PREVIEW / futures_30min / 2014-11-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-26.parquet
  size:    71 KB
  rows:    2,762

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
2014-11-26 00:00:00	ES	Futures	2169.88	2170.14	2168.83	2169.09	928.0
2014-11-26 00:30:00	ES	Futures	2169.09	2169.35	2168.57	2168.57	787.0
2014-11-26 01:00:00	ES	Futures	2168.83	2169.09	2168.57	2169.09	457.0
2014-11-26 01:30:00	ES	Futures	2169.09	2170.66	2168.83	2169.88	1092.0
2014-11-26 02:00:00	ES	Futures	2169.88	2170.4	2169.09	2169.88	4767.0
2014-11-26 02:30:00	ES	Futures	2169.88	2169.88	2168.3	2168.3	3200.0
2014-11-26 03:00:00	ES	Futures	2168.57	2170.14	2168.04	2169.88	11141.0
2014-11-26 03:30:00	ES	Futures	2169.88	2171.97	2169.61	2170.4	9888.0
2014-11-26 04:00:00	ES	Futures	2170.14	2170.4	2167.78	2169.88	10564.0
2014-11-26 04:30:00	ES	Futures	2169.88	2170.66	2169.09	2170.14	4720.0
2014-11-26 05:00:00	ES	Futures	2170.14	2170.4	2168.57	2169.35	5445.0
2014-11-26 05:30:00	ES	Futures	2169.35	2169.35	2168.3	2168.57	2149.0
2014-11-26 06:00:00	ES	Futures	2168.57	2169.35	2168.3	2168.83	2262.0
2014-11-26 06:30:00	ES	Futures	2168.83	2169.61	2168.57	2168.57	2166.0
2014-11-26 07:00:00	ES	Futures	2168.83	2169.09	2168.04	2168.04	4135.0
2014-11-26 07:30:00	ES	Futures	2168.04	2168.04	2165.42	2165.42	10293.0
2014-11-26 08:00:00	ES	Futures	2165.42	2167.52	2165.42	2167.26	9810.0
2014-11-26 08:30:00	ES	Futures	2167.52	2167.52	2164.11	2165.42	20721.0
2014-11-26 09:00:00	ES	Futures	2165.42	2166.73	2164.64	2166.73	9354.0
2014-11-26 09:30:00	ES	Futures	2166.73	2168.04	2164.11	2166.47	86714.0
2014-11-26 10:00:00	ES	Futures	2165.95	2167.78	2164.11	2166.99	75837.0
2014-11-26 10:30:00	ES	Futures	2166.99	2167.78	2165.68	2166.73	54128.0
2014-11-26 11:00:00	ES	Futures	2166.47	2167.52	2165.16	2166.21	46723.0
2014-11-26 11:30:00	ES	Futures	2166.21	2166.99	2165.68	2166.47	30916.0
2014-11-26 12:00:00	ES	Futures	2166.47	2168.04	2165.95	2166.99	29377.0
2014-11-26 12:30:00	ES	Futures	2166.99	2167.52	2166.73	2167.26	12171.0
2014-11-26 13:00:00	ES	Futures	2166.99	2168.3	2166.99	2167.78	17328.0
2014-11-26 13:30:00	ES	Futures	2167.78	2168.83	2167.78	2168.04	18671.0
2014-11-26 14:00:00	ES	Futures	2168.3	2168.57	2166.99	2167.78	17012.0
2014-11-26 14:30:00	ES	Futures	2167.78	2168.3	2167.26	2167.78	15016.0
2014-11-26 15:00:00	ES	Futures	2167.78	2169.09	2167.26	2168.57	18411.0
2014-11-26 15:30:00	ES	Futures	2168.57	2171.45	2168.3	2169.88	102720.0
2014-11-26 16:00:00	ES	Futures	2169.88	2171.97	2168.04	2171.71	65053.0
2014-11-26 16:30:00	ES	Futures	2171.45	2174.59	2171.45	2173.54	16879.0
2014-11-26 17:00:00	ES	Futures	2173.54	2173.81	2173.02	2173.02	1462.0
2014-11-26 18:00:00	ES	Futures	2173.28	2173.54	2171.97	2172.23	1891.0
2014-11-26 18:30:00	ES	Futures	2172.5	2172.5	2171.71	2171.97	411.0
2014-11-26 19:00:00	ES	Futures	2171.71	2172.23	2171.45	2171.71	1295.0
2014-11-26 19:30:00	ES	Futures	2171.71	2171.97	2171.19	2171.45	1087.0
2014-11-26 20:00:00	ES	Futures	2171.45	2171.97	2170.92	2171.71	907.0
2014-11-26 20:30:00	ES	Futures	2171.71	2172.76	2171.19	2172.76	1322.0
2014-11-26 21:00:00	ES	Futures	2172.76	2173.28	2172.5	2173.28	981.0
2014-11-26 21:30:00	ES	Futures	2173.02	2173.28	2173.02	2173.02	276.0
2014-11-26 22:00:00	ES	Futures	2173.28	2174.07	2173.02	2173.81	786.0
2014-11-26 22:30:00	ES	Futures	2173.54	2173.81	2171.19	2171.45	2112.0
2014-11-26 23:00:00	ES	Futures	2171.45	2172.5	2171.45	2172.23	599.0
2014-11-26 23:30:00	ES	Futures	2171.97	2172.23	2171.71	2171.71	400.0
2014-11-26 00:00:00	NQ	Futures	5039.41	5039.41	5037.65	5037.65	264.0
2014-11-26 00:30:00	NQ	Futures	5037.94	5037.94	5036.77	5037.35	292.0
2014-11-26 01:00:00	NQ	Futures	5037.06	5037.94	5036.48	5037.65	90.0

> showing 50 of 2,762 rows — these rows as CSV

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