PREVIEW / futures_30min / 2014-07-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-15.parquet
  size:    73 KB
  rows:    2,868

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
2014-07-15 00:00:00	ES	Futures	2055.72	2056.5	2055.46	2056.5	748.0
2014-07-15 00:30:00	ES	Futures	2056.5	2056.77	2056.24	2056.5	402.0
2014-07-15 01:00:00	ES	Futures	2056.24	2056.5	2055.72	2055.72	1047.0
2014-07-15 01:30:00	ES	Futures	2055.98	2055.98	2054.94	2054.94	1929.0
2014-07-15 02:00:00	ES	Futures	2054.94	2055.46	2053.64	2054.16	4390.0
2014-07-15 02:30:00	ES	Futures	2054.16	2054.94	2054.16	2054.94	2827.0
2014-07-15 03:00:00	ES	Futures	2054.68	2055.72	2053.9	2055.2	10614.0
2014-07-15 03:30:00	ES	Futures	2054.94	2055.2	2053.64	2054.42	7280.0
2014-07-15 04:00:00	ES	Futures	2054.42	2054.68	2053.38	2054.16	9290.0
2014-07-15 04:30:00	ES	Futures	2054.42	2054.94	2053.64	2054.42	7700.0
2014-07-15 05:00:00	ES	Futures	2054.16	2054.42	2050.77	2051.55	18922.0
2014-07-15 05:30:00	ES	Futures	2051.55	2052.6	2051.55	2052.07	7668.0
2014-07-15 06:00:00	ES	Futures	2052.34	2052.6	2051.55	2052.07	4045.0
2014-07-15 06:30:00	ES	Futures	2052.07	2052.6	2050.77	2052.07	11344.0
2014-07-15 07:00:00	ES	Futures	2052.07	2055.72	2052.07	2055.2	10700.0
2014-07-15 07:30:00	ES	Futures	2055.46	2057.29	2054.94	2055.72	18054.0
2014-07-15 08:00:00	ES	Futures	2055.72	2057.03	2055.46	2056.5	14626.0
2014-07-15 08:30:00	ES	Futures	2056.5	2058.33	2055.98	2057.03	28465.0
2014-07-15 09:00:00	ES	Futures	2057.03	2057.03	2055.2	2055.98	12684.0
2014-07-15 09:30:00	ES	Futures	2055.98	2060.15	2054.94	2056.5	190810.0
2014-07-15 10:00:00	ES	Futures	2056.24	2058.85	2052.07	2054.16	235526.0
2014-07-15 10:30:00	ES	Futures	2054.16	2055.46	2045.56	2049.47	259849.0
2014-07-15 11:00:00	ES	Futures	2049.21	2052.6	2047.38	2050.51	141043.0
2014-07-15 11:30:00	ES	Futures	2050.51	2050.77	2043.21	2043.73	129235.0
2014-07-15 12:00:00	ES	Futures	2043.73	2047.64	2041.91	2046.6	138917.0
2014-07-15 12:30:00	ES	Futures	2046.6	2049.99	2046.34	2047.9	74262.0
2014-07-15 13:00:00	ES	Futures	2047.64	2052.86	2047.12	2050.77	80518.0
2014-07-15 13:30:00	ES	Futures	2051.03	2052.34	2049.99	2050.51	55442.0
2014-07-15 14:00:00	ES	Futures	2050.51	2054.16	2049.99	2053.12	93519.0
2014-07-15 14:30:00	ES	Futures	2053.12	2053.38	2051.55	2052.86	63192.0
2014-07-15 15:00:00	ES	Futures	2052.86	2053.38	2049.21	2050.77	84369.0
2014-07-15 15:30:00	ES	Futures	2051.03	2052.07	2049.99	2051.55	101895.0
2014-07-15 16:00:00	ES	Futures	2051.55	2051.81	2050.51	2051.55	57276.0
2014-07-15 16:30:00	ES	Futures	2051.55	2052.07	2051.29	2051.81	6294.0
2014-07-15 17:00:00	ES	Futures	2051.81	2052.6	2051.55	2052.34	2739.0
2014-07-15 18:00:00	ES	Futures	2051.55	2051.81	2050.51	2051.03	2008.0
2014-07-15 18:30:00	ES	Futures	2051.03	2051.81	2050.77	2051.55	1127.0
2014-07-15 19:00:00	ES	Futures	2051.81	2052.34	2051.55	2051.81	740.0
2014-07-15 19:30:00	ES	Futures	2051.81	2052.07	2051.29	2051.55	671.0
2014-07-15 20:00:00	ES	Futures	2051.81	2052.07	2051.29	2051.81	805.0
2014-07-15 20:30:00	ES	Futures	2052.07	2052.07	2051.81	2052.07	413.0
2014-07-15 21:00:00	ES	Futures	2052.07	2052.07	2051.55	2051.81	582.0
2014-07-15 21:30:00	ES	Futures	2051.81	2052.34	2051.81	2052.34	497.0
2014-07-15 22:00:00	ES	Futures	2052.34	2052.86	2051.29	2051.55	2826.0
2014-07-15 22:30:00	ES	Futures	2051.29	2051.55	2050.77	2051.03	1237.0
2014-07-15 23:00:00	ES	Futures	2051.29	2051.29	2050.51	2050.77	662.0
2014-07-15 23:30:00	ES	Futures	2050.77	2051.29	2050.51	2051.29	518.0
2014-07-15 00:00:00	NQ	Futures	4583.75	4585.21	4583.75	4584.92	113.0
2014-07-15 00:30:00	NQ	Futures	4584.92	4585.51	4584.92	4585.21	29.0
2014-07-15 01:00:00	NQ	Futures	4585.21	4585.21	4584.34	4584.34	59.0

> showing 50 of 2,868 rows — these rows as CSV

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