PREVIEW / futures_30min / 2014-12-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-22.parquet
  size:    73 KB
  rows:    2,798

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
2014-12-22 00:00:00	ES	Futures	2176.79	2179.42	2176.53	2179.42	2218.0
2014-12-22 00:30:00	ES	Futures	2179.16	2179.42	2176.53	2177.06	1155.0
2014-12-22 01:00:00	ES	Futures	2177.06	2177.32	2176.53	2177.06	636.0
2014-12-22 01:30:00	ES	Futures	2177.32	2177.32	2177.06	2177.32	433.0
2014-12-22 02:00:00	ES	Futures	2177.06	2178.63	2177.06	2178.63	2152.0
2014-12-22 02:30:00	ES	Futures	2178.63	2178.63	2176.0	2176.79	2854.0
2014-12-22 03:00:00	ES	Futures	2176.53	2184.16	2176.0	2183.37	15104.0
2014-12-22 03:30:00	ES	Futures	2183.63	2183.63	2181.0	2182.84	6193.0
2014-12-22 04:00:00	ES	Futures	2182.58	2183.37	2181.0	2182.32	5070.0
2014-12-22 04:30:00	ES	Futures	2182.58	2182.58	2181.27	2182.58	2862.0
2014-12-22 05:00:00	ES	Futures	2182.32	2182.32	2178.9	2179.95	7708.0
2014-12-22 05:30:00	ES	Futures	2179.95	2181.79	2179.42	2181.27	3807.0
2014-12-22 06:00:00	ES	Futures	2181.27	2182.84	2181.27	2182.06	3488.0
2014-12-22 06:30:00	ES	Futures	2182.06	2182.32	2180.48	2181.27	2748.0
2014-12-22 07:00:00	ES	Futures	2181.0	2181.27	2179.42	2180.74	6037.0
2014-12-22 07:30:00	ES	Futures	2180.74	2181.27	2178.11	2179.95	7141.0
2014-12-22 08:00:00	ES	Futures	2179.95	2181.79	2179.69	2181.0	8510.0
2014-12-22 08:30:00	ES	Futures	2181.0	2181.27	2179.16	2181.0	7773.0
2014-12-22 09:00:00	ES	Futures	2181.0	2181.0	2177.58	2178.9	14920.0
2014-12-22 09:30:00	ES	Futures	2178.9	2182.58	2177.32	2179.42	103631.0
2014-12-22 10:00:00	ES	Futures	2179.69	2182.84	2177.06	2181.53	90759.0
2014-12-22 10:30:00	ES	Futures	2181.53	2182.32	2178.9	2180.21	61221.0
2014-12-22 11:00:00	ES	Futures	2180.21	2181.0	2176.79	2180.48	64126.0
2014-12-22 11:30:00	ES	Futures	2180.48	2181.27	2177.32	2178.9	47597.0
2014-12-22 12:00:00	ES	Futures	2178.63	2179.95	2177.58	2178.63	25647.0
2014-12-22 12:30:00	ES	Futures	2178.37	2181.27	2177.58	2180.21	27951.0
2014-12-22 13:00:00	ES	Futures	2180.48	2182.06	2179.95	2181.0	27068.0
2014-12-22 13:30:00	ES	Futures	2181.0	2182.06	2180.21	2181.79	29542.0
2014-12-22 14:00:00	ES	Futures	2182.06	2183.37	2180.74	2182.06	36910.0
2014-12-22 14:30:00	ES	Futures	2182.06	2182.58	2179.69	2180.48	28899.0
2014-12-22 15:00:00	ES	Futures	2180.48	2183.37	2180.48	2182.58	30802.0
2014-12-22 15:30:00	ES	Futures	2182.58	2184.16	2180.74	2183.9	104961.0
2014-12-22 16:00:00	ES	Futures	2183.9	2185.21	2181.0	2181.27	51130.0
2014-12-22 16:30:00	ES	Futures	2181.53	2182.58	2181.0	2181.27	4725.0
2014-12-22 17:00:00	ES	Futures	2181.27	2182.06	2181.0	2181.53	995.0
2014-12-22 18:00:00	ES	Futures	2182.06	2183.11	2180.48	2181.27	2803.0
2014-12-22 18:30:00	ES	Futures	2181.27	2182.58	2181.0	2182.06	788.0
2014-12-22 19:00:00	ES	Futures	2182.32	2182.32	2181.53	2181.79	421.0
2014-12-22 19:30:00	ES	Futures	2181.79	2182.32	2181.53	2182.32	371.0
2014-12-22 20:00:00	ES	Futures	2182.32	2182.58	2181.79	2182.32	572.0
2014-12-22 20:30:00	ES	Futures	2182.58	2182.58	2182.06	2182.32	601.0
2014-12-22 21:00:00	ES	Futures	2182.32	2182.58	2181.79	2182.32	1014.0
2014-12-22 21:30:00	ES	Futures	2182.58	2182.58	2182.06	2182.32	480.0
2014-12-22 22:00:00	ES	Futures	2182.58	2183.37	2182.06	2182.84	1742.0
2014-12-22 22:30:00	ES	Futures	2183.11	2183.11	2182.32	2182.32	360.0
2014-12-22 23:00:00	ES	Futures	2182.58	2182.84	2182.32	2182.84	167.0
2014-12-22 23:30:00	ES	Futures	2182.58	2183.37	2182.58	2183.37	452.0
2014-12-22 00:00:00	NQ	Futures	5035.58	5038.81	5034.99	5038.52	666.0
2014-12-22 00:30:00	NQ	Futures	5038.52	5038.52	5033.23	5033.23	298.0
2014-12-22 01:00:00	NQ	Futures	5034.41	5035.29	5032.06	5034.41	100.0

> showing 50 of 2,798 rows — these rows as CSV

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