PREVIEW / futures_30min / 2014-11-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-21.parquet
  size:    70 KB
  rows:    2,403

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
2014-11-21 00:00:00	ES	Futures	2151.01	2152.06	2150.75	2151.01	2571.0
2014-11-21 00:30:00	ES	Futures	2151.28	2152.06	2151.01	2151.8	1026.0
2014-11-21 01:00:00	ES	Futures	2151.8	2153.11	2151.54	2152.59	2352.0
2014-11-21 01:30:00	ES	Futures	2152.59	2153.9	2152.59	2153.37	2214.0
2014-11-21 02:00:00	ES	Futures	2153.63	2154.16	2153.11	2153.63	3499.0
2014-11-21 02:30:00	ES	Futures	2153.63	2154.16	2153.11	2153.9	3087.0
2014-11-21 03:00:00	ES	Futures	2153.63	2155.73	2152.85	2155.47	13241.0
2014-11-21 03:30:00	ES	Futures	2155.73	2157.83	2155.21	2157.56	16532.0
2014-11-21 04:00:00	ES	Futures	2157.56	2158.09	2155.99	2156.52	8491.0
2014-11-21 04:30:00	ES	Futures	2156.52	2156.78	2155.99	2156.52	2933.0
2014-11-21 05:00:00	ES	Futures	2156.52	2156.78	2155.47	2156.25	7508.0
2014-11-21 05:30:00	ES	Futures	2156.25	2166.99	2155.99	2163.06	50226.0
2014-11-21 06:00:00	ES	Futures	2163.06	2164.64	2161.23	2163.59	14938.0
2014-11-21 06:30:00	ES	Futures	2163.33	2165.95	2163.33	2163.59	17457.0
2014-11-21 07:00:00	ES	Futures	2163.59	2165.16	2162.54	2165.16	19267.0
2014-11-21 07:30:00	ES	Futures	2164.9	2168.04	2164.64	2167.26	25862.0
2014-11-21 08:00:00	ES	Futures	2167.26	2170.14	2166.21	2168.04	42509.0
2014-11-21 08:30:00	ES	Futures	2168.3	2168.83	2166.47	2168.04	26614.0
2014-11-21 09:00:00	ES	Futures	2168.04	2170.92	2168.04	2170.66	41868.0
2014-11-21 09:30:00	ES	Futures	2170.66	2171.45	2166.47	2168.04	212449.0
2014-11-21 10:00:00	ES	Futures	2168.04	2168.3	2164.9	2166.47	120297.0
2014-11-21 10:30:00	ES	Futures	2166.73	2166.73	2163.33	2164.37	89250.0
2014-11-21 11:00:00	ES	Futures	2164.11	2164.64	2161.49	2163.06	99324.0
2014-11-21 11:30:00	ES	Futures	2163.06	2163.85	2160.97	2162.02	71053.0
2014-11-21 12:00:00	ES	Futures	2161.75	2162.8	2158.09	2158.35	76732.0
2014-11-21 12:30:00	ES	Futures	2158.61	2160.71	2157.56	2158.35	52151.0
2014-11-21 13:00:00	ES	Futures	2158.35	2158.61	2154.16	2154.16	70133.0
2014-11-21 13:30:00	ES	Futures	2154.42	2159.14	2153.11	2157.56	87970.0
2014-11-21 14:00:00	ES	Futures	2157.83	2159.14	2155.47	2155.73	52950.0
2014-11-21 14:30:00	ES	Futures	2155.73	2158.87	2154.16	2157.56	65845.0
2014-11-21 15:00:00	ES	Futures	2157.56	2160.18	2157.3	2159.92	61526.0
2014-11-21 15:30:00	ES	Futures	2159.92	2161.75	2158.09	2160.44	136785.0
2014-11-21 16:00:00	ES	Futures	2160.44	2161.75	2159.66	2160.44	82774.0
2014-11-21 16:30:00	ES	Futures	2159.92	2161.23	2159.92	2160.18	7763.0
2014-11-21 17:00:00	ES	Futures	2160.44	2160.97	2160.18	2160.44	2011.0
2014-11-21 00:00:00	NQ	Futures	4977.29	4980.8	4977.29	4979.05	605.0
2014-11-21 00:30:00	NQ	Futures	4978.75	4980.51	4978.46	4979.34	253.0
2014-11-21 01:00:00	NQ	Futures	4979.34	4982.27	4979.34	4980.51	330.0
2014-11-21 01:30:00	NQ	Futures	4980.8	4983.73	4980.8	4982.86	225.0
2014-11-21 02:00:00	NQ	Futures	4983.15	4985.49	4982.86	4983.73	462.0
2014-11-21 02:30:00	NQ	Futures	4983.73	4984.61	4981.1	4982.56	551.0
2014-11-21 03:00:00	NQ	Futures	4982.27	4988.42	4979.93	4988.42	1680.0
2014-11-21 03:30:00	NQ	Futures	4988.13	4991.94	4987.25	4991.65	1948.0
2014-11-21 04:00:00	NQ	Futures	4991.35	4992.23	4988.13	4989.01	1491.0
2014-11-21 04:30:00	NQ	Futures	4989.3	4990.47	4988.42	4989.89	427.0
2014-11-21 05:00:00	NQ	Futures	4990.18	4991.06	4988.13	4989.89	981.0
2014-11-21 05:30:00	NQ	Futures	4989.89	5014.5	4989.89	5007.17	9979.0
2014-11-21 06:00:00	NQ	Futures	5007.17	5010.69	5003.66	5008.05	2810.0
2014-11-21 06:30:00	NQ	Futures	5008.05	5013.91	5007.47	5008.93	2550.0
2014-11-21 07:00:00	NQ	Futures	5008.35	5010.98	5006.59	5010.1	2035.0

> showing 50 of 2,403 rows — these rows as CSV

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