PREVIEW / futures_30min / 2014-12-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-23.parquet
  size:    74 KB
  rows:    2,818

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
2014-12-23 00:00:00	ES	Futures	2183.37	2183.37	2182.84	2183.11	357.0
2014-12-23 00:30:00	ES	Futures	2183.11	2183.63	2183.11	2183.63	355.0
2014-12-23 01:00:00	ES	Futures	2183.63	2183.9	2183.37	2183.63	376.0
2014-12-23 01:30:00	ES	Futures	2183.63	2184.69	2183.63	2184.42	1115.0
2014-12-23 02:00:00	ES	Futures	2184.69	2184.69	2182.06	2182.58	2299.0
2014-12-23 02:30:00	ES	Futures	2182.58	2183.11	2181.27	2181.27	2503.0
2014-12-23 03:00:00	ES	Futures	2181.27	2183.37	2180.48	2182.84	6110.0
2014-12-23 03:30:00	ES	Futures	2183.11	2183.37	2181.27	2181.79	3769.0
2014-12-23 04:00:00	ES	Futures	2181.53	2182.06	2181.0	2181.79	2887.0
2014-12-23 04:30:00	ES	Futures	2181.53	2182.84	2180.48	2181.79	3595.0
2014-12-23 05:00:00	ES	Futures	2181.53	2182.32	2181.27	2182.06	2916.0
2014-12-23 05:30:00	ES	Futures	2182.06	2183.37	2181.79	2182.84	2119.0
2014-12-23 06:00:00	ES	Futures	2182.84	2183.63	2182.58	2183.37	2199.0
2014-12-23 06:30:00	ES	Futures	2183.37	2184.42	2183.11	2184.16	2562.0
2014-12-23 07:00:00	ES	Futures	2184.16	2184.42	2183.63	2183.63	1996.0
2014-12-23 07:30:00	ES	Futures	2183.63	2186.27	2183.37	2186.0	6859.0
2014-12-23 08:00:00	ES	Futures	2185.74	2186.0	2184.69	2184.95	4048.0
2014-12-23 08:30:00	ES	Futures	2185.21	2191.79	2184.42	2191.79	37374.0
2014-12-23 09:00:00	ES	Futures	2191.79	2194.16	2191.27	2191.53	23255.0
2014-12-23 09:30:00	ES	Futures	2191.79	2192.32	2187.58	2188.9	97112.0
2014-12-23 10:00:00	ES	Futures	2189.16	2191.53	2186.27	2188.63	80610.0
2014-12-23 10:30:00	ES	Futures	2188.37	2188.9	2184.69	2188.37	76510.0
2014-12-23 11:00:00	ES	Futures	2188.37	2189.69	2187.32	2188.9	49717.0
2014-12-23 11:30:00	ES	Futures	2188.9	2189.95	2187.84	2188.11	41577.0
2014-12-23 12:00:00	ES	Futures	2188.11	2189.69	2187.32	2188.37	27440.0
2014-12-23 12:30:00	ES	Futures	2188.37	2190.21	2187.32	2189.69	23971.0
2014-12-23 13:00:00	ES	Futures	2189.69	2191.0	2188.9	2189.95	20956.0
2014-12-23 13:30:00	ES	Futures	2190.21	2191.0	2189.42	2189.95	21265.0
2014-12-23 14:00:00	ES	Futures	2189.95	2190.74	2188.63	2190.21	28512.0
2014-12-23 14:30:00	ES	Futures	2190.48	2192.05	2189.95	2190.48	27920.0
2014-12-23 15:00:00	ES	Futures	2190.48	2191.27	2187.58	2188.37	29804.0
2014-12-23 15:30:00	ES	Futures	2188.37	2189.42	2186.0	2186.79	85123.0
2014-12-23 16:00:00	ES	Futures	2187.06	2188.9	2185.74	2188.63	39667.0
2014-12-23 16:30:00	ES	Futures	2189.16	2189.42	2188.37	2188.9	3481.0
2014-12-23 17:00:00	ES	Futures	2188.9	2188.9	2187.32	2187.84	2128.0
2014-12-23 18:00:00	ES	Futures	2188.11	2188.37	2186.79	2188.11	1379.0
2014-12-23 18:30:00	ES	Futures	2188.37	2188.63	2187.58	2188.37	349.0
2014-12-23 19:00:00	ES	Futures	2188.11	2189.16	2187.84	2188.63	788.0
2014-12-23 19:30:00	ES	Futures	2188.9	2189.42	2188.11	2188.11	731.0
2014-12-23 20:00:00	ES	Futures	2188.11	2188.63	2188.11	2188.63	544.0
2014-12-23 20:30:00	ES	Futures	2188.63	2189.42	2188.37	2188.9	732.0
2014-12-23 21:00:00	ES	Futures	2189.16	2189.69	2188.9	2189.42	802.0
2014-12-23 21:30:00	ES	Futures	2189.42	2190.21	2189.42	2190.21	829.0
2014-12-23 22:00:00	ES	Futures	2190.48	2190.48	2189.95	2190.21	596.0
2014-12-23 22:30:00	ES	Futures	2190.48	2190.48	2189.16	2189.95	732.0
2014-12-23 23:00:00	ES	Futures	2190.21	2191.0	2189.95	2191.0	712.0
2014-12-23 23:30:00	ES	Futures	2191.0	2191.27	2190.74	2191.27	491.0
2014-12-23 00:00:00	NQ	Futures	5047.62	5048.21	5047.33	5047.62	45.0
2014-12-23 00:30:00	NQ	Futures	5047.62	5048.5	5047.33	5048.21	114.0
2014-12-23 01:00:00	NQ	Futures	5048.5	5049.09	5048.21	5048.21	68.0

> showing 50 of 2,818 rows — these rows as CSV

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