PREVIEW / futures_30min / 2014-12-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-26.parquet
  size:    42 KB
  rows:    1,527

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
2014-12-26 00:00:00	ES	Futures	2191.27	2191.27	2191.0	2191.0	310.0
2014-12-26 00:30:00	ES	Futures	2190.74	2191.0	2190.74	2190.74	196.0
2014-12-26 01:00:00	ES	Futures	2191.0	2191.0	2190.74	2191.0	248.0
2014-12-26 01:30:00	ES	Futures	2191.0	2191.27	2191.0	2191.27	65.0
2014-12-26 02:00:00	ES	Futures	2191.27	2191.53	2190.74	2191.0	289.0
2014-12-26 02:30:00	ES	Futures	2191.0	2191.27	2191.0	2191.27	66.0
2014-12-26 03:00:00	ES	Futures	2191.27	2191.27	2191.0	2191.0	173.0
2014-12-26 03:30:00	ES	Futures	2191.27	2191.53	2191.0	2191.53	134.0
2014-12-26 04:00:00	ES	Futures	2191.53	2192.32	2191.27	2192.32	240.0
2014-12-26 04:30:00	ES	Futures	2192.32	2192.32	2192.05	2192.05	140.0
2014-12-26 05:00:00	ES	Futures	2192.05	2192.05	2191.27	2191.79	276.0
2014-12-26 05:30:00	ES	Futures	2191.79	2191.79	2191.0	2191.0	207.0
2014-12-26 06:00:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	131.0
2014-12-26 06:30:00	ES	Futures	2191.27	2191.27	2191.0	2191.27	186.0
2014-12-26 07:00:00	ES	Futures	2191.27	2191.53	2191.0	2191.27	340.0
2014-12-26 07:30:00	ES	Futures	2191.53	2191.79	2191.27	2191.79	723.0
2014-12-26 08:00:00	ES	Futures	2191.53	2192.32	2191.27	2192.32	1538.0
2014-12-26 08:30:00	ES	Futures	2192.32	2192.58	2191.27	2192.32	1226.0
2014-12-26 09:00:00	ES	Futures	2192.05	2193.11	2191.79	2192.84	2690.0
2014-12-26 09:30:00	ES	Futures	2192.84	2197.32	2191.79	2196.79	38703.0
2014-12-26 10:00:00	ES	Futures	2196.53	2197.58	2194.95	2195.21	30721.0
2014-12-26 10:30:00	ES	Futures	2195.21	2196.27	2194.42	2196.0	16305.0
2014-12-26 11:00:00	ES	Futures	2196.27	2196.79	2195.21	2195.48	13678.0
2014-12-26 11:30:00	ES	Futures	2195.48	2196.27	2195.21	2196.0	9290.0
2014-12-26 12:00:00	ES	Futures	2196.0	2196.0	2193.9	2194.95	15685.0
2014-12-26 12:30:00	ES	Futures	2194.95	2196.27	2194.69	2196.0	8706.0
2014-12-26 13:00:00	ES	Futures	2195.74	2197.32	2195.74	2196.79	12404.0
2014-12-26 13:30:00	ES	Futures	2196.53	2197.58	2196.27	2197.05	8722.0
2014-12-26 14:00:00	ES	Futures	2197.05	2198.63	2196.79	2196.79	18488.0
2014-12-26 14:30:00	ES	Futures	2196.79	2198.11	2196.79	2197.84	12701.0
2014-12-26 15:00:00	ES	Futures	2198.11	2198.37	2197.05	2197.32	13212.0
2014-12-26 15:30:00	ES	Futures	2197.32	2197.32	2192.84	2193.11	50252.0
2014-12-26 16:00:00	ES	Futures	2193.11	2194.69	2192.58	2193.9	37934.0
2014-12-26 16:30:00	ES	Futures	2194.16	2195.74	2194.16	2194.95	3704.0
2014-12-26 17:00:00	ES	Futures	2194.69	2195.48	2194.69	2195.21	608.0
2014-12-26 00:00:00	NQ	Futures	5043.51	5043.8	5042.34	5042.63	104.0
2014-12-26 00:30:00	NQ	Futures	5042.34	5043.22	5041.46	5041.46	52.0
2014-12-26 01:00:00	NQ	Futures	5042.04	5042.34	5040.87	5041.16	80.0
2014-12-26 01:30:00	NQ	Futures	5041.46	5042.63	5041.46	5042.63	20.0
2014-12-26 02:00:00	NQ	Futures	5042.63	5042.63	5041.16	5041.75	53.0
2014-12-26 02:30:00	NQ	Futures	5042.04	5042.04	5041.46	5042.04	37.0
2014-12-26 03:00:00	NQ	Futures	5042.34	5042.92	5041.46	5042.92	104.0
2014-12-26 03:30:00	NQ	Futures	5043.22	5043.8	5043.22	5043.8	49.0
2014-12-26 04:00:00	NQ	Futures	5044.1	5045.86	5043.8	5045.86	87.0
2014-12-26 04:30:00	NQ	Futures	5045.57	5046.45	5044.98	5045.27	34.0
2014-12-26 05:00:00	NQ	Futures	5044.69	5045.57	5044.39	5045.57	115.0
2014-12-26 05:30:00	NQ	Futures	5045.57	5045.86	5045.27	5045.57	143.0
2014-12-26 06:00:00	NQ	Futures	5045.57	5045.86	5045.27	5045.86	64.0
2014-12-26 06:30:00	NQ	Futures	5045.86	5045.86	5044.98	5045.57	109.0
2014-12-26 07:00:00	NQ	Futures	5045.27	5045.57	5043.8	5044.98	96.0

> showing 50 of 1,527 rows — these rows as CSV

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