PREVIEW / futures_30min / 2014-08-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-21.parquet
  size:    73 KB
  rows:    2,878

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
2014-08-21 00:00:00	ES	Futures	2068.23	2068.23	2067.45	2067.45	704.0
2014-08-21 00:30:00	ES	Futures	2067.45	2067.71	2066.93	2067.19	1242.0
2014-08-21 01:00:00	ES	Futures	2067.45	2067.71	2067.19	2067.71	663.0
2014-08-21 01:30:00	ES	Futures	2067.45	2067.97	2067.45	2067.71	1517.0
2014-08-21 02:00:00	ES	Futures	2067.71	2068.23	2066.93	2067.45	3986.0
2014-08-21 02:30:00	ES	Futures	2067.45	2067.71	2067.19	2067.19	1427.0
2014-08-21 03:00:00	ES	Futures	2067.19	2067.45	2064.84	2065.11	14216.0
2014-08-21 03:30:00	ES	Futures	2065.37	2071.36	2065.37	2070.84	19649.0
2014-08-21 04:00:00	ES	Futures	2070.84	2071.36	2069.28	2070.58	11713.0
2014-08-21 04:30:00	ES	Futures	2070.84	2071.62	2070.06	2070.84	7993.0
2014-08-21 05:00:00	ES	Futures	2070.58	2071.1	2069.54	2069.54	4577.0
2014-08-21 05:30:00	ES	Futures	2069.54	2071.88	2068.75	2071.36	12075.0
2014-08-21 06:00:00	ES	Futures	2071.36	2072.14	2070.84	2072.14	6280.0
2014-08-21 06:30:00	ES	Futures	2071.88	2071.88	2070.84	2071.36	4964.0
2014-08-21 07:00:00	ES	Futures	2071.36	2071.88	2070.32	2070.84	5308.0
2014-08-21 07:30:00	ES	Futures	2070.84	2072.14	2070.32	2071.36	6883.0
2014-08-21 08:00:00	ES	Futures	2071.36	2072.14	2071.36	2071.62	6961.0
2014-08-21 08:30:00	ES	Futures	2071.36	2071.62	2070.06	2071.1	10330.0
2014-08-21 09:00:00	ES	Futures	2070.84	2071.62	2069.01	2069.28	17742.0
2014-08-21 09:30:00	ES	Futures	2069.28	2073.18	2068.23	2072.14	98279.0
2014-08-21 10:00:00	ES	Futures	2072.14	2073.44	2067.71	2071.36	121716.0
2014-08-21 10:30:00	ES	Futures	2071.36	2074.23	2071.1	2073.18	70860.0
2014-08-21 11:00:00	ES	Futures	2073.18	2074.49	2072.66	2072.92	47112.0
2014-08-21 11:30:00	ES	Futures	2072.92	2073.71	2071.88	2071.88	32483.0
2014-08-21 12:00:00	ES	Futures	2071.88	2073.71	2071.88	2072.66	33042.0
2014-08-21 12:30:00	ES	Futures	2072.66	2073.44	2072.14	2072.92	21200.0
2014-08-21 13:00:00	ES	Futures	2072.66	2075.27	2072.66	2075.27	30527.0
2014-08-21 13:30:00	ES	Futures	2075.01	2075.27	2073.97	2074.49	26903.0
2014-08-21 14:00:00	ES	Futures	2074.49	2075.01	2073.71	2074.75	21092.0
2014-08-21 14:30:00	ES	Futures	2074.49	2075.79	2074.49	2075.53	21079.0
2014-08-21 15:00:00	ES	Futures	2075.53	2076.57	2075.27	2075.53	27731.0
2014-08-21 15:30:00	ES	Futures	2075.27	2075.79	2073.18	2073.44	67308.0
2014-08-21 16:00:00	ES	Futures	2073.44	2074.23	2073.18	2073.97	50819.0
2014-08-21 16:30:00	ES	Futures	2073.97	2074.75	2073.97	2074.49	4332.0
2014-08-21 17:00:00	ES	Futures	2074.23	2074.75	2074.23	2074.23	2366.0
2014-08-21 18:00:00	ES	Futures	2074.23	2074.75	2073.97	2074.23	1610.0
2014-08-21 18:30:00	ES	Futures	2074.23	2074.49	2073.97	2073.97	372.0
2014-08-21 19:00:00	ES	Futures	2073.97	2074.49	2073.97	2074.23	241.0
2014-08-21 19:30:00	ES	Futures	2074.49	2074.75	2074.23	2074.75	324.0
2014-08-21 20:00:00	ES	Futures	2074.75	2074.75	2073.71	2073.71	1604.0
2014-08-21 20:30:00	ES	Futures	2073.71	2074.75	2073.71	2074.49	933.0
2014-08-21 21:00:00	ES	Futures	2074.75	2075.53	2074.49	2075.01	1520.0
2014-08-21 21:30:00	ES	Futures	2075.01	2075.01	2074.23	2074.49	1263.0
2014-08-21 22:00:00	ES	Futures	2074.49	2074.75	2073.97	2074.23	1319.0
2014-08-21 22:30:00	ES	Futures	2074.49	2075.79	2074.23	2075.79	1020.0
2014-08-21 23:00:00	ES	Futures	2075.53	2075.79	2075.27	2075.53	625.0
2014-08-21 23:30:00	ES	Futures	2075.27	2076.05	2075.01	2075.01	892.0
2014-08-21 00:00:00	NQ	Futures	4716.62	4716.62	4715.45	4715.45	126.0
2014-08-21 00:30:00	NQ	Futures	4715.75	4715.75	4714.29	4715.45	138.0
2014-08-21 01:00:00	NQ	Futures	4715.45	4716.04	4715.16	4715.75	144.0

> showing 50 of 2,878 rows — these rows as CSV

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