PREVIEW / futures_30min / 2014-12-01

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-01.parquet
  size:    80 KB
  rows:    2,898

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
2014-12-01 00:00:00	ES	Futures	2157.3	2157.3	2155.73	2156.25	1580.0
2014-12-01 00:30:00	ES	Futures	2155.99	2158.09	2155.99	2157.83	1082.0
2014-12-01 01:00:00	ES	Futures	2157.83	2158.09	2155.73	2155.99	1336.0
2014-12-01 01:30:00	ES	Futures	2155.73	2156.78	2155.73	2156.52	933.0
2014-12-01 02:00:00	ES	Futures	2156.25	2156.52	2151.01	2151.54	13499.0
2014-12-01 02:30:00	ES	Futures	2151.54	2152.85	2150.23	2152.32	7887.0
2014-12-01 03:00:00	ES	Futures	2152.59	2156.52	2151.28	2155.73	13679.0
2014-12-01 03:30:00	ES	Futures	2155.99	2155.99	2151.54	2152.59	12750.0
2014-12-01 04:00:00	ES	Futures	2152.32	2154.94	2150.49	2154.42	13030.0
2014-12-01 04:30:00	ES	Futures	2154.42	2156.78	2153.9	2154.94	7050.0
2014-12-01 05:00:00	ES	Futures	2154.94	2155.99	2153.37	2154.42	6097.0
2014-12-01 05:30:00	ES	Futures	2154.42	2155.99	2154.16	2155.47	3382.0
2014-12-01 06:00:00	ES	Futures	2155.47	2156.52	2155.21	2155.21	4705.0
2014-12-01 06:30:00	ES	Futures	2155.21	2158.09	2154.68	2157.83	14485.0
2014-12-01 07:00:00	ES	Futures	2158.09	2159.66	2155.99	2155.99	15324.0
2014-12-01 07:30:00	ES	Futures	2155.99	2157.3	2154.68	2155.99	9612.0
2014-12-01 08:00:00	ES	Futures	2155.99	2158.09	2152.85	2154.42	19275.0
2014-12-01 08:30:00	ES	Futures	2154.16	2156.52	2154.16	2156.25	12859.0
2014-12-01 09:00:00	ES	Futures	2155.99	2159.4	2155.99	2156.78	23103.0
2014-12-01 09:30:00	ES	Futures	2157.04	2158.61	2147.35	2149.97	184495.0
2014-12-01 10:00:00	ES	Futures	2150.23	2157.56	2149.18	2155.73	164354.0
2014-12-01 10:30:00	ES	Futures	2155.73	2156.25	2146.3	2147.87	128121.0
2014-12-01 11:00:00	ES	Futures	2147.61	2152.59	2147.08	2152.06	106432.0
2014-12-01 11:30:00	ES	Futures	2151.8	2153.11	2148.66	2148.92	65792.0
2014-12-01 12:00:00	ES	Futures	2148.92	2151.8	2148.39	2149.97	52182.0
2014-12-01 12:30:00	ES	Futures	2149.97	2154.68	2148.92	2154.16	49909.0
2014-12-01 13:00:00	ES	Futures	2154.16	2156.78	2154.16	2155.73	56558.0
2014-12-01 13:30:00	ES	Futures	2155.73	2157.04	2154.16	2154.94	46995.0
2014-12-01 14:00:00	ES	Futures	2154.94	2155.21	2148.92	2150.23	54593.0
2014-12-01 14:30:00	ES	Futures	2150.23	2152.85	2149.7	2151.8	47360.0
2014-12-01 15:00:00	ES	Futures	2151.54	2156.25	2151.28	2154.42	53007.0
2014-12-01 15:30:00	ES	Futures	2154.68	2154.94	2150.23	2150.75	123004.0
2014-12-01 16:00:00	ES	Futures	2151.01	2151.28	2148.39	2148.92	76780.0
2014-12-01 16:30:00	ES	Futures	2149.18	2149.18	2147.61	2148.92	7662.0
2014-12-01 17:00:00	ES	Futures	2148.66	2149.44	2148.66	2148.92	1805.0
2014-12-01 18:00:00	ES	Futures	2149.18	2150.23	2149.18	2149.18	3002.0
2014-12-01 18:30:00	ES	Futures	2149.44	2149.7	2148.92	2149.7	1176.0
2014-12-01 19:00:00	ES	Futures	2149.44	2149.97	2149.18	2149.7	1946.0
2014-12-01 19:30:00	ES	Futures	2149.7	2150.75	2149.18	2149.7	3595.0
2014-12-01 20:00:00	ES	Futures	2149.44	2151.28	2149.44	2150.49	3007.0
2014-12-01 20:30:00	ES	Futures	2150.23	2151.01	2149.18	2149.7	3361.0
2014-12-01 21:00:00	ES	Futures	2149.7	2150.23	2149.18	2149.44	1065.0
2014-12-01 21:30:00	ES	Futures	2149.44	2149.97	2149.18	2149.97	838.0
2014-12-01 22:00:00	ES	Futures	2149.97	2150.49	2149.7	2150.49	1149.0
2014-12-01 22:30:00	ES	Futures	2150.49	2151.54	2150.49	2151.54	2290.0
2014-12-01 23:00:00	ES	Futures	2151.28	2151.54	2150.75	2151.28	902.0
2014-12-01 23:30:00	ES	Futures	2151.28	2151.54	2151.01	2151.01	686.0
2014-12-01 00:00:00	NQ	Futures	5071.93	5071.93	5069.0	5070.17	234.0
2014-12-01 00:30:00	NQ	Futures	5070.17	5074.27	5069.88	5073.69	368.0
2014-12-01 01:00:00	NQ	Futures	5073.98	5075.15	5070.17	5070.46	244.0

> showing 50 of 2,898 rows — these rows as CSV

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