PREVIEW / futures_30min / 2014-12-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-10.parquet
  size:    76 KB
  rows:    2,728

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
2014-12-10 00:00:00	ES	Futures	2153.9	2154.42	2153.63	2154.16	1331.0
2014-12-10 00:30:00	ES	Futures	2154.42	2155.99	2154.16	2155.73	2591.0
2014-12-10 01:00:00	ES	Futures	2155.99	2156.78	2155.47	2155.99	3097.0
2014-12-10 01:30:00	ES	Futures	2155.99	2158.61	2155.73	2157.83	3481.0
2014-12-10 02:00:00	ES	Futures	2157.83	2158.35	2156.25	2156.78	4528.0
2014-12-10 02:30:00	ES	Futures	2156.52	2156.78	2154.68	2155.21	6211.0
2014-12-10 03:00:00	ES	Futures	2155.21	2157.83	2154.16	2157.83	16147.0
2014-12-10 03:30:00	ES	Futures	2157.56	2158.61	2154.68	2155.99	12899.0
2014-12-10 04:00:00	ES	Futures	2155.73	2156.25	2153.63	2156.25	13441.0
2014-12-10 04:30:00	ES	Futures	2155.99	2156.78	2154.94	2155.99	6777.0
2014-12-10 05:00:00	ES	Futures	2155.73	2156.78	2154.16	2154.16	7086.0
2014-12-10 05:30:00	ES	Futures	2154.42	2155.73	2154.16	2155.73	2894.0
2014-12-10 06:00:00	ES	Futures	2155.47	2155.99	2154.42	2154.68	2998.0
2014-12-10 06:30:00	ES	Futures	2154.68	2154.94	2153.9	2154.42	4161.0
2014-12-10 07:00:00	ES	Futures	2154.42	2156.25	2153.9	2153.9	7467.0
2014-12-10 07:30:00	ES	Futures	2153.9	2154.16	2149.7	2151.54	21011.0
2014-12-10 08:00:00	ES	Futures	2151.54	2152.59	2150.23	2152.32	10333.0
2014-12-10 08:30:00	ES	Futures	2152.32	2153.11	2151.01	2151.54	12972.0
2014-12-10 09:00:00	ES	Futures	2151.54	2152.32	2149.97	2152.06	15921.0
2014-12-10 09:30:00	ES	Futures	2151.8	2152.59	2143.42	2145.77	224331.0
2014-12-10 10:00:00	ES	Futures	2146.04	2147.35	2141.85	2144.99	138945.0
2014-12-10 10:30:00	ES	Futures	2144.73	2147.08	2138.7	2147.08	159402.0
2014-12-10 11:00:00	ES	Futures	2146.82	2147.08	2141.06	2141.32	92467.0
2014-12-10 11:30:00	ES	Futures	2141.58	2146.04	2139.49	2144.99	89357.0
2014-12-10 12:00:00	ES	Futures	2144.99	2145.25	2138.7	2140.01	73266.0
2014-12-10 12:30:00	ES	Futures	2140.27	2143.94	2137.92	2141.85	61453.0
2014-12-10 13:00:00	ES	Futures	2141.58	2144.46	2141.06	2142.89	45213.0
2014-12-10 13:30:00	ES	Futures	2142.89	2143.68	2131.37	2131.63	137857.0
2014-12-10 14:00:00	ES	Futures	2131.63	2134.25	2127.44	2128.75	188875.0
2014-12-10 14:30:00	ES	Futures	2129.01	2129.27	2121.41	2121.41	198760.0
2014-12-10 15:00:00	ES	Futures	2121.67	2131.1	2120.1	2130.32	164070.0
2014-12-10 15:30:00	ES	Futures	2130.06	2132.68	2120.89	2122.72	259709.0
2014-12-10 16:00:00	ES	Futures	2122.98	2125.08	2121.67	2123.25	117183.0
2014-12-10 16:30:00	ES	Futures	2123.51	2126.39	2123.25	2123.25	14152.0
2014-12-10 17:00:00	ES	Futures	2123.51	2123.51	2122.2	2122.72	3488.0
2014-12-10 18:00:00	ES	Futures	2123.25	2124.82	2121.15	2122.46	9201.0
2014-12-10 18:30:00	ES	Futures	2122.46	2124.29	2121.94	2122.98	3823.0
2014-12-10 19:00:00	ES	Futures	2122.98	2123.25	2120.63	2121.94	4979.0
2014-12-10 19:30:00	ES	Futures	2122.2	2125.34	2122.2	2124.56	3507.0
2014-12-10 20:00:00	ES	Futures	2124.56	2125.08	2123.51	2124.56	4441.0
2014-12-10 20:30:00	ES	Futures	2124.82	2127.96	2124.29	2127.18	7177.0
2014-12-10 21:00:00	ES	Futures	2126.91	2127.44	2125.87	2126.91	2421.0
2014-12-10 21:30:00	ES	Futures	2126.65	2127.7	2124.82	2126.65	3036.0
2014-12-10 22:00:00	ES	Futures	2126.65	2126.91	2124.03	2124.29	2528.0
2014-12-10 22:30:00	ES	Futures	2124.56	2127.44	2124.56	2126.91	2427.0
2014-12-10 23:00:00	ES	Futures	2127.18	2127.96	2126.39	2127.18	1853.0
2014-12-10 23:30:00	ES	Futures	2127.18	2129.01	2126.91	2128.75	2674.0
2014-12-10 00:00:00	NQ	Futures	5020.65	5022.7	5020.36	5022.7	336.0
2014-12-10 00:30:00	NQ	Futures	5022.41	5027.1	5021.83	5027.1	755.0
2014-12-10 01:00:00	NQ	Futures	5027.1	5028.56	5025.93	5027.39	384.0

> showing 50 of 2,728 rows — these rows as CSV

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