PREVIEW / futures_30min / 2014-12-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-24.parquet
  size:    45 KB
  rows:    1,524

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
2014-12-24 00:00:00	ES	Futures	2191.0	2191.53	2191.0	2191.0	290.0
2014-12-24 00:30:00	ES	Futures	2191.0	2192.05	2191.0	2191.27	798.0
2014-12-24 01:00:00	ES	Futures	2191.53	2192.05	2190.48	2191.0	658.0
2014-12-24 01:30:00	ES	Futures	2190.74	2191.0	2189.16	2189.16	1050.0
2014-12-24 02:00:00	ES	Futures	2189.42	2189.95	2189.16	2189.95	538.0
2014-12-24 02:30:00	ES	Futures	2189.69	2189.95	2189.16	2189.16	317.0
2014-12-24 03:00:00	ES	Futures	2189.16	2189.69	2188.9	2189.16	956.0
2014-12-24 03:30:00	ES	Futures	2189.16	2189.42	2188.63	2188.9	438.0
2014-12-24 04:00:00	ES	Futures	2188.9	2189.95	2188.9	2189.16	422.0
2014-12-24 04:30:00	ES	Futures	2189.16	2189.69	2188.9	2189.69	327.0
2014-12-24 05:00:00	ES	Futures	2189.69	2190.21	2189.16	2189.95	727.0
2014-12-24 05:30:00	ES	Futures	2189.95	2190.21	2189.69	2190.21	453.0
2014-12-24 06:00:00	ES	Futures	2190.21	2190.21	2188.9	2189.42	1534.0
2014-12-24 06:30:00	ES	Futures	2189.16	2189.95	2189.16	2189.16	832.0
2014-12-24 07:00:00	ES	Futures	2189.42	2189.95	2189.16	2189.95	745.0
2014-12-24 07:30:00	ES	Futures	2189.69	2190.48	2189.69	2189.95	1024.0
2014-12-24 08:00:00	ES	Futures	2189.95	2191.27	2189.95	2190.74	1753.0
2014-12-24 08:30:00	ES	Futures	2190.48	2191.0	2190.21	2190.21	1517.0
2014-12-24 09:00:00	ES	Futures	2190.21	2191.27	2189.42	2189.95	4862.0
2014-12-24 09:30:00	ES	Futures	2189.69	2191.27	2188.37	2190.21	44145.0
2014-12-24 10:00:00	ES	Futures	2190.21	2191.27	2189.42	2191.27	25370.0
2014-12-24 10:30:00	ES	Futures	2191.0	2192.05	2190.48	2191.27	18165.0
2014-12-24 11:00:00	ES	Futures	2191.27	2193.11	2191.27	2192.58	20016.0
2014-12-24 11:30:00	ES	Futures	2192.32	2193.11	2191.27	2191.53	10349.0
2014-12-24 12:00:00	ES	Futures	2191.79	2193.11	2191.53	2191.79	14118.0
2014-12-24 12:30:00	ES	Futures	2192.05	2192.58	2186.27	2187.06	43959.0
2014-12-24 13:00:00	ES	Futures	2187.06	2190.74	2186.27	2187.32	30297.0
2014-12-24 00:00:00	NQ	Futures	5032.35	5033.23	5032.35	5032.64	79.0
2014-12-24 00:30:00	NQ	Futures	5032.64	5035.58	5032.64	5034.7	219.0
2014-12-24 01:00:00	NQ	Futures	5034.7	5035.58	5033.82	5033.82	271.0
2014-12-24 01:30:00	NQ	Futures	5033.82	5033.82	5029.12	5029.12	168.0
2014-12-24 02:00:00	NQ	Futures	5029.41	5030.29	5027.06	5030.29	206.0
2014-12-24 02:30:00	NQ	Futures	5030.29	5030.88	5027.36	5027.36	99.0
2014-12-24 03:00:00	NQ	Futures	5027.65	5028.24	5027.06	5027.06	99.0
2014-12-24 03:30:00	NQ	Futures	5027.06	5028.24	5026.48	5027.36	115.0
2014-12-24 04:00:00	NQ	Futures	5028.24	5029.71	5027.65	5029.12	62.0
2014-12-24 04:30:00	NQ	Futures	5028.83	5030.0	5028.24	5029.71	56.0
2014-12-24 05:00:00	NQ	Futures	5030.29	5031.76	5030.29	5031.76	59.0
2014-12-24 05:30:00	NQ	Futures	5031.47	5032.35	5031.18	5032.06	35.0
2014-12-24 06:00:00	NQ	Futures	5032.35	5032.64	5030.29	5030.88	281.0
2014-12-24 06:30:00	NQ	Futures	5030.88	5030.88	5029.41	5029.71	120.0
2014-12-24 07:00:00	NQ	Futures	5029.71	5031.18	5029.41	5030.88	295.0
2014-12-24 07:30:00	NQ	Futures	5030.59	5032.64	5030.59	5031.47	199.0
2014-12-24 08:00:00	NQ	Futures	5031.18	5034.41	5030.88	5032.64	347.0
2014-12-24 08:30:00	NQ	Futures	5032.94	5033.53	5030.59	5030.88	285.0
2014-12-24 09:00:00	NQ	Futures	5031.18	5035.29	5030.0	5032.35	1308.0
2014-12-24 09:30:00	NQ	Futures	5032.35	5045.57	5028.53	5043.22	14149.0
2014-12-24 10:00:00	NQ	Futures	5043.22	5044.98	5034.7	5043.22	4742.0
2014-12-24 10:30:00	NQ	Futures	5043.22	5045.57	5042.34	5044.1	2893.0
2014-12-24 11:00:00	NQ	Futures	5044.1	5049.09	5043.8	5048.21	3208.0

> showing 50 of 1,524 rows — these rows as CSV

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