PREVIEW / futures_30min / 2014-12-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-17.parquet
  size:    84 KB
  rows:    2,906

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
2014-12-17 00:00:00	ES	Futures	2072.32	2072.85	2071.27	2072.06	1446.0
2014-12-17 00:30:00	ES	Futures	2072.32	2074.16	2072.32	2073.9	1535.0
2014-12-17 01:00:00	ES	Futures	2073.9	2074.69	2072.58	2074.16	1461.0
2014-12-17 01:30:00	ES	Futures	2074.43	2075.74	2073.9	2075.74	2213.0
2014-12-17 02:00:00	ES	Futures	2075.48	2077.58	2073.9	2076.53	9369.0
2014-12-17 02:30:00	ES	Futures	2076.53	2078.37	2074.95	2076.0	8711.0
2014-12-17 03:00:00	ES	Futures	2076.0	2078.64	2073.64	2077.85	28640.0
2014-12-17 03:30:00	ES	Futures	2077.85	2079.95	2076.79	2078.11	15829.0
2014-12-17 04:00:00	ES	Futures	2077.85	2079.43	2075.22	2079.16	14456.0
2014-12-17 04:30:00	ES	Futures	2078.9	2081.53	2077.58	2079.69	12313.0
2014-12-17 05:00:00	ES	Futures	2079.69	2083.11	2079.16	2082.06	11223.0
2014-12-17 05:30:00	ES	Futures	2082.06	2082.32	2078.9	2079.43	8263.0
2014-12-17 06:00:00	ES	Futures	2079.43	2080.74	2076.27	2077.06	7732.0
2014-12-17 06:30:00	ES	Futures	2076.79	2081.79	2076.79	2081.27	10874.0
2014-12-17 07:00:00	ES	Futures	2081.53	2085.48	2080.74	2080.74	19493.0
2014-12-17 07:30:00	ES	Futures	2081.0	2081.0	2077.06	2078.9	18369.0
2014-12-17 08:00:00	ES	Futures	2078.9	2080.74	2077.06	2078.11	19032.0
2014-12-17 08:30:00	ES	Futures	2078.37	2082.06	2076.27	2076.79	31192.0
2014-12-17 09:00:00	ES	Futures	2076.79	2077.85	2071.79	2075.22	41672.0
2014-12-17 09:30:00	ES	Futures	2075.22	2086.79	2073.64	2085.22	239071.0
2014-12-17 10:00:00	ES	Futures	2085.22	2086.0	2077.58	2078.37	154089.0
2014-12-17 10:30:00	ES	Futures	2078.11	2085.74	2076.0	2081.79	133488.0
2014-12-17 11:00:00	ES	Futures	2082.06	2090.22	2081.27	2088.37	93661.0
2014-12-17 11:30:00	ES	Futures	2088.37	2099.43	2086.27	2098.11	145786.0
2014-12-17 12:00:00	ES	Futures	2098.11	2098.37	2088.64	2088.9	95487.0
2014-12-17 12:30:00	ES	Futures	2089.16	2093.64	2087.32	2091.79	73017.0
2014-12-17 13:00:00	ES	Futures	2091.53	2093.64	2090.48	2092.58	50286.0
2014-12-17 13:30:00	ES	Futures	2092.58	2096.79	2089.43	2096.27	59050.0
2014-12-17 14:00:00	ES	Futures	2096.27	2113.37	2094.16	2104.95	273818.0
2014-12-17 14:30:00	ES	Futures	2105.21	2108.64	2094.95	2096.53	212888.0
2014-12-17 15:00:00	ES	Futures	2096.79	2111.0	2089.69	2109.95	186828.0
2014-12-17 15:30:00	ES	Futures	2109.69	2116.79	2106.53	2112.06	235689.0
2014-12-17 16:00:00	ES	Futures	2112.32	2114.95	2110.48	2113.64	75903.0
2014-12-17 16:30:00	ES	Futures	2113.64	2114.43	2111.53	2113.11	9799.0
2014-12-17 17:00:00	ES	Futures	2113.11	2114.16	2113.11	2113.64	2706.0
2014-12-17 18:00:00	ES	Futures	2113.64	2114.95	2112.32	2114.16	4546.0
2014-12-17 18:30:00	ES	Futures	2113.9	2114.16	2112.06	2112.32	1460.0
2014-12-17 19:00:00	ES	Futures	2112.32	2114.95	2112.06	2114.16	2958.0
2014-12-17 19:30:00	ES	Futures	2114.43	2114.43	2112.58	2113.37	3093.0
2014-12-17 20:00:00	ES	Futures	2113.37	2115.48	2113.11	2115.48	2853.0
2014-12-17 20:30:00	ES	Futures	2115.21	2115.48	2113.64	2115.21	2167.0
2014-12-17 21:00:00	ES	Futures	2115.21	2115.48	2113.11	2113.37	2351.0
2014-12-17 21:30:00	ES	Futures	2113.37	2114.69	2113.11	2113.9	1198.0
2014-12-17 22:00:00	ES	Futures	2113.64	2114.43	2113.64	2113.9	775.0
2014-12-17 22:30:00	ES	Futures	2114.16	2115.21	2113.64	2114.43	1767.0
2014-12-17 23:00:00	ES	Futures	2114.43	2114.43	2113.11	2113.64	666.0
2014-12-17 23:30:00	ES	Futures	2113.37	2113.37	2112.06	2112.06	1167.0
2014-12-17 00:00:00	NQ	Futures	4808.27	4810.32	4806.21	4807.97	345.0
2014-12-17 00:30:00	NQ	Futures	4808.27	4813.55	4808.27	4812.08	379.0
2014-12-17 01:00:00	NQ	Futures	4811.5	4813.55	4808.56	4813.55	229.0

> showing 50 of 2,906 rows — these rows as CSV

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