PREVIEW / futures_30min / 2014-11-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-12.parquet
  size:    78 KB
  rows:    2,884

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
2014-11-12 00:00:00	ES	Futures	2130.84	2131.37	2130.58	2131.1	795.0
2014-11-12 00:30:00	ES	Futures	2131.1	2131.37	2130.06	2130.58	1842.0
2014-11-12 01:00:00	ES	Futures	2130.58	2131.1	2130.06	2130.58	1157.0
2014-11-12 01:30:00	ES	Futures	2130.32	2131.37	2130.32	2131.37	671.0
2014-11-12 02:00:00	ES	Futures	2131.1	2131.63	2130.58	2131.37	1997.0
2014-11-12 02:30:00	ES	Futures	2131.37	2131.37	2130.06	2130.84	2884.0
2014-11-12 03:00:00	ES	Futures	2130.84	2132.41	2128.48	2128.48	12835.0
2014-11-12 03:30:00	ES	Futures	2128.48	2129.53	2127.7	2128.22	14306.0
2014-11-12 04:00:00	ES	Futures	2128.48	2129.53	2127.96	2128.48	7614.0
2014-11-12 04:30:00	ES	Futures	2128.22	2129.53	2127.7	2127.96	6639.0
2014-11-12 05:00:00	ES	Futures	2127.96	2130.84	2127.96	2130.84	6641.0
2014-11-12 05:30:00	ES	Futures	2130.84	2131.37	2129.01	2129.27	9864.0
2014-11-12 06:00:00	ES	Futures	2129.27	2129.53	2126.13	2127.18	14160.0
2014-11-12 06:30:00	ES	Futures	2127.18	2127.7	2125.34	2126.13	12384.0
2014-11-12 07:00:00	ES	Futures	2126.13	2127.18	2125.6	2125.87	9514.0
2014-11-12 07:30:00	ES	Futures	2125.87	2126.91	2124.82	2126.13	17085.0
2014-11-12 08:00:00	ES	Futures	2125.87	2126.13	2123.77	2125.08	15101.0
2014-11-12 08:30:00	ES	Futures	2125.08	2127.18	2124.03	2125.6	21792.0
2014-11-12 09:00:00	ES	Futures	2125.6	2126.65	2124.82	2125.34	13026.0
2014-11-12 09:30:00	ES	Futures	2125.08	2129.01	2124.82	2128.75	123440.0
2014-11-12 10:00:00	ES	Futures	2128.75	2131.63	2128.22	2129.79	106167.0
2014-11-12 10:30:00	ES	Futures	2130.06	2130.06	2126.65	2126.91	75149.0
2014-11-12 11:00:00	ES	Futures	2126.91	2130.06	2125.6	2129.01	88663.0
2014-11-12 11:30:00	ES	Futures	2128.75	2133.46	2128.75	2132.68	69137.0
2014-11-12 12:00:00	ES	Futures	2132.68	2134.25	2131.89	2132.94	47300.0
2014-11-12 12:30:00	ES	Futures	2133.2	2133.46	2131.1	2132.68	29632.0
2014-11-12 13:00:00	ES	Futures	2132.68	2133.99	2131.37	2133.72	33509.0
2014-11-12 13:30:00	ES	Futures	2133.72	2134.51	2131.37	2132.15	49337.0
2014-11-12 14:00:00	ES	Futures	2131.89	2133.99	2131.63	2133.46	21542.0
2014-11-12 14:30:00	ES	Futures	2133.46	2133.72	2129.27	2130.06	47759.0
2014-11-12 15:00:00	ES	Futures	2130.06	2133.2	2129.01	2133.2	42010.0
2014-11-12 15:30:00	ES	Futures	2133.2	2134.77	2131.63	2132.15	94077.0
2014-11-12 16:00:00	ES	Futures	2132.15	2134.25	2131.37	2133.2	44449.0
2014-11-12 16:30:00	ES	Futures	2133.2	2133.2	2132.15	2132.68	5940.0
2014-11-12 17:00:00	ES	Futures	2132.68	2132.68	2131.89	2131.89	1706.0
2014-11-12 18:00:00	ES	Futures	2132.15	2132.41	2131.1	2131.89	1867.0
2014-11-12 18:30:00	ES	Futures	2131.89	2131.89	2130.84	2131.63	975.0
2014-11-12 19:00:00	ES	Futures	2131.63	2131.89	2131.1	2131.37	1336.0
2014-11-12 19:30:00	ES	Futures	2131.37	2132.41	2131.37	2132.15	721.0
2014-11-12 20:00:00	ES	Futures	2132.15	2132.94	2132.15	2132.94	1401.0
2014-11-12 20:30:00	ES	Futures	2132.68	2133.99	2132.68	2133.2	2635.0
2014-11-12 21:00:00	ES	Futures	2133.2	2133.72	2132.41	2133.46	1535.0
2014-11-12 21:30:00	ES	Futures	2133.46	2133.46	2131.89	2132.94	1166.0
2014-11-12 22:00:00	ES	Futures	2132.94	2133.2	2131.89	2132.41	873.0
2014-11-12 22:30:00	ES	Futures	2132.68	2134.25	2132.41	2133.46	2484.0
2014-11-12 23:00:00	ES	Futures	2133.72	2134.51	2133.46	2134.25	1661.0
2014-11-12 23:30:00	ES	Futures	2134.25	2135.3	2133.99	2134.25	3104.0
2014-11-12 00:00:00	NQ	Futures	4897.3	4899.06	4897.0	4898.76	152.0
2014-11-12 00:30:00	NQ	Futures	4898.47	4898.47	4896.42	4896.71	321.0
2014-11-12 01:00:00	NQ	Futures	4896.42	4897.59	4895.83	4897.0	194.0

> showing 50 of 2,884 rows — these rows as CSV

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