PREVIEW / futures_30min / 2014-12-08

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-08.parquet
  size:    80 KB
  rows:    2,853

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
2014-12-08 00:00:00	ES	Futures	2174.85	2175.38	2174.33	2174.85	1751.0
2014-12-08 00:30:00	ES	Futures	2174.85	2174.85	2174.07	2174.59	772.0
2014-12-08 01:00:00	ES	Futures	2174.33	2175.12	2174.07	2174.85	681.0
2014-12-08 01:30:00	ES	Futures	2174.59	2175.64	2174.59	2174.85	1254.0
2014-12-08 02:00:00	ES	Futures	2174.85	2175.12	2172.23	2173.54	4580.0
2014-12-08 02:30:00	ES	Futures	2173.54	2173.81	2171.19	2171.19	4445.0
2014-12-08 03:00:00	ES	Futures	2171.19	2171.97	2170.66	2171.19	8712.0
2014-12-08 03:30:00	ES	Futures	2171.19	2172.23	2170.4	2170.92	6532.0
2014-12-08 04:00:00	ES	Futures	2170.66	2170.92	2167.52	2168.83	10582.0
2014-12-08 04:30:00	ES	Futures	2168.83	2169.88	2168.04	2168.57	4738.0
2014-12-08 05:00:00	ES	Futures	2168.57	2169.09	2166.73	2167.52	6616.0
2014-12-08 05:30:00	ES	Futures	2167.52	2169.88	2167.26	2168.83	7144.0
2014-12-08 06:00:00	ES	Futures	2169.09	2169.61	2168.04	2168.83	4632.0
2014-12-08 06:30:00	ES	Futures	2168.83	2169.88	2168.3	2168.57	6125.0
2014-12-08 07:00:00	ES	Futures	2168.57	2169.09	2167.52	2168.04	6292.0
2014-12-08 07:30:00	ES	Futures	2168.04	2169.35	2167.78	2168.83	6305.0
2014-12-08 08:00:00	ES	Futures	2168.83	2169.35	2167.52	2168.04	5342.0
2014-12-08 08:30:00	ES	Futures	2167.78	2168.83	2167.52	2168.04	6057.0
2014-12-08 09:00:00	ES	Futures	2168.04	2169.61	2167.52	2168.57	10117.0
2014-12-08 09:30:00	ES	Futures	2168.83	2173.28	2166.47	2172.76	141379.0
2014-12-08 10:00:00	ES	Futures	2172.76	2175.12	2171.19	2174.59	86868.0
2014-12-08 10:30:00	ES	Futures	2174.59	2175.12	2173.02	2173.54	52128.0
2014-12-08 11:00:00	ES	Futures	2173.54	2174.33	2171.97	2172.23	51161.0
2014-12-08 11:30:00	ES	Futures	2172.5	2173.28	2171.45	2172.23	39762.0
2014-12-08 12:00:00	ES	Futures	2172.5	2173.54	2163.59	2164.37	117343.0
2014-12-08 12:30:00	ES	Futures	2164.64	2167.26	2163.06	2164.37	74416.0
2014-12-08 13:00:00	ES	Futures	2164.64	2166.47	2160.18	2161.23	80243.0
2014-12-08 13:30:00	ES	Futures	2160.97	2161.23	2154.42	2155.21	118313.0
2014-12-08 14:00:00	ES	Futures	2155.21	2157.3	2152.06	2157.3	104526.0
2014-12-08 14:30:00	ES	Futures	2157.04	2162.02	2156.52	2159.4	83361.0
2014-12-08 15:00:00	ES	Futures	2159.4	2161.23	2156.25	2159.66	81164.0
2014-12-08 15:30:00	ES	Futures	2159.92	2160.18	2156.25	2159.4	148085.0
2014-12-08 16:00:00	ES	Futures	2159.4	2159.92	2157.83	2158.35	63552.0
2014-12-08 16:30:00	ES	Futures	2158.35	2159.66	2158.09	2159.4	5983.0
2014-12-08 17:00:00	ES	Futures	2159.4	2159.4	2158.61	2159.14	1535.0
2014-12-08 18:00:00	ES	Futures	2158.87	2160.71	2158.61	2159.92	2463.0
2014-12-08 18:30:00	ES	Futures	2160.18	2160.44	2159.66	2160.18	728.0
2014-12-08 19:00:00	ES	Futures	2160.18	2160.97	2159.4	2160.18	2032.0
2014-12-08 19:30:00	ES	Futures	2160.18	2160.18	2159.4	2159.92	955.0
2014-12-08 20:00:00	ES	Futures	2159.66	2160.18	2158.87	2159.66	1229.0
2014-12-08 20:30:00	ES	Futures	2159.4	2159.92	2158.35	2158.61	2562.0
2014-12-08 21:00:00	ES	Futures	2158.61	2158.61	2154.94	2155.47	8730.0
2014-12-08 21:30:00	ES	Futures	2155.47	2155.47	2153.9	2154.16	3331.0
2014-12-08 22:00:00	ES	Futures	2154.42	2155.21	2154.16	2154.68	2353.0
2014-12-08 22:30:00	ES	Futures	2154.68	2154.94	2151.54	2152.59	7074.0
2014-12-08 23:00:00	ES	Futures	2152.59	2153.9	2151.28	2151.54	4465.0
2014-12-08 23:30:00	ES	Futures	2151.54	2152.59	2151.54	2152.06	2059.0
2014-12-08 00:00:00	NQ	Futures	5055.52	5057.57	5055.23	5056.69	275.0
2014-12-08 00:30:00	NQ	Futures	5056.69	5056.69	5054.93	5055.52	210.0
2014-12-08 01:00:00	NQ	Futures	5055.23	5056.69	5054.93	5056.4	88.0

> showing 50 of 2,853 rows — these rows as CSV

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