PREVIEW / futures_30min / 2015-04-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-27.parquet
  size:    78 KB
  rows:    2,890

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
2015-04-27 00:00:00	ES	Futures	2231.53	2231.8	2231.27	2231.8	225.0
2015-04-27 00:30:00	ES	Futures	2231.8	2232.32	2231.27	2232.32	693.0
2015-04-27 01:00:00	ES	Futures	2232.06	2232.32	2231.27	2231.27	791.0
2015-04-27 01:30:00	ES	Futures	2231.27	2231.8	2230.74	2231.8	1084.0
2015-04-27 02:00:00	ES	Futures	2231.8	2233.64	2231.53	2232.32	4027.0
2015-04-27 02:30:00	ES	Futures	2232.59	2233.91	2231.53	2233.91	2970.0
2015-04-27 03:00:00	ES	Futures	2234.17	2236.02	2229.95	2230.47	22453.0
2015-04-27 03:30:00	ES	Futures	2230.47	2231.0	2227.57	2229.42	12150.0
2015-04-27 04:00:00	ES	Futures	2229.42	2233.12	2229.42	2232.32	11552.0
2015-04-27 04:30:00	ES	Futures	2232.32	2232.85	2231.53	2232.59	3787.0
2015-04-27 05:00:00	ES	Futures	2232.59	2232.85	2230.21	2232.59	5521.0
2015-04-27 05:30:00	ES	Futures	2232.59	2233.64	2232.06	2233.12	3485.0
2015-04-27 06:00:00	ES	Futures	2233.12	2235.76	2233.12	2235.23	6953.0
2015-04-27 06:30:00	ES	Futures	2235.23	2237.08	2235.23	2236.55	8663.0
2015-04-27 07:00:00	ES	Futures	2236.29	2237.61	2235.23	2235.23	11158.0
2015-04-27 07:30:00	ES	Futures	2235.23	2236.02	2234.96	2236.02	5779.0
2015-04-27 08:00:00	ES	Futures	2236.02	2236.02	2235.23	2235.76	7541.0
2015-04-27 08:30:00	ES	Futures	2235.76	2236.02	2235.49	2235.76	6121.0
2015-04-27 09:00:00	ES	Futures	2235.76	2238.93	2235.76	2237.87	22581.0
2015-04-27 09:30:00	ES	Futures	2238.13	2238.93	2232.85	2237.87	150522.0
2015-04-27 10:00:00	ES	Futures	2237.61	2239.45	2236.81	2237.87	56627.0
2015-04-27 10:30:00	ES	Futures	2237.87	2238.13	2232.32	2233.38	71841.0
2015-04-27 11:00:00	ES	Futures	2233.38	2235.23	2231.0	2234.17	79260.0
2015-04-27 11:30:00	ES	Futures	2234.17	2235.76	2230.47	2231.53	48572.0
2015-04-27 12:00:00	ES	Futures	2231.53	2232.32	2225.72	2228.1	75870.0
2015-04-27 12:30:00	ES	Futures	2227.83	2228.63	2224.14	2225.72	49887.0
2015-04-27 13:00:00	ES	Futures	2225.46	2227.57	2223.08	2226.51	71469.0
2015-04-27 13:30:00	ES	Futures	2226.51	2228.1	2225.46	2226.25	33452.0
2015-04-27 14:00:00	ES	Futures	2226.25	2227.83	2223.34	2227.31	46438.0
2015-04-27 14:30:00	ES	Futures	2227.04	2227.31	2222.55	2224.66	58487.0
2015-04-27 15:00:00	ES	Futures	2224.66	2226.51	2220.44	2222.02	87439.0
2015-04-27 15:30:00	ES	Futures	2222.02	2222.55	2218.85	2221.49	143937.0
2015-04-27 16:00:00	ES	Futures	2221.23	2224.4	2220.97	2223.08	59949.0
2015-04-27 16:30:00	ES	Futures	2223.34	2225.19	2221.49	2222.02	11507.0
2015-04-27 17:00:00	ES	Futures	2222.29	2223.08	2222.02	2222.82	1289.0
2015-04-27 18:00:00	ES	Futures	2222.55	2223.34	2221.76	2222.82	2475.0
2015-04-27 18:30:00	ES	Futures	2222.82	2223.08	2222.29	2222.82	410.0
2015-04-27 19:00:00	ES	Futures	2223.08	2223.34	2222.82	2223.08	425.0
2015-04-27 19:30:00	ES	Futures	2223.34	2224.14	2223.34	2223.61	1002.0
2015-04-27 20:00:00	ES	Futures	2223.61	2223.87	2220.97	2220.97	3524.0
2015-04-27 20:30:00	ES	Futures	2220.97	2222.55	2220.97	2221.76	2094.0
2015-04-27 21:00:00	ES	Futures	2221.49	2222.29	2219.65	2220.97	2524.0
2015-04-27 21:30:00	ES	Futures	2220.97	2221.23	2219.65	2220.97	1851.0
2015-04-27 22:00:00	ES	Futures	2220.97	2222.02	2220.97	2221.23	1305.0
2015-04-27 22:30:00	ES	Futures	2220.97	2221.76	2220.7	2221.76	855.0
2015-04-27 23:00:00	ES	Futures	2221.49	2223.34	2221.49	2221.49	1703.0
2015-04-27 23:30:00	ES	Futures	2221.49	2221.76	2220.7	2221.49	778.0
2015-04-27 00:00:00	NQ	Futures	5331.08	5331.96	5330.78	5331.96	66.0
2015-04-27 00:30:00	NQ	Futures	5331.67	5333.14	5331.08	5333.14	106.0
2015-04-27 01:00:00	NQ	Futures	5333.14	5333.14	5331.37	5331.37	85.0

> showing 50 of 2,890 rows — these rows as CSV

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