PREVIEW / futures_30min / 2015-04-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-10.parquet
  size:    65 KB
  rows:    2,335

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
2015-04-10 00:00:00	ES	Futures	2201.16	2201.95	2201.16	2201.69	557.0
2015-04-10 00:30:00	ES	Futures	2201.95	2202.21	2201.69	2201.95	432.0
2015-04-10 01:00:00	ES	Futures	2201.95	2204.59	2201.42	2204.33	3254.0
2015-04-10 01:30:00	ES	Futures	2204.33	2204.33	2203.27	2203.8	918.0
2015-04-10 02:00:00	ES	Futures	2204.06	2204.06	2202.21	2203.53	3204.0
2015-04-10 02:30:00	ES	Futures	2203.53	2205.38	2202.48	2202.74	6171.0
2015-04-10 03:00:00	ES	Futures	2202.74	2204.06	2201.16	2202.21	9755.0
2015-04-10 03:30:00	ES	Futures	2201.95	2202.74	2200.89	2201.69	5199.0
2015-04-10 04:00:00	ES	Futures	2201.69	2201.95	2201.16	2201.95	3093.0
2015-04-10 04:30:00	ES	Futures	2201.69	2202.21	2201.42	2201.69	3079.0
2015-04-10 05:00:00	ES	Futures	2201.69	2202.21	2200.89	2201.95	4110.0
2015-04-10 05:30:00	ES	Futures	2201.69	2203.8	2201.69	2203.53	4004.0
2015-04-10 06:00:00	ES	Futures	2203.27	2204.86	2203.27	2204.86	5784.0
2015-04-10 06:30:00	ES	Futures	2204.59	2207.5	2204.33	2205.65	10282.0
2015-04-10 07:00:00	ES	Futures	2205.38	2208.55	2205.12	2207.23	13005.0
2015-04-10 07:30:00	ES	Futures	2207.23	2208.02	2206.18	2206.97	4492.0
2015-04-10 08:00:00	ES	Futures	2206.97	2207.23	2205.38	2206.44	8433.0
2015-04-10 08:30:00	ES	Futures	2206.44	2206.7	2205.12	2205.12	6295.0
2015-04-10 09:00:00	ES	Futures	2205.38	2206.44	2204.33	2204.59	22193.0
2015-04-10 09:30:00	ES	Futures	2204.59	2206.7	2202.21	2204.86	145994.0
2015-04-10 10:00:00	ES	Futures	2204.86	2208.02	2204.86	2207.23	87913.0
2015-04-10 10:30:00	ES	Futures	2207.23	2211.46	2207.23	2209.61	73067.0
2015-04-10 11:00:00	ES	Futures	2209.61	2212.25	2209.35	2211.99	38532.0
2015-04-10 11:30:00	ES	Futures	2211.99	2213.04	2210.67	2210.67	44378.0
2015-04-10 12:00:00	ES	Futures	2210.93	2211.72	2210.4	2210.93	24029.0
2015-04-10 12:30:00	ES	Futures	2210.93	2212.51	2210.93	2211.72	24759.0
2015-04-10 13:00:00	ES	Futures	2211.72	2212.25	2209.61	2210.67	28636.0
2015-04-10 13:30:00	ES	Futures	2210.4	2212.78	2210.4	2211.99	22267.0
2015-04-10 14:00:00	ES	Futures	2211.99	2213.57	2210.4	2211.19	30658.0
2015-04-10 14:30:00	ES	Futures	2211.46	2214.36	2210.67	2213.04	43286.0
2015-04-10 15:00:00	ES	Futures	2213.04	2213.57	2210.4	2212.51	40902.0
2015-04-10 15:30:00	ES	Futures	2212.25	2213.84	2211.46	2213.57	78807.0
2015-04-10 16:00:00	ES	Futures	2213.84	2214.36	2213.04	2214.1	59691.0
2015-04-10 16:30:00	ES	Futures	2213.57	2214.36	2213.57	2213.84	6271.0
2015-04-10 17:00:00	ES	Futures	2213.84	2214.63	2213.57	2214.1	1125.0
2015-04-10 00:00:00	NQ	Futures	5170.52	5172.28	5170.52	5171.99	91.0
2015-04-10 00:30:00	NQ	Futures	5171.99	5172.87	5171.99	5171.99	126.0
2015-04-10 01:00:00	NQ	Futures	5172.28	5176.99	5169.93	5174.93	446.0
2015-04-10 01:30:00	NQ	Futures	5175.52	5175.81	5172.87	5174.34	114.0
2015-04-10 02:00:00	NQ	Futures	5174.34	5174.64	5171.4	5173.17	367.0
2015-04-10 02:30:00	NQ	Futures	5173.46	5177.87	5171.7	5172.28	635.0
2015-04-10 03:00:00	NQ	Futures	5173.17	5177.87	5171.11	5172.28	1159.0
2015-04-10 03:30:00	NQ	Futures	5172.28	5174.05	5169.93	5171.99	513.0
2015-04-10 04:00:00	NQ	Futures	5171.99	5172.28	5170.23	5170.81	335.0
2015-04-10 04:30:00	NQ	Futures	5170.81	5171.4	5168.46	5169.93	386.0
2015-04-10 05:00:00	NQ	Futures	5169.93	5171.4	5167.58	5169.34	501.0
2015-04-10 05:30:00	NQ	Futures	5169.34	5174.05	5169.05	5173.46	504.0
2015-04-10 06:00:00	NQ	Futures	5173.46	5176.69	5173.17	5175.81	712.0
2015-04-10 06:30:00	NQ	Futures	5175.52	5179.93	5174.05	5174.05	1459.0
2015-04-10 07:00:00	NQ	Futures	5173.75	5179.64	5172.58	5176.4	1256.0

> showing 50 of 2,335 rows — these rows as CSV

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