PREVIEW / futures_30min / 2014-11-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-28.parquet
  size:    54 KB
  rows:    1,833

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
2014-11-28 00:00:00	ES	Futures	2172.23	2172.23	2171.45	2171.97	638.0
2014-11-28 00:30:00	ES	Futures	2171.71	2172.23	2171.45	2171.97	434.0
2014-11-28 01:00:00	ES	Futures	2171.97	2172.23	2171.45	2171.97	669.0
2014-11-28 01:30:00	ES	Futures	2171.71	2172.23	2171.45	2171.71	630.0
2014-11-28 02:00:00	ES	Futures	2171.71	2172.23	2170.92	2171.19	3283.0
2014-11-28 02:30:00	ES	Futures	2171.45	2171.97	2171.19	2171.45	1234.0
2014-11-28 03:00:00	ES	Futures	2171.19	2171.45	2168.57	2169.35	8269.0
2014-11-28 03:30:00	ES	Futures	2169.35	2169.35	2165.95	2165.95	10683.0
2014-11-28 04:00:00	ES	Futures	2165.95	2168.3	2165.68	2168.3	6686.0
2014-11-28 04:30:00	ES	Futures	2168.3	2168.57	2165.95	2166.21	4920.0
2014-11-28 05:00:00	ES	Futures	2166.21	2166.73	2165.16	2165.42	5791.0
2014-11-28 05:30:00	ES	Futures	2165.68	2166.99	2164.9	2165.68	6011.0
2014-11-28 06:00:00	ES	Futures	2165.68	2166.47	2165.16	2165.95	3876.0
2014-11-28 06:30:00	ES	Futures	2165.95	2167.52	2165.95	2167.26	4609.0
2014-11-28 07:00:00	ES	Futures	2167.26	2169.09	2166.73	2169.09	4738.0
2014-11-28 07:30:00	ES	Futures	2169.09	2169.61	2168.83	2169.35	4366.0
2014-11-28 08:00:00	ES	Futures	2169.35	2169.61	2166.99	2168.3	5511.0
2014-11-28 08:30:00	ES	Futures	2168.3	2170.92	2168.04	2169.61	11365.0
2014-11-28 09:00:00	ES	Futures	2169.61	2170.14	2168.04	2168.3	10887.0
2014-11-28 09:30:00	ES	Futures	2168.3	2170.14	2165.68	2170.14	100696.0
2014-11-28 10:00:00	ES	Futures	2169.88	2171.71	2168.57	2170.92	64690.0
2014-11-28 10:30:00	ES	Futures	2170.92	2171.97	2169.61	2170.4	45650.0
2014-11-28 11:00:00	ES	Futures	2170.4	2172.5	2169.88	2171.45	50093.0
2014-11-28 11:30:00	ES	Futures	2171.71	2171.97	2169.09	2169.35	54307.0
2014-11-28 12:00:00	ES	Futures	2169.35	2169.35	2165.95	2165.95	52289.0
2014-11-28 12:30:00	ES	Futures	2166.21	2166.73	2162.28	2165.95	136321.0
2014-11-28 13:00:00	ES	Futures	2165.68	2166.99	2163.59	2165.68	87482.0
2014-11-28 00:00:00	NQ	Futures	5073.69	5075.45	5073.39	5074.57	175.0
2014-11-28 00:30:00	NQ	Futures	5074.27	5075.74	5074.27	5075.74	96.0
2014-11-28 01:00:00	NQ	Futures	5075.74	5076.62	5075.15	5076.03	230.0
2014-11-28 01:30:00	NQ	Futures	5075.74	5076.32	5074.86	5076.03	81.0
2014-11-28 02:00:00	NQ	Futures	5075.74	5076.62	5073.98	5074.57	210.0
2014-11-28 02:30:00	NQ	Futures	5074.57	5075.74	5073.98	5073.98	117.0
2014-11-28 03:00:00	NQ	Futures	5074.27	5074.27	5068.12	5069.88	937.0
2014-11-28 03:30:00	NQ	Futures	5069.88	5070.17	5061.67	5061.97	1491.0
2014-11-28 04:00:00	NQ	Futures	5061.97	5068.41	5061.67	5068.41	891.0
2014-11-28 04:30:00	NQ	Futures	5068.71	5069.29	5063.43	5065.78	995.0
2014-11-28 05:00:00	NQ	Futures	5066.07	5067.83	5063.72	5065.48	738.0
2014-11-28 05:30:00	NQ	Futures	5065.48	5068.12	5064.9	5066.36	514.0
2014-11-28 06:00:00	NQ	Futures	5066.65	5068.41	5066.65	5067.83	382.0
2014-11-28 06:30:00	NQ	Futures	5067.83	5071.05	5067.83	5069.58	482.0
2014-11-28 07:00:00	NQ	Futures	5069.88	5073.39	5067.83	5073.39	899.0
2014-11-28 07:30:00	NQ	Futures	5073.1	5074.57	5071.93	5073.39	933.0
2014-11-28 08:00:00	NQ	Futures	5073.39	5073.69	5069.0	5072.81	1306.0
2014-11-28 08:30:00	NQ	Futures	5073.1	5076.03	5071.93	5073.1	1925.0
2014-11-28 09:00:00	NQ	Futures	5073.1	5076.62	5071.93	5074.86	2483.0
2014-11-28 09:30:00	NQ	Futures	5074.57	5082.48	5071.34	5081.89	25892.0
2014-11-28 10:00:00	NQ	Futures	5082.18	5088.92	5078.67	5088.34	15694.0
2014-11-28 10:30:00	NQ	Futures	5088.34	5095.96	5084.53	5093.03	11423.0
2014-11-28 11:00:00	NQ	Futures	5092.73	5094.78	5090.68	5093.32	8208.0

> showing 50 of 1,833 rows — these rows as CSV

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