PREVIEW / futures_30min / 2014-11-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-19.parquet
  size:    77 KB
  rows:    2,889

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
2014-11-19 00:00:00	ES	Futures	2144.73	2144.73	2143.68	2144.2	2237.0
2014-11-19 00:30:00	ES	Futures	2144.2	2144.46	2143.68	2143.94	1011.0
2014-11-19 01:00:00	ES	Futures	2143.94	2145.51	2143.68	2145.51	1500.0
2014-11-19 01:30:00	ES	Futures	2145.51	2145.77	2144.46	2144.99	1065.0
2014-11-19 02:00:00	ES	Futures	2144.99	2145.25	2143.94	2144.46	2674.0
2014-11-19 02:30:00	ES	Futures	2144.46	2145.25	2143.42	2143.68	3872.0
2014-11-19 03:00:00	ES	Futures	2143.42	2143.94	2142.37	2142.63	11331.0
2014-11-19 03:30:00	ES	Futures	2142.37	2143.68	2142.37	2143.42	4518.0
2014-11-19 04:00:00	ES	Futures	2143.16	2144.73	2143.16	2144.46	5383.0
2014-11-19 04:30:00	ES	Futures	2144.46	2145.25	2143.94	2144.73	5955.0
2014-11-19 05:00:00	ES	Futures	2144.99	2145.51	2143.94	2144.46	3882.0
2014-11-19 05:30:00	ES	Futures	2144.73	2144.99	2144.2	2144.46	2943.0
2014-11-19 06:00:00	ES	Futures	2144.46	2145.51	2144.2	2144.73	5536.0
2014-11-19 06:30:00	ES	Futures	2144.73	2146.3	2144.73	2145.25	6938.0
2014-11-19 07:00:00	ES	Futures	2145.25	2147.61	2144.99	2146.56	9553.0
2014-11-19 07:30:00	ES	Futures	2146.56	2147.35	2144.2	2144.73	14983.0
2014-11-19 08:00:00	ES	Futures	2144.46	2144.99	2143.16	2144.46	13281.0
2014-11-19 08:30:00	ES	Futures	2144.46	2144.73	2143.16	2144.46	12652.0
2014-11-19 09:00:00	ES	Futures	2144.2	2146.04	2144.2	2146.04	15017.0
2014-11-19 09:30:00	ES	Futures	2146.04	2146.3	2139.75	2141.32	186961.0
2014-11-19 10:00:00	ES	Futures	2141.32	2141.58	2137.65	2138.18	110163.0
2014-11-19 10:30:00	ES	Futures	2138.44	2139.75	2136.08	2136.87	90114.0
2014-11-19 11:00:00	ES	Futures	2136.87	2139.75	2135.3	2138.7	76035.0
2014-11-19 11:30:00	ES	Futures	2138.96	2142.11	2138.44	2141.32	53880.0
2014-11-19 12:00:00	ES	Futures	2141.32	2142.89	2141.06	2142.37	37466.0
2014-11-19 12:30:00	ES	Futures	2142.37	2143.94	2140.8	2143.94	25966.0
2014-11-19 13:00:00	ES	Futures	2143.94	2144.46	2142.37	2143.42	26536.0
2014-11-19 13:30:00	ES	Futures	2143.42	2144.73	2142.63	2143.16	27252.0
2014-11-19 14:00:00	ES	Futures	2143.16	2148.66	2140.8	2141.85	117705.0
2014-11-19 14:30:00	ES	Futures	2142.11	2143.68	2139.23	2142.37	70896.0
2014-11-19 15:00:00	ES	Futures	2142.37	2146.04	2141.06	2143.68	52573.0
2014-11-19 15:30:00	ES	Futures	2143.94	2145.77	2141.85	2144.99	106920.0
2014-11-19 16:00:00	ES	Futures	2144.73	2146.56	2144.73	2145.51	44591.0
2014-11-19 16:30:00	ES	Futures	2145.25	2145.51	2144.73	2144.99	4521.0
2014-11-19 17:00:00	ES	Futures	2145.25	2145.25	2144.46	2144.46	1034.0
2014-11-19 18:00:00	ES	Futures	2144.99	2144.99	2143.68	2144.46	1679.0
2014-11-19 18:30:00	ES	Futures	2144.73	2145.77	2144.2	2145.51	1397.0
2014-11-19 19:00:00	ES	Futures	2145.77	2146.3	2144.73	2145.25	2566.0
2014-11-19 19:30:00	ES	Futures	2145.25	2145.51	2144.46	2144.73	718.0
2014-11-19 20:00:00	ES	Futures	2144.73	2144.99	2144.2	2144.2	1022.0
2014-11-19 20:30:00	ES	Futures	2144.2	2144.2	2140.54	2141.58	5368.0
2014-11-19 21:00:00	ES	Futures	2141.85	2142.89	2141.85	2142.11	1802.0
2014-11-19 21:30:00	ES	Futures	2142.11	2142.89	2142.11	2142.89	818.0
2014-11-19 22:00:00	ES	Futures	2142.63	2143.94	2142.63	2143.94	1358.0
2014-11-19 22:30:00	ES	Futures	2143.68	2143.94	2142.11	2142.63	1365.0
2014-11-19 23:00:00	ES	Futures	2142.63	2142.63	2141.32	2141.85	1076.0
2014-11-19 23:30:00	ES	Futures	2141.85	2141.85	2140.8	2141.32	825.0
2014-11-19 00:00:00	NQ	Futures	4964.69	4964.98	4962.64	4963.81	298.0
2014-11-19 00:30:00	NQ	Futures	4964.1	4964.4	4962.64	4962.64	177.0
2014-11-19 01:00:00	NQ	Futures	4962.93	4967.91	4962.93	4967.91	204.0

> showing 50 of 2,889 rows — these rows as CSV

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