PREVIEW / futures_30min / 2014-12-31

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-31.parquet
  size:    55 KB
  rows:    1,865

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
2014-12-31 00:00:00	ES	Futures	2190.21	2190.48	2189.95	2190.21	742.0
2014-12-31 00:30:00	ES	Futures	2189.95	2190.48	2189.69	2189.69	563.0
2014-12-31 01:00:00	ES	Futures	2189.69	2190.21	2189.69	2189.69	169.0
2014-12-31 01:30:00	ES	Futures	2189.69	2190.21	2189.69	2190.21	189.0
2014-12-31 02:00:00	ES	Futures	2189.95	2192.32	2189.95	2191.53	2621.0
2014-12-31 02:30:00	ES	Futures	2191.53	2191.53	2190.74	2191.0	794.0
2014-12-31 03:00:00	ES	Futures	2191.27	2191.79	2189.42	2189.42	1433.0
2014-12-31 03:30:00	ES	Futures	2189.69	2191.27	2189.69	2190.74	1086.0
2014-12-31 04:00:00	ES	Futures	2190.74	2191.27	2189.95	2189.95	942.0
2014-12-31 04:30:00	ES	Futures	2190.21	2190.48	2189.16	2189.42	1002.0
2014-12-31 05:00:00	ES	Futures	2189.42	2190.48	2189.42	2189.95	576.0
2014-12-31 05:30:00	ES	Futures	2189.95	2190.48	2189.42	2189.42	849.0
2014-12-31 06:00:00	ES	Futures	2189.42	2189.69	2188.9	2189.16	975.0
2014-12-31 06:30:00	ES	Futures	2189.16	2189.16	2188.37	2188.63	1019.0
2014-12-31 07:00:00	ES	Futures	2188.63	2189.16	2188.37	2188.9	836.0
2014-12-31 07:30:00	ES	Futures	2188.9	2189.42	2188.63	2189.42	1457.0
2014-12-31 08:00:00	ES	Futures	2189.42	2190.48	2188.63	2188.9	3239.0
2014-12-31 08:30:00	ES	Futures	2188.9	2189.42	2188.37	2188.63	3502.0
2014-12-31 09:00:00	ES	Futures	2188.63	2189.16	2187.32	2187.58	6676.0
2014-12-31 09:30:00	ES	Futures	2187.58	2188.63	2184.42	2185.21	49812.0
2014-12-31 10:00:00	ES	Futures	2185.21	2187.58	2185.21	2186.53	29283.0
2014-12-31 10:30:00	ES	Futures	2186.79	2189.16	2186.53	2188.37	32421.0
2014-12-31 11:00:00	ES	Futures	2188.63	2188.63	2185.21	2185.48	26889.0
2014-12-31 11:30:00	ES	Futures	2185.48	2187.06	2185.21	2186.0	22315.0
2014-12-31 12:00:00	ES	Futures	2186.27	2186.53	2176.0	2178.9	65193.0
2014-12-31 12:30:00	ES	Futures	2178.63	2180.48	2176.53	2178.11	36900.0
2014-12-31 13:00:00	ES	Futures	2177.84	2181.27	2177.32	2178.9	33272.0
2014-12-31 13:30:00	ES	Futures	2178.9	2181.0	2176.0	2177.84	27240.0
2014-12-31 14:00:00	ES	Futures	2177.58	2177.84	2169.42	2172.06	58312.0
2014-12-31 14:30:00	ES	Futures	2172.06	2172.84	2166.53	2169.42	51471.0
2014-12-31 15:00:00	ES	Futures	2169.42	2173.11	2167.06	2171.53	48562.0
2014-12-31 15:30:00	ES	Futures	2171.53	2172.32	2158.9	2160.21	198841.0
2014-12-31 16:00:00	ES	Futures	2159.95	2162.32	2158.63	2161.53	104453.0
2014-12-31 16:30:00	ES	Futures	2161.0	2162.85	2159.16	2159.69	8366.0
2014-12-31 17:00:00	ES	Futures	2159.69	2162.32	2159.42	2162.06	2578.0
2014-12-31 00:00:00	NQ	Futures	5039.11	5041.16	5038.52	5039.99	185.0
2014-12-31 00:30:00	NQ	Futures	5039.99	5040.57	5038.81	5039.4	132.0
2014-12-31 01:00:00	NQ	Futures	5039.4	5039.99	5038.22	5038.22	39.0
2014-12-31 01:30:00	NQ	Futures	5037.93	5039.11	5037.64	5038.81	92.0
2014-12-31 02:00:00	NQ	Futures	5039.11	5044.69	5038.81	5043.22	476.0
2014-12-31 02:30:00	NQ	Futures	5042.92	5042.92	5041.46	5042.63	95.0
2014-12-31 03:00:00	NQ	Futures	5043.22	5043.51	5038.52	5038.52	230.0
2014-12-31 03:30:00	NQ	Futures	5038.52	5041.16	5038.52	5039.69	178.0
2014-12-31 04:00:00	NQ	Futures	5039.69	5039.99	5037.93	5038.52	146.0
2014-12-31 04:30:00	NQ	Futures	5038.81	5039.11	5035.87	5036.17	230.0
2014-12-31 05:00:00	NQ	Futures	5036.17	5038.52	5035.87	5038.52	97.0
2014-12-31 05:30:00	NQ	Futures	5037.93	5039.11	5036.76	5037.05	183.0
2014-12-31 06:00:00	NQ	Futures	5036.76	5036.76	5035.58	5035.58	135.0
2014-12-31 06:30:00	NQ	Futures	5035.87	5035.87	5033.23	5034.7	278.0
2014-12-31 07:00:00	NQ	Futures	5034.7	5036.46	5034.7	5036.17	192.0

> showing 50 of 1,865 rows — these rows as CSV

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