PREVIEW / futures_30min / 2014-09-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-26.parquet
  size:    67 KB
  rows:    2,396

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
2014-09-26 00:00:00	ES	Futures	2057.49	2058.02	2057.23	2057.49	964.0
2014-09-26 00:30:00	ES	Futures	2057.75	2058.02	2057.23	2057.75	835.0
2014-09-26 01:00:00	ES	Futures	2057.75	2058.28	2057.49	2057.75	1544.0
2014-09-26 01:30:00	ES	Futures	2057.75	2057.75	2057.23	2057.23	793.0
2014-09-26 02:00:00	ES	Futures	2057.49	2058.54	2057.23	2057.75	4186.0
2014-09-26 02:30:00	ES	Futures	2057.75	2057.75	2056.18	2056.71	4420.0
2014-09-26 03:00:00	ES	Futures	2056.71	2056.97	2052.25	2053.56	24120.0
2014-09-26 03:30:00	ES	Futures	2053.56	2056.18	2052.51	2054.35	18142.0
2014-09-26 04:00:00	ES	Futures	2054.09	2056.71	2053.04	2055.4	15080.0
2014-09-26 04:30:00	ES	Futures	2055.66	2056.44	2054.09	2054.35	7852.0
2014-09-26 05:00:00	ES	Futures	2054.61	2059.06	2053.82	2058.28	18635.0
2014-09-26 05:30:00	ES	Futures	2058.28	2059.85	2057.49	2058.28	11567.0
2014-09-26 06:00:00	ES	Futures	2058.54	2058.8	2055.66	2056.97	8944.0
2014-09-26 06:30:00	ES	Futures	2057.23	2058.54	2056.97	2057.75	5908.0
2014-09-26 07:00:00	ES	Futures	2057.49	2058.54	2056.44	2057.75	7431.0
2014-09-26 07:30:00	ES	Futures	2058.02	2058.8	2056.18	2056.97	10990.0
2014-09-26 08:00:00	ES	Futures	2056.71	2061.42	2056.44	2061.16	24662.0
2014-09-26 08:30:00	ES	Futures	2060.9	2061.42	2054.09	2054.61	53063.0
2014-09-26 09:00:00	ES	Futures	2054.35	2056.71	2050.16	2055.92	82485.0
2014-09-26 09:30:00	ES	Futures	2056.18	2058.8	2053.3	2056.44	209052.0
2014-09-26 10:00:00	ES	Futures	2056.71	2062.73	2056.18	2057.75	193985.0
2014-09-26 10:30:00	ES	Futures	2057.75	2060.11	2055.66	2059.59	120581.0
2014-09-26 11:00:00	ES	Futures	2059.59	2061.42	2055.4	2056.71	109101.0
2014-09-26 11:30:00	ES	Futures	2056.44	2056.97	2053.56	2055.92	65535.0
2014-09-26 12:00:00	ES	Futures	2055.92	2059.06	2055.92	2058.54	54153.0
2014-09-26 12:30:00	ES	Futures	2058.54	2059.59	2056.71	2058.02	32749.0
2014-09-26 13:00:00	ES	Futures	2058.02	2061.16	2057.49	2060.37	44671.0
2014-09-26 13:30:00	ES	Futures	2060.11	2062.73	2059.59	2061.95	33757.0
2014-09-26 14:00:00	ES	Futures	2062.21	2070.59	2061.95	2069.54	130883.0
2014-09-26 14:30:00	ES	Futures	2069.54	2074.0	2069.02	2071.38	100212.0
2014-09-26 15:00:00	ES	Futures	2071.38	2072.95	2069.54	2070.59	57258.0
2014-09-26 15:30:00	ES	Futures	2070.85	2071.64	2067.71	2069.02	116938.0
2014-09-26 16:00:00	ES	Futures	2069.28	2071.11	2068.76	2070.33	73380.0
2014-09-26 16:30:00	ES	Futures	2070.33	2071.11	2069.8	2070.33	5281.0
2014-09-26 17:00:00	ES	Futures	2070.59	2070.59	2068.49	2068.76	2486.0
2014-09-26 00:00:00	NQ	Futures	4700.4	4701.86	4700.4	4700.98	141.0
2014-09-26 00:30:00	NQ	Futures	4701.57	4702.45	4700.69	4702.45	115.0
2014-09-26 01:00:00	NQ	Futures	4702.45	4702.74	4701.28	4701.57	224.0
2014-09-26 01:30:00	NQ	Futures	4701.57	4701.86	4700.98	4700.98	57.0
2014-09-26 02:00:00	NQ	Futures	4701.57	4703.91	4701.57	4701.57	885.0
2014-09-26 02:30:00	NQ	Futures	4701.57	4701.57	4697.47	4698.64	628.0
2014-09-26 03:00:00	NQ	Futures	4698.93	4699.52	4690.14	4693.37	3045.0
2014-09-26 03:30:00	NQ	Futures	4693.37	4701.86	4691.31	4698.64	3412.0
2014-09-26 04:00:00	NQ	Futures	4698.64	4703.62	4694.54	4700.69	2272.0
2014-09-26 04:30:00	NQ	Futures	4700.98	4702.74	4697.17	4698.64	999.0
2014-09-26 05:00:00	NQ	Futures	4698.35	4710.65	4696.88	4707.72	3187.0
2014-09-26 05:30:00	NQ	Futures	4708.02	4712.12	4707.14	4709.48	2591.0
2014-09-26 06:00:00	NQ	Futures	4709.48	4710.36	4696.59	4700.69	4285.0
2014-09-26 06:30:00	NQ	Futures	4700.69	4704.21	4700.1	4700.98	1146.0
2014-09-26 07:00:00	NQ	Futures	4701.28	4705.67	4698.05	4703.33	2205.0

> showing 50 of 2,396 rows — these rows as CSV

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