PREVIEW / futures_30min / 2014-09-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-03.parquet
  size:    74 KB
  rows:    2,879

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
2014-09-03 00:00:00	ES	Futures	2086.74	2087.0	2085.95	2086.48	1020.0
2014-09-03 00:30:00	ES	Futures	2086.21	2087.0	2086.21	2086.48	1088.0
2014-09-03 01:00:00	ES	Futures	2086.74	2087.0	2086.21	2086.74	1374.0
2014-09-03 01:30:00	ES	Futures	2086.74	2087.52	2086.74	2087.26	1021.0
2014-09-03 02:00:00	ES	Futures	2087.26	2088.56	2087.0	2088.3	6357.0
2014-09-03 02:30:00	ES	Futures	2088.3	2089.34	2087.52	2088.3	6814.0
2014-09-03 03:00:00	ES	Futures	2088.3	2089.34	2087.52	2088.56	11170.0
2014-09-03 03:30:00	ES	Futures	2088.3	2089.86	2088.04	2089.86	7597.0
2014-09-03 04:00:00	ES	Futures	2089.86	2096.38	2089.6	2095.86	56574.0
2014-09-03 04:30:00	ES	Futures	2095.86	2096.12	2088.82	2090.91	34980.0
2014-09-03 05:00:00	ES	Futures	2090.91	2093.51	2090.65	2091.69	22361.0
2014-09-03 05:30:00	ES	Futures	2091.69	2092.21	2090.38	2091.43	12288.0
2014-09-03 06:00:00	ES	Futures	2091.43	2093.51	2091.17	2093.25	9506.0
2014-09-03 06:30:00	ES	Futures	2092.99	2093.77	2092.47	2093.51	8363.0
2014-09-03 07:00:00	ES	Futures	2093.25	2094.03	2091.43	2091.69	17665.0
2014-09-03 07:30:00	ES	Futures	2091.69	2092.21	2090.12	2090.91	17570.0
2014-09-03 08:00:00	ES	Futures	2090.91	2092.73	2090.65	2091.69	14176.0
2014-09-03 08:30:00	ES	Futures	2091.69	2092.47	2090.91	2092.21	15000.0
2014-09-03 09:00:00	ES	Futures	2092.47	2094.29	2091.95	2093.25	23467.0
2014-09-03 09:30:00	ES	Futures	2093.51	2093.77	2090.12	2090.65	162577.0
2014-09-03 10:00:00	ES	Futures	2090.65	2091.95	2087.78	2088.82	102484.0
2014-09-03 10:30:00	ES	Futures	2089.08	2090.91	2088.56	2089.6	76794.0
2014-09-03 11:00:00	ES	Futures	2089.6	2090.38	2084.91	2085.17	91906.0
2014-09-03 11:30:00	ES	Futures	2085.17	2086.48	2082.57	2082.83	90198.0
2014-09-03 12:00:00	ES	Futures	2082.83	2086.21	2082.05	2085.69	51774.0
2014-09-03 12:30:00	ES	Futures	2085.43	2087.78	2084.91	2087.0	45929.0
2014-09-03 13:00:00	ES	Futures	2086.74	2087.78	2085.95	2087.26	28552.0
2014-09-03 13:30:00	ES	Futures	2087.26	2088.04	2084.65	2086.74	33983.0
2014-09-03 14:00:00	ES	Futures	2086.74	2087.0	2083.87	2085.17	38705.0
2014-09-03 14:30:00	ES	Futures	2085.17	2085.95	2082.31	2082.57	46515.0
2014-09-03 15:00:00	ES	Futures	2082.31	2084.65	2081.0	2083.35	66737.0
2014-09-03 15:30:00	ES	Futures	2083.35	2084.65	2082.05	2084.39	82495.0
2014-09-03 16:00:00	ES	Futures	2084.39	2085.17	2083.35	2083.61	65629.0
2014-09-03 16:30:00	ES	Futures	2083.61	2083.87	2083.35	2083.87	3704.0
2014-09-03 17:00:00	ES	Futures	2083.87	2084.13	2083.61	2083.87	2241.0
2014-09-03 18:00:00	ES	Futures	2083.61	2084.39	2083.61	2084.13	2170.0
2014-09-03 18:30:00	ES	Futures	2084.13	2084.39	2083.87	2084.13	414.0
2014-09-03 19:00:00	ES	Futures	2084.13	2084.39	2083.61	2083.61	564.0
2014-09-03 19:30:00	ES	Futures	2083.87	2083.87	2083.09	2083.35	2559.0
2014-09-03 20:00:00	ES	Futures	2083.09	2083.87	2083.09	2083.61	1698.0
2014-09-03 20:30:00	ES	Futures	2083.61	2084.13	2083.35	2083.61	1878.0
2014-09-03 21:00:00	ES	Futures	2083.35	2084.13	2083.35	2083.87	1174.0
2014-09-03 21:30:00	ES	Futures	2083.87	2084.13	2083.61	2083.87	1342.0
2014-09-03 22:00:00	ES	Futures	2084.13	2084.13	2083.61	2083.61	569.0
2014-09-03 22:30:00	ES	Futures	2083.61	2083.87	2083.61	2083.61	610.0
2014-09-03 23:00:00	ES	Futures	2083.61	2083.87	2083.35	2083.35	1483.0
2014-09-03 23:30:00	ES	Futures	2083.35	2083.61	2083.09	2083.35	609.0
2014-09-03 00:00:00	NQ	Futures	4783.49	4784.08	4782.03	4782.32	120.0
2014-09-03 00:30:00	NQ	Futures	4782.91	4784.08	4782.32	4782.91	135.0
2014-09-03 01:00:00	NQ	Futures	4783.2	4784.95	4782.32	4784.95	226.0

> showing 50 of 2,879 rows — these rows as CSV

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