PREVIEW / futures_30min / 2014-09-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-04.parquet
  size:    80 KB
  rows:    2,868

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
2014-09-04 00:00:00	ES	Futures	2083.61	2083.61	2083.35	2083.61	581.0
2014-09-04 00:30:00	ES	Futures	2083.61	2083.61	2083.35	2083.35	57.0
2014-09-04 01:00:00	ES	Futures	2083.61	2083.61	2083.35	2083.35	459.0
2014-09-04 01:30:00	ES	Futures	2083.35	2083.35	2083.09	2083.35	816.0
2014-09-04 02:00:00	ES	Futures	2083.35	2083.87	2083.09	2083.61	3566.0
2014-09-04 02:30:00	ES	Futures	2083.35	2083.87	2083.09	2083.61	2099.0
2014-09-04 03:00:00	ES	Futures	2083.87	2084.65	2083.09	2083.87	9238.0
2014-09-04 03:30:00	ES	Futures	2083.87	2084.39	2083.35	2084.13	5146.0
2014-09-04 04:00:00	ES	Futures	2084.13	2084.65	2082.83	2083.87	8962.0
2014-09-04 04:30:00	ES	Futures	2083.87	2083.87	2081.78	2082.31	8938.0
2014-09-04 05:00:00	ES	Futures	2082.57	2084.13	2082.05	2084.13	7395.0
2014-09-04 05:30:00	ES	Futures	2084.13	2086.21	2083.61	2085.69	9584.0
2014-09-04 06:00:00	ES	Futures	2085.95	2086.48	2085.43	2086.48	5585.0
2014-09-04 06:30:00	ES	Futures	2086.21	2089.6	2086.21	2088.82	21034.0
2014-09-04 07:00:00	ES	Futures	2088.82	2091.43	2088.82	2091.17	24305.0
2014-09-04 07:30:00	ES	Futures	2090.91	2092.73	2088.3	2088.82	40168.0
2014-09-04 08:00:00	ES	Futures	2089.08	2090.38	2088.04	2090.12	21190.0
2014-09-04 08:30:00	ES	Futures	2089.86	2092.99	2087.26	2088.3	65402.0
2014-09-04 09:00:00	ES	Futures	2088.56	2090.38	2086.74	2087.52	35740.0
2014-09-04 09:30:00	ES	Futures	2087.52	2093.51	2085.95	2092.47	169311.0
2014-09-04 10:00:00	ES	Futures	2092.47	2095.34	2091.17	2093.25	126358.0
2014-09-04 10:30:00	ES	Futures	2093.51	2095.08	2092.47	2093.77	93631.0
2014-09-04 11:00:00	ES	Futures	2093.77	2095.34	2090.65	2090.65	82448.0
2014-09-04 11:30:00	ES	Futures	2090.65	2091.69	2089.34	2090.38	65191.0
2014-09-04 12:00:00	ES	Futures	2090.38	2091.69	2088.3	2088.82	47044.0
2014-09-04 12:30:00	ES	Futures	2089.08	2090.12	2088.04	2089.08	38461.0
2014-09-04 13:00:00	ES	Futures	2089.08	2090.12	2088.56	2088.82	23423.0
2014-09-04 13:30:00	ES	Futures	2089.08	2089.6	2087.26	2087.78	35350.0
2014-09-04 14:00:00	ES	Futures	2087.78	2089.34	2085.69	2086.74	45586.0
2014-09-04 14:30:00	ES	Futures	2086.74	2086.74	2079.96	2081.0	113688.0
2014-09-04 15:00:00	ES	Futures	2080.74	2081.52	2075.27	2078.92	151819.0
2014-09-04 15:30:00	ES	Futures	2078.66	2081.26	2076.57	2081.26	134603.0
2014-09-04 16:00:00	ES	Futures	2081.0	2082.83	2080.74	2082.57	61518.0
2014-09-04 16:30:00	ES	Futures	2082.31	2085.43	2082.31	2084.39	9091.0
2014-09-04 17:00:00	ES	Futures	2084.65	2084.65	2084.13	2084.13	1712.0
2014-09-04 18:00:00	ES	Futures	2083.87	2084.39	2083.09	2083.35	3324.0
2014-09-04 18:30:00	ES	Futures	2083.61	2084.13	2083.61	2084.13	745.0
2014-09-04 19:00:00	ES	Futures	2083.87	2084.13	2083.61	2083.87	755.0
2014-09-04 19:30:00	ES	Futures	2083.87	2084.39	2083.09	2083.61	2219.0
2014-09-04 20:00:00	ES	Futures	2083.61	2083.61	2082.05	2082.83	4317.0
2014-09-04 20:30:00	ES	Futures	2082.83	2083.09	2081.0	2081.52	3265.0
2014-09-04 21:00:00	ES	Futures	2081.52	2081.78	2080.22	2081.0	2375.0
2014-09-04 21:30:00	ES	Futures	2081.0	2081.26	2080.22	2080.48	1929.0
2014-09-04 22:00:00	ES	Futures	2080.48	2080.74	2078.92	2079.96	3774.0
2014-09-04 22:30:00	ES	Futures	2080.22	2080.48	2079.18	2079.44	2265.0
2014-09-04 23:00:00	ES	Futures	2079.44	2079.96	2079.18	2079.7	1486.0
2014-09-04 23:30:00	ES	Futures	2079.7	2080.74	2079.7	2079.96	2272.0
2014-09-04 00:00:00	NQ	Futures	4756.63	4756.92	4755.46	4756.34	185.0
2014-09-04 00:30:00	NQ	Futures	4756.34	4756.63	4755.75	4755.75	36.0
2014-09-04 01:00:00	NQ	Futures	4755.75	4756.04	4755.46	4756.04	64.0

> showing 50 of 2,868 rows — these rows as CSV

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