PREVIEW / futures_30min / 2014-12-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-15.parquet
  size:    80 KB
  rows:    2,881

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
2014-12-15 00:00:00	ES	Futures	2103.9	2104.43	2102.32	2104.16	2499.0
2014-12-15 00:30:00	ES	Futures	2104.16	2104.43	2102.85	2102.85	972.0
2014-12-15 01:00:00	ES	Futures	2103.11	2104.16	2101.53	2102.06	1940.0
2014-12-15 01:30:00	ES	Futures	2102.06	2103.11	2100.48	2101.53	1960.0
2014-12-15 02:00:00	ES	Futures	2101.79	2104.69	2101.53	2102.58	5628.0
2014-12-15 02:30:00	ES	Futures	2102.58	2105.21	2101.53	2104.16	5596.0
2014-12-15 03:00:00	ES	Futures	2104.16	2108.64	2103.9	2108.11	15956.0
2014-12-15 03:30:00	ES	Futures	2108.37	2111.0	2106.27	2110.21	13349.0
2014-12-15 04:00:00	ES	Futures	2110.48	2112.32	2109.43	2112.06	10600.0
2014-12-15 04:30:00	ES	Futures	2112.32	2114.16	2110.48	2113.64	10251.0
2014-12-15 05:00:00	ES	Futures	2113.64	2114.16	2112.06	2112.58	6401.0
2014-12-15 05:30:00	ES	Futures	2112.32	2112.58	2109.95	2111.0	7266.0
2014-12-15 06:00:00	ES	Futures	2111.0	2111.79	2107.85	2110.21	9710.0
2014-12-15 06:30:00	ES	Futures	2110.21	2112.58	2109.16	2110.74	7730.0
2014-12-15 07:00:00	ES	Futures	2110.48	2110.74	2108.9	2110.21	6140.0
2014-12-15 07:30:00	ES	Futures	2110.21	2111.27	2108.37	2109.16	10376.0
2014-12-15 08:00:00	ES	Futures	2108.9	2111.53	2108.9	2111.53	13140.0
2014-12-15 08:30:00	ES	Futures	2111.27	2111.27	2105.74	2107.32	29956.0
2014-12-15 09:00:00	ES	Futures	2107.32	2113.37	2107.06	2112.58	32124.0
2014-12-15 09:30:00	ES	Futures	2112.32	2118.11	2111.0	2113.64	223679.0
2014-12-15 10:00:00	ES	Futures	2113.37	2113.9	2101.53	2103.9	154350.0
2014-12-15 10:30:00	ES	Futures	2104.16	2106.27	2095.48	2101.79	179384.0
2014-12-15 11:00:00	ES	Futures	2102.06	2102.06	2085.22	2086.27	232512.0
2014-12-15 11:30:00	ES	Futures	2086.53	2090.22	2078.37	2080.48	218502.0
2014-12-15 12:00:00	ES	Futures	2080.22	2094.43	2079.95	2093.11	181841.0
2014-12-15 12:30:00	ES	Futures	2093.11	2100.74	2089.16	2098.64	133721.0
2014-12-15 13:00:00	ES	Futures	2098.64	2100.48	2090.48	2090.74	89321.0
2014-12-15 13:30:00	ES	Futures	2090.74	2095.22	2088.64	2091.0	64189.0
2014-12-15 14:00:00	ES	Futures	2090.74	2099.16	2087.85	2097.06	103721.0
2014-12-15 14:30:00	ES	Futures	2096.79	2099.69	2088.64	2090.74	110438.0
2014-12-15 15:00:00	ES	Futures	2090.74	2096.27	2087.06	2087.58	96040.0
2014-12-15 15:30:00	ES	Futures	2087.58	2093.37	2085.22	2085.74	163180.0
2014-12-15 16:00:00	ES	Futures	2085.74	2091.0	2084.43	2086.27	78676.0
2014-12-15 16:30:00	ES	Futures	2086.79	2087.06	2084.43	2086.27	11925.0
2014-12-15 17:00:00	ES	Futures	2086.27	2088.9	2086.27	2087.85	3014.0
2014-12-15 18:00:00	ES	Futures	2088.9	2090.48	2087.85	2088.11	3689.0
2014-12-15 18:30:00	ES	Futures	2088.37	2091.0	2088.11	2090.74	2825.0
2014-12-15 19:00:00	ES	Futures	2090.74	2093.11	2090.48	2090.48	5368.0
2014-12-15 19:30:00	ES	Futures	2090.48	2091.27	2089.43	2090.74	2675.0
2014-12-15 20:00:00	ES	Futures	2091.0	2093.9	2090.74	2093.64	3910.0
2014-12-15 20:30:00	ES	Futures	2093.9	2094.95	2092.06	2093.11	3794.0
2014-12-15 21:00:00	ES	Futures	2093.11	2094.69	2092.06	2093.37	2294.0
2014-12-15 21:30:00	ES	Futures	2093.37	2094.43	2091.27	2092.85	2362.0
2014-12-15 22:00:00	ES	Futures	2092.85	2093.11	2091.0	2091.27	2133.0
2014-12-15 22:30:00	ES	Futures	2091.53	2092.85	2091.0	2091.27	1944.0
2014-12-15 23:00:00	ES	Futures	2091.0	2092.32	2090.48	2091.79	2756.0
2014-12-15 23:30:00	ES	Futures	2092.06	2094.69	2092.06	2094.16	2976.0
2014-12-15 00:00:00	NQ	Futures	4936.31	4938.96	4933.97	4938.66	610.0
2014-12-15 00:30:00	NQ	Futures	4938.96	4939.55	4935.73	4936.02	178.0
2014-12-15 01:00:00	NQ	Futures	4936.31	4938.96	4932.2	4933.97	163.0

> showing 50 of 2,881 rows — these rows as CSV

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