PREVIEW / futures_30min / 2014-12-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-05.parquet
  size:    67 KB
  rows:    2,329

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
2014-12-05 00:00:00	ES	Futures	2171.19	2171.19	2170.66	2170.66	702.0
2014-12-05 00:30:00	ES	Futures	2170.66	2170.92	2170.4	2170.66	859.0
2014-12-05 01:00:00	ES	Futures	2170.66	2170.66	2170.14	2170.14	668.0
2014-12-05 01:30:00	ES	Futures	2170.4	2170.4	2169.88	2170.14	939.0
2014-12-05 02:00:00	ES	Futures	2170.4	2171.45	2170.4	2171.19	2913.0
2014-12-05 02:30:00	ES	Futures	2171.19	2171.71	2170.14	2171.45	3148.0
2014-12-05 03:00:00	ES	Futures	2171.19	2173.02	2170.92	2172.76	10562.0
2014-12-05 03:30:00	ES	Futures	2172.76	2174.33	2172.76	2173.28	10483.0
2014-12-05 04:00:00	ES	Futures	2173.02	2174.33	2173.02	2173.28	5742.0
2014-12-05 04:30:00	ES	Futures	2173.54	2173.54	2172.76	2173.02	2746.0
2014-12-05 05:00:00	ES	Futures	2172.76	2173.28	2171.45	2171.97	2973.0
2014-12-05 05:30:00	ES	Futures	2171.71	2173.28	2171.71	2173.28	3205.0
2014-12-05 06:00:00	ES	Futures	2173.02	2173.54	2172.76	2173.02	2449.0
2014-12-05 06:30:00	ES	Futures	2173.02	2174.07	2172.23	2173.54	4372.0
2014-12-05 07:00:00	ES	Futures	2173.54	2174.07	2173.02	2173.02	4318.0
2014-12-05 07:30:00	ES	Futures	2173.28	2173.54	2171.97	2173.28	5711.0
2014-12-05 08:00:00	ES	Futures	2173.28	2175.12	2172.23	2173.81	19372.0
2014-12-05 08:30:00	ES	Futures	2174.07	2176.43	2167.52	2171.19	86415.0
2014-12-05 09:00:00	ES	Futures	2171.19	2172.76	2168.57	2171.97	36674.0
2014-12-05 09:30:00	ES	Futures	2171.97	2175.12	2169.61	2174.07	146277.0
2014-12-05 10:00:00	ES	Futures	2174.07	2176.16	2171.19	2173.81	114767.0
2014-12-05 10:30:00	ES	Futures	2174.07	2174.85	2171.71	2172.5	59444.0
2014-12-05 11:00:00	ES	Futures	2172.76	2175.64	2172.5	2175.64	54963.0
2014-12-05 11:30:00	ES	Futures	2175.64	2178.52	2174.33	2177.21	70761.0
2014-12-05 12:00:00	ES	Futures	2176.95	2177.47	2175.9	2176.95	34426.0
2014-12-05 12:30:00	ES	Futures	2176.95	2178.26	2176.69	2176.95	21699.0
2014-12-05 13:00:00	ES	Futures	2177.21	2177.73	2174.85	2175.9	32412.0
2014-12-05 13:30:00	ES	Futures	2175.9	2176.95	2175.64	2175.9	20256.0
2014-12-05 14:00:00	ES	Futures	2176.16	2176.43	2174.07	2174.85	28687.0
2014-12-05 14:30:00	ES	Futures	2175.12	2175.38	2171.97	2172.76	41112.0
2014-12-05 15:00:00	ES	Futures	2172.76	2174.59	2171.45	2173.81	49587.0
2014-12-05 15:30:00	ES	Futures	2173.81	2174.59	2168.83	2174.07	145412.0
2014-12-05 16:00:00	ES	Futures	2174.07	2175.9	2173.54	2175.64	79342.0
2014-12-05 16:30:00	ES	Futures	2175.64	2176.16	2175.12	2175.9	7044.0
2014-12-05 17:00:00	ES	Futures	2175.9	2176.43	2175.64	2175.9	1372.0
2014-12-05 00:00:00	NQ	Futures	5054.06	5054.06	5053.47	5053.76	228.0
2014-12-05 00:30:00	NQ	Futures	5053.76	5053.76	5052.88	5053.18	214.0
2014-12-05 01:00:00	NQ	Futures	5053.18	5053.47	5052.3	5052.88	94.0
2014-12-05 01:30:00	NQ	Futures	5052.88	5053.18	5052.3	5053.18	119.0
2014-12-05 02:00:00	NQ	Futures	5053.18	5054.64	5052.88	5054.64	681.0
2014-12-05 02:30:00	NQ	Futures	5054.35	5054.93	5053.18	5054.35	382.0
2014-12-05 03:00:00	NQ	Futures	5054.35	5058.16	5053.76	5057.57	1514.0
2014-12-05 03:30:00	NQ	Futures	5057.28	5062.55	5057.28	5060.79	1482.0
2014-12-05 04:00:00	NQ	Futures	5060.79	5065.78	5060.79	5064.9	1152.0
2014-12-05 04:30:00	NQ	Futures	5065.19	5065.48	5062.26	5062.55	557.0
2014-12-05 05:00:00	NQ	Futures	5062.55	5062.85	5059.33	5059.92	438.0
2014-12-05 05:30:00	NQ	Futures	5059.92	5064.6	5059.92	5063.72	301.0
2014-12-05 06:00:00	NQ	Futures	5064.02	5064.6	5063.14	5063.43	253.0
2014-12-05 06:30:00	NQ	Futures	5063.43	5066.07	5061.67	5064.6	721.0
2014-12-05 07:00:00	NQ	Futures	5064.9	5065.19	5062.26	5062.26	604.0

> showing 50 of 2,329 rows — these rows as CSV

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