PREVIEW / futures_30min / 2015-04-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-14.parquet
  size:    78 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
2015-04-14 00:00:00	ES	Futures	2207.5	2208.02	2207.23	2207.76	562.0
2015-04-14 00:30:00	ES	Futures	2207.76	2208.02	2207.5	2207.76	272.0
2015-04-14 01:00:00	ES	Futures	2207.76	2208.02	2207.5	2208.02	750.0
2015-04-14 01:30:00	ES	Futures	2208.02	2208.02	2207.23	2207.23	1173.0
2015-04-14 02:00:00	ES	Futures	2207.5	2209.35	2207.23	2209.08	2814.0
2015-04-14 02:30:00	ES	Futures	2209.08	2210.67	2208.82	2210.4	4763.0
2015-04-14 03:00:00	ES	Futures	2210.4	2210.67	2209.08	2210.4	7312.0
2015-04-14 03:30:00	ES	Futures	2210.4	2210.93	2209.87	2210.67	3419.0
2015-04-14 04:00:00	ES	Futures	2210.67	2210.93	2209.08	2209.61	4746.0
2015-04-14 04:30:00	ES	Futures	2209.35	2209.87	2204.33	2205.12	12372.0
2015-04-14 05:00:00	ES	Futures	2205.12	2205.65	2196.67	2197.99	20733.0
2015-04-14 05:30:00	ES	Futures	2197.99	2200.1	2197.46	2199.31	9777.0
2015-04-14 06:00:00	ES	Futures	2199.04	2202.74	2199.04	2202.74	8541.0
2015-04-14 06:30:00	ES	Futures	2202.74	2203.01	2200.1	2200.37	7703.0
2015-04-14 07:00:00	ES	Futures	2200.63	2204.59	2200.1	2203.53	19440.0
2015-04-14 07:30:00	ES	Futures	2203.53	2204.06	2201.16	2201.42	8019.0
2015-04-14 08:00:00	ES	Futures	2201.42	2204.33	2200.89	2203.27	8406.0
2015-04-14 08:30:00	ES	Futures	2203.27	2203.8	2199.57	2202.48	30798.0
2015-04-14 09:00:00	ES	Futures	2202.48	2202.74	2198.52	2201.16	32977.0
2015-04-14 09:30:00	ES	Futures	2200.89	2208.02	2197.72	2199.84	203288.0
2015-04-14 10:00:00	ES	Futures	2199.57	2199.57	2192.97	2197.99	168082.0
2015-04-14 10:30:00	ES	Futures	2197.99	2199.84	2193.5	2198.25	88376.0
2015-04-14 11:00:00	ES	Futures	2197.99	2206.18	2196.14	2202.74	121658.0
2015-04-14 11:30:00	ES	Futures	2202.74	2204.86	2201.95	2204.86	46422.0
2015-04-14 12:00:00	ES	Futures	2204.86	2206.7	2204.06	2206.44	36411.0
2015-04-14 12:30:00	ES	Futures	2206.18	2210.14	2206.18	2206.97	55892.0
2015-04-14 13:00:00	ES	Futures	2206.7	2207.5	2204.86	2206.18	24703.0
2015-04-14 13:30:00	ES	Futures	2206.18	2207.76	2204.86	2206.7	23373.0
2015-04-14 14:00:00	ES	Futures	2206.44	2206.97	2205.12	2206.44	21873.0
2015-04-14 14:30:00	ES	Futures	2206.44	2207.23	2203.53	2206.7	30680.0
2015-04-14 15:00:00	ES	Futures	2206.7	2208.82	2205.91	2206.7	44599.0
2015-04-14 15:30:00	ES	Futures	2206.97	2209.08	2204.59	2207.76	118678.0
2015-04-14 16:00:00	ES	Futures	2207.5	2209.35	2207.23	2209.08	64187.0
2015-04-14 16:30:00	ES	Futures	2209.08	2210.14	2208.82	2208.82	7714.0
2015-04-14 17:00:00	ES	Futures	2209.08	2209.87	2208.82	2209.87	1118.0
2015-04-14 18:00:00	ES	Futures	2209.87	2210.14	2208.55	2209.35	1771.0
2015-04-14 18:30:00	ES	Futures	2209.35	2209.35	2209.08	2209.35	371.0
2015-04-14 19:00:00	ES	Futures	2209.35	2209.35	2207.76	2208.02	1073.0
2015-04-14 19:30:00	ES	Futures	2208.02	2208.29	2207.76	2207.76	793.0
2015-04-14 20:00:00	ES	Futures	2208.02	2208.02	2206.44	2207.5	1623.0
2015-04-14 20:30:00	ES	Futures	2207.76	2208.55	2206.7	2208.02	1040.0
2015-04-14 21:00:00	ES	Futures	2208.02	2209.08	2207.5	2207.76	1933.0
2015-04-14 21:30:00	ES	Futures	2207.76	2208.02	2206.97	2207.5	1132.0
2015-04-14 22:00:00	ES	Futures	2207.5	2207.5	2206.44	2207.5	1835.0
2015-04-14 22:30:00	ES	Futures	2207.5	2208.82	2207.23	2208.02	1513.0
2015-04-14 23:00:00	ES	Futures	2207.76	2208.02	2207.23	2207.76	574.0
2015-04-14 23:30:00	ES	Futures	2208.02	2208.29	2207.5	2208.29	720.0
2015-04-14 00:00:00	NQ	Futures	5184.93	5186.4	5184.63	5186.4	50.0
2015-04-14 00:30:00	NQ	Futures	5186.69	5186.69	5184.93	5185.52	58.0
2015-04-14 01:00:00	NQ	Futures	5186.1	5186.69	5185.52	5185.81	81.0

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

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