PREVIEW / futures_30min / 2014-11-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-27.parquet
  size:    55 KB
  rows:    1,942

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
2014-11-27 00:00:00	ES	Futures	2171.71	2171.97	2171.45	2171.97	388.0
2014-11-27 00:30:00	ES	Futures	2171.97	2172.23	2171.45	2171.45	351.0
2014-11-27 01:00:00	ES	Futures	2171.71	2171.97	2171.45	2171.97	341.0
2014-11-27 01:30:00	ES	Futures	2171.97	2171.97	2171.45	2171.71	455.0
2014-11-27 02:00:00	ES	Futures	2171.45	2171.71	2169.88	2170.14	2655.0
2014-11-27 02:30:00	ES	Futures	2170.14	2170.66	2169.09	2169.61	2326.0
2014-11-27 03:00:00	ES	Futures	2169.35	2169.61	2168.04	2168.57	4619.0
2014-11-27 03:30:00	ES	Futures	2168.83	2169.35	2167.26	2169.09	4988.0
2014-11-27 04:00:00	ES	Futures	2169.35	2170.92	2168.83	2170.66	4702.0
2014-11-27 04:30:00	ES	Futures	2170.66	2171.19	2169.88	2171.19	2669.0
2014-11-27 05:00:00	ES	Futures	2170.92	2171.45	2169.88	2169.88	1942.0
2014-11-27 05:30:00	ES	Futures	2169.88	2169.88	2168.57	2168.57	2381.0
2014-11-27 06:00:00	ES	Futures	2168.57	2169.35	2168.3	2169.35	1839.0
2014-11-27 06:30:00	ES	Futures	2169.35	2169.88	2169.09	2169.35	1148.0
2014-11-27 07:00:00	ES	Futures	2169.61	2169.61	2168.83	2169.35	1211.0
2014-11-27 07:30:00	ES	Futures	2169.35	2170.66	2169.09	2170.66	1540.0
2014-11-27 08:00:00	ES	Futures	2170.66	2172.5	2170.4	2172.23	3226.0
2014-11-27 08:30:00	ES	Futures	2172.5	2172.76	2171.45	2171.97	2128.0
2014-11-27 09:00:00	ES	Futures	2172.23	2172.23	2171.19	2171.97	2013.0
2014-11-27 09:30:00	ES	Futures	2171.97	2173.02	2170.92	2171.71	4424.0
2014-11-27 10:00:00	ES	Futures	2171.97	2172.23	2169.88	2170.92	3895.0
2014-11-27 10:30:00	ES	Futures	2170.92	2172.5	2170.66	2172.5	3479.0
2014-11-27 11:00:00	ES	Futures	2172.5	2172.5	2170.4	2171.19	4843.0
2014-11-27 11:30:00	ES	Futures	2171.19	2173.02	2170.92	2172.5	4587.0
2014-11-27 12:00:00	ES	Futures	2172.5	2172.76	2171.71	2172.76	2240.0
2014-11-27 12:30:00	ES	Futures	2172.76	2173.54	2172.23	2173.28	3354.0
2014-11-27 18:00:00	ES	Futures	2171.45	2171.97	2168.83	2169.88	3726.0
2014-11-27 18:30:00	ES	Futures	2169.88	2170.4	2169.09	2170.14	1179.0
2014-11-27 19:00:00	ES	Futures	2170.14	2172.5	2170.14	2172.5	1458.0
2014-11-27 19:30:00	ES	Futures	2172.5	2172.5	2171.45	2171.97	1004.0
2014-11-27 20:00:00	ES	Futures	2171.97	2172.23	2171.71	2171.71	1020.0
2014-11-27 20:30:00	ES	Futures	2171.71	2171.97	2171.45	2171.71	605.0
2014-11-27 21:00:00	ES	Futures	2171.71	2171.71	2170.92	2170.92	720.0
2014-11-27 21:30:00	ES	Futures	2170.92	2171.19	2170.4	2171.19	763.0
2014-11-27 22:00:00	ES	Futures	2171.19	2171.97	2170.66	2171.97	933.0
2014-11-27 22:30:00	ES	Futures	2171.97	2172.5	2171.45	2172.23	861.0
2014-11-27 23:00:00	ES	Futures	2171.97	2172.5	2171.97	2172.23	772.0
2014-11-27 23:30:00	ES	Futures	2172.5	2172.5	2171.97	2171.97	296.0
2014-11-27 00:00:00	NQ	Futures	5062.85	5063.14	5062.26	5062.85	88.0
2014-11-27 00:30:00	NQ	Futures	5062.85	5064.02	5062.85	5062.85	141.0
2014-11-27 01:00:00	NQ	Futures	5062.85	5063.14	5061.97	5062.85	101.0
2014-11-27 01:30:00	NQ	Futures	5063.14	5063.72	5062.26	5062.55	153.0
2014-11-27 02:00:00	NQ	Futures	5062.26	5062.26	5058.45	5058.45	466.0
2014-11-27 02:30:00	NQ	Futures	5058.45	5059.33	5056.4	5057.28	190.0
2014-11-27 03:00:00	NQ	Futures	5057.28	5058.16	5054.93	5056.99	782.0
2014-11-27 03:30:00	NQ	Futures	5056.99	5060.5	5054.35	5060.5	520.0
2014-11-27 04:00:00	NQ	Futures	5060.79	5064.02	5059.92	5063.43	474.0
2014-11-27 04:30:00	NQ	Futures	5062.55	5062.85	5059.92	5062.55	225.0
2014-11-27 05:00:00	NQ	Futures	5062.55	5063.14	5059.92	5062.26	282.0
2014-11-27 05:30:00	NQ	Futures	5062.55	5062.85	5060.79	5061.97	383.0

> showing 50 of 1,942 rows — these rows as CSV

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