PREVIEW / futures_30min / 2014-09-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-16.parquet
  size:    77 KB
  rows:    2,859

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
2014-09-16 00:00:00	ES	Futures	2070.33	2070.33	2070.07	2070.07	368.0
2014-09-16 00:30:00	ES	Futures	2070.33	2070.85	2070.07	2070.59	873.0
2014-09-16 01:00:00	ES	Futures	2070.85	2071.11	2070.59	2071.11	1375.0
2014-09-16 01:30:00	ES	Futures	2071.11	2071.11	2070.85	2070.85	800.0
2014-09-16 02:00:00	ES	Futures	2070.59	2070.85	2069.8	2069.8	3474.0
2014-09-16 02:30:00	ES	Futures	2069.8	2070.07	2069.28	2069.8	2414.0
2014-09-16 03:00:00	ES	Futures	2069.8	2070.07	2068.49	2069.02	8991.0
2014-09-16 03:30:00	ES	Futures	2069.02	2069.02	2067.45	2068.23	12041.0
2014-09-16 04:00:00	ES	Futures	2068.23	2069.02	2067.97	2068.23	3663.0
2014-09-16 04:30:00	ES	Futures	2068.49	2068.49	2066.92	2067.45	7012.0
2014-09-16 05:00:00	ES	Futures	2067.45	2069.02	2067.45	2069.02	5435.0
2014-09-16 05:30:00	ES	Futures	2069.02	2069.8	2068.49	2069.8	5907.0
2014-09-16 06:00:00	ES	Futures	2069.54	2069.8	2066.4	2067.18	10160.0
2014-09-16 06:30:00	ES	Futures	2067.18	2068.23	2066.92	2067.97	6591.0
2014-09-16 07:00:00	ES	Futures	2067.71	2069.28	2067.18	2068.76	6729.0
2014-09-16 07:30:00	ES	Futures	2068.76	2069.28	2067.45	2067.97	7746.0
2014-09-16 08:00:00	ES	Futures	2068.23	2068.49	2066.66	2067.45	10665.0
2014-09-16 08:30:00	ES	Futures	2067.71	2068.23	2066.4	2067.71	13564.0
2014-09-16 09:00:00	ES	Futures	2067.97	2067.97	2064.56	2066.66	28209.0
2014-09-16 09:30:00	ES	Futures	2066.66	2073.47	2065.09	2073.21	200776.0
2014-09-16 10:00:00	ES	Futures	2072.95	2076.35	2072.42	2074.0	131079.0
2014-09-16 10:30:00	ES	Futures	2074.26	2075.31	2072.42	2073.21	88151.0
2014-09-16 11:00:00	ES	Futures	2072.95	2077.4	2071.11	2076.88	108082.0
2014-09-16 11:30:00	ES	Futures	2077.14	2084.74	2076.62	2083.16	160861.0
2014-09-16 12:00:00	ES	Futures	2083.16	2086.31	2081.59	2085.0	97845.0
2014-09-16 12:30:00	ES	Futures	2085.0	2086.57	2083.95	2084.74	58380.0
2014-09-16 13:00:00	ES	Futures	2084.74	2088.67	2084.47	2087.62	73178.0
2014-09-16 13:30:00	ES	Futures	2087.88	2089.98	2087.62	2088.4	59709.0
2014-09-16 14:00:00	ES	Futures	2088.14	2089.71	2087.62	2088.93	43662.0
2014-09-16 14:30:00	ES	Futures	2088.93	2089.71	2087.36	2087.88	47843.0
2014-09-16 15:00:00	ES	Futures	2087.88	2089.19	2086.31	2086.57	53227.0
2014-09-16 15:30:00	ES	Futures	2086.57	2087.88	2086.05	2086.31	106405.0
2014-09-16 16:00:00	ES	Futures	2086.57	2087.36	2086.31	2086.83	72041.0
2014-09-16 16:30:00	ES	Futures	2087.09	2087.09	2086.31	2087.09	6963.0
2014-09-16 17:00:00	ES	Futures	2086.83	2087.09	2086.83	2087.09	3069.0
2014-09-16 18:00:00	ES	Futures	2086.83	2087.62	2086.57	2087.36	4119.0
2014-09-16 18:30:00	ES	Futures	2087.36	2087.36	2086.31	2086.31	903.0
2014-09-16 19:00:00	ES	Futures	2086.31	2086.83	2086.31	2086.83	401.0
2014-09-16 19:30:00	ES	Futures	2086.57	2087.09	2086.31	2086.83	736.0
2014-09-16 20:00:00	ES	Futures	2087.09	2087.09	2085.78	2086.05	1425.0
2014-09-16 20:30:00	ES	Futures	2086.05	2086.31	2085.52	2085.52	1185.0
2014-09-16 21:00:00	ES	Futures	2085.52	2086.05	2084.74	2085.0	2088.0
2014-09-16 21:30:00	ES	Futures	2085.0	2085.78	2084.21	2085.52	3345.0
2014-09-16 22:00:00	ES	Futures	2085.52	2086.05	2085.26	2085.26	1268.0
2014-09-16 22:30:00	ES	Futures	2085.52	2086.05	2085.52	2085.52	1144.0
2014-09-16 23:00:00	ES	Futures	2085.52	2086.05	2085.52	2085.78	512.0
2014-09-16 23:30:00	ES	Futures	2085.78	2086.05	2085.26	2086.05	703.0
2014-09-16 00:00:00	NQ	Futures	4716.51	4717.1	4716.22	4716.22	118.0
2014-09-16 00:30:00	NQ	Futures	4716.22	4718.27	4715.93	4718.27	122.0
2014-09-16 01:00:00	NQ	Futures	4718.27	4719.15	4717.98	4718.27	141.0

> showing 50 of 2,859 rows — these rows as CSV

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