PREVIEW / futures_30min / 2014-07-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-17.parquet
  size:    77 KB
  rows:    2,898

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
2014-07-17 00:00:00	ES	Futures	2054.16	2054.42	2053.9	2054.16	630.0
2014-07-17 00:30:00	ES	Futures	2054.16	2054.42	2053.38	2053.9	2014.0
2014-07-17 01:00:00	ES	Futures	2053.9	2053.9	2053.12	2053.64	1665.0
2014-07-17 01:30:00	ES	Futures	2053.64	2053.9	2053.38	2053.38	1549.0
2014-07-17 02:00:00	ES	Futures	2053.38	2053.9	2051.81	2053.64	6410.0
2014-07-17 02:30:00	ES	Futures	2053.38	2053.64	2052.86	2053.38	2376.0
2014-07-17 03:00:00	ES	Futures	2053.12	2054.16	2052.07	2053.9	14914.0
2014-07-17 03:30:00	ES	Futures	2053.9	2055.72	2053.64	2055.46	12734.0
2014-07-17 04:00:00	ES	Futures	2055.46	2055.72	2053.9	2053.9	7966.0
2014-07-17 04:30:00	ES	Futures	2053.9	2054.42	2052.34	2052.86	6992.0
2014-07-17 05:00:00	ES	Futures	2052.6	2053.64	2052.34	2052.86	6388.0
2014-07-17 05:30:00	ES	Futures	2052.86	2052.86	2050.77	2051.03	6180.0
2014-07-17 06:00:00	ES	Futures	2051.29	2051.29	2049.73	2050.77	7818.0
2014-07-17 06:30:00	ES	Futures	2050.51	2050.77	2045.56	2046.34	22396.0
2014-07-17 07:00:00	ES	Futures	2046.6	2047.9	2044.78	2047.38	20598.0
2014-07-17 07:30:00	ES	Futures	2047.38	2050.25	2047.12	2047.64	16292.0
2014-07-17 08:00:00	ES	Futures	2047.64	2051.81	2047.64	2050.77	18844.0
2014-07-17 08:30:00	ES	Futures	2050.77	2051.29	2049.21	2050.51	16409.0
2014-07-17 09:00:00	ES	Futures	2050.51	2052.34	2049.73	2052.07	24809.0
2014-07-17 09:30:00	ES	Futures	2052.07	2058.07	2051.55	2057.55	201046.0
2014-07-17 10:00:00	ES	Futures	2057.55	2059.89	2055.72	2059.37	145030.0
2014-07-17 10:30:00	ES	Futures	2059.63	2059.89	2056.24	2056.5	116734.0
2014-07-17 11:00:00	ES	Futures	2056.77	2057.29	2046.86	2047.38	246599.0
2014-07-17 11:30:00	ES	Futures	2047.38	2051.03	2045.04	2046.86	213381.0
2014-07-17 12:00:00	ES	Futures	2047.12	2047.9	2042.69	2047.38	193352.0
2014-07-17 12:30:00	ES	Futures	2047.38	2050.51	2046.6	2049.73	84272.0
2014-07-17 13:00:00	ES	Futures	2049.73	2054.16	2049.47	2050.51	109681.0
2014-07-17 13:30:00	ES	Futures	2050.77	2052.07	2046.6	2047.9	71451.0
2014-07-17 14:00:00	ES	Futures	2048.17	2048.17	2043.73	2045.04	97322.0
2014-07-17 14:30:00	ES	Futures	2045.04	2047.64	2044.26	2045.3	73225.0
2014-07-17 15:00:00	ES	Futures	2045.3	2045.3	2036.96	2037.48	196568.0
2014-07-17 15:30:00	ES	Futures	2037.22	2038.78	2031.75	2035.13	331455.0
2014-07-17 16:00:00	ES	Futures	2034.87	2037.48	2034.35	2036.96	108583.0
2014-07-17 16:30:00	ES	Futures	2036.44	2037.22	2031.23	2032.27	30438.0
2014-07-17 17:00:00	ES	Futures	2032.27	2032.79	2031.49	2031.49	2728.0
2014-07-17 18:00:00	ES	Futures	2032.01	2033.57	2024.97	2027.58	20557.0
2014-07-17 18:30:00	ES	Futures	2027.58	2029.4	2024.97	2025.75	11910.0
2014-07-17 19:00:00	ES	Futures	2026.01	2029.92	2025.75	2029.66	4984.0
2014-07-17 19:30:00	ES	Futures	2029.92	2031.49	2028.88	2031.49	7111.0
2014-07-17 20:00:00	ES	Futures	2031.75	2032.53	2030.44	2031.49	6312.0
2014-07-17 20:30:00	ES	Futures	2031.49	2034.61	2031.23	2032.79	7064.0
2014-07-17 21:00:00	ES	Futures	2032.79	2034.35	2032.27	2033.57	3018.0
2014-07-17 21:30:00	ES	Futures	2033.83	2035.13	2033.57	2034.87	4497.0
2014-07-17 22:00:00	ES	Futures	2034.87	2035.13	2034.35	2034.35	3642.0
2014-07-17 22:30:00	ES	Futures	2034.61	2034.61	2033.31	2034.35	2121.0
2014-07-17 23:00:00	ES	Futures	2034.35	2034.61	2033.57	2034.09	1359.0
2014-07-17 23:30:00	ES	Futures	2033.83	2034.35	2033.31	2033.57	1591.0
2014-07-17 00:00:00	NQ	Futures	4573.53	4574.41	4573.24	4573.83	190.0
2014-07-17 00:30:00	NQ	Futures	4574.12	4574.12	4571.78	4572.37	357.0
2014-07-17 01:00:00	NQ	Futures	4572.37	4572.95	4571.2	4572.07	199.0

> showing 50 of 2,898 rows — these rows as CSV

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