PREVIEW / futures_30min / 2014-09-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-15.parquet
  size:    72 KB
  rows:    2,753

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
2014-09-15 00:00:00	ES	Futures	2063.78	2064.04	2062.99	2063.78	1944.0
2014-09-15 00:30:00	ES	Futures	2063.78	2064.3	2063.52	2064.04	1043.0
2014-09-15 01:00:00	ES	Futures	2064.3	2064.3	2063.78	2064.3	1033.0
2014-09-15 01:30:00	ES	Futures	2064.3	2064.56	2064.04	2064.04	2381.0
2014-09-15 02:00:00	ES	Futures	2064.3	2065.35	2064.04	2065.09	2331.0
2014-09-15 02:30:00	ES	Futures	2065.09	2065.35	2064.83	2065.09	2263.0
2014-09-15 03:00:00	ES	Futures	2065.09	2066.14	2064.3	2065.09	10841.0
2014-09-15 03:30:00	ES	Futures	2065.09	2065.87	2064.3	2065.61	8235.0
2014-09-15 04:00:00	ES	Futures	2065.35	2068.49	2065.09	2067.45	11349.0
2014-09-15 04:30:00	ES	Futures	2067.71	2067.71	2066.66	2067.71	4429.0
2014-09-15 05:00:00	ES	Futures	2067.45	2067.97	2066.4	2066.4	3554.0
2014-09-15 05:30:00	ES	Futures	2066.4	2067.18	2065.61	2066.92	4331.0
2014-09-15 06:00:00	ES	Futures	2066.92	2068.49	2066.66	2067.97	3933.0
2014-09-15 06:30:00	ES	Futures	2067.71	2068.49	2067.18	2067.97	4337.0
2014-09-15 07:00:00	ES	Futures	2068.23	2071.38	2067.71	2070.59	11601.0
2014-09-15 07:30:00	ES	Futures	2070.33	2070.59	2068.76	2069.28	5426.0
2014-09-15 08:00:00	ES	Futures	2069.28	2070.59	2068.76	2069.8	9930.0
2014-09-15 08:30:00	ES	Futures	2070.07	2071.64	2068.76	2071.11	16790.0
2014-09-15 09:00:00	ES	Futures	2070.85	2072.69	2070.85	2071.9	21706.0
2014-09-15 09:30:00	ES	Futures	2072.16	2072.42	2064.56	2066.4	181744.0
2014-09-15 10:00:00	ES	Futures	2066.4	2070.85	2063.78	2070.33	112743.0
2014-09-15 10:30:00	ES	Futures	2070.33	2071.38	2066.4	2069.54	97459.0
2014-09-15 11:00:00	ES	Futures	2069.28	2070.07	2065.61	2066.14	82739.0
2014-09-15 11:30:00	ES	Futures	2066.14	2067.97	2065.35	2065.87	49205.0
2014-09-15 12:00:00	ES	Futures	2065.87	2068.49	2064.83	2067.71	51080.0
2014-09-15 12:30:00	ES	Futures	2067.97	2069.8	2066.4	2069.8	42561.0
2014-09-15 13:00:00	ES	Futures	2069.54	2070.85	2067.97	2068.23	48562.0
2014-09-15 13:30:00	ES	Futures	2067.97	2070.07	2066.14	2066.66	43903.0
2014-09-15 14:00:00	ES	Futures	2066.4	2071.64	2066.14	2071.38	49425.0
2014-09-15 14:30:00	ES	Futures	2071.64	2073.73	2070.33	2070.59	83306.0
2014-09-15 15:00:00	ES	Futures	2070.85	2072.16	2069.54	2071.11	42592.0
2014-09-15 15:30:00	ES	Futures	2071.11	2071.64	2069.54	2070.33	72649.0
2014-09-15 16:00:00	ES	Futures	2070.07	2071.11	2070.07	2070.59	44082.0
2014-09-15 16:30:00	ES	Futures	2070.33	2071.38	2070.33	2071.11	6457.0
2014-09-15 17:00:00	ES	Futures	2071.38	2071.64	2071.11	2071.64	2066.0
2014-09-15 18:00:00	ES	Futures	2071.38	2071.64	2070.85	2071.38	2196.0
2014-09-15 18:30:00	ES	Futures	2071.38	2071.38	2070.85	2070.85	596.0
2014-09-15 19:00:00	ES	Futures	2070.85	2071.11	2070.85	2071.11	300.0
2014-09-15 19:30:00	ES	Futures	2071.11	2071.38	2070.85	2071.11	677.0
2014-09-15 20:00:00	ES	Futures	2071.38	2071.38	2071.11	2071.11	535.0
2014-09-15 20:30:00	ES	Futures	2071.11	2071.38	2070.85	2071.11	1181.0
2014-09-15 21:00:00	ES	Futures	2071.11	2071.38	2071.11	2071.38	800.0
2014-09-15 21:30:00	ES	Futures	2071.38	2071.38	2070.85	2071.11	1951.0
2014-09-15 22:00:00	ES	Futures	2071.11	2071.38	2070.59	2070.85	1784.0
2014-09-15 22:30:00	ES	Futures	2070.85	2070.85	2070.33	2070.85	604.0
2014-09-15 23:00:00	ES	Futures	2070.59	2070.85	2070.33	2070.59	806.0
2014-09-15 23:30:00	ES	Futures	2070.59	2070.59	2070.07	2070.33	1778.0
2014-09-15 00:00:00	NQ	Futures	4742.3	4742.88	4741.42	4742.59	180.0
2014-09-15 00:30:00	NQ	Futures	4742.59	4743.76	4742.3	4743.76	126.0
2014-09-15 01:00:00	NQ	Futures	4743.47	4744.35	4742.88	4743.76	139.0

> showing 50 of 2,753 rows — these rows as CSV

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