PREVIEW / futures_30min / 2014-09-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-19.parquet
  size:    69 KB
  rows:    2,379

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
2014-09-19 00:00:00	ES	Futures	2109.1	2110.93	2108.84	2109.89	5558.0
2014-09-19 00:30:00	ES	Futures	2110.15	2110.93	2109.1	2109.62	2584.0
2014-09-19 01:00:00	ES	Futures	2109.36	2109.89	2108.58	2108.84	1632.0
2014-09-19 01:30:00	ES	Futures	2108.84	2108.84	2107.53	2107.53	4299.0
2014-09-19 02:00:00	ES	Futures	2107.53	2108.58	2107.0	2107.79	7537.0
2014-09-19 02:30:00	ES	Futures	2108.05	2108.58	2107.53	2108.58	3995.0
2014-09-19 03:00:00	ES	Futures	2108.31	2108.58	2105.43	2105.96	15930.0
2014-09-19 03:30:00	ES	Futures	2105.96	2106.74	2105.69	2106.22	7477.0
2014-09-19 04:00:00	ES	Futures	2105.96	2108.31	2105.96	2107.27	9684.0
2014-09-19 04:30:00	ES	Futures	2107.53	2108.05	2107.27	2107.79	6058.0
2014-09-19 05:00:00	ES	Futures	2108.05	2108.31	2107.27	2107.27	5120.0
2014-09-19 05:30:00	ES	Futures	2107.27	2108.05	2106.48	2106.74	5576.0
2014-09-19 06:00:00	ES	Futures	2107.0	2108.31	2106.22	2107.0	12027.0
2014-09-19 06:30:00	ES	Futures	2107.0	2108.05	2106.22	2107.27	10367.0
2014-09-19 07:00:00	ES	Futures	2107.27	2107.53	2105.69	2105.96	12482.0
2014-09-19 07:30:00	ES	Futures	2105.96	2106.74	2104.65	2105.69	16214.0
2014-09-19 08:00:00	ES	Futures	2105.43	2105.69	2103.6	2105.43	21390.0
2014-09-19 08:30:00	ES	Futures	2105.17	2107.79	2105.17	2107.27	22551.0
2014-09-19 09:00:00	ES	Futures	2107.27	2108.05	2105.43	2107.0	41521.0
2014-09-19 09:30:00	ES	Futures	2107.0	2109.1	2104.38	2105.96	215235.0
2014-09-19 10:00:00	ES	Futures	2106.22	2107.0	2103.07	2103.34	120962.0
2014-09-19 10:30:00	ES	Futures	2103.34	2104.12	2101.5	2103.34	102374.0
2014-09-19 11:00:00	ES	Futures	2103.34	2104.91	2102.55	2102.55	75053.0
2014-09-19 11:30:00	ES	Futures	2102.81	2102.81	2099.93	2101.24	99217.0
2014-09-19 12:00:00	ES	Futures	2101.24	2101.5	2097.31	2099.41	103046.0
2014-09-19 12:30:00	ES	Futures	2099.41	2100.72	2096.52	2097.83	72252.0
2014-09-19 13:00:00	ES	Futures	2098.1	2098.36	2093.91	2096.79	74237.0
2014-09-19 13:30:00	ES	Futures	2096.79	2099.14	2096.26	2098.1	60452.0
2014-09-19 14:00:00	ES	Futures	2098.1	2100.45	2097.57	2100.19	45511.0
2014-09-19 14:30:00	ES	Futures	2100.19	2102.03	2099.14	2101.24	52874.0
2014-09-19 15:00:00	ES	Futures	2101.5	2102.03	2099.93	2100.19	47944.0
2014-09-19 15:30:00	ES	Futures	2100.19	2102.55	2097.83	2098.36	143640.0
2014-09-19 16:00:00	ES	Futures	2098.36	2100.98	2097.05	2098.88	121791.0
2014-09-19 16:30:00	ES	Futures	2099.14	2099.14	2095.74	2097.31	15364.0
2014-09-19 17:00:00	ES	Futures	2097.31	2097.83	2096.0	2096.0	4255.0
2014-09-19 00:00:00	NQ	Futures	4822.0	4826.39	4821.7	4825.8	1146.0
2014-09-19 00:30:00	NQ	Futures	4825.51	4827.27	4823.75	4824.63	783.0
2014-09-19 01:00:00	NQ	Futures	4824.63	4825.22	4822.29	4822.87	676.0
2014-09-19 01:30:00	NQ	Futures	4822.87	4823.17	4821.12	4821.41	682.0
2014-09-19 02:00:00	NQ	Futures	4821.41	4823.75	4820.24	4822.0	704.0
2014-09-19 02:30:00	NQ	Futures	4821.41	4823.46	4819.65	4822.87	601.0
2014-09-19 03:00:00	NQ	Futures	4822.87	4822.87	4814.38	4815.55	2179.0
2014-09-19 03:30:00	NQ	Futures	4815.26	4818.77	4815.26	4817.31	1074.0
2014-09-19 04:00:00	NQ	Futures	4817.31	4823.17	4816.43	4821.12	1234.0
2014-09-19 04:30:00	NQ	Futures	4821.12	4822.29	4819.65	4821.41	966.0
2014-09-19 05:00:00	NQ	Futures	4821.41	4822.0	4819.65	4819.65	780.0
2014-09-19 05:30:00	NQ	Futures	4819.94	4821.12	4818.19	4818.48	935.0
2014-09-19 06:00:00	NQ	Futures	4818.19	4821.41	4817.31	4818.48	1296.0
2014-09-19 06:30:00	NQ	Futures	4818.19	4820.24	4816.72	4819.07	1106.0
2014-09-19 07:00:00	NQ	Futures	4818.77	4820.24	4816.14	4816.72	1378.0

> showing 50 of 2,379 rows — these rows as CSV

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