PREVIEW / futures_30min / 2014-12-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-03.parquet
  size:    74 KB
  rows:    2,837

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
2014-12-03 00:00:00	ES	Futures	2164.64	2165.42	2164.11	2165.16	2014.0
2014-12-03 00:30:00	ES	Futures	2165.16	2165.42	2164.37	2164.64	915.0
2014-12-03 01:00:00	ES	Futures	2164.64	2165.16	2164.37	2164.64	1237.0
2014-12-03 01:30:00	ES	Futures	2164.64	2164.9	2164.11	2164.64	437.0
2014-12-03 02:00:00	ES	Futures	2164.64	2164.9	2164.11	2164.11	1793.0
2014-12-03 02:30:00	ES	Futures	2164.37	2164.64	2163.85	2163.85	2292.0
2014-12-03 03:00:00	ES	Futures	2163.85	2165.16	2163.33	2163.85	8624.0
2014-12-03 03:30:00	ES	Futures	2163.85	2164.11	2162.28	2162.28	6759.0
2014-12-03 04:00:00	ES	Futures	2162.28	2163.85	2162.02	2163.06	5911.0
2014-12-03 04:30:00	ES	Futures	2163.06	2165.16	2163.06	2164.64	5166.0
2014-12-03 05:00:00	ES	Futures	2164.9	2165.16	2163.59	2163.85	2531.0
2014-12-03 05:30:00	ES	Futures	2163.85	2163.85	2162.02	2163.33	6693.0
2014-12-03 06:00:00	ES	Futures	2163.59	2164.11	2162.8	2163.85	5583.0
2014-12-03 06:30:00	ES	Futures	2163.85	2165.68	2163.85	2163.85	6037.0
2014-12-03 07:00:00	ES	Futures	2164.11	2165.16	2163.59	2164.64	4077.0
2014-12-03 07:30:00	ES	Futures	2164.64	2165.68	2164.37	2164.9	4387.0
2014-12-03 08:00:00	ES	Futures	2164.9	2165.42	2163.59	2163.85	10730.0
2014-12-03 08:30:00	ES	Futures	2163.85	2164.9	2163.59	2164.37	4949.0
2014-12-03 09:00:00	ES	Futures	2164.11	2166.99	2163.85	2166.21	17028.0
2014-12-03 09:30:00	ES	Futures	2166.21	2170.14	2164.37	2168.83	120209.0
2014-12-03 10:00:00	ES	Futures	2168.83	2170.66	2166.47	2169.35	114774.0
2014-12-03 10:30:00	ES	Futures	2169.35	2171.45	2168.83	2170.14	57015.0
2014-12-03 11:00:00	ES	Futures	2169.88	2171.45	2167.52	2169.35	74729.0
2014-12-03 11:30:00	ES	Futures	2169.09	2169.88	2167.52	2168.3	50342.0
2014-12-03 12:00:00	ES	Futures	2168.3	2169.35	2167.78	2167.78	26068.0
2014-12-03 12:30:00	ES	Futures	2168.04	2169.61	2166.73	2169.61	27712.0
2014-12-03 13:00:00	ES	Futures	2169.35	2170.14	2168.83	2170.14	15929.0
2014-12-03 13:30:00	ES	Futures	2170.14	2170.14	2168.83	2170.14	19649.0
2014-12-03 14:00:00	ES	Futures	2170.14	2171.45	2169.35	2170.92	31230.0
2014-12-03 14:30:00	ES	Futures	2170.92	2171.45	2169.61	2170.14	20141.0
2014-12-03 15:00:00	ES	Futures	2170.4	2174.07	2170.14	2174.07	42526.0
2014-12-03 15:30:00	ES	Futures	2174.07	2175.38	2171.97	2172.76	112289.0
2014-12-03 16:00:00	ES	Futures	2173.02	2173.02	2171.19	2171.45	62143.0
2014-12-03 16:30:00	ES	Futures	2171.45	2172.23	2170.4	2171.97	7051.0
2014-12-03 17:00:00	ES	Futures	2171.71	2172.23	2171.45	2172.23	1972.0
2014-12-03 18:00:00	ES	Futures	2172.23	2172.76	2171.71	2171.97	2622.0
2014-12-03 18:30:00	ES	Futures	2171.97	2172.5	2171.71	2171.97	1278.0
2014-12-03 19:00:00	ES	Futures	2171.97	2172.23	2171.71	2171.97	1090.0
2014-12-03 19:30:00	ES	Futures	2171.97	2172.23	2171.45	2171.71	1439.0
2014-12-03 20:00:00	ES	Futures	2171.71	2172.23	2171.45	2171.45	1024.0
2014-12-03 20:30:00	ES	Futures	2171.71	2171.71	2170.92	2170.92	2175.0
2014-12-03 21:00:00	ES	Futures	2170.92	2171.97	2170.92	2171.71	1146.0
2014-12-03 21:30:00	ES	Futures	2171.45	2171.71	2171.19	2171.71	730.0
2014-12-03 22:00:00	ES	Futures	2171.45	2171.97	2171.19	2171.19	720.0
2014-12-03 22:30:00	ES	Futures	2171.19	2172.76	2171.19	2172.23	2258.0
2014-12-03 23:00:00	ES	Futures	2172.5	2172.76	2172.23	2172.5	1593.0
2014-12-03 23:30:00	ES	Futures	2172.5	2172.76	2172.23	2172.23	415.0
2014-12-03 00:00:00	NQ	Futures	5047.61	5049.37	5046.14	5048.49	290.0
2014-12-03 00:30:00	NQ	Futures	5048.78	5049.66	5047.9	5048.78	262.0
2014-12-03 01:00:00	NQ	Futures	5048.49	5049.95	5047.9	5048.2	177.0

> showing 50 of 2,837 rows — these rows as CSV

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