PREVIEW / futures_30min / 2015-04-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-22.parquet
  size:    80 KB
  rows:    2,933

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
2015-04-22 00:00:00	ES	Futures	2210.93	2211.72	2210.4	2210.93	1480.0
2015-04-22 00:30:00	ES	Futures	2211.19	2211.46	2210.67	2210.93	606.0
2015-04-22 01:00:00	ES	Futures	2211.19	2211.19	2210.14	2210.67	1122.0
2015-04-22 01:30:00	ES	Futures	2210.67	2211.19	2210.4	2211.19	1112.0
2015-04-22 02:00:00	ES	Futures	2210.93	2212.25	2210.4	2210.67	2623.0
2015-04-22 02:30:00	ES	Futures	2210.67	2214.1	2210.67	2213.84	3403.0
2015-04-22 03:00:00	ES	Futures	2214.1	2217.0	2213.04	2215.68	15003.0
2015-04-22 03:30:00	ES	Futures	2215.68	2215.95	2210.67	2212.78	12234.0
2015-04-22 04:00:00	ES	Futures	2212.78	2213.04	2199.31	2203.8	41232.0
2015-04-22 04:30:00	ES	Futures	2203.53	2204.06	2200.1	2200.89	11518.0
2015-04-22 05:00:00	ES	Futures	2200.63	2202.48	2198.25	2200.89	17044.0
2015-04-22 05:30:00	ES	Futures	2200.89	2205.12	2200.63	2202.74	8790.0
2015-04-22 06:00:00	ES	Futures	2202.74	2202.74	2197.72	2201.95	14032.0
2015-04-22 06:30:00	ES	Futures	2201.95	2202.48	2200.89	2201.95	5467.0
2015-04-22 07:00:00	ES	Futures	2202.21	2205.12	2201.95	2204.33	7528.0
2015-04-22 07:30:00	ES	Futures	2204.33	2205.91	2203.53	2204.59	6820.0
2015-04-22 08:00:00	ES	Futures	2204.59	2205.38	2203.53	2204.33	6436.0
2015-04-22 08:30:00	ES	Futures	2204.33	2210.67	2204.33	2210.4	21513.0
2015-04-22 09:00:00	ES	Futures	2210.4	2214.36	2210.4	2213.31	29914.0
2015-04-22 09:30:00	ES	Futures	2213.31	2214.36	2205.38	2208.02	130978.0
2015-04-22 10:00:00	ES	Futures	2208.29	2210.67	2201.42	2206.7	132057.0
2015-04-22 10:30:00	ES	Futures	2206.7	2214.89	2205.65	2214.1	106976.0
2015-04-22 11:00:00	ES	Futures	2214.1	2215.68	2212.25	2213.57	64853.0
2015-04-22 11:30:00	ES	Futures	2213.57	2215.42	2212.25	2215.42	45327.0
2015-04-22 12:00:00	ES	Futures	2215.42	2215.68	2212.25	2214.89	32922.0
2015-04-22 12:30:00	ES	Futures	2214.89	2217.0	2213.84	2215.95	38574.0
2015-04-22 13:00:00	ES	Futures	2215.95	2217.0	2214.36	2216.21	26903.0
2015-04-22 13:30:00	ES	Futures	2216.21	2220.44	2215.68	2219.38	53442.0
2015-04-22 14:00:00	ES	Futures	2219.38	2221.49	2218.85	2220.17	41841.0
2015-04-22 14:30:00	ES	Futures	2219.91	2221.23	2219.12	2219.65	28358.0
2015-04-22 15:00:00	ES	Futures	2219.65	2222.55	2219.38	2221.76	86622.0
2015-04-22 15:30:00	ES	Futures	2221.49	2222.02	2217.8	2219.91	111338.0
2015-04-22 16:00:00	ES	Futures	2220.17	2220.17	2217.27	2219.12	56742.0
2015-04-22 16:30:00	ES	Futures	2218.85	2219.65	2217.27	2218.06	4729.0
2015-04-22 17:00:00	ES	Futures	2218.06	2218.06	2217.27	2217.53	1445.0
2015-04-22 18:00:00	ES	Futures	2217.8	2219.38	2217.53	2218.85	2068.0
2015-04-22 18:30:00	ES	Futures	2218.85	2219.12	2218.33	2218.85	618.0
2015-04-22 19:00:00	ES	Futures	2218.85	2219.38	2218.85	2219.12	495.0
2015-04-22 19:30:00	ES	Futures	2218.85	2219.38	2218.33	2218.85	588.0
2015-04-22 20:00:00	ES	Futures	2218.59	2218.85	2216.74	2217.0	2895.0
2015-04-22 20:30:00	ES	Futures	2217.0	2218.06	2217.0	2217.8	1867.0
2015-04-22 21:00:00	ES	Futures	2218.06	2218.06	2216.74	2217.0	1047.0
2015-04-22 21:30:00	ES	Futures	2217.27	2217.27	2216.48	2217.0	1212.0
2015-04-22 22:00:00	ES	Futures	2217.27	2217.53	2216.48	2217.0	1154.0
2015-04-22 22:30:00	ES	Futures	2217.0	2217.53	2216.74	2216.74	461.0
2015-04-22 23:00:00	ES	Futures	2216.74	2217.27	2216.48	2217.27	500.0
2015-04-22 23:30:00	ES	Futures	2217.0	2217.53	2217.0	2217.27	716.0
2015-04-22 00:00:00	NQ	Futures	5216.1	5216.69	5214.63	5214.63	199.0
2015-04-22 00:30:00	NQ	Futures	5215.22	5216.69	5214.33	5215.51	120.0
2015-04-22 01:00:00	NQ	Futures	5215.51	5215.8	5214.04	5215.51	137.0

> showing 50 of 2,933 rows — these rows as CSV

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