PREVIEW / futures_30min / 2014-08-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-18.parquet
  size:    69 KB
  rows:    2,763

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
2014-08-18 00:00:00	ES	Futures	2041.39	2042.17	2041.39	2041.91	710.0
2014-08-18 00:30:00	ES	Futures	2041.91	2042.17	2041.39	2041.65	295.0
2014-08-18 01:00:00	ES	Futures	2041.39	2042.43	2041.13	2042.17	1333.0
2014-08-18 01:30:00	ES	Futures	2041.91	2041.91	2041.39	2041.91	1366.0
2014-08-18 02:00:00	ES	Futures	2042.17	2044.0	2041.65	2043.21	6857.0
2014-08-18 02:30:00	ES	Futures	2043.21	2043.47	2042.43	2042.69	3902.0
2014-08-18 03:00:00	ES	Futures	2042.69	2046.86	2042.69	2045.82	22368.0
2014-08-18 03:30:00	ES	Futures	2046.08	2046.6	2044.78	2045.82	9937.0
2014-08-18 04:00:00	ES	Futures	2045.56	2046.08	2044.52	2045.04	8409.0
2014-08-18 04:30:00	ES	Futures	2045.04	2045.3	2043.47	2044.52	8976.0
2014-08-18 05:00:00	ES	Futures	2044.52	2044.52	2043.47	2044.0	6144.0
2014-08-18 05:30:00	ES	Futures	2044.0	2044.52	2042.69	2043.21	5665.0
2014-08-18 06:00:00	ES	Futures	2043.21	2045.04	2042.95	2044.52	4172.0
2014-08-18 06:30:00	ES	Futures	2044.78	2045.56	2044.52	2045.04	3515.0
2014-08-18 07:00:00	ES	Futures	2045.3	2047.12	2044.26	2046.86	10710.0
2014-08-18 07:30:00	ES	Futures	2046.86	2047.38	2045.82	2047.38	8648.0
2014-08-18 08:00:00	ES	Futures	2047.38	2047.64	2045.04	2045.56	15911.0
2014-08-18 08:30:00	ES	Futures	2045.56	2047.12	2045.04	2046.86	13664.0
2014-08-18 09:00:00	ES	Futures	2047.12	2047.64	2045.3	2045.3	26742.0
2014-08-18 09:30:00	ES	Futures	2045.56	2049.21	2044.52	2048.95	112784.0
2014-08-18 10:00:00	ES	Futures	2048.95	2050.25	2047.9	2048.95	90021.0
2014-08-18 10:30:00	ES	Futures	2049.21	2052.07	2048.17	2051.29	72737.0
2014-08-18 11:00:00	ES	Futures	2051.55	2051.55	2049.73	2051.03	35899.0
2014-08-18 11:30:00	ES	Futures	2051.29	2051.81	2049.99	2051.03	40618.0
2014-08-18 12:00:00	ES	Futures	2051.29	2052.6	2051.03	2051.81	36527.0
2014-08-18 12:30:00	ES	Futures	2051.81	2052.6	2050.77	2050.77	20901.0
2014-08-18 13:00:00	ES	Futures	2051.03	2051.29	2049.99	2051.03	26666.0
2014-08-18 13:30:00	ES	Futures	2051.03	2051.81	2050.51	2051.03	17480.0
2014-08-18 14:00:00	ES	Futures	2051.03	2051.03	2049.73	2050.51	23613.0
2014-08-18 14:30:00	ES	Futures	2050.77	2050.77	2049.21	2049.99	30949.0
2014-08-18 15:00:00	ES	Futures	2050.25	2051.03	2049.47	2049.73	29260.0
2014-08-18 15:30:00	ES	Futures	2049.47	2051.81	2049.21	2051.55	76628.0
2014-08-18 16:00:00	ES	Futures	2051.55	2051.81	2050.25	2051.29	65760.0
2014-08-18 16:30:00	ES	Futures	2051.29	2052.34	2051.03	2052.34	6432.0
2014-08-18 17:00:00	ES	Futures	2052.07	2052.34	2052.07	2052.07	1708.0
2014-08-18 18:00:00	ES	Futures	2052.07	2052.6	2051.81	2052.34	3120.0
2014-08-18 18:30:00	ES	Futures	2052.6	2052.6	2052.07	2052.34	544.0
2014-08-18 19:00:00	ES	Futures	2052.07	2053.38	2052.07	2052.86	2900.0
2014-08-18 19:30:00	ES	Futures	2052.86	2053.12	2052.34	2052.34	1328.0
2014-08-18 20:00:00	ES	Futures	2052.34	2053.12	2052.34	2052.6	2152.0
2014-08-18 20:30:00	ES	Futures	2052.6	2052.86	2052.34	2052.6	850.0
2014-08-18 21:00:00	ES	Futures	2052.6	2053.12	2052.34	2052.86	1227.0
2014-08-18 21:30:00	ES	Futures	2053.12	2053.12	2052.6	2053.12	1282.0
2014-08-18 22:00:00	ES	Futures	2053.12	2053.38	2052.86	2053.12	866.0
2014-08-18 22:30:00	ES	Futures	2053.12	2053.38	2052.86	2053.12	548.0
2014-08-18 23:00:00	ES	Futures	2053.12	2053.38	2052.86	2053.12	1257.0
2014-08-18 23:30:00	ES	Futures	2053.12	2053.64	2052.86	2052.86	1061.0
2014-08-18 00:00:00	NQ	Futures	4666.98	4668.15	4666.98	4668.15	170.0
2014-08-18 00:30:00	NQ	Futures	4668.15	4668.44	4666.98	4666.98	86.0
2014-08-18 01:00:00	NQ	Futures	4666.98	4669.02	4666.39	4668.15	386.0

> showing 50 of 2,763 rows — these rows as CSV

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