PREVIEW / futures_30min / 2015-04-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-30.parquet
  size:    87 KB
  rows:    2,991

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
2015-04-30 00:00:00	ES	Futures	2217.27	2217.53	2215.42	2216.21	2476.0
2015-04-30 00:30:00	ES	Futures	2215.95	2216.21	2214.89	2214.89	1718.0
2015-04-30 01:00:00	ES	Futures	2215.16	2215.68	2214.36	2214.89	2935.0
2015-04-30 01:30:00	ES	Futures	2215.16	2217.27	2214.63	2217.0	2723.0
2015-04-30 02:00:00	ES	Futures	2217.0	2218.06	2215.16	2217.0	6645.0
2015-04-30 02:30:00	ES	Futures	2216.74	2218.85	2216.74	2218.59	4515.0
2015-04-30 03:00:00	ES	Futures	2218.59	2218.85	2211.99	2213.57	21998.0
2015-04-30 03:30:00	ES	Futures	2213.57	2216.21	2211.72	2213.31	19239.0
2015-04-30 04:00:00	ES	Futures	2213.04	2213.84	2208.29	2212.51	25334.0
2015-04-30 04:30:00	ES	Futures	2212.25	2215.16	2211.46	2214.1	11483.0
2015-04-30 05:00:00	ES	Futures	2214.1	2214.36	2209.35	2209.61	11417.0
2015-04-30 05:30:00	ES	Futures	2209.61	2212.51	2208.82	2211.19	10593.0
2015-04-30 06:00:00	ES	Futures	2211.19	2212.78	2210.4	2212.25	7329.0
2015-04-30 06:30:00	ES	Futures	2212.51	2213.31	2210.93	2212.51	5652.0
2015-04-30 07:00:00	ES	Futures	2212.51	2214.1	2210.93	2210.93	8072.0
2015-04-30 07:30:00	ES	Futures	2210.93	2213.84	2210.67	2213.04	8397.0
2015-04-30 08:00:00	ES	Futures	2212.78	2215.16	2212.78	2214.63	18871.0
2015-04-30 08:30:00	ES	Futures	2214.36	2217.53	2212.51	2214.36	38540.0
2015-04-30 09:00:00	ES	Futures	2214.1	2214.89	2208.55	2211.72	28941.0
2015-04-30 09:30:00	ES	Futures	2211.72	2216.48	2204.86	2205.38	222152.0
2015-04-30 10:00:00	ES	Futures	2205.12	2207.76	2201.16	2202.74	173742.0
2015-04-30 10:30:00	ES	Futures	2202.74	2206.7	2201.69	2204.86	105463.0
2015-04-30 11:00:00	ES	Futures	2204.86	2213.31	2204.59	2212.25	109070.0
2015-04-30 11:30:00	ES	Futures	2211.99	2214.89	2206.7	2206.7	88593.0
2015-04-30 12:00:00	ES	Futures	2206.7	2209.87	2206.18	2207.5	47251.0
2015-04-30 12:30:00	ES	Futures	2207.5	2207.5	2201.69	2205.65	77537.0
2015-04-30 13:00:00	ES	Futures	2205.38	2207.76	2204.06	2205.65	49764.0
2015-04-30 13:30:00	ES	Futures	2205.38	2207.76	2204.06	2204.59	48160.0
2015-04-30 14:00:00	ES	Futures	2204.59	2206.7	2199.31	2199.57	82217.0
2015-04-30 14:30:00	ES	Futures	2199.57	2200.89	2193.23	2193.5	120760.0
2015-04-30 15:00:00	ES	Futures	2193.5	2194.82	2187.16	2191.12	209710.0
2015-04-30 15:30:00	ES	Futures	2191.12	2196.93	2189.27	2196.14	281435.0
2015-04-30 16:00:00	ES	Futures	2196.14	2200.63	2195.88	2199.04	133590.0
2015-04-30 16:30:00	ES	Futures	2199.84	2200.37	2198.78	2199.84	7636.0
2015-04-30 17:00:00	ES	Futures	2199.84	2201.42	2199.84	2200.63	3974.0
2015-04-30 18:00:00	ES	Futures	2200.37	2201.16	2198.52	2199.31	4882.0
2015-04-30 18:30:00	ES	Futures	2199.57	2199.57	2199.04	2199.31	319.0
2015-04-30 19:00:00	ES	Futures	2199.57	2199.84	2198.25	2198.52	1309.0
2015-04-30 19:30:00	ES	Futures	2198.78	2199.57	2197.99	2198.78	2627.0
2015-04-30 20:00:00	ES	Futures	2198.78	2201.42	2198.52	2201.16	5775.0
2015-04-30 20:30:00	ES	Futures	2200.89	2201.69	2200.63	2201.42	1537.0
2015-04-30 21:00:00	ES	Futures	2201.42	2201.42	2200.63	2200.89	1331.0
2015-04-30 21:30:00	ES	Futures	2200.89	2201.42	2200.1	2200.1	1210.0
2015-04-30 22:00:00	ES	Futures	2200.1	2200.37	2199.84	2200.1	1529.0
2015-04-30 22:30:00	ES	Futures	2199.84	2200.63	2199.84	2199.84	920.0
2015-04-30 23:00:00	ES	Futures	2199.84	2200.1	2199.84	2200.1	321.0
2015-04-30 23:30:00	ES	Futures	2200.1	2201.16	2200.1	2200.89	1146.0
2015-04-30 00:00:00	NQ	Futures	5259.62	5260.21	5256.09	5256.97	409.0
2015-04-30 00:30:00	NQ	Futures	5256.68	5256.97	5254.62	5254.92	277.0
2015-04-30 01:00:00	NQ	Futures	5254.33	5256.09	5251.68	5254.92	532.0

> showing 50 of 2,991 rows — these rows as CSV

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