PREVIEW / futures_30min / 2014-12-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-09.parquet
  size:    81 KB
  rows:    2,888

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
2014-12-09 00:00:00	ES	Futures	2152.06	2154.42	2152.06	2153.11	2363.0
2014-12-09 00:30:00	ES	Futures	2152.85	2153.37	2152.32	2153.37	1503.0
2014-12-09 01:00:00	ES	Futures	2153.63	2153.9	2152.32	2153.11	1741.0
2014-12-09 01:30:00	ES	Futures	2152.85	2153.11	2151.8	2152.59	1352.0
2014-12-09 02:00:00	ES	Futures	2152.32	2152.59	2149.7	2150.49	11228.0
2014-12-09 02:30:00	ES	Futures	2150.23	2152.85	2149.97	2150.75	9317.0
2014-12-09 03:00:00	ES	Futures	2150.75	2152.59	2149.97	2151.01	15436.0
2014-12-09 03:30:00	ES	Futures	2151.01	2151.28	2147.61	2149.97	15567.0
2014-12-09 04:00:00	ES	Futures	2149.97	2153.63	2149.44	2153.37	12189.0
2014-12-09 04:30:00	ES	Futures	2153.11	2153.37	2150.49	2151.28	6353.0
2014-12-09 05:00:00	ES	Futures	2151.28	2153.37	2151.01	2152.85	8412.0
2014-12-09 05:30:00	ES	Futures	2152.85	2153.11	2150.23	2151.28	6555.0
2014-12-09 06:00:00	ES	Futures	2151.28	2152.06	2150.23	2150.49	5585.0
2014-12-09 06:30:00	ES	Futures	2150.49	2151.54	2149.44	2151.01	8462.0
2014-12-09 07:00:00	ES	Futures	2151.01	2151.28	2147.87	2147.87	11851.0
2014-12-09 07:30:00	ES	Futures	2147.87	2148.66	2140.27	2142.63	52009.0
2014-12-09 08:00:00	ES	Futures	2142.63	2143.16	2135.82	2136.61	32194.0
2014-12-09 08:30:00	ES	Futures	2136.61	2141.06	2136.08	2140.01	42845.0
2014-12-09 09:00:00	ES	Futures	2139.75	2140.54	2135.03	2135.56	34007.0
2014-12-09 09:30:00	ES	Futures	2135.56	2142.63	2132.68	2142.63	229591.0
2014-12-09 10:00:00	ES	Futures	2142.37	2144.2	2132.94	2133.99	157670.0
2014-12-09 10:30:00	ES	Futures	2133.99	2141.32	2130.58	2138.7	169318.0
2014-12-09 11:00:00	ES	Futures	2138.7	2143.68	2136.34	2142.11	106350.0
2014-12-09 11:30:00	ES	Futures	2142.37	2143.16	2138.18	2140.8	90170.0
2014-12-09 12:00:00	ES	Futures	2140.8	2142.89	2138.44	2142.11	66991.0
2014-12-09 12:30:00	ES	Futures	2142.11	2148.92	2141.58	2148.92	84815.0
2014-12-09 13:00:00	ES	Futures	2148.66	2153.63	2146.82	2151.54	89292.0
2014-12-09 13:30:00	ES	Futures	2151.8	2156.25	2151.28	2152.85	80441.0
2014-12-09 14:00:00	ES	Futures	2152.59	2155.47	2151.54	2153.9	63557.0
2014-12-09 14:30:00	ES	Futures	2153.9	2154.42	2149.18	2152.85	67172.0
2014-12-09 15:00:00	ES	Futures	2152.59	2155.73	2152.32	2154.16	60736.0
2014-12-09 15:30:00	ES	Futures	2153.9	2159.4	2152.85	2157.83	132992.0
2014-12-09 16:00:00	ES	Futures	2157.83	2158.35	2155.21	2155.73	67996.0
2014-12-09 16:30:00	ES	Futures	2155.99	2157.04	2155.73	2156.78	5919.0
2014-12-09 17:00:00	ES	Futures	2156.52	2156.78	2155.99	2156.25	1364.0
2014-12-09 18:00:00	ES	Futures	2156.25	2157.04	2155.99	2156.52	3647.0
2014-12-09 18:30:00	ES	Futures	2156.52	2156.78	2155.99	2156.78	1220.0
2014-12-09 19:00:00	ES	Futures	2156.78	2157.3	2156.52	2156.52	2180.0
2014-12-09 19:30:00	ES	Futures	2156.78	2156.78	2155.73	2156.52	2905.0
2014-12-09 20:00:00	ES	Futures	2156.78	2157.04	2156.25	2156.52	1551.0
2014-12-09 20:30:00	ES	Futures	2156.52	2157.04	2156.25	2156.52	1193.0
2014-12-09 21:00:00	ES	Futures	2156.78	2156.78	2155.99	2156.25	905.0
2014-12-09 21:30:00	ES	Futures	2156.25	2156.25	2154.94	2155.47	3938.0
2014-12-09 22:00:00	ES	Futures	2155.47	2155.47	2153.9	2154.42	4154.0
2014-12-09 22:30:00	ES	Futures	2154.16	2154.68	2153.9	2154.42	1548.0
2014-12-09 23:00:00	ES	Futures	2154.68	2154.68	2153.63	2154.16	2099.0
2014-12-09 23:30:00	ES	Futures	2154.16	2154.68	2153.63	2154.16	3660.0
2014-12-09 00:00:00	NQ	Futures	5006.0	5010.4	5005.12	5006.88	659.0
2014-12-09 00:30:00	NQ	Futures	5006.59	5007.17	5004.83	5007.17	394.0
2014-12-09 01:00:00	NQ	Futures	5007.47	5008.64	5004.83	5005.42	325.0

> showing 50 of 2,888 rows — these rows as CSV

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