PREVIEW / futures_30min / 2014-11-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-11.parquet
  size:    75 KB
  rows:    2,856

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
2014-11-11 00:00:00	ES	Futures	2135.82	2136.34	2134.77	2135.3	2042.0
2014-11-11 00:30:00	ES	Futures	2135.3	2135.3	2133.72	2133.72	1875.0
2014-11-11 01:00:00	ES	Futures	2133.72	2134.25	2132.15	2133.46	2136.0
2014-11-11 01:30:00	ES	Futures	2133.46	2133.99	2133.2	2133.46	783.0
2014-11-11 02:00:00	ES	Futures	2133.46	2133.46	2131.63	2132.68	2700.0
2014-11-11 02:30:00	ES	Futures	2132.68	2135.56	2132.68	2133.99	4798.0
2014-11-11 03:00:00	ES	Futures	2133.99	2134.51	2132.41	2133.46	11429.0
2014-11-11 03:30:00	ES	Futures	2133.46	2134.77	2132.68	2133.2	6709.0
2014-11-11 04:00:00	ES	Futures	2133.2	2133.72	2132.15	2132.68	5995.0
2014-11-11 04:30:00	ES	Futures	2132.94	2134.77	2132.68	2134.51	5071.0
2014-11-11 05:00:00	ES	Futures	2134.51	2134.51	2133.2	2133.46	3809.0
2014-11-11 05:30:00	ES	Futures	2133.72	2134.25	2132.68	2133.2	3073.0
2014-11-11 06:00:00	ES	Futures	2133.2	2133.99	2132.68	2133.72	3855.0
2014-11-11 06:30:00	ES	Futures	2133.46	2133.99	2132.68	2133.99	5786.0
2014-11-11 07:00:00	ES	Futures	2133.99	2135.82	2133.46	2135.3	7499.0
2014-11-11 07:30:00	ES	Futures	2135.56	2136.08	2135.03	2135.56	7064.0
2014-11-11 08:00:00	ES	Futures	2135.3	2135.56	2133.46	2134.25	6966.0
2014-11-11 08:30:00	ES	Futures	2134.51	2134.77	2132.94	2133.46	10222.0
2014-11-11 09:00:00	ES	Futures	2133.46	2133.72	2132.41	2132.68	17910.0
2014-11-11 09:30:00	ES	Futures	2132.68	2133.2	2128.22	2130.58	112765.0
2014-11-11 10:00:00	ES	Futures	2130.58	2133.99	2130.32	2133.2	81739.0
2014-11-11 10:30:00	ES	Futures	2133.46	2134.77	2132.41	2134.25	53881.0
2014-11-11 11:00:00	ES	Futures	2134.25	2135.3	2132.41	2133.46	65101.0
2014-11-11 11:30:00	ES	Futures	2133.46	2133.99	2131.63	2131.89	38880.0
2014-11-11 12:00:00	ES	Futures	2131.89	2132.41	2130.32	2130.84	37508.0
2014-11-11 12:30:00	ES	Futures	2130.84	2132.41	2130.32	2130.84	22040.0
2014-11-11 13:00:00	ES	Futures	2131.1	2131.1	2129.01	2130.06	29205.0
2014-11-11 13:30:00	ES	Futures	2130.06	2131.37	2129.27	2130.32	32755.0
2014-11-11 14:00:00	ES	Futures	2130.58	2132.15	2129.79	2131.63	33279.0
2014-11-11 14:30:00	ES	Futures	2131.63	2131.63	2129.79	2130.84	20887.0
2014-11-11 15:00:00	ES	Futures	2130.84	2131.63	2130.06	2130.58	18447.0
2014-11-11 15:30:00	ES	Futures	2130.58	2134.25	2130.06	2134.25	51804.0
2014-11-11 16:00:00	ES	Futures	2134.25	2135.03	2133.46	2133.99	37156.0
2014-11-11 16:30:00	ES	Futures	2133.2	2134.25	2132.94	2133.72	4512.0
2014-11-11 17:00:00	ES	Futures	2133.99	2134.51	2133.72	2133.99	1037.0
2014-11-11 18:00:00	ES	Futures	2133.99	2133.99	2132.94	2133.46	1992.0
2014-11-11 18:30:00	ES	Futures	2133.46	2133.72	2132.68	2132.68	999.0
2014-11-11 19:00:00	ES	Futures	2132.94	2133.2	2131.89	2132.15	3032.0
2014-11-11 19:30:00	ES	Futures	2132.41	2133.2	2131.89	2132.41	1126.0
2014-11-11 20:00:00	ES	Futures	2132.68	2132.94	2132.15	2132.41	1077.0
2014-11-11 20:30:00	ES	Futures	2132.41	2132.41	2131.1	2131.89	2069.0
2014-11-11 21:00:00	ES	Futures	2131.63	2132.15	2130.32	2131.37	2772.0
2014-11-11 21:30:00	ES	Futures	2131.63	2132.94	2131.1	2132.41	1554.0
2014-11-11 22:00:00	ES	Futures	2132.15	2132.68	2131.37	2131.63	998.0
2014-11-11 22:30:00	ES	Futures	2131.37	2132.68	2131.1	2132.41	1344.0
2014-11-11 23:00:00	ES	Futures	2132.68	2133.2	2132.15	2132.15	1070.0
2014-11-11 23:30:00	ES	Futures	2132.15	2132.41	2130.58	2130.84	1441.0
2014-11-11 00:00:00	NQ	Futures	4899.93	4901.11	4897.88	4898.76	498.0
2014-11-11 00:30:00	NQ	Futures	4899.06	4899.35	4896.13	4896.13	531.0
2014-11-11 01:00:00	NQ	Futures	4896.13	4896.71	4892.02	4895.25	511.0

> showing 50 of 2,856 rows — these rows as CSV

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