PREVIEW / futures_30min / 2014-08-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-19.parquet
  size:    72 KB
  rows:    2,835

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
2014-08-19 00:00:00	ES	Futures	2053.12	2053.38	2052.86	2053.12	457.0
2014-08-19 00:30:00	ES	Futures	2053.38	2054.16	2053.12	2053.9	1587.0
2014-08-19 01:00:00	ES	Futures	2054.16	2054.94	2053.64	2054.42	2850.0
2014-08-19 01:30:00	ES	Futures	2054.42	2055.2	2054.16	2054.42	2296.0
2014-08-19 02:00:00	ES	Futures	2054.42	2055.2	2053.64	2054.94	3781.0
2014-08-19 02:30:00	ES	Futures	2054.94	2055.46	2054.42	2055.46	2576.0
2014-08-19 03:00:00	ES	Futures	2055.46	2057.29	2054.42	2056.77	14855.0
2014-08-19 03:30:00	ES	Futures	2056.5	2057.55	2055.46	2055.72	9528.0
2014-08-19 04:00:00	ES	Futures	2055.98	2056.24	2054.16	2054.94	7094.0
2014-08-19 04:30:00	ES	Futures	2054.68	2055.2	2054.16	2054.68	5634.0
2014-08-19 05:00:00	ES	Futures	2054.68	2055.72	2054.68	2055.2	5662.0
2014-08-19 05:30:00	ES	Futures	2055.2	2055.2	2053.9	2054.16	5421.0
2014-08-19 06:00:00	ES	Futures	2054.42	2054.94	2053.9	2054.42	3707.0
2014-08-19 06:30:00	ES	Futures	2054.68	2054.68	2052.6	2053.38	9737.0
2014-08-19 07:00:00	ES	Futures	2053.38	2054.94	2053.12	2053.64	9416.0
2014-08-19 07:30:00	ES	Futures	2053.9	2055.46	2053.64	2055.46	9341.0
2014-08-19 08:00:00	ES	Futures	2055.46	2055.98	2053.64	2055.72	13173.0
2014-08-19 08:30:00	ES	Futures	2055.46	2058.33	2054.94	2055.72	33708.0
2014-08-19 09:00:00	ES	Futures	2055.72	2057.03	2055.46	2056.24	20374.0
2014-08-19 09:30:00	ES	Futures	2056.24	2058.85	2054.42	2058.07	133950.0
2014-08-19 10:00:00	ES	Futures	2058.33	2059.37	2057.03	2058.07	91369.0
2014-08-19 10:30:00	ES	Futures	2058.33	2060.94	2057.03	2060.41	69837.0
2014-08-19 11:00:00	ES	Futures	2060.41	2060.67	2059.63	2060.41	47868.0
2014-08-19 11:30:00	ES	Futures	2060.41	2060.67	2059.11	2059.89	27936.0
2014-08-19 12:00:00	ES	Futures	2059.89	2061.98	2059.63	2061.72	32774.0
2014-08-19 12:30:00	ES	Futures	2061.72	2061.98	2060.94	2061.2	18912.0
2014-08-19 13:00:00	ES	Futures	2061.46	2061.98	2060.94	2061.2	22406.0
2014-08-19 13:30:00	ES	Futures	2061.2	2061.72	2060.67	2061.46	19734.0
2014-08-19 14:00:00	ES	Futures	2061.46	2063.8	2061.2	2063.28	42924.0
2014-08-19 14:30:00	ES	Futures	2063.28	2063.8	2062.76	2063.02	26151.0
2014-08-19 15:00:00	ES	Futures	2063.28	2063.8	2062.76	2063.02	27286.0
2014-08-19 15:30:00	ES	Futures	2063.28	2063.28	2061.98	2061.98	69707.0
2014-08-19 16:00:00	ES	Futures	2061.98	2062.5	2060.94	2061.2	49457.0
2014-08-19 16:30:00	ES	Futures	2061.46	2061.72	2061.2	2061.46	5584.0
2014-08-19 17:00:00	ES	Futures	2061.2	2061.72	2061.2	2061.72	1325.0
2014-08-19 18:00:00	ES	Futures	2061.72	2061.72	2061.2	2061.46	877.0
2014-08-19 18:30:00	ES	Futures	2061.46	2061.46	2060.41	2060.94	1782.0
2014-08-19 19:00:00	ES	Futures	2060.94	2061.2	2060.67	2060.67	352.0
2014-08-19 19:30:00	ES	Futures	2060.94	2061.2	2060.41	2060.67	714.0
2014-08-19 20:00:00	ES	Futures	2060.67	2061.2	2060.15	2060.67	1751.0
2014-08-19 20:30:00	ES	Futures	2060.94	2061.2	2060.67	2061.2	605.0
2014-08-19 21:00:00	ES	Futures	2060.94	2060.94	2060.15	2060.15	1505.0
2014-08-19 21:30:00	ES	Futures	2060.41	2060.41	2058.85	2059.63	2948.0
2014-08-19 22:00:00	ES	Futures	2059.89	2059.89	2059.37	2059.63	759.0
2014-08-19 22:30:00	ES	Futures	2059.37	2059.89	2059.11	2059.63	470.0
2014-08-19 23:00:00	ES	Futures	2059.63	2060.15	2059.63	2059.89	625.0
2014-08-19 23:30:00	ES	Futures	2060.15	2060.67	2059.89	2060.67	985.0
2014-08-19 00:00:00	NQ	Futures	4694.72	4695.3	4694.14	4694.72	127.0
2014-08-19 00:30:00	NQ	Futures	4694.72	4696.47	4694.72	4696.47	189.0
2014-08-19 01:00:00	NQ	Futures	4696.18	4699.1	4696.18	4699.1	546.0

> showing 50 of 2,835 rows — these rows as CSV

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