PREVIEW / futures_30min / 2014-11-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-03.parquet
  size:    80 KB
  rows:    2,936

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
2014-11-03 00:00:00	ES	Futures	2104.91	2105.17	2104.12	2105.17	474.0
2014-11-03 00:30:00	ES	Futures	2105.17	2105.69	2104.65	2104.91	528.0
2014-11-03 01:00:00	ES	Futures	2105.17	2105.69	2104.91	2105.43	511.0
2014-11-03 01:30:00	ES	Futures	2105.43	2107.53	2105.17	2105.43	1872.0
2014-11-03 02:00:00	ES	Futures	2105.69	2105.96	2104.38	2104.91	2588.0
2014-11-03 02:30:00	ES	Futures	2105.17	2106.22	2103.86	2104.65	3402.0
2014-11-03 03:00:00	ES	Futures	2104.65	2107.27	2103.6	2105.96	12163.0
2014-11-03 03:30:00	ES	Futures	2106.22	2107.0	2104.91	2105.17	7793.0
2014-11-03 04:00:00	ES	Futures	2105.43	2105.96	2104.12	2104.38	8458.0
2014-11-03 04:30:00	ES	Futures	2104.65	2105.96	2103.86	2105.43	11868.0
2014-11-03 05:00:00	ES	Futures	2105.43	2106.74	2104.91	2105.96	6574.0
2014-11-03 05:30:00	ES	Futures	2106.22	2107.27	2105.17	2105.69	6269.0
2014-11-03 06:00:00	ES	Futures	2105.96	2106.48	2105.17	2105.96	4601.0
2014-11-03 06:30:00	ES	Futures	2105.96	2106.22	2104.38	2105.17	9789.0
2014-11-03 07:00:00	ES	Futures	2105.17	2105.96	2103.6	2104.12	7524.0
2014-11-03 07:30:00	ES	Futures	2104.12	2105.96	2103.07	2105.69	11012.0
2014-11-03 08:00:00	ES	Futures	2105.69	2106.48	2104.12	2106.22	14356.0
2014-11-03 08:30:00	ES	Futures	2106.22	2108.58	2105.69	2107.79	14550.0
2014-11-03 09:00:00	ES	Futures	2107.53	2112.77	2107.53	2110.15	32772.0
2014-11-03 09:30:00	ES	Futures	2110.15	2111.46	2107.27	2109.89	151890.0
2014-11-03 10:00:00	ES	Futures	2109.89	2113.55	2104.12	2105.17	159733.0
2014-11-03 10:30:00	ES	Futures	2105.43	2110.15	2104.91	2109.62	100673.0
2014-11-03 11:00:00	ES	Futures	2109.62	2110.67	2108.05	2108.58	79178.0
2014-11-03 11:30:00	ES	Futures	2108.84	2111.46	2107.27	2110.67	68797.0
2014-11-03 12:00:00	ES	Futures	2110.93	2112.24	2109.89	2111.46	45820.0
2014-11-03 12:30:00	ES	Futures	2111.46	2115.91	2110.93	2114.86	46547.0
2014-11-03 13:00:00	ES	Futures	2114.86	2115.12	2113.03	2114.34	43095.0
2014-11-03 13:30:00	ES	Futures	2114.6	2115.65	2112.77	2112.77	42893.0
2014-11-03 14:00:00	ES	Futures	2112.77	2113.55	2110.67	2110.67	69279.0
2014-11-03 14:30:00	ES	Futures	2110.67	2110.67	2106.22	2107.27	81520.0
2014-11-03 15:00:00	ES	Futures	2107.27	2109.62	2103.86	2104.12	74602.0
2014-11-03 15:30:00	ES	Futures	2104.12	2108.58	2104.12	2108.31	150513.0
2014-11-03 16:00:00	ES	Futures	2108.31	2109.36	2107.0	2107.27	53498.0
2014-11-03 16:30:00	ES	Futures	2106.74	2107.27	2105.69	2107.0	7009.0
2014-11-03 17:00:00	ES	Futures	2106.74	2107.79	2106.74	2107.53	1479.0
2014-11-03 18:00:00	ES	Futures	2106.74	2107.27	2105.17	2106.74	2966.0
2014-11-03 18:30:00	ES	Futures	2107.0	2107.0	2105.17	2105.43	1447.0
2014-11-03 19:00:00	ES	Futures	2105.43	2105.69	2103.34	2103.6	5671.0
2014-11-03 19:30:00	ES	Futures	2103.34	2104.12	2102.55	2103.6	5025.0
2014-11-03 20:00:00	ES	Futures	2103.34	2103.86	2102.29	2102.29	3352.0
2014-11-03 20:30:00	ES	Futures	2102.55	2104.12	2102.29	2103.07	2585.0
2014-11-03 21:00:00	ES	Futures	2103.34	2105.69	2102.81	2105.43	2534.0
2014-11-03 21:30:00	ES	Futures	2105.43	2106.74	2104.65	2106.48	2166.0
2014-11-03 22:00:00	ES	Futures	2106.74	2108.58	2105.96	2106.74	3628.0
2014-11-03 22:30:00	ES	Futures	2106.74	2107.27	2104.91	2105.43	1653.0
2014-11-03 23:00:00	ES	Futures	2105.43	2106.22	2105.17	2105.96	790.0
2014-11-03 23:30:00	ES	Futures	2105.96	2106.74	2105.17	2106.48	896.0
2014-11-03 00:00:00	NQ	Futures	4856.57	4858.33	4855.98	4858.33	68.0
2014-11-03 00:30:00	NQ	Futures	4858.33	4859.79	4857.45	4857.74	126.0
2014-11-03 01:00:00	NQ	Futures	4858.03	4860.09	4857.74	4858.91	122.0

> showing 50 of 2,936 rows — these rows as CSV

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