PREVIEW / futures_30min / 2014-07-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-16.parquet
  size:    71 KB
  rows:    2,873

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
2014-07-16 00:00:00	ES	Futures	2051.03	2051.03	2050.51	2051.03	692.0
2014-07-16 00:30:00	ES	Futures	2051.03	2051.29	2050.77	2051.29	235.0
2014-07-16 01:00:00	ES	Futures	2051.29	2052.07	2051.03	2052.07	755.0
2014-07-16 01:30:00	ES	Futures	2052.07	2052.07	2051.29	2051.55	474.0
2014-07-16 02:00:00	ES	Futures	2051.55	2051.81	2051.29	2051.55	1788.0
2014-07-16 02:30:00	ES	Futures	2051.55	2052.86	2051.55	2051.81	2473.0
2014-07-16 03:00:00	ES	Futures	2051.81	2053.38	2051.55	2053.38	11165.0
2014-07-16 03:30:00	ES	Futures	2053.12	2053.64	2052.34	2053.64	6113.0
2014-07-16 04:00:00	ES	Futures	2053.38	2057.03	2053.12	2057.03	19346.0
2014-07-16 04:30:00	ES	Futures	2056.77	2057.81	2056.24	2057.81	13562.0
2014-07-16 05:00:00	ES	Futures	2057.55	2058.07	2056.77	2056.77	6596.0
2014-07-16 05:30:00	ES	Futures	2057.03	2057.81	2056.5	2057.55	5887.0
2014-07-16 06:00:00	ES	Futures	2057.29	2058.33	2056.77	2057.81	4598.0
2014-07-16 06:30:00	ES	Futures	2057.81	2058.59	2056.77	2058.33	6251.0
2014-07-16 07:00:00	ES	Futures	2058.33	2059.37	2058.07	2058.33	10113.0
2014-07-16 07:30:00	ES	Futures	2058.59	2059.63	2058.33	2058.33	8869.0
2014-07-16 08:00:00	ES	Futures	2058.59	2059.89	2058.07	2059.63	11973.0
2014-07-16 08:30:00	ES	Futures	2059.63	2061.72	2059.11	2060.41	30627.0
2014-07-16 09:00:00	ES	Futures	2060.41	2060.67	2059.37	2060.15	16633.0
2014-07-16 09:30:00	ES	Futures	2060.41	2061.98	2056.24	2058.07	193183.0
2014-07-16 10:00:00	ES	Futures	2058.33	2059.89	2056.5	2057.81	120123.0
2014-07-16 10:30:00	ES	Futures	2057.55	2058.07	2053.9	2054.94	116838.0
2014-07-16 11:00:00	ES	Futures	2054.68	2057.03	2054.42	2056.24	93106.0
2014-07-16 11:30:00	ES	Futures	2056.24	2056.24	2052.86	2055.2	79035.0
2014-07-16 12:00:00	ES	Futures	2055.2	2058.59	2054.68	2058.33	64383.0
2014-07-16 12:30:00	ES	Futures	2058.07	2059.37	2057.81	2058.33	53347.0
2014-07-16 13:00:00	ES	Futures	2058.33	2059.11	2057.81	2059.11	41627.0
2014-07-16 13:30:00	ES	Futures	2058.85	2059.63	2058.07	2059.37	35539.0
2014-07-16 14:00:00	ES	Futures	2059.37	2060.67	2058.85	2060.41	54892.0
2014-07-16 14:30:00	ES	Futures	2060.15	2060.67	2058.07	2058.33	48726.0
2014-07-16 15:00:00	ES	Futures	2058.07	2059.63	2057.81	2059.63	43526.0
2014-07-16 15:30:00	ES	Futures	2059.37	2059.63	2057.55	2058.85	120645.0
2014-07-16 16:00:00	ES	Futures	2058.59	2059.37	2058.33	2058.33	55615.0
2014-07-16 16:30:00	ES	Futures	2058.59	2058.85	2055.72	2055.98	18351.0
2014-07-16 17:00:00	ES	Futures	2055.72	2056.24	2054.94	2055.2	4386.0
2014-07-16 18:00:00	ES	Futures	2054.94	2056.24	2054.68	2054.94	3401.0
2014-07-16 18:30:00	ES	Futures	2054.94	2055.46	2054.68	2054.94	1392.0
2014-07-16 19:00:00	ES	Futures	2055.2	2055.46	2054.94	2055.46	422.0
2014-07-16 19:30:00	ES	Futures	2055.46	2055.72	2054.94	2055.46	1008.0
2014-07-16 20:00:00	ES	Futures	2055.46	2056.5	2055.46	2055.98	1700.0
2014-07-16 20:30:00	ES	Futures	2055.98	2056.5	2055.72	2055.98	836.0
2014-07-16 21:00:00	ES	Futures	2055.98	2056.24	2055.2	2055.46	1240.0
2014-07-16 21:30:00	ES	Futures	2055.46	2056.24	2054.94	2055.98	2372.0
2014-07-16 22:00:00	ES	Futures	2055.98	2055.98	2054.68	2054.94	2078.0
2014-07-16 22:30:00	ES	Futures	2054.94	2054.94	2054.16	2054.68	1520.0
2014-07-16 23:00:00	ES	Futures	2054.68	2055.2	2054.16	2054.42	707.0
2014-07-16 23:30:00	ES	Futures	2054.16	2054.42	2053.12	2053.9	3194.0
2014-07-16 00:00:00	NQ	Futures	4572.66	4572.66	4571.49	4572.07	73.0
2014-07-16 00:30:00	NQ	Futures	4571.78	4573.53	4571.78	4573.53	84.0
2014-07-16 01:00:00	NQ	Futures	4573.24	4574.7	4572.66	4574.7	99.0

> showing 50 of 2,873 rows — these rows as CSV

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