PREVIEW / futures_30min / 2014-07-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-29.parquet
  size:    71 KB
  rows:    2,842

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
2014-07-29 00:00:00	ES	Futures	2055.2	2055.98	2054.94	2055.98	694.0
2014-07-29 00:30:00	ES	Futures	2055.98	2056.5	2055.98	2056.24	1232.0
2014-07-29 01:00:00	ES	Futures	2055.98	2056.77	2055.98	2055.98	1825.0
2014-07-29 01:30:00	ES	Futures	2056.24	2056.77	2055.98	2056.5	1272.0
2014-07-29 02:00:00	ES	Futures	2056.5	2056.77	2055.46	2055.46	3677.0
2014-07-29 02:30:00	ES	Futures	2055.46	2056.24	2054.94	2056.24	1685.0
2014-07-29 03:00:00	ES	Futures	2055.98	2057.81	2054.94	2055.72	16704.0
2014-07-29 03:30:00	ES	Futures	2055.72	2056.24	2054.42	2054.42	8533.0
2014-07-29 04:00:00	ES	Futures	2054.68	2054.68	2051.29	2051.81	17250.0
2014-07-29 04:30:00	ES	Futures	2052.07	2054.42	2051.55	2054.16	10701.0
2014-07-29 05:00:00	ES	Futures	2054.16	2054.42	2053.12	2053.64	5626.0
2014-07-29 05:30:00	ES	Futures	2053.9	2055.46	2052.86	2054.68	6075.0
2014-07-29 06:00:00	ES	Futures	2054.68	2057.03	2054.16	2056.5	6113.0
2014-07-29 06:30:00	ES	Futures	2056.5	2058.07	2056.5	2058.07	11736.0
2014-07-29 07:00:00	ES	Futures	2058.07	2060.67	2058.07	2059.89	19988.0
2014-07-29 07:30:00	ES	Futures	2059.89	2060.41	2058.85	2059.11	9314.0
2014-07-29 08:00:00	ES	Futures	2059.11	2061.72	2059.11	2060.67	13763.0
2014-07-29 08:30:00	ES	Futures	2060.67	2060.94	2058.33	2059.37	16524.0
2014-07-29 09:00:00	ES	Futures	2059.63	2060.94	2059.11	2060.67	18240.0
2014-07-29 09:30:00	ES	Futures	2060.67	2062.5	2057.03	2060.94	144073.0
2014-07-29 10:00:00	ES	Futures	2060.94	2063.54	2060.15	2062.5	103362.0
2014-07-29 10:30:00	ES	Futures	2062.5	2063.02	2059.11	2059.63	82816.0
2014-07-29 11:00:00	ES	Futures	2059.63	2060.15	2052.34	2054.16	172886.0
2014-07-29 11:30:00	ES	Futures	2054.42	2055.2	2050.77	2055.2	132798.0
2014-07-29 12:00:00	ES	Futures	2054.94	2058.33	2054.42	2057.81	63030.0
2014-07-29 12:30:00	ES	Futures	2057.81	2059.37	2057.29	2059.37	45793.0
2014-07-29 13:00:00	ES	Futures	2059.37	2059.89	2057.03	2058.85	50388.0
2014-07-29 13:30:00	ES	Futures	2058.85	2058.85	2057.29	2058.33	23320.0
2014-07-29 14:00:00	ES	Futures	2058.33	2059.11	2052.07	2054.42	76561.0
2014-07-29 14:30:00	ES	Futures	2054.42	2055.46	2052.6	2053.38	62896.0
2014-07-29 15:00:00	ES	Futures	2053.38	2054.16	2051.03	2051.81	70977.0
2014-07-29 15:30:00	ES	Futures	2051.81	2052.07	2047.64	2047.9	165335.0
2014-07-29 16:00:00	ES	Futures	2048.17	2048.43	2045.3	2046.6	103208.0
2014-07-29 16:30:00	ES	Futures	2046.86	2048.17	2046.6	2048.17	12358.0
2014-07-29 17:00:00	ES	Futures	2048.17	2048.17	2047.38	2047.9	1784.0
2014-07-29 18:00:00	ES	Futures	2047.64	2048.95	2047.64	2048.17	3052.0
2014-07-29 18:30:00	ES	Futures	2048.43	2048.43	2047.64	2047.64	892.0
2014-07-29 19:00:00	ES	Futures	2047.9	2048.17	2047.38	2047.38	715.0
2014-07-29 19:30:00	ES	Futures	2047.64	2048.43	2047.38	2047.9	1563.0
2014-07-29 20:00:00	ES	Futures	2048.17	2048.43	2047.38	2047.64	2816.0
2014-07-29 20:30:00	ES	Futures	2047.64	2048.17	2047.38	2048.17	2499.0
2014-07-29 21:00:00	ES	Futures	2048.17	2049.21	2047.9	2048.95	2192.0
2014-07-29 21:30:00	ES	Futures	2048.95	2049.21	2048.69	2048.69	912.0
2014-07-29 22:00:00	ES	Futures	2048.69	2049.47	2048.69	2049.21	2098.0
2014-07-29 22:30:00	ES	Futures	2049.21	2049.47	2048.43	2048.69	1142.0
2014-07-29 23:00:00	ES	Futures	2048.95	2048.95	2048.43	2048.43	649.0
2014-07-29 23:30:00	ES	Futures	2048.69	2048.69	2047.9	2048.43	697.0
2014-07-29 00:00:00	NQ	Futures	4619.67	4620.84	4619.38	4620.84	103.0
2014-07-29 00:30:00	NQ	Futures	4620.84	4622.59	4620.84	4621.72	204.0
2014-07-29 01:00:00	NQ	Futures	4621.72	4624.34	4621.72	4623.47	460.0

> showing 50 of 2,842 rows — these rows as CSV

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