PREVIEW / futures_30min / 2014-12-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-18.parquet
  size:    83 KB
  rows:    2,925

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
2014-12-18 00:00:00	ES	Futures	2112.32	2112.32	2109.95	2110.21	3598.0
2014-12-18 00:30:00	ES	Futures	2110.21	2112.58	2110.21	2110.74	2046.0
2014-12-18 01:00:00	ES	Futures	2110.74	2113.9	2110.74	2113.11	1808.0
2014-12-18 01:30:00	ES	Futures	2113.11	2113.9	2112.85	2113.9	1228.0
2014-12-18 02:00:00	ES	Futures	2113.9	2116.79	2111.53	2115.48	10162.0
2014-12-18 02:30:00	ES	Futures	2115.48	2128.11	2115.48	2124.42	27142.0
2014-12-18 03:00:00	ES	Futures	2124.16	2124.69	2120.21	2122.32	25445.0
2014-12-18 03:30:00	ES	Futures	2122.06	2128.37	2121.0	2127.85	17370.0
2014-12-18 04:00:00	ES	Futures	2128.11	2132.32	2127.06	2132.06	17965.0
2014-12-18 04:30:00	ES	Futures	2132.32	2135.48	2129.69	2132.32	25247.0
2014-12-18 05:00:00	ES	Futures	2132.06	2143.11	2131.53	2142.06	25569.0
2014-12-18 05:30:00	ES	Futures	2142.32	2142.32	2138.9	2140.21	17029.0
2014-12-18 06:00:00	ES	Futures	2140.48	2140.74	2136.53	2137.32	13638.0
2014-12-18 06:30:00	ES	Futures	2137.32	2137.58	2134.95	2135.48	13190.0
2014-12-18 07:00:00	ES	Futures	2135.48	2138.64	2135.21	2138.37	9795.0
2014-12-18 07:30:00	ES	Futures	2138.11	2139.95	2137.32	2138.9	15363.0
2014-12-18 08:00:00	ES	Futures	2138.9	2138.9	2134.42	2136.27	20833.0
2014-12-18 08:30:00	ES	Futures	2136.27	2142.32	2136.0	2142.06	29798.0
2014-12-18 09:00:00	ES	Futures	2142.06	2143.11	2139.95	2142.06	31879.0
2014-12-18 09:30:00	ES	Futures	2142.06	2145.21	2136.27	2145.21	208740.0
2014-12-18 10:00:00	ES	Futures	2145.21	2148.63	2142.58	2143.37	161611.0
2014-12-18 10:30:00	ES	Futures	2143.37	2144.16	2139.69	2139.95	113929.0
2014-12-18 11:00:00	ES	Futures	2140.21	2141.79	2133.37	2138.64	161954.0
2014-12-18 11:30:00	ES	Futures	2138.9	2144.95	2137.32	2144.42	100252.0
2014-12-18 12:00:00	ES	Futures	2144.42	2146.79	2142.85	2145.21	70565.0
2014-12-18 12:30:00	ES	Futures	2145.21	2150.21	2144.16	2150.21	70710.0
2014-12-18 13:00:00	ES	Futures	2150.21	2151.0	2146.79	2150.48	57429.0
2014-12-18 13:30:00	ES	Futures	2150.48	2151.79	2149.69	2150.48	51690.0
2014-12-18 14:00:00	ES	Futures	2150.48	2151.0	2145.48	2146.0	95679.0
2014-12-18 14:30:00	ES	Futures	2146.0	2150.74	2144.69	2149.95	93761.0
2014-12-18 15:00:00	ES	Futures	2149.69	2154.95	2148.9	2153.37	134038.0
2014-12-18 15:30:00	ES	Futures	2153.63	2164.95	2153.37	2164.42	234333.0
2014-12-18 16:00:00	ES	Futures	2164.69	2170.21	2163.63	2168.63	151148.0
2014-12-18 16:30:00	ES	Futures	2167.58	2170.74	2166.53	2169.95	22132.0
2014-12-18 17:00:00	ES	Futures	2170.21	2171.27	2169.16	2169.69	6305.0
2014-12-18 18:00:00	ES	Futures	2168.63	2169.69	2167.84	2168.63	8038.0
2014-12-18 18:30:00	ES	Futures	2168.63	2169.42	2167.32	2167.58	4281.0
2014-12-18 19:00:00	ES	Futures	2167.58	2168.63	2167.32	2167.84	2881.0
2014-12-18 19:30:00	ES	Futures	2167.84	2168.11	2167.06	2167.84	2600.0
2014-12-18 20:00:00	ES	Futures	2167.58	2167.84	2166.53	2167.32	2845.0
2014-12-18 20:30:00	ES	Futures	2167.32	2167.84	2166.79	2167.58	2021.0
2014-12-18 21:00:00	ES	Futures	2167.84	2168.37	2167.58	2168.11	2167.0
2014-12-18 21:30:00	ES	Futures	2168.37	2169.16	2168.37	2168.63	2153.0
2014-12-18 22:00:00	ES	Futures	2168.37	2168.9	2167.84	2168.63	1823.0
2014-12-18 22:30:00	ES	Futures	2168.37	2168.37	2167.58	2168.37	2112.0
2014-12-18 23:00:00	ES	Futures	2168.11	2169.16	2168.11	2168.37	1344.0
2014-12-18 23:30:00	ES	Futures	2168.9	2169.69	2168.63	2169.69	1256.0
2014-12-18 00:00:00	NQ	Futures	4880.22	4880.22	4875.81	4876.7	737.0
2014-12-18 00:30:00	NQ	Futures	4876.7	4880.51	4875.52	4878.75	590.0
2014-12-18 01:00:00	NQ	Futures	4878.46	4884.63	4878.16	4884.33	206.0

> showing 50 of 2,925 rows — these rows as CSV

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