PREVIEW / futures_30min / 2014-09-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-10.parquet
  size:    72 KB
  rows:    2,730

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
2014-09-10 00:00:00	ES	Futures	2071.36	2071.62	2071.1	2071.1	637.0
2014-09-10 00:30:00	ES	Futures	2071.36	2072.14	2071.1	2072.14	1174.0
2014-09-10 01:00:00	ES	Futures	2072.14	2072.14	2070.58	2070.84	1669.0
2014-09-10 01:30:00	ES	Futures	2070.84	2071.88	2070.58	2070.84	2989.0
2014-09-10 02:00:00	ES	Futures	2070.84	2072.4	2070.58	2071.88	5532.0
2014-09-10 02:30:00	ES	Futures	2071.88	2072.14	2070.58	2071.36	4462.0
2014-09-10 03:00:00	ES	Futures	2071.1	2072.4	2070.32	2070.58	20086.0
2014-09-10 03:30:00	ES	Futures	2070.84	2072.4	2069.8	2071.62	13027.0
2014-09-10 04:00:00	ES	Futures	2071.62	2072.14	2070.32	2070.58	12466.0
2014-09-10 04:30:00	ES	Futures	2070.58	2072.66	2070.58	2072.14	8974.0
2014-09-10 05:00:00	ES	Futures	2072.14	2072.92	2071.1	2071.62	10095.0
2014-09-10 05:30:00	ES	Futures	2071.62	2075.79	2071.62	2075.79	14339.0
2014-09-10 06:00:00	ES	Futures	2075.53	2076.83	2074.23	2074.49	12929.0
2014-09-10 06:30:00	ES	Futures	2074.49	2076.31	2074.23	2075.53	7017.0
2014-09-10 07:00:00	ES	Futures	2075.53	2076.57	2073.44	2073.71	12726.0
2014-09-10 07:30:00	ES	Futures	2073.71	2073.97	2071.62	2073.71	16613.0
2014-09-10 08:00:00	ES	Futures	2073.97	2074.49	2071.88	2072.14	12191.0
2014-09-10 08:30:00	ES	Futures	2071.88	2072.4	2070.84	2072.14	13502.0
2014-09-10 09:00:00	ES	Futures	2072.14	2073.44	2071.62	2072.92	14002.0
2014-09-10 09:30:00	ES	Futures	2072.92	2074.49	2067.19	2068.49	167973.0
2014-09-10 10:00:00	ES	Futures	2068.75	2071.36	2066.67	2070.06	140591.0
2014-09-10 10:30:00	ES	Futures	2070.06	2070.32	2065.63	2068.23	121781.0
2014-09-10 11:00:00	ES	Futures	2067.97	2072.14	2066.41	2071.36	87792.0
2014-09-10 11:30:00	ES	Futures	2071.62	2073.97	2071.36	2072.92	62334.0
2014-09-10 12:00:00	ES	Futures	2072.92	2076.57	2071.62	2075.53	56515.0
2014-09-10 12:30:00	ES	Futures	2075.53	2076.31	2073.97	2074.49	45715.0
2014-09-10 13:00:00	ES	Futures	2074.49	2080.48	2074.23	2078.4	114375.0
2014-09-10 13:30:00	ES	Futures	2078.66	2078.92	2076.57	2077.35	59578.0
2014-09-10 14:00:00	ES	Futures	2077.61	2079.18	2076.57	2077.35	45917.0
2014-09-10 14:30:00	ES	Futures	2077.61	2077.88	2075.79	2076.83	47902.0
2014-09-10 15:00:00	ES	Futures	2076.57	2081.0	2076.57	2079.7	61035.0
2014-09-10 15:30:00	ES	Futures	2079.7	2080.74	2078.4	2079.96	82762.0
2014-09-10 16:00:00	ES	Futures	2079.7	2080.22	2079.44	2079.96	49456.0
2014-09-10 16:30:00	ES	Futures	2079.7	2080.48	2079.44	2080.22	6364.0
2014-09-10 17:00:00	ES	Futures	2079.96	2080.22	2079.44	2079.44	2221.0
2014-09-10 18:00:00	ES	Futures	2079.18	2079.7	2078.14	2078.14	3090.0
2014-09-10 18:30:00	ES	Futures	2078.14	2078.66	2077.61	2078.66	1272.0
2014-09-10 19:00:00	ES	Futures	2078.66	2078.66	2077.88	2078.14	722.0
2014-09-10 19:30:00	ES	Futures	2078.14	2079.44	2078.14	2078.92	1182.0
2014-09-10 20:00:00	ES	Futures	2078.92	2079.18	2077.88	2078.4	1454.0
2014-09-10 20:30:00	ES	Futures	2078.14	2078.66	2078.14	2078.14	1759.0
2014-09-10 21:00:00	ES	Futures	2078.14	2079.18	2078.14	2078.66	1878.0
2014-09-10 21:30:00	ES	Futures	2078.4	2078.92	2077.35	2077.61	2517.0
2014-09-10 22:00:00	ES	Futures	2077.35	2077.61	2076.57	2077.09	2944.0
2014-09-10 22:30:00	ES	Futures	2077.09	2078.66	2077.09	2077.35	2347.0
2014-09-10 23:00:00	ES	Futures	2077.35	2077.61	2076.31	2076.57	2446.0
2014-09-10 23:30:00	ES	Futures	2076.31	2077.61	2076.31	2077.35	1440.0
2014-09-10 00:00:00	NQ	Futures	4742.32	4743.19	4742.03	4742.03	118.0
2014-09-10 00:30:00	NQ	Futures	4742.03	4744.95	4742.03	4744.65	247.0
2014-09-10 01:00:00	NQ	Futures	4744.65	4744.95	4742.03	4742.03	402.0

> showing 50 of 2,730 rows — these rows as CSV

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