PREVIEW / futures_30min / 2014-12-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-12.parquet
  size:    68 KB
  rows:    2,322

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
2014-12-12 00:00:00	ES	Futures	2123.51	2124.82	2123.25	2124.03	949.0
2014-12-12 00:30:00	ES	Futures	2124.03	2124.56	2122.98	2124.56	1051.0
2014-12-12 01:00:00	ES	Futures	2124.56	2125.34	2122.72	2123.25	1294.0
2014-12-12 01:30:00	ES	Futures	2123.25	2123.25	2121.67	2122.2	1152.0
2014-12-12 02:00:00	ES	Futures	2122.2	2125.87	2118.79	2124.82	10362.0
2014-12-12 02:30:00	ES	Futures	2124.82	2127.18	2124.03	2126.39	4651.0
2014-12-12 03:00:00	ES	Futures	2126.39	2129.01	2122.98	2122.98	13669.0
2014-12-12 03:30:00	ES	Futures	2122.98	2122.98	2117.22	2117.48	13938.0
2014-12-12 04:00:00	ES	Futures	2117.74	2118.53	2113.03	2116.7	22188.0
2014-12-12 04:30:00	ES	Futures	2116.43	2118.27	2114.34	2115.12	7644.0
2014-12-12 05:00:00	ES	Futures	2114.86	2116.96	2113.03	2116.43	9840.0
2014-12-12 05:30:00	ES	Futures	2116.43	2117.48	2113.29	2113.55	8181.0
2014-12-12 06:00:00	ES	Futures	2113.81	2115.65	2113.03	2114.08	5642.0
2014-12-12 06:30:00	ES	Futures	2114.34	2117.48	2114.08	2116.96	5316.0
2014-12-12 07:00:00	ES	Futures	2116.96	2120.89	2116.43	2120.63	9095.0
2014-12-12 07:30:00	ES	Futures	2120.89	2120.89	2117.74	2118.01	7488.0
2014-12-12 08:00:00	ES	Futures	2118.01	2120.89	2114.08	2115.39	14714.0
2014-12-12 08:30:00	ES	Futures	2115.12	2120.89	2115.12	2116.96	20987.0
2014-12-12 09:00:00	ES	Futures	2116.96	2119.05	2116.43	2116.7	15678.0
2014-12-12 09:30:00	ES	Futures	2116.96	2129.53	2114.86	2128.48	110815.0
2014-12-12 10:00:00	ES	Futures	2128.48	2129.27	2118.53	2121.67	66130.0
2014-12-12 10:30:00	ES	Futures	2121.67	2125.6	2111.98	2112.77	59571.0
2014-12-12 11:00:00	ES	Futures	2113.03	2116.43	2108.84	2109.36	69087.0
2014-12-12 11:30:00	ES	Futures	2109.62	2116.17	2108.05	2109.1	55921.0
2014-12-12 12:00:00	ES	Futures	2109.1	2117.48	2108.84	2116.96	35234.0
2014-12-12 12:30:00	ES	Futures	2116.96	2118.01	2113.81	2114.6	26718.0
2014-12-12 13:00:00	ES	Futures	2114.86	2122.98	2111.98	2120.89	30215.0
2014-12-12 13:30:00	ES	Futures	2120.63	2122.46	2116.43	2121.41	18500.0
2014-12-12 14:00:00	ES	Futures	2121.15	2121.41	2114.6	2115.12	19878.0
2014-12-12 14:30:00	ES	Futures	2114.86	2116.43	2111.98	2116.17	19845.0
2014-12-12 15:00:00	ES	Futures	2116.17	2117.48	2111.46	2112.77	23793.0
2014-12-12 15:30:00	ES	Futures	2112.77	2112.77	2097.83	2098.1	124718.0
2014-12-12 16:00:00	ES	Futures	2098.36	2098.62	2092.07	2093.12	71283.0
2014-12-12 16:30:00	ES	Futures	2093.38	2095.74	2093.38	2094.43	6900.0
2014-12-12 17:00:00	ES	Futures	2094.43	2095.74	2094.17	2095.22	1854.0
2014-12-12 00:00:00	NQ	Futures	4953.26	4957.36	4952.97	4954.73	164.0
2014-12-12 00:30:00	NQ	Futures	4954.14	4956.19	4952.97	4955.61	254.0
2014-12-12 01:00:00	NQ	Futures	4955.61	4957.95	4952.09	4952.68	124.0
2014-12-12 01:30:00	NQ	Futures	4952.38	4952.97	4950.04	4950.62	129.0
2014-12-12 02:00:00	NQ	Futures	4951.21	4956.78	4942.71	4954.14	1299.0
2014-12-12 02:30:00	NQ	Futures	4954.14	4960.0	4952.09	4957.95	469.0
2014-12-12 03:00:00	NQ	Futures	4957.07	4964.1	4950.33	4950.62	1324.0
2014-12-12 03:30:00	NQ	Futures	4950.33	4950.62	4933.34	4936.56	1870.0
2014-12-12 04:00:00	NQ	Futures	4935.39	4936.85	4915.46	4926.6	4721.0
2014-12-12 04:30:00	NQ	Futures	4925.72	4933.63	4923.96	4926.01	1647.0
2014-12-12 05:00:00	NQ	Futures	4925.43	4930.7	4919.27	4930.41	1447.0
2014-12-12 05:30:00	NQ	Futures	4930.41	4933.34	4923.67	4924.84	1805.0
2014-12-12 06:00:00	NQ	Futures	4924.25	4929.82	4923.08	4927.48	789.0
2014-12-12 06:30:00	NQ	Futures	4927.48	4933.63	4926.89	4931.58	674.0
2014-12-12 07:00:00	NQ	Futures	4931.87	4943.89	4930.99	4943.59	1374.0

> showing 50 of 2,322 rows — these rows as CSV

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