PREVIEW / futures_30min / 2014-12-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-16.parquet
  size:    86 KB
  rows:    2,918

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
2014-12-16 00:00:00	ES	Futures	2094.43	2094.43	2091.79	2092.06	2490.0
2014-12-16 00:30:00	ES	Futures	2092.06	2092.85	2087.85	2088.37	5333.0
2014-12-16 01:00:00	ES	Futures	2088.64	2092.58	2088.11	2091.79	1540.0
2014-12-16 01:30:00	ES	Futures	2091.53	2093.11	2091.27	2092.06	1457.0
2014-12-16 02:00:00	ES	Futures	2092.06	2093.11	2088.9	2091.0	7324.0
2014-12-16 02:30:00	ES	Futures	2090.74	2094.16	2089.95	2094.16	8565.0
2014-12-16 03:00:00	ES	Futures	2094.16	2096.79	2092.58	2092.58	25489.0
2014-12-16 03:30:00	ES	Futures	2092.85	2093.64	2086.53	2089.16	37939.0
2014-12-16 04:00:00	ES	Futures	2089.16	2092.85	2086.79	2091.53	19750.0
2014-12-16 04:30:00	ES	Futures	2091.53	2095.74	2089.69	2095.48	21917.0
2014-12-16 05:00:00	ES	Futures	2095.48	2097.85	2093.64	2095.74	17800.0
2014-12-16 05:30:00	ES	Futures	2096.0	2098.9	2095.22	2096.27	15362.0
2014-12-16 06:00:00	ES	Futures	2096.0	2096.0	2090.48	2092.32	20563.0
2014-12-16 06:30:00	ES	Futures	2092.06	2093.37	2078.9	2079.43	39740.0
2014-12-16 07:00:00	ES	Futures	2079.16	2079.95	2064.69	2072.06	74180.0
2014-12-16 07:30:00	ES	Futures	2072.32	2076.79	2070.74	2071.53	47762.0
2014-12-16 08:00:00	ES	Futures	2071.79	2082.85	2071.01	2081.0	42180.0
2014-12-16 08:30:00	ES	Futures	2081.0	2082.32	2076.53	2077.06	52037.0
2014-12-16 09:00:00	ES	Futures	2076.79	2081.27	2075.22	2076.27	36789.0
2014-12-16 09:30:00	ES	Futures	2076.53	2085.48	2072.06	2080.22	259851.0
2014-12-16 10:00:00	ES	Futures	2080.22	2092.06	2077.06	2091.0	237456.0
2014-12-16 10:30:00	ES	Futures	2091.0	2097.58	2085.22	2096.79	162977.0
2014-12-16 11:00:00	ES	Futures	2096.53	2114.95	2093.11	2112.32	233422.0
2014-12-16 11:30:00	ES	Futures	2112.32	2117.06	2104.69	2105.74	178847.0
2014-12-16 12:00:00	ES	Futures	2105.74	2107.58	2101.79	2103.9	111723.0
2014-12-16 12:30:00	ES	Futures	2103.9	2106.79	2097.32	2097.32	99181.0
2014-12-16 13:00:00	ES	Futures	2097.32	2100.48	2085.74	2088.11	158355.0
2014-12-16 13:30:00	ES	Futures	2088.11	2096.0	2083.64	2092.32	118831.0
2014-12-16 14:00:00	ES	Futures	2092.32	2097.58	2090.22	2094.16	83444.0
2014-12-16 14:30:00	ES	Futures	2093.9	2096.53	2085.48	2088.9	78492.0
2014-12-16 15:00:00	ES	Futures	2088.9	2091.53	2082.06	2082.85	101533.0
2014-12-16 15:30:00	ES	Futures	2082.85	2087.58	2069.16	2069.69	242609.0
2014-12-16 16:00:00	ES	Futures	2069.95	2072.85	2066.27	2069.43	109450.0
2014-12-16 16:30:00	ES	Futures	2069.95	2070.74	2068.64	2070.48	12943.0
2014-12-16 17:00:00	ES	Futures	2070.48	2070.74	2069.43	2069.95	3385.0
2014-12-16 18:00:00	ES	Futures	2070.22	2072.85	2069.95	2072.32	5070.0
2014-12-16 18:30:00	ES	Futures	2072.32	2073.64	2071.79	2072.06	2557.0
2014-12-16 19:00:00	ES	Futures	2072.06	2075.22	2072.06	2075.22	5521.0
2014-12-16 19:30:00	ES	Futures	2075.22	2076.0	2074.43	2075.48	3733.0
2014-12-16 20:00:00	ES	Futures	2075.22	2076.0	2074.69	2074.95	2724.0
2014-12-16 20:30:00	ES	Futures	2074.69	2075.74	2073.64	2074.95	2668.0
2014-12-16 21:00:00	ES	Futures	2074.95	2076.53	2073.64	2074.43	3309.0
2014-12-16 21:30:00	ES	Futures	2074.16	2074.16	2071.53	2072.58	3485.0
2014-12-16 22:00:00	ES	Futures	2072.32	2072.32	2069.43	2072.06	4414.0
2014-12-16 22:30:00	ES	Futures	2071.79	2074.43	2070.48	2074.43	3210.0
2014-12-16 23:00:00	ES	Futures	2074.16	2074.16	2071.01	2071.53	2099.0
2014-12-16 23:30:00	ES	Futures	2071.53	2074.69	2071.27	2072.32	2068.0
2014-12-16 00:00:00	NQ	Futures	4898.43	4898.43	4893.14	4894.02	575.0
2014-12-16 00:30:00	NQ	Futures	4894.02	4896.67	4883.45	4884.33	1289.0
2014-12-16 01:00:00	NQ	Futures	4884.04	4894.02	4884.04	4892.56	353.0

> showing 50 of 2,918 rows — these rows as CSV

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