PREVIEW / futures_30min / 2014-09-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-24.parquet
  size:    77 KB
  rows:    2,931

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
2014-09-24 00:00:00	ES	Futures	2069.28	2069.28	2068.49	2069.02	1013.0
2014-09-24 00:30:00	ES	Futures	2069.02	2069.54	2069.02	2069.02	457.0
2014-09-24 01:00:00	ES	Futures	2069.28	2070.07	2069.02	2069.8	1648.0
2014-09-24 01:30:00	ES	Futures	2070.07	2070.33	2069.54	2069.8	2593.0
2014-09-24 02:00:00	ES	Futures	2069.54	2071.11	2069.54	2070.85	5472.0
2014-09-24 02:30:00	ES	Futures	2070.59	2072.16	2070.59	2071.9	6590.0
2014-09-24 03:00:00	ES	Futures	2071.9	2072.16	2069.02	2069.28	12062.0
2014-09-24 03:30:00	ES	Futures	2069.02	2069.54	2067.45	2068.23	16047.0
2014-09-24 04:00:00	ES	Futures	2067.97	2070.33	2067.97	2069.8	10761.0
2014-09-24 04:30:00	ES	Futures	2069.8	2070.33	2068.76	2069.54	8773.0
2014-09-24 05:00:00	ES	Futures	2069.54	2070.33	2069.02	2069.54	7171.0
2014-09-24 05:30:00	ES	Futures	2069.54	2070.33	2069.02	2069.28	6050.0
2014-09-24 06:00:00	ES	Futures	2069.28	2071.9	2069.28	2071.9	6835.0
2014-09-24 06:30:00	ES	Futures	2071.64	2073.47	2071.38	2071.64	13469.0
2014-09-24 07:00:00	ES	Futures	2071.64	2072.69	2071.11	2071.9	6963.0
2014-09-24 07:30:00	ES	Futures	2071.64	2072.42	2071.11	2071.64	9579.0
2014-09-24 08:00:00	ES	Futures	2071.9	2072.69	2071.64	2072.42	6316.0
2014-09-24 08:30:00	ES	Futures	2072.16	2072.42	2070.07	2070.33	13592.0
2014-09-24 09:00:00	ES	Futures	2070.33	2070.85	2069.02	2070.07	17126.0
2014-09-24 09:30:00	ES	Futures	2070.33	2073.73	2066.92	2068.76	162176.0
2014-09-24 10:00:00	ES	Futures	2068.76	2070.59	2064.83	2068.76	193591.0
2014-09-24 10:30:00	ES	Futures	2068.76	2073.21	2068.23	2071.64	127860.0
2014-09-24 11:00:00	ES	Futures	2071.64	2079.5	2071.11	2078.97	152107.0
2014-09-24 11:30:00	ES	Futures	2079.24	2080.81	2078.19	2079.5	92215.0
2014-09-24 12:00:00	ES	Futures	2079.24	2080.02	2077.14	2078.71	60909.0
2014-09-24 12:30:00	ES	Futures	2078.71	2078.97	2076.62	2077.93	44196.0
2014-09-24 13:00:00	ES	Futures	2077.93	2079.5	2077.14	2078.71	51903.0
2014-09-24 13:30:00	ES	Futures	2078.71	2082.64	2078.45	2081.85	68048.0
2014-09-24 14:00:00	ES	Futures	2081.85	2085.0	2080.81	2084.47	70839.0
2014-09-24 14:30:00	ES	Futures	2084.21	2086.31	2083.69	2086.05	76574.0
2014-09-24 15:00:00	ES	Futures	2085.78	2087.88	2085.52	2086.57	80440.0
2014-09-24 15:30:00	ES	Futures	2086.57	2087.62	2085.26	2086.83	120695.0
2014-09-24 16:00:00	ES	Futures	2086.57	2087.09	2085.78	2086.05	65337.0
2014-09-24 16:30:00	ES	Futures	2086.05	2086.31	2085.52	2085.78	5382.0
2014-09-24 17:00:00	ES	Futures	2086.05	2086.57	2085.78	2085.78	1483.0
2014-09-24 18:00:00	ES	Futures	2086.05	2086.31	2085.78	2085.78	1469.0
2014-09-24 18:30:00	ES	Futures	2085.78	2086.83	2085.52	2086.31	1800.0
2014-09-24 19:00:00	ES	Futures	2086.57	2086.57	2086.31	2086.31	311.0
2014-09-24 19:30:00	ES	Futures	2086.57	2086.83	2086.31	2086.57	776.0
2014-09-24 20:00:00	ES	Futures	2086.31	2086.57	2086.31	2086.31	1560.0
2014-09-24 20:30:00	ES	Futures	2086.31	2086.57	2085.52	2085.52	1151.0
2014-09-24 21:00:00	ES	Futures	2085.78	2085.78	2085.26	2085.78	1389.0
2014-09-24 21:30:00	ES	Futures	2085.52	2086.05	2085.52	2085.78	1146.0
2014-09-24 22:00:00	ES	Futures	2085.52	2085.78	2085.0	2085.0	797.0
2014-09-24 22:30:00	ES	Futures	2085.0	2085.52	2084.21	2084.47	2472.0
2014-09-24 23:00:00	ES	Futures	2084.47	2084.74	2083.95	2084.21	1904.0
2014-09-24 23:30:00	ES	Futures	2084.21	2084.47	2083.95	2084.47	854.0
2014-09-24 00:00:00	NQ	Futures	4736.73	4737.32	4736.14	4737.02	153.0
2014-09-24 00:30:00	NQ	Futures	4737.02	4738.2	4736.73	4736.73	244.0
2014-09-24 01:00:00	NQ	Futures	4736.73	4739.07	4736.73	4737.9	185.0

> showing 50 of 2,931 rows — these rows as CSV

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