PREVIEW / futures_30min / 2015-04-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-13.parquet
  size:    77 KB
  rows:    2,884

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
2015-04-13 00:00:00	ES	Futures	2211.46	2212.25	2211.19	2212.25	788.0
2015-04-13 00:30:00	ES	Futures	2212.51	2212.78	2212.25	2212.25	370.0
2015-04-13 01:00:00	ES	Futures	2212.25	2212.51	2211.72	2211.99	579.0
2015-04-13 01:30:00	ES	Futures	2211.99	2212.51	2211.46	2211.46	908.0
2015-04-13 02:00:00	ES	Futures	2211.72	2213.31	2211.72	2212.25	2672.0
2015-04-13 02:30:00	ES	Futures	2212.25	2212.25	2210.93	2211.19	2862.0
2015-04-13 03:00:00	ES	Futures	2211.19	2211.72	2208.29	2208.82	13042.0
2015-04-13 03:30:00	ES	Futures	2209.08	2210.67	2208.82	2209.61	4674.0
2015-04-13 04:00:00	ES	Futures	2209.61	2210.4	2206.97	2207.76	7932.0
2015-04-13 04:30:00	ES	Futures	2207.5	2209.35	2207.23	2208.82	5063.0
2015-04-13 05:00:00	ES	Futures	2208.82	2210.4	2208.82	2209.87	4577.0
2015-04-13 05:30:00	ES	Futures	2209.87	2212.25	2208.82	2211.99	6349.0
2015-04-13 06:00:00	ES	Futures	2211.99	2211.99	2209.87	2210.67	3702.0
2015-04-13 06:30:00	ES	Futures	2210.67	2211.72	2210.4	2210.4	2437.0
2015-04-13 07:00:00	ES	Futures	2210.67	2211.46	2209.87	2210.67	3539.0
2015-04-13 07:30:00	ES	Futures	2210.93	2210.93	2209.08	2209.35	4654.0
2015-04-13 08:00:00	ES	Futures	2209.35	2211.19	2209.08	2209.35	7936.0
2015-04-13 08:30:00	ES	Futures	2209.61	2209.87	2208.02	2209.61	12432.0
2015-04-13 09:00:00	ES	Futures	2209.61	2212.25	2208.82	2212.25	16435.0
2015-04-13 09:30:00	ES	Futures	2211.99	2218.59	2211.72	2218.06	137142.0
2015-04-13 10:00:00	ES	Futures	2218.06	2219.91	2216.21	2218.33	83504.0
2015-04-13 10:30:00	ES	Futures	2218.59	2219.38	2215.42	2215.42	63161.0
2015-04-13 11:00:00	ES	Futures	2215.68	2217.8	2215.16	2215.68	55826.0
2015-04-13 11:30:00	ES	Futures	2215.68	2218.06	2214.63	2214.89	66180.0
2015-04-13 12:00:00	ES	Futures	2215.16	2215.68	2211.99	2213.04	40669.0
2015-04-13 12:30:00	ES	Futures	2213.04	2214.89	2212.25	2214.1	27698.0
2015-04-13 13:00:00	ES	Futures	2213.84	2214.1	2208.29	2209.08	52815.0
2015-04-13 13:30:00	ES	Futures	2208.82	2210.4	2206.7	2209.87	54028.0
2015-04-13 14:00:00	ES	Futures	2209.61	2210.93	2208.02	2209.35	44620.0
2015-04-13 14:30:00	ES	Futures	2209.35	2210.93	2205.38	2207.23	54911.0
2015-04-13 15:00:00	ES	Futures	2207.23	2209.87	2203.53	2204.59	70208.0
2015-04-13 15:30:00	ES	Futures	2204.59	2207.23	2203.01	2203.53	132661.0
2015-04-13 16:00:00	ES	Futures	2203.53	2204.86	2203.01	2204.59	57378.0
2015-04-13 16:30:00	ES	Futures	2204.59	2204.59	2203.53	2204.33	6315.0
2015-04-13 17:00:00	ES	Futures	2204.33	2205.91	2204.33	2205.65	2927.0
2015-04-13 18:00:00	ES	Futures	2204.86	2205.65	2203.8	2204.06	2687.0
2015-04-13 18:30:00	ES	Futures	2204.06	2204.59	2203.8	2204.59	436.0
2015-04-13 19:00:00	ES	Futures	2204.59	2204.86	2203.8	2204.86	485.0
2015-04-13 19:30:00	ES	Futures	2204.86	2204.86	2204.33	2204.59	444.0
2015-04-13 20:00:00	ES	Futures	2204.33	2205.12	2204.33	2204.86	1395.0
2015-04-13 20:30:00	ES	Futures	2204.86	2205.12	2204.59	2204.86	787.0
2015-04-13 21:00:00	ES	Futures	2204.86	2206.7	2204.59	2206.44	1965.0
2015-04-13 21:30:00	ES	Futures	2206.18	2207.5	2206.18	2206.97	1749.0
2015-04-13 22:00:00	ES	Futures	2207.23	2207.5	2206.44	2207.23	988.0
2015-04-13 22:30:00	ES	Futures	2206.97	2207.5	2206.18	2207.5	993.0
2015-04-13 23:00:00	ES	Futures	2207.5	2207.76	2206.97	2207.5	759.0
2015-04-13 23:30:00	ES	Futures	2207.76	2207.76	2206.97	2207.23	422.0
2015-04-13 00:00:00	NQ	Futures	5189.63	5190.81	5187.57	5190.81	135.0
2015-04-13 00:30:00	NQ	Futures	5190.52	5190.81	5189.34	5189.93	134.0
2015-04-13 01:00:00	NQ	Futures	5190.22	5190.22	5188.46	5189.63	46.0

> showing 50 of 2,884 rows — these rows as CSV

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