PREVIEW / futures_30min / 2014-09-01

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-01.parquet
  size:    47 KB
  rows:    1,896

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
2014-09-01 00:00:00	ES	Futures	2085.69	2085.69	2085.43	2085.69	146.0
2014-09-01 00:30:00	ES	Futures	2085.43	2086.21	2085.43	2086.21	733.0
2014-09-01 01:00:00	ES	Futures	2085.95	2086.48	2085.69	2086.21	674.0
2014-09-01 01:30:00	ES	Futures	2086.21	2086.21	2085.43	2085.95	742.0
2014-09-01 02:00:00	ES	Futures	2085.95	2086.48	2084.91	2085.43	2306.0
2014-09-01 02:30:00	ES	Futures	2085.43	2085.43	2084.65	2084.91	1540.0
2014-09-01 03:00:00	ES	Futures	2084.91	2085.69	2083.35	2084.39	9331.0
2014-09-01 03:30:00	ES	Futures	2084.13	2085.95	2083.61	2085.43	5576.0
2014-09-01 04:00:00	ES	Futures	2085.43	2085.69	2083.61	2083.87	3456.0
2014-09-01 04:30:00	ES	Futures	2083.87	2084.13	2082.05	2082.57	5499.0
2014-09-01 05:00:00	ES	Futures	2082.57	2084.13	2082.57	2083.87	4256.0
2014-09-01 05:30:00	ES	Futures	2083.87	2084.65	2083.35	2084.39	2199.0
2014-09-01 06:00:00	ES	Futures	2084.39	2086.21	2084.13	2086.21	3320.0
2014-09-01 06:30:00	ES	Futures	2086.21	2086.21	2085.17	2085.43	2276.0
2014-09-01 07:00:00	ES	Futures	2085.43	2085.69	2084.39	2084.91	2281.0
2014-09-01 07:30:00	ES	Futures	2084.65	2085.43	2083.87	2085.17	2615.0
2014-09-01 08:00:00	ES	Futures	2085.43	2085.43	2084.65	2084.91	1552.0
2014-09-01 08:30:00	ES	Futures	2085.17	2085.43	2083.61	2083.87	2922.0
2014-09-01 09:00:00	ES	Futures	2083.87	2084.39	2083.35	2084.13	4155.0
2014-09-01 09:30:00	ES	Futures	2084.13	2084.65	2083.61	2084.65	3522.0
2014-09-01 10:00:00	ES	Futures	2084.65	2084.91	2084.13	2084.13	2630.0
2014-09-01 10:30:00	ES	Futures	2084.13	2084.91	2084.13	2084.91	2355.0
2014-09-01 11:00:00	ES	Futures	2084.91	2085.69	2084.65	2085.43	3135.0
2014-09-01 11:30:00	ES	Futures	2085.43	2085.69	2084.91	2085.17	2298.0
2014-09-01 12:00:00	ES	Futures	2085.17	2085.69	2085.17	2085.43	955.0
2014-09-01 12:30:00	ES	Futures	2085.43	2086.48	2085.43	2085.95	2621.0
2014-09-01 18:00:00	ES	Futures	2085.43	2085.69	2084.39	2085.17	1838.0
2014-09-01 18:30:00	ES	Futures	2085.43	2085.43	2084.65	2084.65	534.0
2014-09-01 19:00:00	ES	Futures	2084.65	2084.91	2084.39	2084.65	177.0
2014-09-01 19:30:00	ES	Futures	2084.91	2085.95	2084.65	2085.69	1148.0
2014-09-01 20:00:00	ES	Futures	2085.69	2086.48	2084.65	2085.17	2977.0
2014-09-01 20:30:00	ES	Futures	2085.17	2086.21	2084.65	2085.43	1472.0
2014-09-01 21:00:00	ES	Futures	2085.43	2087.0	2085.43	2086.21	2861.0
2014-09-01 21:30:00	ES	Futures	2086.21	2087.78	2085.95	2087.52	3231.0
2014-09-01 22:00:00	ES	Futures	2087.78	2088.82	2087.52	2087.78	4201.0
2014-09-01 22:30:00	ES	Futures	2088.04	2088.3	2086.74	2086.74	1675.0
2014-09-01 23:00:00	ES	Futures	2087.0	2087.78	2086.48	2087.78	936.0
2014-09-01 23:30:00	ES	Futures	2087.78	2088.3	2087.52	2088.04	1275.0
2014-09-01 00:00:00	NQ	Futures	4769.77	4770.35	4769.48	4770.06	76.0
2014-09-01 00:30:00	NQ	Futures	4770.06	4771.52	4770.06	4771.52	208.0
2014-09-01 01:00:00	NQ	Futures	4771.23	4771.23	4770.06	4770.06	251.0
2014-09-01 01:30:00	NQ	Futures	4770.06	4770.35	4769.18	4770.35	78.0
2014-09-01 02:00:00	NQ	Futures	4770.35	4770.94	4768.02	4768.89	465.0
2014-09-01 02:30:00	NQ	Futures	4768.89	4768.89	4766.56	4766.85	132.0
2014-09-01 03:00:00	NQ	Futures	4766.85	4768.31	4763.34	4766.85	1450.0
2014-09-01 03:30:00	NQ	Futures	4766.26	4769.48	4764.51	4768.02	384.0
2014-09-01 04:00:00	NQ	Futures	4768.31	4768.89	4764.22	4764.51	277.0
2014-09-01 04:30:00	NQ	Futures	4764.51	4765.39	4761.01	4763.05	646.0
2014-09-01 05:00:00	NQ	Futures	4763.34	4765.97	4763.05	4765.1	416.0
2014-09-01 05:30:00	NQ	Futures	4765.68	4766.26	4764.22	4764.8	342.0

> showing 50 of 1,896 rows — these rows as CSV

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