PREVIEW / futures_30min / 2014-09-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-22.parquet
  size:    75 KB
  rows:    2,901

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
2014-09-22 00:00:00	ES	Futures	2087.62	2088.93	2087.36	2088.67	1710.0
2014-09-22 00:30:00	ES	Futures	2088.67	2088.93	2087.88	2088.67	1527.0
2014-09-22 01:00:00	ES	Futures	2088.67	2089.98	2088.4	2089.19	3199.0
2014-09-22 01:30:00	ES	Futures	2089.19	2089.98	2088.67	2089.45	2126.0
2014-09-22 02:00:00	ES	Futures	2089.19	2089.98	2087.62	2088.93	7320.0
2014-09-22 02:30:00	ES	Futures	2088.93	2089.19	2087.36	2087.88	5532.0
2014-09-22 03:00:00	ES	Futures	2087.88	2089.45	2087.62	2088.4	11824.0
2014-09-22 03:30:00	ES	Futures	2088.4	2089.45	2087.36	2088.4	13673.0
2014-09-22 04:00:00	ES	Futures	2088.4	2090.76	2088.14	2090.24	12764.0
2014-09-22 04:30:00	ES	Futures	2090.5	2090.76	2089.45	2089.71	6604.0
2014-09-22 05:00:00	ES	Futures	2089.98	2090.5	2089.19	2089.98	6072.0
2014-09-22 05:30:00	ES	Futures	2089.98	2091.02	2089.71	2090.24	3553.0
2014-09-22 06:00:00	ES	Futures	2090.24	2093.12	2089.98	2092.6	8722.0
2014-09-22 06:30:00	ES	Futures	2092.6	2093.12	2092.07	2093.12	7869.0
2014-09-22 07:00:00	ES	Futures	2093.12	2094.43	2092.86	2092.86	10862.0
2014-09-22 07:30:00	ES	Futures	2092.86	2093.38	2091.81	2092.6	8443.0
2014-09-22 08:00:00	ES	Futures	2092.6	2093.38	2092.07	2092.86	8284.0
2014-09-22 08:30:00	ES	Futures	2092.86	2093.64	2091.02	2092.86	16581.0
2014-09-22 09:00:00	ES	Futures	2092.86	2094.69	2091.55	2094.43	23676.0
2014-09-22 09:30:00	ES	Futures	2094.43	2094.95	2089.19	2090.5	145629.0
2014-09-22 10:00:00	ES	Futures	2090.76	2093.38	2086.31	2087.88	160990.0
2014-09-22 10:30:00	ES	Futures	2087.88	2088.14	2082.12	2083.43	180994.0
2014-09-22 11:00:00	ES	Futures	2083.16	2085.26	2081.59	2083.95	108283.0
2014-09-22 11:30:00	ES	Futures	2084.21	2085.0	2079.5	2080.54	94116.0
2014-09-22 12:00:00	ES	Futures	2080.54	2082.12	2078.71	2080.81	72669.0
2014-09-22 12:30:00	ES	Futures	2080.81	2083.16	2079.76	2081.85	65395.0
2014-09-22 13:00:00	ES	Futures	2081.85	2083.95	2079.76	2083.43	69139.0
2014-09-22 13:30:00	ES	Futures	2083.16	2084.21	2080.54	2080.54	58567.0
2014-09-22 14:00:00	ES	Futures	2080.81	2081.85	2077.4	2078.19	89105.0
2014-09-22 14:30:00	ES	Futures	2077.93	2081.85	2077.93	2080.54	66344.0
2014-09-22 15:00:00	ES	Futures	2080.54	2082.38	2078.19	2080.81	53911.0
2014-09-22 15:30:00	ES	Futures	2080.81	2083.43	2079.76	2081.85	115552.0
2014-09-22 16:00:00	ES	Futures	2081.85	2082.38	2081.07	2081.33	69551.0
2014-09-22 16:30:00	ES	Futures	2081.33	2081.59	2079.76	2079.76	9137.0
2014-09-22 17:00:00	ES	Futures	2080.02	2080.02	2077.66	2078.45	6012.0
2014-09-22 18:00:00	ES	Futures	2078.97	2080.28	2078.97	2080.02	4119.0
2014-09-22 18:30:00	ES	Futures	2080.02	2080.54	2079.5	2080.54	1750.0
2014-09-22 19:00:00	ES	Futures	2080.54	2080.54	2080.02	2080.28	989.0
2014-09-22 19:30:00	ES	Futures	2080.28	2080.54	2079.5	2080.02	897.0
2014-09-22 20:00:00	ES	Futures	2080.02	2080.81	2080.02	2080.54	1542.0
2014-09-22 20:30:00	ES	Futures	2080.54	2080.81	2080.28	2080.28	1017.0
2014-09-22 21:00:00	ES	Futures	2080.54	2080.81	2080.28	2080.54	1992.0
2014-09-22 21:30:00	ES	Futures	2080.28	2081.85	2079.76	2081.59	7624.0
2014-09-22 22:00:00	ES	Futures	2081.85	2081.85	2081.07	2081.33	1527.0
2014-09-22 22:30:00	ES	Futures	2081.33	2082.12	2080.81	2081.07	2574.0
2014-09-22 23:00:00	ES	Futures	2081.07	2082.12	2081.07	2081.85	1169.0
2014-09-22 23:30:00	ES	Futures	2081.59	2082.64	2081.59	2082.64	1762.0
2014-09-22 00:00:00	NQ	Futures	4770.72	4773.36	4770.13	4773.06	244.0
2014-09-22 00:30:00	NQ	Futures	4772.77	4773.36	4771.6	4772.18	307.0
2014-09-22 01:00:00	NQ	Futures	4772.18	4775.41	4771.89	4773.36	532.0

> showing 50 of 2,901 rows — these rows as CSV

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