PREVIEW / futures_30min / 2014-09-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-17.parquet
  size:    77 KB
  rows:    2,909

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
2014-09-17 00:00:00	ES	Futures	2086.05	2086.05	2085.26	2085.26	470.0
2014-09-17 00:30:00	ES	Futures	2085.52	2085.78	2085.26	2085.26	322.0
2014-09-17 01:00:00	ES	Futures	2085.26	2085.78	2085.26	2085.26	754.0
2014-09-17 01:30:00	ES	Futures	2085.26	2085.78	2085.26	2085.78	1268.0
2014-09-17 02:00:00	ES	Futures	2085.78	2086.05	2084.47	2085.26	4482.0
2014-09-17 02:30:00	ES	Futures	2085.0	2085.52	2084.74	2085.0	2799.0
2014-09-17 03:00:00	ES	Futures	2084.74	2086.83	2084.47	2086.57	12424.0
2014-09-17 03:30:00	ES	Futures	2086.83	2087.09	2086.05	2086.83	7774.0
2014-09-17 04:00:00	ES	Futures	2086.57	2087.09	2085.52	2086.83	7628.0
2014-09-17 04:30:00	ES	Futures	2086.57	2087.62	2086.57	2087.09	7424.0
2014-09-17 05:00:00	ES	Futures	2087.09	2087.36	2086.57	2086.83	4805.0
2014-09-17 05:30:00	ES	Futures	2087.09	2087.62	2086.05	2087.36	4982.0
2014-09-17 06:00:00	ES	Futures	2087.09	2087.88	2086.83	2087.36	4024.0
2014-09-17 06:30:00	ES	Futures	2087.36	2087.88	2086.31	2087.09	4604.0
2014-09-17 07:00:00	ES	Futures	2086.83	2087.62	2086.31	2086.57	6416.0
2014-09-17 07:30:00	ES	Futures	2086.57	2087.62	2085.78	2087.09	8495.0
2014-09-17 08:00:00	ES	Futures	2086.83	2087.09	2084.47	2086.05	14694.0
2014-09-17 08:30:00	ES	Futures	2086.05	2088.93	2086.05	2087.36	28594.0
2014-09-17 09:00:00	ES	Futures	2087.36	2089.71	2086.83	2089.45	20009.0
2014-09-17 09:30:00	ES	Futures	2089.45	2091.81	2088.14	2090.76	134295.0
2014-09-17 10:00:00	ES	Futures	2091.02	2092.33	2088.93	2090.5	98088.0
2014-09-17 10:30:00	ES	Futures	2090.5	2090.76	2086.83	2088.14	77393.0
2014-09-17 11:00:00	ES	Futures	2087.88	2089.45	2087.62	2088.93	53218.0
2014-09-17 11:30:00	ES	Futures	2088.67	2088.93	2086.05	2087.09	54569.0
2014-09-17 12:00:00	ES	Futures	2087.09	2088.4	2084.47	2085.26	42179.0
2014-09-17 12:30:00	ES	Futures	2085.0	2086.83	2084.74	2085.52	29119.0
2014-09-17 13:00:00	ES	Futures	2085.52	2086.05	2084.21	2084.21	26624.0
2014-09-17 13:30:00	ES	Futures	2084.21	2089.19	2083.69	2088.4	55906.0
2014-09-17 14:00:00	ES	Futures	2087.88	2096.0	2078.19	2094.95	321319.0
2014-09-17 14:30:00	ES	Futures	2094.95	2095.22	2088.93	2093.91	139216.0
2014-09-17 15:00:00	ES	Futures	2093.91	2099.14	2091.81	2094.43	168937.0
2014-09-17 15:30:00	ES	Futures	2094.43	2094.95	2086.83	2088.93	211822.0
2014-09-17 16:00:00	ES	Futures	2089.19	2090.24	2088.67	2089.19	63330.0
2014-09-17 16:30:00	ES	Futures	2089.19	2090.24	2088.93	2089.98	6943.0
2014-09-17 17:00:00	ES	Futures	2089.98	2091.55	2089.98	2091.02	2974.0
2014-09-17 18:00:00	ES	Futures	2091.02	2091.02	2089.19	2089.45	5340.0
2014-09-17 18:30:00	ES	Futures	2089.45	2089.98	2089.45	2089.45	1611.0
2014-09-17 19:00:00	ES	Futures	2089.71	2089.71	2089.19	2089.45	1119.0
2014-09-17 19:30:00	ES	Futures	2089.45	2089.71	2088.93	2089.45	2695.0
2014-09-17 20:00:00	ES	Futures	2089.45	2089.71	2088.4	2089.45	4093.0
2014-09-17 20:30:00	ES	Futures	2089.45	2089.71	2088.4	2089.19	1799.0
2014-09-17 21:00:00	ES	Futures	2088.93	2090.24	2088.93	2089.71	2600.0
2014-09-17 21:30:00	ES	Futures	2089.71	2089.71	2088.67	2088.93	2113.0
2014-09-17 22:00:00	ES	Futures	2088.93	2089.71	2088.67	2089.45	2008.0
2014-09-17 22:30:00	ES	Futures	2089.45	2089.71	2089.19	2089.71	1112.0
2014-09-17 23:00:00	ES	Futures	2089.45	2089.98	2089.19	2089.71	1970.0
2014-09-17 23:30:00	ES	Futures	2089.71	2090.5	2089.71	2089.98	810.0
2014-09-17 00:00:00	NQ	Futures	4753.43	4753.43	4751.97	4751.97	88.0
2014-09-17 00:30:00	NQ	Futures	4751.67	4752.26	4751.38	4751.97	72.0
2014-09-17 01:00:00	NQ	Futures	4751.97	4752.55	4751.97	4752.26	36.0

> showing 50 of 2,909 rows — these rows as CSV

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