PREVIEW / futures_30min / 2014-12-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-11.parquet
  size:    79 KB
  rows:    2,778

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
2014-12-11 00:00:00	ES	Futures	2128.48	2129.01	2126.91	2127.18	1832.0
2014-12-11 00:30:00	ES	Futures	2127.18	2128.75	2127.18	2128.48	1735.0
2014-12-11 01:00:00	ES	Futures	2128.48	2128.75	2127.18	2127.7	1482.0
2014-12-11 01:30:00	ES	Futures	2127.7	2127.96	2125.34	2126.13	2124.0
2014-12-11 02:00:00	ES	Futures	2126.39	2129.79	2125.6	2128.75	6899.0
2014-12-11 02:30:00	ES	Futures	2128.75	2129.53	2127.7	2128.48	5340.0
2014-12-11 03:00:00	ES	Futures	2128.75	2130.84	2127.96	2130.32	19628.0
2014-12-11 03:30:00	ES	Futures	2130.32	2132.41	2130.06	2131.89	13990.0
2014-12-11 04:00:00	ES	Futures	2131.89	2132.15	2130.06	2131.89	10727.0
2014-12-11 04:30:00	ES	Futures	2132.15	2132.15	2130.58	2131.37	5875.0
2014-12-11 05:00:00	ES	Futures	2131.37	2132.15	2129.27	2129.79	16065.0
2014-12-11 05:30:00	ES	Futures	2129.79	2130.58	2126.65	2128.22	17889.0
2014-12-11 06:00:00	ES	Futures	2127.96	2129.01	2126.91	2127.18	8686.0
2014-12-11 06:30:00	ES	Futures	2127.18	2128.22	2124.29	2124.56	14952.0
2014-12-11 07:00:00	ES	Futures	2124.29	2127.44	2124.29	2127.18	10893.0
2014-12-11 07:30:00	ES	Futures	2127.18	2131.89	2126.91	2130.84	19762.0
2014-12-11 08:00:00	ES	Futures	2130.84	2131.37	2124.56	2127.18	27100.0
2014-12-11 08:30:00	ES	Futures	2127.44	2133.72	2126.91	2132.94	50527.0
2014-12-11 09:00:00	ES	Futures	2132.68	2133.99	2130.32	2130.58	20814.0
2014-12-11 09:30:00	ES	Futures	2130.58	2147.08	2130.32	2144.73	229428.0
2014-12-11 10:00:00	ES	Futures	2144.99	2151.54	2143.42	2150.49	164586.0
2014-12-11 10:30:00	ES	Futures	2150.49	2153.63	2148.92	2149.97	133789.0
2014-12-11 11:00:00	ES	Futures	2149.97	2153.9	2148.92	2151.28	94797.0
2014-12-11 11:30:00	ES	Futures	2151.01	2154.68	2151.01	2154.42	79930.0
2014-12-11 12:00:00	ES	Futures	2154.16	2154.94	2151.28	2152.06	42710.0
2014-12-11 12:30:00	ES	Futures	2152.06	2154.42	2151.01	2153.11	35081.0
2014-12-11 13:00:00	ES	Futures	2152.85	2153.37	2147.87	2148.39	52979.0
2014-12-11 13:30:00	ES	Futures	2148.13	2151.01	2145.51	2145.51	58541.0
2014-12-11 14:00:00	ES	Futures	2145.51	2147.08	2140.27	2140.54	84903.0
2014-12-11 14:30:00	ES	Futures	2140.54	2142.89	2133.2	2134.25	118053.0
2014-12-11 15:00:00	ES	Futures	2133.99	2144.2	2133.99	2142.63	101706.0
2014-12-11 15:30:00	ES	Futures	2142.37	2144.73	2128.48	2133.46	174012.0
2014-12-11 16:00:00	ES	Futures	2133.46	2133.72	2127.18	2127.7	76183.0
2014-12-11 16:30:00	ES	Futures	2127.18	2127.44	2120.63	2124.29	26236.0
2014-12-11 17:00:00	ES	Futures	2124.29	2126.91	2124.03	2126.65	2857.0
2014-12-11 18:00:00	ES	Futures	2126.65	2128.48	2125.6	2125.87	5297.0
2014-12-11 18:30:00	ES	Futures	2125.6	2127.18	2125.6	2126.13	2569.0
2014-12-11 19:00:00	ES	Futures	2126.65	2127.18	2123.25	2124.03	4577.0
2014-12-11 19:30:00	ES	Futures	2124.03	2127.7	2123.25	2127.18	3898.0
2014-12-11 20:00:00	ES	Futures	2126.91	2127.44	2125.6	2126.13	1588.0
2014-12-11 20:30:00	ES	Futures	2126.13	2126.91	2125.34	2125.87	3418.0
2014-12-11 21:00:00	ES	Futures	2125.87	2126.13	2124.29	2125.87	3486.0
2014-12-11 21:30:00	ES	Futures	2125.87	2127.96	2125.87	2125.87	3405.0
2014-12-11 22:00:00	ES	Futures	2126.13	2127.7	2125.87	2126.39	1842.0
2014-12-11 22:30:00	ES	Futures	2126.39	2126.65	2124.29	2124.82	3545.0
2014-12-11 23:00:00	ES	Futures	2124.82	2125.08	2121.15	2122.2	3407.0
2014-12-11 23:30:00	ES	Futures	2122.46	2124.03	2122.46	2123.25	754.0
2014-12-11 00:00:00	NQ	Futures	4964.98	4965.57	4960.29	4960.88	637.0
2014-12-11 00:30:00	NQ	Futures	4960.88	4964.1	4960.0	4963.52	539.0
2014-12-11 01:00:00	NQ	Futures	4963.52	4964.1	4962.05	4962.34	253.0

> showing 50 of 2,778 rows — these rows as CSV

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