PREVIEW / futures_30min / 2014-11-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-17.parquet
  size:    76 KB
  rows:    2,836

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
2014-11-17 00:00:00	ES	Futures	2126.13	2126.91	2125.34	2125.34	2337.0
2014-11-17 00:30:00	ES	Futures	2125.6	2125.87	2123.25	2124.56	3277.0
2014-11-17 01:00:00	ES	Futures	2124.82	2127.18	2124.56	2126.65	2234.0
2014-11-17 01:30:00	ES	Futures	2126.65	2127.18	2124.82	2125.08	1409.0
2014-11-17 02:00:00	ES	Futures	2125.08	2127.7	2124.82	2126.91	4364.0
2014-11-17 02:30:00	ES	Futures	2127.18	2127.18	2124.82	2126.65	6024.0
2014-11-17 03:00:00	ES	Futures	2126.65	2132.68	2126.65	2132.15	16792.0
2014-11-17 03:30:00	ES	Futures	2132.15	2132.68	2126.91	2127.44	9928.0
2014-11-17 04:00:00	ES	Futures	2127.44	2130.06	2125.87	2126.13	11858.0
2014-11-17 04:30:00	ES	Futures	2126.13	2127.44	2124.82	2127.44	7420.0
2014-11-17 05:00:00	ES	Futures	2127.18	2129.53	2126.91	2129.01	4488.0
2014-11-17 05:30:00	ES	Futures	2129.01	2130.84	2129.01	2129.27	5680.0
2014-11-17 06:00:00	ES	Futures	2129.53	2130.58	2128.22	2130.06	6986.0
2014-11-17 06:30:00	ES	Futures	2130.32	2131.37	2129.01	2129.53	8837.0
2014-11-17 07:00:00	ES	Futures	2129.53	2130.58	2128.48	2129.53	6636.0
2014-11-17 07:30:00	ES	Futures	2129.79	2131.37	2129.27	2130.58	10528.0
2014-11-17 08:00:00	ES	Futures	2130.32	2131.37	2129.79	2130.32	14096.0
2014-11-17 08:30:00	ES	Futures	2130.58	2131.89	2128.48	2131.37	16297.0
2014-11-17 09:00:00	ES	Futures	2131.1	2131.63	2129.01	2130.58	17534.0
2014-11-17 09:30:00	ES	Futures	2130.58	2133.46	2129.53	2132.68	102906.0
2014-11-17 10:00:00	ES	Futures	2132.68	2137.39	2130.58	2135.82	145308.0
2014-11-17 10:30:00	ES	Futures	2135.82	2136.34	2131.63	2135.03	81855.0
2014-11-17 11:00:00	ES	Futures	2135.03	2135.03	2129.79	2129.79	83492.0
2014-11-17 11:30:00	ES	Futures	2129.79	2131.89	2128.48	2131.37	66226.0
2014-11-17 12:00:00	ES	Futures	2131.37	2134.25	2130.06	2133.72	37582.0
2014-11-17 12:30:00	ES	Futures	2133.46	2136.34	2133.2	2134.51	34645.0
2014-11-17 13:00:00	ES	Futures	2134.51	2138.18	2134.25	2136.87	44655.0
2014-11-17 13:30:00	ES	Futures	2136.87	2137.65	2134.51	2136.34	34287.0
2014-11-17 14:00:00	ES	Futures	2136.61	2137.39	2135.56	2136.34	19890.0
2014-11-17 14:30:00	ES	Futures	2136.08	2137.65	2135.82	2136.87	27889.0
2014-11-17 15:00:00	ES	Futures	2136.87	2137.39	2135.03	2136.08	35494.0
2014-11-17 15:30:00	ES	Futures	2135.82	2137.13	2134.51	2136.08	74491.0
2014-11-17 16:00:00	ES	Futures	2136.34	2137.39	2136.08	2137.13	40076.0
2014-11-17 16:30:00	ES	Futures	2137.13	2137.65	2136.87	2137.13	4855.0
2014-11-17 17:00:00	ES	Futures	2137.13	2137.39	2136.34	2136.87	1856.0
2014-11-17 18:00:00	ES	Futures	2136.87	2137.13	2135.82	2136.34	3624.0
2014-11-17 18:30:00	ES	Futures	2136.34	2136.61	2135.82	2136.61	689.0
2014-11-17 19:00:00	ES	Futures	2136.34	2137.39	2136.08	2136.61	1495.0
2014-11-17 19:30:00	ES	Futures	2136.61	2136.87	2136.34	2136.34	880.0
2014-11-17 20:00:00	ES	Futures	2136.34	2136.87	2136.08	2136.61	1052.0
2014-11-17 20:30:00	ES	Futures	2136.61	2136.61	2135.82	2136.34	657.0
2014-11-17 21:00:00	ES	Futures	2136.08	2136.34	2135.56	2135.82	1593.0
2014-11-17 21:30:00	ES	Futures	2135.82	2136.08	2135.56	2135.82	586.0
2014-11-17 22:00:00	ES	Futures	2136.08	2136.87	2135.56	2136.61	1474.0
2014-11-17 22:30:00	ES	Futures	2136.34	2136.61	2135.82	2136.08	602.0
2014-11-17 23:00:00	ES	Futures	2136.08	2136.87	2136.08	2136.34	979.0
2014-11-17 23:30:00	ES	Futures	2136.61	2136.61	2136.34	2136.61	399.0
2014-11-17 00:00:00	NQ	Futures	4930.41	4932.17	4928.06	4928.94	470.0
2014-11-17 00:30:00	NQ	Futures	4929.24	4930.11	4924.25	4927.18	486.0
2014-11-17 01:00:00	NQ	Futures	4927.18	4932.46	4925.72	4931.87	682.0

> showing 50 of 2,836 rows — these rows as CSV

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