PREVIEW / futures_30min / 2014-09-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-18.parquet
  size:    78 KB
  rows:    2,921

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
2014-09-18 00:00:00	ES	Futures	2090.24	2090.24	2089.71	2090.24	745.0
2014-09-18 00:30:00	ES	Futures	2090.24	2090.24	2089.98	2089.98	1298.0
2014-09-18 01:00:00	ES	Futures	2090.24	2090.76	2089.98	2090.24	1699.0
2014-09-18 01:30:00	ES	Futures	2090.5	2090.5	2089.71	2089.98	877.0
2014-09-18 02:00:00	ES	Futures	2089.98	2090.5	2089.45	2089.71	3130.0
2014-09-18 02:30:00	ES	Futures	2089.45	2089.98	2089.19	2089.19	3294.0
2014-09-18 03:00:00	ES	Futures	2089.45	2089.98	2088.93	2089.19	9041.0
2014-09-18 03:30:00	ES	Futures	2089.45	2090.76	2089.19	2090.24	5612.0
2014-09-18 04:00:00	ES	Futures	2090.24	2093.38	2090.24	2092.6	13933.0
2014-09-18 04:30:00	ES	Futures	2092.86	2094.17	2092.33	2094.17	6151.0
2014-09-18 05:00:00	ES	Futures	2093.91	2095.48	2093.38	2095.22	14570.0
2014-09-18 05:30:00	ES	Futures	2095.22	2098.36	2094.95	2097.31	13338.0
2014-09-18 06:00:00	ES	Futures	2097.31	2097.83	2096.26	2097.31	7910.0
2014-09-18 06:30:00	ES	Futures	2097.31	2098.62	2096.52	2097.05	12633.0
2014-09-18 07:00:00	ES	Futures	2097.05	2098.36	2096.79	2097.31	9317.0
2014-09-18 07:30:00	ES	Futures	2097.57	2097.83	2095.74	2096.0	11088.0
2014-09-18 08:00:00	ES	Futures	2096.0	2096.52	2094.95	2095.74	12530.0
2014-09-18 08:30:00	ES	Futures	2095.74	2096.26	2093.91	2094.69	20362.0
2014-09-18 09:00:00	ES	Futures	2094.95	2097.31	2094.69	2095.22	17469.0
2014-09-18 09:30:00	ES	Futures	2095.48	2097.31	2092.86	2096.26	144051.0
2014-09-18 10:00:00	ES	Futures	2096.26	2099.14	2093.91	2094.69	141629.0
2014-09-18 10:30:00	ES	Futures	2094.69	2100.19	2094.17	2097.83	117996.0
2014-09-18 11:00:00	ES	Futures	2097.57	2098.88	2096.79	2098.1	49840.0
2014-09-18 11:30:00	ES	Futures	2097.83	2099.41	2095.74	2096.79	62451.0
2014-09-18 12:00:00	ES	Futures	2096.79	2098.36	2096.52	2097.83	27339.0
2014-09-18 12:30:00	ES	Futures	2098.1	2098.88	2097.05	2098.1	33109.0
2014-09-18 13:00:00	ES	Futures	2098.36	2098.88	2097.05	2097.57	28446.0
2014-09-18 13:30:00	ES	Futures	2097.83	2098.36	2096.26	2097.31	45590.0
2014-09-18 14:00:00	ES	Futures	2097.05	2099.41	2096.79	2097.05	40261.0
2014-09-18 14:30:00	ES	Futures	2097.05	2098.36	2096.79	2097.05	42740.0
2014-09-18 15:00:00	ES	Futures	2096.79	2099.67	2096.52	2099.41	61196.0
2014-09-18 15:30:00	ES	Futures	2099.41	2100.98	2099.14	2100.19	110241.0
2014-09-18 16:00:00	ES	Futures	2099.93	2101.5	2099.93	2100.72	92227.0
2014-09-18 16:30:00	ES	Futures	2100.72	2102.81	2100.72	2102.29	10786.0
2014-09-18 17:00:00	ES	Futures	2102.29	2102.55	2101.76	2102.29	3688.0
2014-09-18 18:00:00	ES	Futures	2102.03	2104.38	2100.98	2103.34	9623.0
2014-09-18 18:30:00	ES	Futures	2103.34	2105.69	2103.34	2104.12	4508.0
2014-09-18 19:00:00	ES	Futures	2104.38	2104.91	2103.86	2104.12	2151.0
2014-09-18 19:30:00	ES	Futures	2103.86	2104.12	2103.07	2103.34	1463.0
2014-09-18 20:00:00	ES	Futures	2103.34	2104.38	2103.07	2103.86	2871.0
2014-09-18 20:30:00	ES	Futures	2103.6	2104.65	2103.07	2104.38	2947.0
2014-09-18 21:00:00	ES	Futures	2104.38	2108.05	2104.38	2107.79	10843.0
2014-09-18 21:30:00	ES	Futures	2107.53	2108.05	2104.91	2105.69	6852.0
2014-09-18 22:00:00	ES	Futures	2105.69	2107.53	2104.91	2107.0	4359.0
2014-09-18 22:30:00	ES	Futures	2107.0	2107.27	2106.48	2106.74	2848.0
2014-09-18 23:00:00	ES	Futures	2106.74	2107.53	2106.74	2107.27	1993.0
2014-09-18 23:30:00	ES	Futures	2107.27	2109.89	2107.0	2108.84	7068.0
2014-09-18 00:00:00	NQ	Futures	4764.86	4765.74	4764.57	4765.15	155.0
2014-09-18 00:30:00	NQ	Futures	4765.15	4765.45	4763.98	4764.57	304.0
2014-09-18 01:00:00	NQ	Futures	4764.57	4766.32	4763.98	4765.45	308.0

> showing 50 of 2,921 rows — these rows as CSV

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