PREVIEW / futures_30min / 2014-09-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-23.parquet
  size:    78 KB
  rows:    2,954

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
2014-09-23 00:00:00	ES	Futures	2082.64	2082.64	2081.85	2082.64	911.0
2014-09-23 00:30:00	ES	Futures	2082.38	2082.64	2081.85	2082.12	913.0
2014-09-23 01:00:00	ES	Futures	2082.12	2082.64	2082.12	2082.38	1137.0
2014-09-23 01:30:00	ES	Futures	2082.38	2082.9	2082.38	2082.64	1770.0
2014-09-23 02:00:00	ES	Futures	2082.38	2082.9	2081.07	2081.33	4777.0
2014-09-23 02:30:00	ES	Futures	2081.33	2082.12	2081.07	2081.59	3959.0
2014-09-23 03:00:00	ES	Futures	2081.33	2081.85	2078.45	2078.71	17236.0
2014-09-23 03:30:00	ES	Futures	2078.45	2079.24	2075.83	2076.35	21304.0
2014-09-23 04:00:00	ES	Futures	2076.35	2077.14	2074.78	2076.88	16412.0
2014-09-23 04:30:00	ES	Futures	2076.88	2077.14	2074.0	2075.57	10931.0
2014-09-23 05:00:00	ES	Futures	2075.57	2076.09	2074.0	2074.0	8049.0
2014-09-23 05:30:00	ES	Futures	2074.0	2075.31	2073.21	2075.31	11049.0
2014-09-23 06:00:00	ES	Futures	2075.31	2076.09	2074.78	2075.57	7024.0
2014-09-23 06:30:00	ES	Futures	2075.31	2076.35	2074.0	2076.09	11357.0
2014-09-23 07:00:00	ES	Futures	2076.09	2077.14	2073.21	2074.0	17672.0
2014-09-23 07:30:00	ES	Futures	2074.26	2075.31	2073.47	2074.52	10010.0
2014-09-23 08:00:00	ES	Futures	2074.52	2075.57	2073.47	2074.26	17439.0
2014-09-23 08:30:00	ES	Futures	2074.26	2076.62	2072.16	2075.83	30558.0
2014-09-23 09:00:00	ES	Futures	2075.83	2076.35	2073.73	2074.52	17020.0
2014-09-23 09:30:00	ES	Futures	2074.52	2081.59	2072.95	2080.81	189219.0
2014-09-23 10:00:00	ES	Futures	2080.81	2083.16	2079.24	2079.24	135397.0
2014-09-23 10:30:00	ES	Futures	2079.5	2080.54	2076.88	2077.4	121418.0
2014-09-23 11:00:00	ES	Futures	2077.4	2079.24	2074.26	2076.35	107059.0
2014-09-23 11:30:00	ES	Futures	2076.62	2080.54	2076.35	2079.5	69622.0
2014-09-23 12:00:00	ES	Futures	2079.24	2080.28	2076.09	2076.62	50648.0
2014-09-23 12:30:00	ES	Futures	2076.62	2078.45	2074.52	2075.31	37367.0
2014-09-23 13:00:00	ES	Futures	2075.04	2075.57	2072.16	2075.04	73721.0
2014-09-23 13:30:00	ES	Futures	2075.04	2077.14	2071.64	2072.42	74543.0
2014-09-23 14:00:00	ES	Futures	2072.42	2074.52	2070.07	2071.9	80506.0
2014-09-23 14:30:00	ES	Futures	2071.64	2073.21	2070.07	2072.95	57751.0
2014-09-23 15:00:00	ES	Futures	2072.95	2074.78	2071.11	2074.26	77118.0
2014-09-23 15:30:00	ES	Futures	2074.26	2075.83	2069.28	2069.8	149306.0
2014-09-23 16:00:00	ES	Futures	2069.54	2070.07	2065.87	2066.92	134571.0
2014-09-23 16:30:00	ES	Futures	2066.92	2067.18	2062.47	2062.99	23827.0
2014-09-23 17:00:00	ES	Futures	2062.99	2064.3	2062.47	2064.04	5356.0
2014-09-23 18:00:00	ES	Futures	2064.04	2066.4	2063.78	2065.87	7050.0
2014-09-23 18:30:00	ES	Futures	2065.87	2066.92	2065.61	2066.66	1951.0
2014-09-23 19:00:00	ES	Futures	2066.66	2066.92	2066.14	2066.14	742.0
2014-09-23 19:30:00	ES	Futures	2066.4	2067.71	2066.14	2067.71	3651.0
2014-09-23 20:00:00	ES	Futures	2067.71	2068.49	2067.18	2067.71	4813.0
2014-09-23 20:30:00	ES	Futures	2067.71	2068.49	2067.45	2068.49	5458.0
2014-09-23 21:00:00	ES	Futures	2068.49	2069.28	2068.23	2069.02	4195.0
2014-09-23 21:30:00	ES	Futures	2069.02	2069.54	2068.76	2069.54	2636.0
2014-09-23 22:00:00	ES	Futures	2069.54	2069.54	2069.02	2069.28	2062.0
2014-09-23 22:30:00	ES	Futures	2069.28	2070.07	2069.02	2069.8	3249.0
2014-09-23 23:00:00	ES	Futures	2070.07	2070.07	2068.23	2068.49	3032.0
2014-09-23 23:30:00	ES	Futures	2068.49	2069.54	2068.23	2069.02	1381.0
2014-09-23 00:00:00	NQ	Futures	4751.09	4751.09	4749.04	4750.21	167.0
2014-09-23 00:30:00	NQ	Futures	4750.21	4750.5	4749.33	4749.62	68.0
2014-09-23 01:00:00	NQ	Futures	4749.62	4750.5	4749.62	4750.21	94.0

> showing 50 of 2,954 rows — these rows as CSV

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