PREVIEW / futures_30min / 2015-04-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-21.parquet
  size:    78 KB
  rows:    2,924

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
2015-04-21 00:00:00	ES	Futures	2214.36	2214.36	2213.31	2213.57	692.0
2015-04-21 00:30:00	ES	Futures	2213.31	2213.84	2212.78	2213.04	595.0
2015-04-21 01:00:00	ES	Futures	2212.78	2214.63	2212.78	2214.1	971.0
2015-04-21 01:30:00	ES	Futures	2214.1	2215.68	2213.57	2214.89	2787.0
2015-04-21 02:00:00	ES	Futures	2214.89	2218.59	2214.63	2217.27	9096.0
2015-04-21 02:30:00	ES	Futures	2217.27	2218.85	2216.48	2218.33	5542.0
2015-04-21 03:00:00	ES	Futures	2218.33	2221.49	2218.06	2219.91	14644.0
2015-04-21 03:30:00	ES	Futures	2219.91	2224.14	2219.91	2223.08	19056.0
2015-04-21 04:00:00	ES	Futures	2223.08	2223.61	2221.76	2222.29	8786.0
2015-04-21 04:30:00	ES	Futures	2222.02	2222.82	2219.38	2220.17	8270.0
2015-04-21 05:00:00	ES	Futures	2220.17	2221.23	2215.68	2216.74	13060.0
2015-04-21 05:30:00	ES	Futures	2216.48	2218.33	2213.57	2217.8	13350.0
2015-04-21 06:00:00	ES	Futures	2217.8	2219.65	2217.27	2218.33	6894.0
2015-04-21 06:30:00	ES	Futures	2218.06	2218.85	2215.95	2216.74	5294.0
2015-04-21 07:00:00	ES	Futures	2216.74	2218.33	2215.68	2215.95	5470.0
2015-04-21 07:30:00	ES	Futures	2215.95	2220.17	2215.95	2218.85	10849.0
2015-04-21 08:00:00	ES	Futures	2218.85	2219.65	2217.27	2219.12	7802.0
2015-04-21 08:30:00	ES	Futures	2219.12	2219.65	2217.53	2219.38	10391.0
2015-04-21 09:00:00	ES	Futures	2219.65	2221.23	2219.38	2220.17	17310.0
2015-04-21 09:30:00	ES	Futures	2220.17	2222.29	2213.31	2214.1	172861.0
2015-04-21 10:00:00	ES	Futures	2214.1	2216.21	2211.19	2213.57	100801.0
2015-04-21 10:30:00	ES	Futures	2213.84	2214.1	2209.61	2211.99	83159.0
2015-04-21 11:00:00	ES	Futures	2211.99	2214.89	2211.19	2211.72	56944.0
2015-04-21 11:30:00	ES	Futures	2211.72	2213.04	2207.76	2209.61	62921.0
2015-04-21 12:00:00	ES	Futures	2209.61	2210.93	2208.29	2210.67	32640.0
2015-04-21 12:30:00	ES	Futures	2210.67	2211.46	2209.08	2210.14	21637.0
2015-04-21 13:00:00	ES	Futures	2210.4	2212.78	2210.14	2211.99	24116.0
2015-04-21 13:30:00	ES	Futures	2211.72	2212.51	2207.23	2207.23	36691.0
2015-04-21 14:00:00	ES	Futures	2207.23	2211.46	2205.12	2211.46	68884.0
2015-04-21 14:30:00	ES	Futures	2211.46	2211.99	2209.61	2210.67	24606.0
2015-04-21 15:00:00	ES	Futures	2210.93	2211.19	2208.02	2208.82	30605.0
2015-04-21 15:30:00	ES	Futures	2208.82	2210.67	2207.23	2209.35	94148.0
2015-04-21 16:00:00	ES	Futures	2209.08	2209.61	2208.02	2209.61	46284.0
2015-04-21 16:30:00	ES	Futures	2209.61	2210.14	2209.35	2209.61	2802.0
2015-04-21 17:00:00	ES	Futures	2209.87	2210.14	2209.35	2209.87	955.0
2015-04-21 18:00:00	ES	Futures	2210.14	2211.99	2210.14	2210.93	2111.0
2015-04-21 18:30:00	ES	Futures	2211.19	2211.46	2210.67	2211.19	653.0
2015-04-21 19:00:00	ES	Futures	2211.19	2211.46	2210.67	2210.93	389.0
2015-04-21 19:30:00	ES	Futures	2210.93	2211.99	2210.67	2211.46	853.0
2015-04-21 20:00:00	ES	Futures	2211.19	2211.72	2209.87	2211.19	2110.0
2015-04-21 20:30:00	ES	Futures	2210.93	2211.99	2210.93	2211.72	1906.0
2015-04-21 21:00:00	ES	Futures	2211.72	2212.78	2211.46	2211.99	1982.0
2015-04-21 21:30:00	ES	Futures	2211.99	2211.99	2210.67	2211.46	1391.0
2015-04-21 22:00:00	ES	Futures	2211.46	2212.51	2211.19	2211.72	1513.0
2015-04-21 22:30:00	ES	Futures	2211.72	2211.99	2210.67	2211.46	711.0
2015-04-21 23:00:00	ES	Futures	2211.46	2211.99	2211.19	2211.46	755.0
2015-04-21 23:30:00	ES	Futures	2211.46	2211.99	2210.4	2210.93	1114.0
2015-04-21 00:00:00	NQ	Futures	5196.1	5196.69	5194.34	5194.93	174.0
2015-04-21 00:30:00	NQ	Futures	5194.93	5194.93	5192.87	5193.16	165.0
2015-04-21 01:00:00	NQ	Futures	5193.16	5197.28	5192.87	5196.4	244.0

> showing 50 of 2,924 rows — these rows as CSV

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