PREVIEW / futures_30min / 2014-07-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-18.parquet
  size:    64 KB
  rows:    2,327

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
2014-07-18 00:00:00	ES	Futures	2033.57	2033.83	2033.31	2033.83	833.0
2014-07-18 00:30:00	ES	Futures	2033.83	2034.61	2033.57	2033.83	1308.0
2014-07-18 01:00:00	ES	Futures	2033.57	2034.61	2033.57	2034.35	1582.0
2014-07-18 01:30:00	ES	Futures	2034.09	2034.87	2033.83	2034.61	1302.0
2014-07-18 02:00:00	ES	Futures	2034.87	2036.7	2034.35	2035.92	12006.0
2014-07-18 02:30:00	ES	Futures	2035.92	2036.7	2035.4	2036.44	5180.0
2014-07-18 03:00:00	ES	Futures	2036.44	2036.44	2033.83	2035.92	27339.0
2014-07-18 03:30:00	ES	Futures	2035.66	2039.04	2035.4	2038.78	22711.0
2014-07-18 04:00:00	ES	Futures	2038.78	2039.04	2037.22	2038.52	11981.0
2014-07-18 04:30:00	ES	Futures	2038.52	2038.52	2037.22	2037.74	5778.0
2014-07-18 05:00:00	ES	Futures	2037.74	2038.0	2036.7	2037.48	7014.0
2014-07-18 05:30:00	ES	Futures	2037.22	2038.0	2035.66	2036.18	11667.0
2014-07-18 06:00:00	ES	Futures	2035.92	2038.26	2035.66	2037.48	10772.0
2014-07-18 06:30:00	ES	Futures	2037.48	2040.61	2037.22	2040.09	17427.0
2014-07-18 07:00:00	ES	Futures	2040.09	2041.91	2039.3	2041.13	17294.0
2014-07-18 07:30:00	ES	Futures	2040.87	2041.13	2037.74	2038.52	17822.0
2014-07-18 08:00:00	ES	Futures	2038.52	2039.83	2038.26	2039.04	14328.0
2014-07-18 08:30:00	ES	Futures	2039.04	2040.09	2038.52	2038.78	19053.0
2014-07-18 09:00:00	ES	Futures	2038.78	2042.17	2038.78	2041.39	37756.0
2014-07-18 09:30:00	ES	Futures	2041.39	2044.52	2040.35	2042.43	225681.0
2014-07-18 10:00:00	ES	Futures	2042.69	2044.26	2040.61	2043.47	148532.0
2014-07-18 10:30:00	ES	Futures	2043.47	2048.17	2042.43	2047.64	160136.0
2014-07-18 11:00:00	ES	Futures	2047.64	2048.95	2046.6	2047.64	118861.0
2014-07-18 11:30:00	ES	Futures	2047.64	2051.81	2047.38	2049.99	124617.0
2014-07-18 12:00:00	ES	Futures	2050.25	2053.12	2049.99	2052.86	77746.0
2014-07-18 12:30:00	ES	Futures	2053.12	2053.12	2051.81	2052.34	47877.0
2014-07-18 13:00:00	ES	Futures	2052.34	2052.6	2049.47	2049.47	56459.0
2014-07-18 13:30:00	ES	Futures	2049.73	2052.6	2048.95	2052.07	44113.0
2014-07-18 14:00:00	ES	Futures	2052.07	2055.72	2050.77	2055.2	82076.0
2014-07-18 14:30:00	ES	Futures	2055.46	2056.24	2054.16	2054.68	78410.0
2014-07-18 15:00:00	ES	Futures	2054.94	2058.07	2054.16	2055.98	100425.0
2014-07-18 15:30:00	ES	Futures	2055.72	2056.77	2054.42	2055.98	131668.0
2014-07-18 16:00:00	ES	Futures	2055.72	2056.24	2054.68	2055.2	69683.0
2014-07-18 16:30:00	ES	Futures	2054.94	2055.46	2054.94	2054.94	6297.0
2014-07-18 17:00:00	ES	Futures	2054.94	2055.2	2054.42	2054.94	2876.0
2014-07-18 00:00:00	NQ	Futures	4523.6	4523.89	4522.72	4523.89	137.0
2014-07-18 00:30:00	NQ	Futures	4523.6	4525.94	4523.6	4523.89	193.0
2014-07-18 01:00:00	NQ	Futures	4524.18	4526.23	4523.02	4525.35	329.0
2014-07-18 01:30:00	NQ	Futures	4524.77	4527.4	4524.48	4526.23	309.0
2014-07-18 02:00:00	NQ	Futures	4526.52	4532.36	4525.94	4531.19	1676.0
2014-07-18 02:30:00	NQ	Futures	4531.48	4532.36	4528.27	4531.19	611.0
2014-07-18 03:00:00	NQ	Futures	4530.9	4531.48	4521.56	4524.77	4334.0
2014-07-18 03:30:00	NQ	Futures	4524.77	4532.36	4524.18	4531.48	2704.0
2014-07-18 04:00:00	NQ	Futures	4531.48	4532.07	4527.4	4531.48	1589.0
2014-07-18 04:30:00	NQ	Futures	4531.48	4533.82	4530.32	4533.53	1423.0
2014-07-18 05:00:00	NQ	Futures	4533.24	4534.4	4532.65	4533.82	1580.0
2014-07-18 05:30:00	NQ	Futures	4533.82	4534.11	4528.27	4528.56	2151.0
2014-07-18 06:00:00	NQ	Futures	4528.56	4533.24	4527.4	4531.48	1420.0
2014-07-18 06:30:00	NQ	Futures	4531.19	4537.62	4530.61	4536.16	1984.0
2014-07-18 07:00:00	NQ	Futures	4536.45	4541.41	4534.99	4539.95	2657.0

> showing 50 of 2,327 rows — these rows as CSV

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