PREVIEW / futures_30min / 2015-04-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-20.parquet
  size:    78 KB
  rows:    2,882

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
2015-04-20 00:00:00	ES	Futures	2201.42	2201.69	2201.16	2201.42	1109.0
2015-04-20 00:30:00	ES	Futures	2201.42	2201.95	2200.89	2200.89	1134.0
2015-04-20 01:00:00	ES	Futures	2200.89	2201.42	2200.1	2200.63	2491.0
2015-04-20 01:30:00	ES	Futures	2200.63	2201.16	2199.57	2199.84	3454.0
2015-04-20 02:00:00	ES	Futures	2199.57	2200.37	2199.04	2200.1	5091.0
2015-04-20 02:30:00	ES	Futures	2200.1	2201.95	2200.1	2201.69	5391.0
2015-04-20 03:00:00	ES	Futures	2201.69	2207.76	2201.42	2206.44	26039.0
2015-04-20 03:30:00	ES	Futures	2206.18	2206.44	2204.33	2205.65	10153.0
2015-04-20 04:00:00	ES	Futures	2205.65	2206.7	2204.06	2204.59	10444.0
2015-04-20 04:30:00	ES	Futures	2204.59	2205.38	2203.27	2204.06	9432.0
2015-04-20 05:00:00	ES	Futures	2203.8	2205.65	2203.27	2205.12	5904.0
2015-04-20 05:30:00	ES	Futures	2204.86	2205.12	2203.53	2204.33	4502.0
2015-04-20 06:00:00	ES	Futures	2204.06	2204.86	2203.53	2204.33	3343.0
2015-04-20 06:30:00	ES	Futures	2204.33	2206.97	2204.33	2205.65	8649.0
2015-04-20 07:00:00	ES	Futures	2205.65	2206.18	2203.53	2204.06	5402.0
2015-04-20 07:30:00	ES	Futures	2204.06	2204.06	2200.89	2202.48	10264.0
2015-04-20 08:00:00	ES	Futures	2202.48	2204.06	2201.95	2203.27	7471.0
2015-04-20 08:30:00	ES	Futures	2203.53	2205.65	2202.74	2204.86	10725.0
2015-04-20 09:00:00	ES	Futures	2204.86	2205.38	2202.48	2203.01	11895.0
2015-04-20 09:30:00	ES	Futures	2203.01	2212.25	2201.95	2210.93	196122.0
2015-04-20 10:00:00	ES	Futures	2211.19	2212.51	2208.02	2210.4	90343.0
2015-04-20 10:30:00	ES	Futures	2210.4	2214.36	2210.14	2213.84	65380.0
2015-04-20 11:00:00	ES	Futures	2213.84	2215.95	2213.04	2213.31	87610.0
2015-04-20 11:30:00	ES	Futures	2213.57	2215.16	2213.31	2214.89	41520.0
2015-04-20 12:00:00	ES	Futures	2214.89	2215.16	2213.31	2214.1	28918.0
2015-04-20 12:30:00	ES	Futures	2214.36	2214.63	2212.78	2213.57	24303.0
2015-04-20 13:00:00	ES	Futures	2213.57	2215.16	2211.46	2212.51	32792.0
2015-04-20 13:30:00	ES	Futures	2212.78	2213.57	2211.46	2211.99	26447.0
2015-04-20 14:00:00	ES	Futures	2211.99	2212.51	2210.14	2211.72	41690.0
2015-04-20 14:30:00	ES	Futures	2211.72	2212.78	2210.67	2212.78	32543.0
2015-04-20 15:00:00	ES	Futures	2212.78	2215.42	2211.99	2213.57	57090.0
2015-04-20 15:30:00	ES	Futures	2213.57	2214.63	2210.93	2211.72	120975.0
2015-04-20 16:00:00	ES	Futures	2211.46	2211.99	2208.55	2209.08	70254.0
2015-04-20 16:30:00	ES	Futures	2209.08	2209.61	2208.02	2208.55	6980.0
2015-04-20 17:00:00	ES	Futures	2208.55	2208.82	2207.23	2207.5	3615.0
2015-04-20 18:00:00	ES	Futures	2207.5	2209.87	2207.23	2209.61	2824.0
2015-04-20 18:30:00	ES	Futures	2209.61	2209.87	2208.82	2209.08	1154.0
2015-04-20 19:00:00	ES	Futures	2209.08	2209.87	2209.08	2209.35	690.0
2015-04-20 19:30:00	ES	Futures	2209.08	2210.67	2209.08	2210.4	1210.0
2015-04-20 20:00:00	ES	Futures	2210.4	2212.78	2210.14	2211.46	5270.0
2015-04-20 20:30:00	ES	Futures	2211.72	2211.99	2211.19	2211.99	929.0
2015-04-20 21:00:00	ES	Futures	2211.72	2213.31	2211.46	2212.78	2569.0
2015-04-20 21:30:00	ES	Futures	2212.51	2213.57	2212.25	2212.78	1609.0
2015-04-20 22:00:00	ES	Futures	2213.04	2213.57	2211.99	2212.78	1950.0
2015-04-20 22:30:00	ES	Futures	2212.51	2213.31	2212.51	2213.04	773.0
2015-04-20 23:00:00	ES	Futures	2213.04	2214.89	2212.78	2214.63	2314.0
2015-04-20 23:30:00	ES	Futures	2214.36	2214.63	2213.84	2214.36	970.0
2015-04-20 00:00:00	NQ	Futures	5127.88	5128.17	5126.7	5127.59	149.0
2015-04-20 00:30:00	NQ	Futures	5127.59	5128.17	5126.7	5127.0	227.0
2015-04-20 01:00:00	NQ	Futures	5126.7	5127.59	5125.23	5125.82	313.0

> showing 50 of 2,882 rows — these rows as CSV

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