PREVIEW / futures_30min / 2014-11-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-04.parquet
  size:    79 KB
  rows:    2,927

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
2014-11-04 00:00:00	ES	Futures	2106.48	2106.74	2105.43	2105.96	533.0
2014-11-04 00:30:00	ES	Futures	2105.96	2106.22	2103.07	2103.34	1282.0
2014-11-04 01:00:00	ES	Futures	2103.34	2104.91	2101.5	2103.86	6403.0
2014-11-04 01:30:00	ES	Futures	2103.86	2104.91	2103.86	2104.12	733.0
2014-11-04 02:00:00	ES	Futures	2104.38	2106.48	2103.34	2105.69	5945.0
2014-11-04 02:30:00	ES	Futures	2105.43	2105.69	2103.07	2103.6	4972.0
2014-11-04 03:00:00	ES	Futures	2103.86	2108.58	2103.34	2107.27	18526.0
2014-11-04 03:30:00	ES	Futures	2107.27	2110.15	2107.27	2109.36	10108.0
2014-11-04 04:00:00	ES	Futures	2109.62	2110.15	2108.05	2109.36	6801.0
2014-11-04 04:30:00	ES	Futures	2109.36	2109.62	2108.58	2108.84	4229.0
2014-11-04 05:00:00	ES	Futures	2109.1	2109.1	2103.07	2104.65	19231.0
2014-11-04 05:30:00	ES	Futures	2104.65	2104.91	2100.98	2103.34	14650.0
2014-11-04 06:00:00	ES	Futures	2103.07	2104.12	2102.55	2102.81	7121.0
2014-11-04 06:30:00	ES	Futures	2103.07	2105.43	2102.29	2104.91	9492.0
2014-11-04 07:00:00	ES	Futures	2105.17	2105.69	2103.6	2103.6	8961.0
2014-11-04 07:30:00	ES	Futures	2103.6	2105.69	2102.29	2102.29	12966.0
2014-11-04 08:00:00	ES	Futures	2102.29	2103.07	2101.5	2102.03	15084.0
2014-11-04 08:30:00	ES	Futures	2102.03	2103.6	2100.45	2102.55	19970.0
2014-11-04 09:00:00	ES	Futures	2102.29	2104.91	2102.03	2103.07	24049.0
2014-11-04 09:30:00	ES	Futures	2103.07	2106.22	2101.24	2104.12	170816.0
2014-11-04 10:00:00	ES	Futures	2104.12	2107.0	2099.41	2099.67	182000.0
2014-11-04 10:30:00	ES	Futures	2099.93	2100.19	2092.86	2093.12	178188.0
2014-11-04 11:00:00	ES	Futures	2093.12	2096.0	2090.76	2095.22	150381.0
2014-11-04 11:30:00	ES	Futures	2095.22	2095.74	2092.6	2093.91	83687.0
2014-11-04 12:00:00	ES	Futures	2093.91	2100.19	2093.64	2099.14	75298.0
2014-11-04 12:30:00	ES	Futures	2099.41	2102.81	2098.36	2100.98	54730.0
2014-11-04 13:00:00	ES	Futures	2101.24	2101.76	2097.05	2099.14	53344.0
2014-11-04 13:30:00	ES	Futures	2099.14	2104.65	2097.31	2103.34	57834.0
2014-11-04 14:00:00	ES	Futures	2103.6	2104.91	2100.19	2100.45	52847.0
2014-11-04 14:30:00	ES	Futures	2100.19	2103.34	2098.88	2103.07	48370.0
2014-11-04 15:00:00	ES	Futures	2103.07	2103.86	2099.93	2100.98	46031.0
2014-11-04 15:30:00	ES	Futures	2100.98	2103.07	2099.93	2101.5	76536.0
2014-11-04 16:00:00	ES	Futures	2101.76	2102.03	2099.41	2101.5	54544.0
2014-11-04 16:30:00	ES	Futures	2101.24	2103.86	2101.24	2102.03	7286.0
2014-11-04 17:00:00	ES	Futures	2101.76	2102.55	2101.5	2102.03	2229.0
2014-11-04 18:00:00	ES	Futures	2102.29	2102.29	2099.67	2100.19	4207.0
2014-11-04 18:30:00	ES	Futures	2100.19	2100.72	2099.93	2100.45	872.0
2014-11-04 19:00:00	ES	Futures	2100.45	2101.76	2100.19	2101.5	2331.0
2014-11-04 19:30:00	ES	Futures	2101.5	2103.07	2101.24	2102.29	2216.0
2014-11-04 20:00:00	ES	Futures	2102.29	2102.29	2100.72	2101.24	2980.0
2014-11-04 20:30:00	ES	Futures	2101.24	2101.76	2100.45	2101.24	1789.0
2014-11-04 21:00:00	ES	Futures	2101.24	2105.96	2101.24	2104.12	5069.0
2014-11-04 21:30:00	ES	Futures	2104.38	2105.43	2102.81	2104.38	2294.0
2014-11-04 22:00:00	ES	Futures	2104.38	2108.05	2103.34	2107.53	5744.0
2014-11-04 22:30:00	ES	Futures	2107.53	2108.05	2105.96	2107.0	4660.0
2014-11-04 23:00:00	ES	Futures	2107.0	2107.53	2105.96	2106.74	3106.0
2014-11-04 23:30:00	ES	Futures	2106.74	2107.53	2105.69	2106.48	2462.0
2014-11-04 00:00:00	NQ	Futures	4870.63	4871.81	4868.58	4869.17	193.0
2014-11-04 00:30:00	NQ	Futures	4869.46	4870.05	4863.89	4864.19	297.0
2014-11-04 01:00:00	NQ	Futures	4863.6	4866.82	4859.5	4864.48	758.0

> showing 50 of 2,927 rows — these rows as CSV

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