PREVIEW / futures_30min / 2014-11-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-24.parquet
  size:    73 KB
  rows:    2,798

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
2014-11-24 00:00:00	ES	Futures	2160.71	2161.49	2160.44	2160.71	1179.0
2014-11-24 00:30:00	ES	Futures	2160.71	2161.23	2160.44	2160.44	744.0
2014-11-24 01:00:00	ES	Futures	2160.71	2160.97	2160.18	2160.44	674.0
2014-11-24 01:30:00	ES	Futures	2160.44	2160.71	2160.18	2160.18	439.0
2014-11-24 02:00:00	ES	Futures	2160.18	2164.64	2160.18	2163.85	7855.0
2014-11-24 02:30:00	ES	Futures	2164.11	2164.11	2161.75	2161.75	4930.0
2014-11-24 03:00:00	ES	Futures	2162.02	2163.06	2160.18	2162.54	8953.0
2014-11-24 03:30:00	ES	Futures	2162.54	2164.9	2162.02	2164.37	6618.0
2014-11-24 04:00:00	ES	Futures	2164.37	2166.47	2164.11	2164.37	14198.0
2014-11-24 04:30:00	ES	Futures	2164.64	2165.16	2163.59	2164.64	5099.0
2014-11-24 05:00:00	ES	Futures	2164.64	2164.9	2163.59	2164.64	2527.0
2014-11-24 05:30:00	ES	Futures	2164.64	2165.95	2164.37	2165.68	6163.0
2014-11-24 06:00:00	ES	Futures	2165.42	2166.21	2164.11	2164.37	6822.0
2014-11-24 06:30:00	ES	Futures	2164.64	2165.42	2163.06	2164.37	6466.0
2014-11-24 07:00:00	ES	Futures	2164.64	2166.21	2164.64	2165.16	8149.0
2014-11-24 07:30:00	ES	Futures	2165.42	2166.47	2164.37	2164.9	10352.0
2014-11-24 08:00:00	ES	Futures	2164.9	2166.73	2164.37	2166.21	14013.0
2014-11-24 08:30:00	ES	Futures	2166.21	2167.26	2165.68	2166.47	8841.0
2014-11-24 09:00:00	ES	Futures	2166.73	2166.99	2165.16	2165.68	12787.0
2014-11-24 09:30:00	ES	Futures	2165.42	2168.04	2163.06	2163.85	113022.0
2014-11-24 10:00:00	ES	Futures	2163.85	2166.73	2163.33	2166.47	73572.0
2014-11-24 10:30:00	ES	Futures	2166.47	2167.52	2165.16	2165.95	54113.0
2014-11-24 11:00:00	ES	Futures	2165.68	2166.47	2163.33	2163.85	56918.0
2014-11-24 11:30:00	ES	Futures	2163.85	2164.9	2163.33	2164.11	31360.0
2014-11-24 12:00:00	ES	Futures	2164.11	2165.95	2163.85	2165.42	25704.0
2014-11-24 12:30:00	ES	Futures	2165.68	2165.68	2162.8	2163.59	22911.0
2014-11-24 13:00:00	ES	Futures	2163.59	2164.9	2163.33	2164.9	16498.0
2014-11-24 13:30:00	ES	Futures	2164.9	2164.9	2163.33	2164.37	12908.0
2014-11-24 14:00:00	ES	Futures	2164.37	2166.47	2164.11	2166.47	28607.0
2014-11-24 14:30:00	ES	Futures	2166.47	2166.73	2163.85	2164.37	36459.0
2014-11-24 15:00:00	ES	Futures	2164.37	2165.16	2163.33	2164.9	33273.0
2014-11-24 15:30:00	ES	Futures	2165.16	2166.99	2164.9	2166.47	75083.0
2014-11-24 16:00:00	ES	Futures	2166.47	2166.99	2166.21	2166.21	43178.0
2014-11-24 16:30:00	ES	Futures	2166.47	2166.73	2166.21	2166.47	5804.0
2014-11-24 17:00:00	ES	Futures	2166.73	2166.73	2166.21	2166.47	1746.0
2014-11-24 18:00:00	ES	Futures	2166.21	2166.47	2165.68	2166.47	1820.0
2014-11-24 18:30:00	ES	Futures	2166.47	2168.04	2166.21	2167.52	2593.0
2014-11-24 19:00:00	ES	Futures	2167.52	2167.52	2165.95	2166.47	1935.0
2014-11-24 19:30:00	ES	Futures	2166.21	2166.47	2165.42	2165.95	1710.0
2014-11-24 20:00:00	ES	Futures	2165.95	2165.95	2164.64	2165.42	1993.0
2014-11-24 20:30:00	ES	Futures	2165.16	2165.68	2164.64	2165.68	1269.0
2014-11-24 21:00:00	ES	Futures	2165.42	2165.95	2164.11	2164.37	1696.0
2014-11-24 21:30:00	ES	Futures	2164.37	2165.42	2163.85	2164.64	1453.0
2014-11-24 22:00:00	ES	Futures	2164.37	2164.64	2163.33	2164.11	1973.0
2014-11-24 22:30:00	ES	Futures	2164.11	2164.37	2162.8	2163.33	2988.0
2014-11-24 23:00:00	ES	Futures	2163.06	2164.11	2163.06	2164.11	879.0
2014-11-24 23:30:00	ES	Futures	2163.85	2164.11	2163.33	2163.59	543.0
2014-11-24 00:00:00	NQ	Futures	4981.1	4984.03	4981.1	4982.27	220.0
2014-11-24 00:30:00	NQ	Futures	4981.98	4983.15	4981.39	4981.98	141.0
2014-11-24 01:00:00	NQ	Futures	4981.68	4982.27	4980.51	4981.39	69.0

> showing 50 of 2,798 rows — these rows as CSV

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