PREVIEW / futures_30min / 2015-04-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-15.parquet
  size:    81 KB
  rows:    2,970

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
2015-04-15 00:00:00	ES	Futures	2208.29	2208.55	2208.02	2208.02	331.0
2015-04-15 00:30:00	ES	Futures	2208.02	2208.29	2208.02	2208.02	374.0
2015-04-15 01:00:00	ES	Futures	2208.29	2208.29	2207.5	2208.02	1506.0
2015-04-15 01:30:00	ES	Futures	2208.02	2208.29	2206.18	2206.18	1808.0
2015-04-15 02:00:00	ES	Futures	2206.44	2206.97	2205.65	2206.7	2327.0
2015-04-15 02:30:00	ES	Futures	2206.7	2207.76	2205.38	2205.65	3256.0
2015-04-15 03:00:00	ES	Futures	2205.91	2208.29	2205.12	2207.76	6448.0
2015-04-15 03:30:00	ES	Futures	2208.02	2208.82	2206.97	2207.5	5473.0
2015-04-15 04:00:00	ES	Futures	2207.23	2213.31	2206.97	2211.99	11869.0
2015-04-15 04:30:00	ES	Futures	2212.25	2213.84	2210.67	2212.51	7258.0
2015-04-15 05:00:00	ES	Futures	2212.78	2213.04	2211.46	2212.51	4900.0
2015-04-15 05:30:00	ES	Futures	2212.51	2213.31	2211.19	2212.25	4930.0
2015-04-15 06:00:00	ES	Futures	2212.25	2215.42	2211.99	2214.36	7712.0
2015-04-15 06:30:00	ES	Futures	2214.36	2215.42	2213.31	2213.31	3341.0
2015-04-15 07:00:00	ES	Futures	2213.31	2214.63	2213.04	2213.84	6024.0
2015-04-15 07:30:00	ES	Futures	2213.57	2214.89	2213.04	2214.63	5740.0
2015-04-15 08:00:00	ES	Futures	2214.63	2216.21	2213.84	2215.16	12065.0
2015-04-15 08:30:00	ES	Futures	2215.16	2215.42	2213.84	2214.63	9107.0
2015-04-15 09:00:00	ES	Futures	2214.89	2217.8	2213.84	2213.84	25635.0
2015-04-15 09:30:00	ES	Futures	2213.57	2220.97	2212.51	2218.06	166096.0
2015-04-15 10:00:00	ES	Futures	2218.06	2219.65	2215.95	2216.74	83782.0
2015-04-15 10:30:00	ES	Futures	2217.0	2220.17	2216.74	2220.17	50763.0
2015-04-15 11:00:00	ES	Futures	2220.17	2220.44	2215.42	2217.27	55027.0
2015-04-15 11:30:00	ES	Futures	2217.0	2218.33	2213.84	2217.53	54948.0
2015-04-15 12:00:00	ES	Futures	2217.53	2218.59	2216.74	2218.06	33069.0
2015-04-15 12:30:00	ES	Futures	2218.06	2219.12	2215.68	2218.59	27641.0
2015-04-15 13:00:00	ES	Futures	2218.85	2223.61	2218.06	2223.08	50817.0
2015-04-15 13:30:00	ES	Futures	2223.34	2223.61	2221.49	2222.02	50601.0
2015-04-15 14:00:00	ES	Futures	2222.02	2224.4	2221.23	2222.02	42542.0
2015-04-15 14:30:00	ES	Futures	2222.02	2224.4	2220.97	2222.82	45871.0
2015-04-15 15:00:00	ES	Futures	2222.82	2223.61	2220.7	2222.55	46869.0
2015-04-15 15:30:00	ES	Futures	2222.29	2222.82	2217.53	2218.06	132084.0
2015-04-15 16:00:00	ES	Futures	2218.06	2219.65	2217.8	2218.59	60501.0
2015-04-15 16:30:00	ES	Futures	2218.33	2221.23	2218.06	2219.65	8121.0
2015-04-15 17:00:00	ES	Futures	2219.38	2220.7	2219.38	2220.44	989.0
2015-04-15 18:00:00	ES	Futures	2220.17	2220.97	2219.12	2219.38	2466.0
2015-04-15 18:30:00	ES	Futures	2219.12	2219.38	2218.85	2219.12	450.0
2015-04-15 19:00:00	ES	Futures	2219.12	2219.38	2218.06	2218.06	646.0
2015-04-15 19:30:00	ES	Futures	2218.33	2219.65	2218.06	2219.65	582.0
2015-04-15 20:00:00	ES	Futures	2219.12	2219.91	2218.59	2219.38	2254.0
2015-04-15 20:30:00	ES	Futures	2219.38	2219.65	2218.85	2219.38	808.0
2015-04-15 21:00:00	ES	Futures	2219.65	2220.44	2218.06	2218.33	2041.0
2015-04-15 21:30:00	ES	Futures	2218.59	2219.65	2218.33	2219.38	2380.0
2015-04-15 22:00:00	ES	Futures	2219.38	2220.7	2219.12	2219.91	1016.0
2015-04-15 22:30:00	ES	Futures	2220.17	2220.97	2219.91	2220.17	1223.0
2015-04-15 23:00:00	ES	Futures	2220.17	2220.44	2219.38	2220.44	778.0
2015-04-15 23:30:00	ES	Futures	2220.44	2221.49	2220.17	2220.97	1349.0
2015-04-15 00:00:00	NQ	Futures	5170.52	5170.81	5169.05	5170.23	63.0
2015-04-15 00:30:00	NQ	Futures	5170.52	5170.81	5169.93	5169.93	70.0
2015-04-15 01:00:00	NQ	Futures	5170.23	5170.23	5167.87	5168.75	190.0

> showing 50 of 2,970 rows — these rows as CSV

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