PREVIEW / futures_30min / 2014-11-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-13.parquet
  size:    78 KB
  rows:    2,851

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
2014-11-13 00:00:00	ES	Futures	2133.99	2134.51	2133.46	2133.46	2043.0
2014-11-13 00:30:00	ES	Futures	2133.72	2135.03	2133.46	2135.03	1621.0
2014-11-13 01:00:00	ES	Futures	2134.77	2137.13	2134.51	2136.34	4763.0
2014-11-13 01:30:00	ES	Futures	2136.61	2140.8	2136.61	2139.49	8032.0
2014-11-13 02:00:00	ES	Futures	2139.49	2139.75	2137.39	2138.18	5327.0
2014-11-13 02:30:00	ES	Futures	2138.44	2138.7	2137.39	2137.65	3710.0
2014-11-13 03:00:00	ES	Futures	2137.92	2138.7	2136.08	2138.44	11938.0
2014-11-13 03:30:00	ES	Futures	2138.18	2138.96	2136.34	2137.39	9375.0
2014-11-13 04:00:00	ES	Futures	2137.39	2139.49	2137.13	2138.7	6088.0
2014-11-13 04:30:00	ES	Futures	2138.44	2139.49	2137.92	2137.92	4138.0
2014-11-13 05:00:00	ES	Futures	2137.92	2138.96	2137.13	2138.7	4820.0
2014-11-13 05:30:00	ES	Futures	2138.7	2141.06	2138.44	2140.27	8067.0
2014-11-13 06:00:00	ES	Futures	2140.27	2141.58	2139.49	2139.49	13888.0
2014-11-13 06:30:00	ES	Futures	2139.75	2140.54	2138.7	2140.01	11290.0
2014-11-13 07:00:00	ES	Futures	2140.01	2140.27	2137.92	2138.44	11964.0
2014-11-13 07:30:00	ES	Futures	2138.44	2139.23	2136.61	2137.65	15019.0
2014-11-13 08:00:00	ES	Futures	2137.65	2137.65	2133.99	2133.99	25044.0
2014-11-13 08:30:00	ES	Futures	2133.99	2135.82	2132.68	2134.25	28933.0
2014-11-13 09:00:00	ES	Futures	2134.25	2135.82	2133.72	2133.72	18645.0
2014-11-13 09:30:00	ES	Futures	2133.99	2139.49	2133.46	2138.44	167970.0
2014-11-13 10:00:00	ES	Futures	2138.18	2140.27	2136.08	2139.49	138834.0
2014-11-13 10:30:00	ES	Futures	2139.75	2141.06	2138.96	2138.96	95500.0
2014-11-13 11:00:00	ES	Futures	2139.23	2139.49	2132.94	2134.77	131537.0
2014-11-13 11:30:00	ES	Futures	2134.77	2134.77	2129.53	2132.94	109494.0
2014-11-13 12:00:00	ES	Futures	2132.68	2134.51	2130.32	2133.72	89010.0
2014-11-13 12:30:00	ES	Futures	2133.99	2135.03	2131.63	2131.89	40905.0
2014-11-13 13:00:00	ES	Futures	2131.63	2132.41	2125.6	2127.44	83157.0
2014-11-13 13:30:00	ES	Futures	2127.44	2129.27	2123.77	2127.7	72327.0
2014-11-13 14:00:00	ES	Futures	2127.7	2129.01	2124.29	2126.39	60699.0
2014-11-13 14:30:00	ES	Futures	2126.65	2130.84	2126.39	2128.75	63984.0
2014-11-13 15:00:00	ES	Futures	2128.75	2132.41	2128.22	2128.48	68681.0
2014-11-13 15:30:00	ES	Futures	2128.75	2135.56	2128.22	2134.25	143998.0
2014-11-13 16:00:00	ES	Futures	2134.25	2134.51	2130.58	2130.84	49812.0
2014-11-13 16:30:00	ES	Futures	2131.1	2131.89	2130.32	2131.1	6117.0
2014-11-13 17:00:00	ES	Futures	2131.1	2131.37	2130.32	2130.58	1168.0
2014-11-13 18:00:00	ES	Futures	2130.32	2131.1	2129.27	2130.84	2402.0
2014-11-13 18:30:00	ES	Futures	2130.84	2132.94	2130.58	2132.41	1911.0
2014-11-13 19:00:00	ES	Futures	2132.41	2133.2	2131.89	2132.41	2317.0
2014-11-13 19:30:00	ES	Futures	2132.41	2132.68	2131.63	2132.41	1261.0
2014-11-13 20:00:00	ES	Futures	2132.41	2132.68	2130.58	2130.84	2083.0
2014-11-13 20:30:00	ES	Futures	2130.58	2131.1	2129.53	2130.84	1918.0
2014-11-13 21:00:00	ES	Futures	2131.1	2132.41	2130.84	2132.15	1339.0
2014-11-13 21:30:00	ES	Futures	2132.15	2132.41	2131.89	2132.15	353.0
2014-11-13 22:00:00	ES	Futures	2132.15	2132.68	2131.63	2131.63	841.0
2014-11-13 22:30:00	ES	Futures	2131.89	2132.41	2131.89	2132.41	440.0
2014-11-13 23:00:00	ES	Futures	2132.41	2132.41	2131.89	2132.15	403.0
2014-11-13 23:30:00	ES	Futures	2132.15	2132.15	2131.1	2131.63	898.0
2014-11-13 00:00:00	NQ	Futures	4921.62	4923.67	4921.03	4921.03	901.0
2014-11-13 00:30:00	NQ	Futures	4921.03	4924.55	4920.74	4923.67	314.0
2014-11-13 01:00:00	NQ	Futures	4923.67	4930.11	4923.38	4928.65	993.0

> showing 50 of 2,851 rows — these rows as CSV

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