PREVIEW / futures_30min / 2014-09-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-09.parquet
  size:    74 KB
  rows:    2,799

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
2014-09-09 00:00:00	ES	Futures	2082.05	2082.31	2081.0	2081.26	2406.0
2014-09-09 00:30:00	ES	Futures	2081.52	2081.78	2081.26	2081.78	1055.0
2014-09-09 01:00:00	ES	Futures	2081.78	2082.31	2081.52	2081.78	707.0
2014-09-09 01:30:00	ES	Futures	2082.05	2082.31	2081.78	2082.05	662.0
2014-09-09 02:00:00	ES	Futures	2082.31	2083.35	2082.05	2082.83	3248.0
2014-09-09 02:30:00	ES	Futures	2083.09	2083.87	2082.83	2083.09	1967.0
2014-09-09 03:00:00	ES	Futures	2083.09	2087.0	2083.09	2086.21	19323.0
2014-09-09 03:30:00	ES	Futures	2086.21	2086.74	2084.65	2084.91	10636.0
2014-09-09 04:00:00	ES	Futures	2084.91	2085.17	2082.57	2083.87	8991.0
2014-09-09 04:30:00	ES	Futures	2083.87	2084.13	2083.09	2083.35	3681.0
2014-09-09 05:00:00	ES	Futures	2083.35	2083.87	2082.57	2083.87	4083.0
2014-09-09 05:30:00	ES	Futures	2083.87	2084.91	2083.35	2084.91	3379.0
2014-09-09 06:00:00	ES	Futures	2084.91	2085.69	2084.39	2084.91	4487.0
2014-09-09 06:30:00	ES	Futures	2084.91	2086.48	2084.91	2086.48	4186.0
2014-09-09 07:00:00	ES	Futures	2086.48	2088.04	2085.95	2086.74	10218.0
2014-09-09 07:30:00	ES	Futures	2087.0	2087.52	2086.21	2086.74	6234.0
2014-09-09 08:00:00	ES	Futures	2086.48	2086.74	2083.87	2085.17	15627.0
2014-09-09 08:30:00	ES	Futures	2085.17	2085.17	2083.61	2084.65	11243.0
2014-09-09 09:00:00	ES	Futures	2084.39	2084.65	2080.74	2083.09	33601.0
2014-09-09 09:30:00	ES	Futures	2083.09	2083.35	2076.05	2076.57	193302.0
2014-09-09 10:00:00	ES	Futures	2076.57	2078.92	2074.23	2076.83	157379.0
2014-09-09 10:30:00	ES	Futures	2076.83	2077.88	2073.97	2077.09	110654.0
2014-09-09 11:00:00	ES	Futures	2077.09	2080.74	2076.57	2079.44	97808.0
2014-09-09 11:30:00	ES	Futures	2079.7	2080.22	2077.35	2078.92	50537.0
2014-09-09 12:00:00	ES	Futures	2078.66	2080.48	2077.09	2079.7	41731.0
2014-09-09 12:30:00	ES	Futures	2079.96	2080.48	2076.83	2077.88	37277.0
2014-09-09 13:00:00	ES	Futures	2077.61	2078.92	2075.01	2077.35	83929.0
2014-09-09 13:30:00	ES	Futures	2077.09	2084.39	2077.09	2083.35	124257.0
2014-09-09 14:00:00	ES	Futures	2083.61	2083.61	2076.05	2076.31	112854.0
2014-09-09 14:30:00	ES	Futures	2076.31	2078.14	2074.23	2075.79	131088.0
2014-09-09 15:00:00	ES	Futures	2076.05	2076.05	2067.45	2071.1	205595.0
2014-09-09 15:30:00	ES	Futures	2071.36	2072.14	2069.8	2071.88	133670.0
2014-09-09 16:00:00	ES	Futures	2071.88	2074.23	2071.36	2074.23	67995.0
2014-09-09 16:30:00	ES	Futures	2074.23	2074.49	2073.44	2073.71	9932.0
2014-09-09 17:00:00	ES	Futures	2073.97	2074.23	2073.44	2073.97	2502.0
2014-09-09 18:00:00	ES	Futures	2073.97	2074.49	2073.18	2073.44	3986.0
2014-09-09 18:30:00	ES	Futures	2073.44	2073.97	2073.18	2073.44	1214.0
2014-09-09 19:00:00	ES	Futures	2073.44	2073.44	2071.88	2071.88	2326.0
2014-09-09 19:30:00	ES	Futures	2072.14	2072.14	2071.1	2072.14	2971.0
2014-09-09 20:00:00	ES	Futures	2072.14	2072.92	2071.62	2072.14	2246.0
2014-09-09 20:30:00	ES	Futures	2071.88	2072.66	2071.88	2072.66	1095.0
2014-09-09 21:00:00	ES	Futures	2072.4	2073.44	2072.4	2072.92	1791.0
2014-09-09 21:30:00	ES	Futures	2072.66	2072.92	2072.14	2072.4	1809.0
2014-09-09 22:00:00	ES	Futures	2072.4	2072.4	2071.62	2071.88	1158.0
2014-09-09 22:30:00	ES	Futures	2071.88	2072.14	2070.58	2070.58	2623.0
2014-09-09 23:00:00	ES	Futures	2070.58	2071.36	2070.06	2070.84	2414.0
2014-09-09 23:30:00	ES	Futures	2071.1	2071.62	2070.84	2071.36	1379.0
2014-09-09 00:00:00	NQ	Futures	4772.69	4772.98	4771.52	4772.4	464.0
2014-09-09 00:30:00	NQ	Futures	4772.4	4773.27	4772.1	4772.98	244.0
2014-09-09 01:00:00	NQ	Futures	4772.69	4774.15	4772.4	4773.86	180.0

> showing 50 of 2,799 rows — these rows as CSV

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