PREVIEW / futures_30min / 2014-09-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-11.parquet
  size:    74 KB
  rows:    2,770

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
2014-09-11 00:00:00	ES	Futures	2077.35	2078.14	2077.35	2078.14	1090.0
2014-09-11 00:30:00	ES	Futures	2078.14	2078.14	2077.35	2077.35	943.0
2014-09-11 01:00:00	ES	Futures	2077.61	2077.61	2076.57	2077.09	1629.0
2014-09-11 01:30:00	ES	Futures	2077.09	2077.35	2076.57	2077.09	1277.0
2014-09-11 02:00:00	ES	Futures	2077.09	2078.14	2077.09	2077.35	2605.0
2014-09-11 02:30:00	ES	Futures	2077.35	2078.14	2077.09	2077.88	2410.0
2014-09-11 03:00:00	ES	Futures	2077.88	2078.14	2075.79	2077.61	12420.0
2014-09-11 03:30:00	ES	Futures	2077.35	2077.88	2076.05	2077.61	8229.0
2014-09-11 04:00:00	ES	Futures	2077.88	2077.88	2075.53	2075.79	7740.0
2014-09-11 04:30:00	ES	Futures	2075.53	2076.05	2072.14	2074.49	15665.0
2014-09-11 05:00:00	ES	Futures	2074.23	2074.49	2072.92	2074.23	7711.0
2014-09-11 05:30:00	ES	Futures	2074.23	2076.05	2073.97	2075.53	9235.0
2014-09-11 06:00:00	ES	Futures	2075.27	2076.31	2074.23	2075.53	6659.0
2014-09-11 06:30:00	ES	Futures	2075.79	2075.79	2073.44	2073.44	7838.0
2014-09-11 07:00:00	ES	Futures	2073.44	2074.49	2072.4	2074.23	14014.0
2014-09-11 07:30:00	ES	Futures	2074.23	2074.75	2071.62	2071.88	13598.0
2014-09-11 08:00:00	ES	Futures	2071.62	2072.66	2071.36	2072.4	16594.0
2014-09-11 08:30:00	ES	Futures	2072.4	2073.18	2069.28	2070.32	30670.0
2014-09-11 09:00:00	ES	Futures	2070.06	2071.62	2069.8	2071.1	22683.0
2014-09-11 09:30:00	ES	Futures	2071.1	2077.61	2070.32	2077.09	160020.0
2014-09-11 10:00:00	ES	Futures	2077.35	2078.14	2073.97	2073.97	108317.0
2014-09-11 10:30:00	ES	Futures	2073.97	2073.97	2069.54	2072.92	129311.0
2014-09-11 11:00:00	ES	Futures	2073.18	2077.88	2072.92	2076.05	101798.0
2014-09-11 11:30:00	ES	Futures	2076.05	2078.4	2075.79	2077.09	44678.0
2014-09-11 12:00:00	ES	Futures	2077.09	2080.22	2075.53	2079.96	61014.0
2014-09-11 12:30:00	ES	Futures	2079.96	2080.22	2076.05	2077.35	32631.0
2014-09-11 13:00:00	ES	Futures	2077.35	2078.4	2073.44	2074.75	43544.0
2014-09-11 13:30:00	ES	Futures	2074.75	2076.31	2073.97	2075.53	40124.0
2014-09-11 14:00:00	ES	Futures	2075.27	2079.44	2075.01	2079.18	48311.0
2014-09-11 14:30:00	ES	Futures	2079.18	2080.74	2078.4	2079.18	43575.0
2014-09-11 15:00:00	ES	Futures	2079.18	2080.74	2077.61	2079.7	48696.0
2014-09-11 15:30:00	ES	Futures	2079.7	2082.31	2078.92	2081.78	87178.0
2014-09-11 16:00:00	ES	Futures	2081.52	2082.05	2081.0	2081.52	44120.0
2014-09-11 16:30:00	ES	Futures	2081.78	2084.13	2081.52	2083.87	9733.0
2014-09-11 17:00:00	ES	Futures	2083.87	2084.39	2083.61	2083.87	2279.0
2014-09-11 18:00:00	ES	Futures	2084.13	2084.13	2082.05	2082.05	4008.0
2014-09-11 18:30:00	ES	Futures	2082.05	2082.57	2081.78	2082.31	1728.0
2014-09-11 19:00:00	ES	Futures	2082.05	2082.57	2081.78	2082.05	1100.0
2014-09-11 19:30:00	ES	Futures	2082.05	2082.31	2081.78	2081.78	303.0
2014-09-11 20:00:00	ES	Futures	2082.05	2082.57	2081.78	2082.57	1016.0
2014-09-11 20:30:00	ES	Futures	2082.57	2082.57	2082.31	2082.57	353.0
2014-09-11 21:00:00	ES	Futures	2082.83	2082.83	2081.52	2082.31	1215.0
2014-09-11 21:30:00	ES	Futures	2082.57	2083.09	2081.78	2082.05	941.0
2014-09-11 22:00:00	ES	Futures	2082.05	2082.05	2081.52	2081.52	965.0
2014-09-11 22:30:00	ES	Futures	2081.78	2082.05	2081.78	2082.05	393.0
2014-09-11 23:00:00	ES	Futures	2082.05	2082.05	2081.78	2082.05	189.0
2014-09-11 23:30:00	ES	Futures	2081.78	2082.31	2081.78	2082.05	281.0
2014-09-11 00:00:00	NQ	Futures	4778.82	4780.86	4778.53	4780.57	361.0
2014-09-11 00:30:00	NQ	Futures	4780.57	4781.16	4779.11	4779.7	352.0
2014-09-11 01:00:00	NQ	Futures	4779.7	4779.7	4777.36	4778.24	234.0

> showing 50 of 2,770 rows — these rows as CSV

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