PREVIEW / futures_30min / 2014-11-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-18.parquet
  size:    75 KB
  rows:    2,860

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
2014-11-18 00:00:00	ES	Futures	2136.61	2137.13	2136.34	2136.87	776.0
2014-11-18 00:30:00	ES	Futures	2136.87	2137.13	2136.61	2136.87	461.0
2014-11-18 01:00:00	ES	Futures	2136.61	2137.39	2136.61	2137.39	780.0
2014-11-18 01:30:00	ES	Futures	2137.13	2140.01	2137.13	2138.44	4420.0
2014-11-18 02:00:00	ES	Futures	2138.44	2138.44	2137.13	2137.39	3455.0
2014-11-18 02:30:00	ES	Futures	2137.65	2138.44	2136.87	2136.87	2596.0
2014-11-18 03:00:00	ES	Futures	2137.13	2137.65	2135.56	2136.87	12591.0
2014-11-18 03:30:00	ES	Futures	2136.87	2137.92	2134.25	2134.77	10645.0
2014-11-18 04:00:00	ES	Futures	2134.77	2135.82	2133.72	2134.77	7450.0
2014-11-18 04:30:00	ES	Futures	2135.03	2137.13	2134.77	2136.87	6385.0
2014-11-18 05:00:00	ES	Futures	2137.13	2138.44	2134.51	2134.51	15204.0
2014-11-18 05:30:00	ES	Futures	2134.77	2135.03	2133.2	2135.03	8150.0
2014-11-18 06:00:00	ES	Futures	2135.03	2135.56	2134.25	2135.03	3918.0
2014-11-18 06:30:00	ES	Futures	2134.77	2137.13	2134.51	2136.34	7192.0
2014-11-18 07:00:00	ES	Futures	2136.61	2137.13	2136.08	2136.87	7328.0
2014-11-18 07:30:00	ES	Futures	2136.87	2138.44	2136.08	2137.92	13067.0
2014-11-18 08:00:00	ES	Futures	2137.92	2138.18	2136.61	2137.13	10445.0
2014-11-18 08:30:00	ES	Futures	2137.39	2137.65	2135.56	2136.61	15281.0
2014-11-18 09:00:00	ES	Futures	2136.87	2137.65	2136.34	2136.87	7855.0
2014-11-18 09:30:00	ES	Futures	2136.87	2144.73	2136.61	2144.46	176997.0
2014-11-18 10:00:00	ES	Futures	2144.46	2146.04	2142.63	2142.89	103997.0
2014-11-18 10:30:00	ES	Futures	2142.89	2145.77	2141.85	2144.99	95624.0
2014-11-18 11:00:00	ES	Futures	2144.99	2146.04	2144.2	2144.73	49000.0
2014-11-18 11:30:00	ES	Futures	2144.73	2146.56	2144.46	2146.56	47672.0
2014-11-18 12:00:00	ES	Futures	2146.56	2147.08	2144.99	2146.04	43102.0
2014-11-18 12:30:00	ES	Futures	2146.04	2148.13	2145.51	2147.61	33806.0
2014-11-18 13:00:00	ES	Futures	2147.87	2149.44	2147.08	2149.18	44231.0
2014-11-18 13:30:00	ES	Futures	2149.44	2149.44	2147.35	2148.66	37068.0
2014-11-18 14:00:00	ES	Futures	2148.39	2151.8	2148.39	2150.49	63962.0
2014-11-18 14:30:00	ES	Futures	2150.75	2152.32	2149.97	2150.49	40059.0
2014-11-18 15:00:00	ES	Futures	2150.49	2152.32	2150.23	2151.28	37472.0
2014-11-18 15:30:00	ES	Futures	2151.01	2151.54	2147.61	2148.66	131734.0
2014-11-18 16:00:00	ES	Futures	2148.39	2148.92	2146.04	2146.3	62734.0
2014-11-18 16:30:00	ES	Futures	2146.3	2147.08	2146.04	2146.56	6661.0
2014-11-18 17:00:00	ES	Futures	2146.82	2147.08	2146.3	2146.56	1610.0
2014-11-18 18:00:00	ES	Futures	2146.82	2147.08	2144.73	2145.51	4642.0
2014-11-18 18:30:00	ES	Futures	2145.51	2145.77	2144.99	2145.51	1227.0
2014-11-18 19:00:00	ES	Futures	2145.51	2146.56	2145.51	2145.77	2218.0
2014-11-18 19:30:00	ES	Futures	2145.51	2146.3	2145.25	2145.77	920.0
2014-11-18 20:00:00	ES	Futures	2146.04	2146.04	2145.25	2145.77	1185.0
2014-11-18 20:30:00	ES	Futures	2145.77	2146.04	2145.51	2146.04	665.0
2014-11-18 21:00:00	ES	Futures	2145.77	2146.3	2145.77	2146.3	969.0
2014-11-18 21:30:00	ES	Futures	2146.3	2147.08	2146.04	2146.3	1117.0
2014-11-18 22:00:00	ES	Futures	2146.3	2146.3	2144.46	2145.25	1863.0
2014-11-18 22:30:00	ES	Futures	2144.99	2145.77	2144.73	2144.99	1393.0
2014-11-18 23:00:00	ES	Futures	2144.99	2145.25	2144.46	2144.73	1549.0
2014-11-18 23:30:00	ES	Futures	2144.73	2144.99	2144.46	2144.73	510.0
2014-11-18 00:00:00	NQ	Futures	4937.15	4937.44	4936.27	4936.85	114.0
2014-11-18 00:30:00	NQ	Futures	4936.56	4937.44	4936.27	4936.56	105.0
2014-11-18 01:00:00	NQ	Futures	4936.56	4938.61	4936.27	4938.61	106.0

> showing 50 of 2,860 rows — these rows as CSV

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