PREVIEW / futures_30min / 2014-09-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-12.parquet
  size:    64 KB
  rows:    2,285

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
2014-09-12 00:00:00	ES	Futures	2082.05	2082.57	2081.78	2082.57	605.0
2014-09-12 00:30:00	ES	Futures	2082.57	2082.57	2081.78	2082.05	690.0
2014-09-12 01:00:00	ES	Futures	2081.78	2082.05	2081.52	2082.05	543.0
2014-09-12 01:30:00	ES	Futures	2082.05	2083.09	2081.78	2082.83	1473.0
2014-09-12 02:00:00	ES	Futures	2082.57	2082.83	2081.78	2082.05	2063.0
2014-09-12 02:30:00	ES	Futures	2082.31	2082.57	2081.78	2082.31	1338.0
2014-09-12 03:00:00	ES	Futures	2082.31	2082.83	2081.0	2082.31	5026.0
2014-09-12 03:30:00	ES	Futures	2082.31	2082.57	2080.22	2081.0	4839.0
2014-09-12 04:00:00	ES	Futures	2081.0	2081.78	2080.48	2080.74	2613.0
2014-09-12 04:30:00	ES	Futures	2080.74	2081.52	2079.96	2079.96	2381.0
2014-09-12 05:00:00	ES	Futures	2079.96	2081.26	2079.96	2080.48	1863.0
2014-09-12 05:30:00	ES	Futures	2080.74	2081.52	2080.22	2081.26	1200.0
2014-09-12 06:00:00	ES	Futures	2081.0	2082.31	2081.0	2081.52	1762.0
2014-09-12 06:30:00	ES	Futures	2081.52	2082.31	2081.26	2081.26	2088.0
2014-09-12 07:00:00	ES	Futures	2081.52	2082.31	2081.26	2081.52	2668.0
2014-09-12 07:30:00	ES	Futures	2081.52	2083.35	2081.26	2082.31	6182.0
2014-09-12 08:00:00	ES	Futures	2082.05	2082.57	2079.96	2080.48	7918.0
2014-09-12 08:30:00	ES	Futures	2080.48	2081.52	2078.92	2080.22	11285.0
2014-09-12 09:00:00	ES	Futures	2080.22	2081.52	2079.18	2079.44	7505.0
2014-09-12 09:30:00	ES	Futures	2079.7	2080.22	2073.71	2073.71	74162.0
2014-09-12 10:00:00	ES	Futures	2073.71	2077.35	2070.58	2076.05	73277.0
2014-09-12 10:30:00	ES	Futures	2075.79	2077.88	2073.44	2076.83	35283.0
2014-09-12 11:00:00	ES	Futures	2076.57	2077.09	2073.71	2074.49	17637.0
2014-09-12 11:30:00	ES	Futures	2074.75	2075.01	2071.1	2073.18	23506.0
2014-09-12 12:00:00	ES	Futures	2073.18	2073.97	2071.36	2072.66	18177.0
2014-09-12 12:30:00	ES	Futures	2072.66	2072.92	2068.75	2070.06	26336.0
2014-09-12 13:00:00	ES	Futures	2070.06	2071.1	2065.63	2067.19	33171.0
2014-09-12 13:30:00	ES	Futures	2067.19	2068.23	2065.11	2067.19	26115.0
2014-09-12 14:00:00	ES	Futures	2067.45	2070.06	2066.41	2066.41	18782.0
2014-09-12 14:30:00	ES	Futures	2066.41	2067.71	2063.54	2064.58	27557.0
2014-09-12 15:00:00	ES	Futures	2064.58	2070.32	2063.8	2068.75	29690.0
2014-09-12 15:30:00	ES	Futures	2069.01	2070.06	2067.19	2069.8	45706.0
2014-09-12 16:00:00	ES	Futures	2069.8	2070.06	2068.75	2069.01	19527.0
2014-09-12 16:30:00	ES	Futures	2069.01	2069.28	2068.49	2068.49	2869.0
2014-09-12 17:00:00	ES	Futures	2068.75	2068.75	2067.97	2068.23	845.0
2014-09-12 00:00:00	NQ	Futures	4780.57	4780.57	4779.99	4780.57	108.0
2014-09-12 00:30:00	NQ	Futures	4780.57	4780.57	4779.4	4779.4	60.0
2014-09-12 01:00:00	NQ	Futures	4779.4	4779.7	4779.11	4779.7	38.0
2014-09-12 01:30:00	NQ	Futures	4779.99	4780.57	4779.99	4779.99	279.0
2014-09-12 02:00:00	NQ	Futures	4780.28	4780.86	4779.99	4780.57	169.0
2014-09-12 02:30:00	NQ	Futures	4780.86	4781.45	4779.99	4780.57	107.0
2014-09-12 03:00:00	NQ	Futures	4780.86	4782.03	4777.94	4780.86	842.0
2014-09-12 03:30:00	NQ	Futures	4781.16	4781.16	4775.9	4777.36	589.0
2014-09-12 04:00:00	NQ	Futures	4777.65	4779.7	4776.48	4777.36	346.0
2014-09-12 04:30:00	NQ	Futures	4776.78	4778.82	4774.44	4774.73	353.0
2014-09-12 05:00:00	NQ	Futures	4774.44	4777.07	4774.44	4776.19	295.0
2014-09-12 05:30:00	NQ	Futures	4776.19	4778.53	4775.32	4777.36	201.0
2014-09-12 06:00:00	NQ	Futures	4777.36	4779.4	4777.36	4777.36	319.0
2014-09-12 06:30:00	NQ	Futures	4778.53	4779.4	4777.36	4777.36	203.0
2014-09-12 07:00:00	NQ	Futures	4777.65	4779.7	4776.78	4777.07	297.0

> showing 50 of 2,285 rows — these rows as CSV

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