PREVIEW / futures_30min / 2014-09-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-05.parquet
  size:    64 KB
  rows:    2,302

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
2014-09-05 00:00:00	ES	Futures	2079.96	2080.48	2079.7	2079.7	1815.0
2014-09-05 00:30:00	ES	Futures	2079.7	2080.74	2079.7	2080.48	1128.0
2014-09-05 01:00:00	ES	Futures	2080.48	2081.26	2079.96	2079.96	1739.0
2014-09-05 01:30:00	ES	Futures	2080.22	2080.74	2079.7	2079.96	1447.0
2014-09-05 02:00:00	ES	Futures	2079.96	2081.0	2078.92	2080.74	4827.0
2014-09-05 02:30:00	ES	Futures	2080.48	2083.35	2080.48	2082.83	7635.0
2014-09-05 03:00:00	ES	Futures	2082.57	2082.83	2079.7	2079.96	15729.0
2014-09-05 03:30:00	ES	Futures	2080.22	2081.78	2078.92	2079.18	13936.0
2014-09-05 04:00:00	ES	Futures	2079.44	2079.7	2077.88	2078.4	13883.0
2014-09-05 04:30:00	ES	Futures	2078.4	2078.92	2077.61	2077.88	11372.0
2014-09-05 05:00:00	ES	Futures	2077.88	2078.14	2076.83	2077.88	8543.0
2014-09-05 05:30:00	ES	Futures	2077.88	2078.66	2075.27	2075.79	12358.0
2014-09-05 06:00:00	ES	Futures	2075.79	2075.79	2073.18	2075.53	22703.0
2014-09-05 06:30:00	ES	Futures	2075.53	2075.79	2073.44	2075.79	14032.0
2014-09-05 07:00:00	ES	Futures	2075.79	2076.83	2075.01	2075.27	12505.0
2014-09-05 07:30:00	ES	Futures	2075.27	2076.05	2074.23	2076.05	10386.0
2014-09-05 08:00:00	ES	Futures	2076.05	2076.05	2073.44	2075.01	22860.0
2014-09-05 08:30:00	ES	Futures	2074.75	2084.13	2073.44	2078.92	151328.0
2014-09-05 09:00:00	ES	Futures	2078.66	2081.26	2075.53	2080.48	53710.0
2014-09-05 09:30:00	ES	Futures	2080.48	2082.05	2074.23	2080.48	218873.0
2014-09-05 10:00:00	ES	Futures	2080.74	2081.52	2075.27	2076.57	136334.0
2014-09-05 10:30:00	ES	Futures	2076.83	2077.61	2072.66	2076.83	143195.0
2014-09-05 11:00:00	ES	Futures	2076.57	2079.96	2076.05	2079.44	86610.0
2014-09-05 11:30:00	ES	Futures	2079.18	2082.83	2078.14	2081.52	68602.0
2014-09-05 12:00:00	ES	Futures	2081.52	2084.13	2081.0	2084.13	59673.0
2014-09-05 12:30:00	ES	Futures	2084.13	2087.0	2083.87	2085.95	75135.0
2014-09-05 13:00:00	ES	Futures	2085.95	2088.3	2085.17	2086.74	61506.0
2014-09-05 13:30:00	ES	Futures	2086.48	2087.0	2084.91	2086.48	27868.0
2014-09-05 14:00:00	ES	Futures	2086.48	2089.34	2086.21	2088.82	68669.0
2014-09-05 14:30:00	ES	Futures	2088.56	2089.08	2086.48	2087.78	42202.0
2014-09-05 15:00:00	ES	Futures	2087.78	2089.34	2087.26	2087.52	42470.0
2014-09-05 15:30:00	ES	Futures	2087.26	2091.43	2087.26	2090.65	132296.0
2014-09-05 16:00:00	ES	Futures	2090.65	2091.69	2089.86	2090.91	80442.0
2014-09-05 16:30:00	ES	Futures	2090.65	2092.47	2090.65	2092.21	9442.0
2014-09-05 17:00:00	ES	Futures	2092.21	2092.99	2091.95	2092.73	2102.0
2014-09-05 00:00:00	NQ	Futures	4747.57	4748.45	4746.99	4747.28	328.0
2014-09-05 00:30:00	NQ	Futures	4746.99	4750.49	4746.99	4749.91	427.0
2014-09-05 01:00:00	NQ	Futures	4749.91	4752.25	4749.03	4749.33	616.0
2014-09-05 01:30:00	NQ	Futures	4749.03	4749.91	4747.87	4749.33	586.0
2014-09-05 02:00:00	NQ	Futures	4749.03	4751.95	4747.87	4751.66	664.0
2014-09-05 02:30:00	NQ	Futures	4751.66	4758.67	4751.08	4757.21	1287.0
2014-09-05 03:00:00	NQ	Futures	4757.5	4757.8	4749.62	4750.2	1967.0
2014-09-05 03:30:00	NQ	Futures	4750.2	4753.42	4747.87	4749.03	1629.0
2014-09-05 04:00:00	NQ	Futures	4749.62	4749.91	4746.11	4747.57	1707.0
2014-09-05 04:30:00	NQ	Futures	4747.57	4749.03	4745.53	4746.11	1348.0
2014-09-05 05:00:00	NQ	Futures	4746.41	4747.28	4744.07	4745.82	1181.0
2014-09-05 05:30:00	NQ	Futures	4745.82	4748.16	4741.15	4741.73	1898.0
2014-09-05 06:00:00	NQ	Futures	4742.03	4743.49	4736.77	4742.32	3962.0
2014-09-05 06:30:00	NQ	Futures	4742.32	4743.49	4739.11	4743.49	1769.0
2014-09-05 07:00:00	NQ	Futures	4743.19	4747.87	4742.32	4745.82	1821.0

> showing 50 of 2,302 rows — these rows as CSV

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