    78 KB
  rows:    2,887

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
2015-04-09 00:00:00	ES	Futures	2192.18	2192.18	2191.65	2191.91	525.0
2015-04-09 00:30:00	ES	Futures	2191.91	2191.91	2190.86	2191.12	1206.0
2015-04-09 01:00:00	ES	Futures	2190.86	2191.39	2190.33	2190.59	1955.0
2015-04-09 01:30:00	ES	Futures	2190.59	2191.39	2190.33	2190.59	972.0
2015-04-09 02:00:00	ES	Futures	2190.59	2191.12	2190.06	2190.33	2079.0
2015-04-09 02:30:00	ES	Futures	2190.33	2190.86	2189.8	2190.59	2294.0
2015-04-09 03:00:00	ES	Futures	2190.59	2191.91	2187.95	2188.48	9837.0
2015-04-09 03:30:00	ES	Futures	2188.74	2190.06	2185.31	2186.37	7979.0
2015-04-09 04:00:00	ES	Futures	2186.1	2186.63	2184.52	2184.78	7891.0
2015-04-09 04:30:00	ES	Futures	2184.78	2187.69	2183.99	2186.1	8195.0
2015-04-09 05:00:00	ES	Futures	2186.37	2187.69	2186.37	2187.69	3501.0
2015-04-09 05:30:00	ES	Futures	2187.42	2189.01	2186.9	2187.16	4960.0
2015-04-09 06:00:00	ES	Futures	2187.42	2188.22	2186.9	2187.69	3242.0
2015-04-09 06:30:00	ES	Futures	2187.69	2190.33	2187.69	2189.27	4891.0
2015-04-09 07:00:00	ES	Futures	2189.27	2191.65	2189.01	2191.12	4753.0
2015-04-09 07:30:00	ES	Futures	2191.12	2195.08	2190.86	2194.03	11377.0
2015-04-09 08:00:00	ES	Futures	2194.03	2194.29	2190.59	2191.12	10535.0
2015-04-09 08:30:00	ES	Futures	2191.12	2193.23	2189.27	2189.8	15462.0
2015-04-09 09:00:00	ES	Futures	2189.8	2191.12	2188.48	2189.54	20292.0
2015-04-09 09:30:00	ES	Futures	2189.8	2199.04	2189.27	2192.18	179673.0
2015-04-09 10:00:00	ES	Futures	2191.91	2195.61	2188.48	2192.71	120447.0
2015-04-09 10:30:00	ES	Futures	2192.97	2193.23	2185.57	2189.54	105148.0
2015-04-09 11:00:00	ES	Futures	2189.8	2189.8	2183.46	2188.22	85864.0
2015-04-09 11:30:00	ES	Futures	2188.22	2192.18	2187.42	2190.59	58926.0
2015-04-09 12:00:00	ES	Futures	2190.86	2195.61	2190.06	2194.29	50427.0
2015-04-09 12:30:00	ES	Futures	2194.55	2195.35	2192.97	2195.35	31028.0
2015-04-09 13:00:00	ES	Futures	2195.35	2196.93	2193.5	2195.88	39139.0
2015-04-09 13:30:00	ES	Futures	2195.61	2195.88	2192.44	2193.5	39006.0
2015-04-09 14:00:00	ES	Futures	2193.5	2195.08	2192.44	2193.76	23647.0
2015-04-09 14:30:00	ES	Futures	2193.76	2197.72	2193.23	2197.2	44594.0
2015-04-09 15:00:00	ES	Futures	2197.2	2204.33	2196.93	2204.06	104916.0
2015-04-09 15:30:00	ES	Futures	2204.06	2204.86	2199.84	2202.21	120880.0
2015-04-09 16:00:00	ES	Futures	2202.21	2203.8	2201.16	2203.27	58929.0
2015-04-09 16:30:00	ES	Futures	2203.27	2204.59	2202.48	2202.74	8126.0
2015-04-09 17:00:00	ES	Futures	2202.74	2204.06	2202.48	2204.06	1910.0
2015-04-09 18:00:00	ES	Futures	2203.8	2204.59	2202.74	2203.8	2120.0
2015-04-09 18:30:00	ES	Futures	2203.8	2204.06	2203.01	2203.53	586.0
2015-04-09 19:00:00	ES	Futures	2203.27	2203.53	2203.01	2203.27	419.0
2015-04-09 19:30:00	ES	Futures	2203.53	2203.8	2202.74	2203.01	870.0
2015-04-09 20:00:00	ES	Futures	2203.27	2203.27	2201.42	2201.95	2755.0
2015-04-09 20:30:00	ES	Futures	2201.69	2202.21	2201.16	2201.69	1947.0
2015-04-09 21:00:00	ES	Futures	2201.95	2202.21	2201.16	2201.42	952.0
2015-04-09 21:30:00	ES	Futures	2201.16	2201.69	2200.63	2201.16	1995.0
2015-04-09 22:00:00	ES	Futures	2201.16	2201.95	2200.89	2201.16	1352.0
2015-04-09 22:30:00	ES	Futures	2200.89	2201.69	2200.89	2201.42	530.0
2015-04-09 23:00:00	ES	Futures	2201.69	2202.48	2201.42	2202.21	370.0
2015-04-09 23:30:00	ES	Futures	2202.21	2202.21	2201.16	2201.42	977.0
2015-04-09 00:00:00	NQ	Futures	5146.11	5146.11	5144.94	5145.23	131.0
2015-04-09 00:30:00	NQ	Futures	5145.23	5145.23	5143.17	5143.76	199.0
2015-04-09 01:00:00	NQ	Futures	5143.47	5144.05	5141.99	5142.58	249.0

> showing 50 of 2,887 rows — these rows as CSV

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