PREVIEW / futures_30min / 2014-07-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-22.parquet
  size:    73 KB
  rows:    2,877

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
2014-07-22 00:00:00	ES	Futures	2051.81	2051.81	2051.29	2051.55	669.0
2014-07-22 00:30:00	ES	Futures	2051.55	2051.81	2051.29	2051.29	892.0
2014-07-22 01:00:00	ES	Futures	2051.29	2052.6	2051.29	2051.55	2198.0
2014-07-22 01:30:00	ES	Futures	2051.55	2052.6	2051.55	2052.6	1992.0
2014-07-22 02:00:00	ES	Futures	2052.34	2052.86	2051.03	2051.55	4752.0
2014-07-22 02:30:00	ES	Futures	2051.29	2052.86	2051.29	2052.6	3068.0
2014-07-22 03:00:00	ES	Futures	2052.34	2052.86	2051.29	2052.07	13308.0
2014-07-22 03:30:00	ES	Futures	2052.34	2053.12	2051.81	2051.81	6626.0
2014-07-22 04:00:00	ES	Futures	2051.81	2052.34	2050.77	2051.29	8536.0
2014-07-22 04:30:00	ES	Futures	2051.55	2054.16	2051.29	2053.38	10358.0
2014-07-22 05:00:00	ES	Futures	2053.64	2055.46	2053.12	2055.2	10249.0
2014-07-22 05:30:00	ES	Futures	2055.46	2056.77	2055.2	2055.46	12359.0
2014-07-22 06:00:00	ES	Futures	2055.72	2056.24	2055.2	2055.2	5318.0
2014-07-22 06:30:00	ES	Futures	2055.46	2055.72	2054.68	2055.46	5798.0
2014-07-22 07:00:00	ES	Futures	2055.72	2056.5	2054.42	2056.24	10370.0
2014-07-22 07:30:00	ES	Futures	2056.24	2058.59	2055.72	2056.5	19781.0
2014-07-22 08:00:00	ES	Futures	2056.24	2058.07	2055.2	2056.5	16113.0
2014-07-22 08:30:00	ES	Futures	2056.5	2059.89	2056.5	2057.81	31348.0
2014-07-22 09:00:00	ES	Futures	2057.81	2060.67	2057.03	2058.85	35858.0
2014-07-22 09:30:00	ES	Futures	2058.85	2061.2	2057.55	2059.63	176639.0
2014-07-22 10:00:00	ES	Futures	2059.89	2063.54	2059.63	2061.98	130324.0
2014-07-22 10:30:00	ES	Futures	2061.98	2063.02	2060.15	2062.5	76472.0
2014-07-22 11:00:00	ES	Futures	2062.5	2064.58	2061.98	2062.24	79962.0
2014-07-22 11:30:00	ES	Futures	2062.5	2063.28	2061.72	2062.76	42455.0
2014-07-22 12:00:00	ES	Futures	2062.76	2063.8	2062.5	2063.8	25614.0
2014-07-22 12:30:00	ES	Futures	2063.8	2064.58	2062.24	2062.5	32807.0
2014-07-22 13:00:00	ES	Futures	2062.5	2063.8	2062.24	2063.02	19950.0
2014-07-22 13:30:00	ES	Futures	2063.02	2063.28	2061.72	2062.5	24637.0
2014-07-22 14:00:00	ES	Futures	2062.76	2063.8	2062.24	2062.76	30981.0
2014-07-22 14:30:00	ES	Futures	2063.02	2063.02	2058.85	2060.94	130391.0
2014-07-22 15:00:00	ES	Futures	2060.94	2061.98	2059.89	2061.98	65783.0
2014-07-22 15:30:00	ES	Futures	2061.98	2063.28	2060.67	2060.67	97566.0
2014-07-22 16:00:00	ES	Futures	2060.67	2061.2	2057.81	2058.33	99098.0
2014-07-22 16:30:00	ES	Futures	2058.85	2059.63	2055.98	2056.5	17437.0
2014-07-22 17:00:00	ES	Futures	2055.98	2058.33	2055.98	2058.07	2409.0
2014-07-22 18:00:00	ES	Futures	2056.77	2059.11	2056.5	2058.07	2985.0
2014-07-22 18:30:00	ES	Futures	2058.07	2059.11	2057.55	2057.81	1232.0
2014-07-22 19:00:00	ES	Futures	2057.55	2057.81	2057.29	2057.55	338.0
2014-07-22 19:30:00	ES	Futures	2057.81	2058.07	2057.55	2057.55	755.0
2014-07-22 20:00:00	ES	Futures	2057.81	2057.81	2057.29	2057.55	982.0
2014-07-22 20:30:00	ES	Futures	2057.81	2058.07	2057.29	2057.81	1312.0
2014-07-22 21:00:00	ES	Futures	2057.55	2058.33	2057.55	2058.07	1049.0
2014-07-22 21:30:00	ES	Futures	2058.07	2058.59	2057.81	2058.07	1356.0
2014-07-22 22:00:00	ES	Futures	2058.33	2058.59	2058.07	2058.07	995.0
2014-07-22 22:30:00	ES	Futures	2058.07	2058.59	2057.81	2058.59	1132.0
2014-07-22 23:00:00	ES	Futures	2058.59	2058.59	2058.07	2058.07	583.0
2014-07-22 23:30:00	ES	Futures	2058.33	2059.63	2058.33	2058.59	2563.0
2014-07-22 00:00:00	NQ	Futures	4591.05	4591.64	4590.18	4591.35	124.0
2014-07-22 00:30:00	NQ	Futures	4591.35	4592.22	4590.18	4590.76	435.0
2014-07-22 01:00:00	NQ	Futures	4590.47	4592.81	4590.18	4591.93	197.0

> showing 50 of 2,877 rows — these rows as CSV

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