PREVIEW / futures_30min / 2014-11-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-06.parquet
  size:    81 KB
  rows:    2,944

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
2014-11-06 00:00:00	ES	Futures	2109.89	2110.93	2108.58	2109.36	3146.0
2014-11-06 00:30:00	ES	Futures	2109.1	2110.41	2109.1	2110.15	1294.0
2014-11-06 01:00:00	ES	Futures	2110.15	2112.77	2109.89	2111.72	1937.0
2014-11-06 01:30:00	ES	Futures	2111.46	2112.5	2111.2	2111.2	870.0
2014-11-06 02:00:00	ES	Futures	2111.2	2113.03	2110.67	2111.72	3569.0
2014-11-06 02:30:00	ES	Futures	2111.46	2111.72	2109.36	2110.41	3665.0
2014-11-06 03:00:00	ES	Futures	2110.15	2113.03	2109.36	2111.2	11148.0
2014-11-06 03:30:00	ES	Futures	2111.2	2111.72	2109.89	2110.93	8124.0
2014-11-06 04:00:00	ES	Futures	2110.93	2111.72	2109.36	2110.67	10297.0
2014-11-06 04:30:00	ES	Futures	2110.67	2112.24	2109.89	2110.93	5800.0
2014-11-06 05:00:00	ES	Futures	2110.67	2111.72	2110.41	2111.2	3869.0
2014-11-06 05:30:00	ES	Futures	2111.46	2113.29	2111.46	2113.03	6464.0
2014-11-06 06:00:00	ES	Futures	2113.03	2114.6	2111.98	2112.5	8954.0
2014-11-06 06:30:00	ES	Futures	2112.77	2113.81	2111.98	2113.03	5346.0
2014-11-06 07:00:00	ES	Futures	2113.03	2113.55	2110.15	2110.67	8466.0
2014-11-06 07:30:00	ES	Futures	2110.67	2113.03	2109.89	2110.67	11674.0
2014-11-06 08:00:00	ES	Futures	2110.41	2112.5	2110.15	2112.24	9670.0
2014-11-06 08:30:00	ES	Futures	2112.5	2123.77	2111.72	2120.89	113985.0
2014-11-06 09:00:00	ES	Futures	2120.63	2121.94	2114.86	2115.12	50150.0
2014-11-06 09:30:00	ES	Futures	2115.12	2118.27	2112.24	2114.08	194420.0
2014-11-06 10:00:00	ES	Futures	2114.08	2115.12	2107.0	2111.72	187494.0
2014-11-06 10:30:00	ES	Futures	2111.46	2116.17	2108.58	2115.12	112227.0
2014-11-06 11:00:00	ES	Futures	2115.39	2119.84	2114.86	2118.79	108825.0
2014-11-06 11:30:00	ES	Futures	2119.05	2120.36	2116.7	2117.74	85327.0
2014-11-06 12:00:00	ES	Futures	2117.74	2119.32	2116.17	2118.53	43497.0
2014-11-06 12:30:00	ES	Futures	2118.79	2119.84	2116.96	2119.05	38802.0
2014-11-06 13:00:00	ES	Futures	2119.32	2121.15	2118.27	2120.63	34152.0
2014-11-06 13:30:00	ES	Futures	2120.89	2121.94	2119.32	2121.15	46113.0
2014-11-06 14:00:00	ES	Futures	2121.41	2121.67	2119.84	2120.89	26383.0
2014-11-06 14:30:00	ES	Futures	2120.89	2122.46	2119.05	2121.67	41381.0
2014-11-06 15:00:00	ES	Futures	2121.67	2122.2	2119.32	2121.41	50619.0
2014-11-06 15:30:00	ES	Futures	2121.41	2124.56	2121.15	2123.51	108694.0
2014-11-06 16:00:00	ES	Futures	2123.51	2125.6	2123.25	2124.82	52923.0
2014-11-06 16:30:00	ES	Futures	2125.08	2126.39	2125.08	2126.13	7761.0
2014-11-06 17:00:00	ES	Futures	2125.87	2126.39	2125.34	2125.34	1989.0
2014-11-06 18:00:00	ES	Futures	2124.29	2125.6	2124.03	2125.6	4348.0
2014-11-06 18:30:00	ES	Futures	2125.6	2125.87	2125.08	2125.6	1238.0
2014-11-06 19:00:00	ES	Futures	2125.87	2126.13	2125.08	2125.87	1952.0
2014-11-06 19:30:00	ES	Futures	2125.87	2126.13	2125.08	2126.13	1331.0
2014-11-06 20:00:00	ES	Futures	2126.13	2126.65	2125.34	2126.13	2189.0
2014-11-06 20:30:00	ES	Futures	2126.39	2126.39	2125.6	2125.87	771.0
2014-11-06 21:00:00	ES	Futures	2126.13	2126.13	2124.82	2125.08	1354.0
2014-11-06 21:30:00	ES	Futures	2125.34	2127.18	2125.08	2126.39	2020.0
2014-11-06 22:00:00	ES	Futures	2126.39	2126.65	2125.87	2126.39	594.0
2014-11-06 22:30:00	ES	Futures	2126.39	2127.18	2125.87	2127.18	1713.0
2014-11-06 23:00:00	ES	Futures	2127.18	2127.18	2126.65	2126.65	781.0
2014-11-06 23:30:00	ES	Futures	2126.91	2128.75	2126.91	2128.48	3014.0
2014-11-06 00:00:00	NQ	Futures	4846.31	4848.07	4843.09	4844.26	665.0
2014-11-06 00:30:00	NQ	Futures	4844.26	4847.78	4843.97	4846.02	229.0
2014-11-06 01:00:00	NQ	Futures	4846.02	4852.47	4845.44	4851.0	303.0

> showing 50 of 2,944 rows — these rows as CSV

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