PREVIEW / futures_30min / 2015-04-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-16.parquet
  size:    81 KB
  rows:    2,962

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
2015-04-16 00:00:00	ES	Futures	2220.97	2221.23	2220.44	2220.97	815.0
2015-04-16 00:30:00	ES	Futures	2220.97	2221.23	2220.7	2221.23	440.0
2015-04-16 01:00:00	ES	Futures	2221.23	2221.49	2220.7	2221.23	834.0
2015-04-16 01:30:00	ES	Futures	2221.23	2221.23	2220.17	2220.7	1619.0
2015-04-16 02:00:00	ES	Futures	2220.44	2221.49	2218.85	2219.12	2706.0
2015-04-16 02:30:00	ES	Futures	2219.38	2219.38	2218.59	2219.12	3572.0
2015-04-16 03:00:00	ES	Futures	2219.12	2219.38	2217.0	2217.53	15846.0
2015-04-16 03:30:00	ES	Futures	2217.53	2218.33	2216.21	2217.0	8082.0
2015-04-16 04:00:00	ES	Futures	2216.74	2218.33	2216.21	2218.06	4361.0
2015-04-16 04:30:00	ES	Futures	2218.06	2218.85	2217.27	2217.27	4721.0
2015-04-16 05:00:00	ES	Futures	2217.53	2218.59	2217.0	2217.8	3232.0
2015-04-16 05:30:00	ES	Futures	2217.8	2217.8	2215.16	2215.16	5671.0
2015-04-16 06:00:00	ES	Futures	2215.42	2216.21	2213.57	2214.1	12060.0
2015-04-16 06:30:00	ES	Futures	2213.84	2214.1	2209.61	2210.67	21333.0
2015-04-16 07:00:00	ES	Futures	2210.4	2210.93	2208.02	2209.87	24900.0
2015-04-16 07:30:00	ES	Futures	2210.14	2210.93	2206.97	2209.35	17502.0
2015-04-16 08:00:00	ES	Futures	2209.08	2211.72	2209.08	2211.72	14102.0
2015-04-16 08:30:00	ES	Futures	2211.46	2211.72	2208.82	2208.82	18477.0
2015-04-16 09:00:00	ES	Futures	2209.08	2214.1	2208.55	2213.57	23783.0
2015-04-16 09:30:00	ES	Futures	2213.84	2215.95	2211.19	2213.31	145345.0
2015-04-16 10:00:00	ES	Futures	2213.04	2215.68	2211.99	2212.25	94023.0
2015-04-16 10:30:00	ES	Futures	2212.25	2217.53	2210.93	2215.68	86917.0
2015-04-16 11:00:00	ES	Futures	2215.42	2218.06	2215.16	2216.48	49995.0
2015-04-16 11:30:00	ES	Futures	2216.48	2217.27	2213.31	2215.42	58497.0
2015-04-16 12:00:00	ES	Futures	2215.42	2218.06	2215.16	2217.0	29722.0
2015-04-16 12:30:00	ES	Futures	2217.0	2218.33	2215.68	2217.0	23907.0
2015-04-16 13:00:00	ES	Futures	2217.0	2218.85	2215.95	2217.27	30126.0
2015-04-16 13:30:00	ES	Futures	2217.27	2223.34	2216.48	2223.08	57726.0
2015-04-16 14:00:00	ES	Futures	2223.08	2223.61	2220.7	2222.02	34160.0
2015-04-16 14:30:00	ES	Futures	2222.02	2223.08	2219.91	2219.91	35852.0
2015-04-16 15:00:00	ES	Futures	2220.17	2220.7	2216.48	2217.27	60848.0
2015-04-16 15:30:00	ES	Futures	2217.27	2219.38	2215.68	2217.0	120363.0
2015-04-16 16:00:00	ES	Futures	2217.0	2219.91	2216.48	2219.12	75652.0
2015-04-16 16:30:00	ES	Futures	2219.38	2219.38	2217.8	2219.12	5507.0
2015-04-16 17:00:00	ES	Futures	2219.12	2219.91	2218.85	2219.91	1572.0
2015-04-16 18:00:00	ES	Futures	2219.91	2220.44	2219.38	2219.38	2068.0
2015-04-16 18:30:00	ES	Futures	2219.65	2220.44	2219.12	2219.65	828.0
2015-04-16 19:00:00	ES	Futures	2219.91	2220.17	2219.65	2220.17	326.0
2015-04-16 19:30:00	ES	Futures	2219.91	2220.17	2219.38	2219.65	493.0
2015-04-16 20:00:00	ES	Futures	2219.65	2219.65	2216.74	2217.0	6116.0
2015-04-16 20:30:00	ES	Futures	2217.0	2218.85	2217.0	2217.8	2457.0
2015-04-16 21:00:00	ES	Futures	2218.06	2218.33	2217.53	2217.53	1563.0
2015-04-16 21:30:00	ES	Futures	2217.53	2218.85	2217.53	2218.59	1259.0
2015-04-16 22:00:00	ES	Futures	2218.59	2219.12	2218.06	2218.59	1130.0
2015-04-16 22:30:00	ES	Futures	2218.33	2218.59	2217.27	2217.8	3440.0
2015-04-16 23:00:00	ES	Futures	2217.8	2218.33	2217.27	2217.8	1500.0
2015-04-16 23:30:00	ES	Futures	2217.8	2218.06	2217.27	2217.53	981.0
2015-04-16 00:00:00	NQ	Futures	5209.34	5209.63	5207.87	5209.34	84.0
2015-04-16 00:30:00	NQ	Futures	5209.63	5209.63	5208.45	5209.04	83.0
2015-04-16 01:00:00	NQ	Futures	5208.75	5210.22	5208.16	5208.75	139.0

> showing 50 of 2,962 rows — these rows as CSV

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