PREVIEW / futures_30min / 2014-08-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-22.parquet
  size:    63 KB
  rows:    2,331

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
2014-08-22 00:00:00	ES	Futures	2075.27	2075.53	2074.75	2075.27	557.0
2014-08-22 00:30:00	ES	Futures	2075.01	2075.27	2074.49	2075.01	729.0
2014-08-22 01:00:00	ES	Futures	2075.01	2075.79	2074.75	2075.27	704.0
2014-08-22 01:30:00	ES	Futures	2075.27	2075.53	2074.75	2075.53	924.0
2014-08-22 02:00:00	ES	Futures	2075.27	2075.53	2074.49	2075.27	2473.0
2014-08-22 02:30:00	ES	Futures	2075.53	2076.05	2075.01	2075.79	3221.0
2014-08-22 03:00:00	ES	Futures	2075.53	2076.05	2074.49	2075.53	9132.0
2014-08-22 03:30:00	ES	Futures	2075.53	2076.05	2075.27	2075.53	3612.0
2014-08-22 04:00:00	ES	Futures	2075.53	2075.53	2074.49	2075.01	5413.0
2014-08-22 04:30:00	ES	Futures	2075.01	2075.53	2074.49	2075.01	4619.0
2014-08-22 05:00:00	ES	Futures	2075.01	2075.01	2072.66	2073.44	9804.0
2014-08-22 05:30:00	ES	Futures	2073.18	2073.71	2072.4	2072.92	7194.0
2014-08-22 06:00:00	ES	Futures	2072.92	2073.71	2067.19	2067.71	33575.0
2014-08-22 06:30:00	ES	Futures	2067.97	2072.14	2067.45	2071.1	21073.0
2014-08-22 07:00:00	ES	Futures	2071.1	2072.14	2070.58	2071.62	9493.0
2014-08-22 07:30:00	ES	Futures	2071.62	2074.23	2070.84	2073.71	16085.0
2014-08-22 08:00:00	ES	Futures	2073.44	2073.71	2072.14	2072.66	10767.0
2014-08-22 08:30:00	ES	Futures	2072.66	2072.92	2069.8	2072.14	18190.0
2014-08-22 09:00:00	ES	Futures	2071.88	2072.66	2070.84	2071.88	13260.0
2014-08-22 09:30:00	ES	Futures	2072.14	2073.44	2068.49	2071.88	96750.0
2014-08-22 10:00:00	ES	Futures	2071.88	2075.79	2069.01	2073.44	135361.0
2014-08-22 10:30:00	ES	Futures	2073.44	2075.79	2066.41	2067.19	127013.0
2014-08-22 11:00:00	ES	Futures	2067.45	2072.4	2065.63	2071.88	134107.0
2014-08-22 11:30:00	ES	Futures	2072.14	2072.4	2069.54	2071.1	42799.0
2014-08-22 12:00:00	ES	Futures	2071.1	2074.49	2070.06	2073.71	43623.0
2014-08-22 12:30:00	ES	Futures	2073.97	2074.49	2072.66	2073.18	23594.0
2014-08-22 13:00:00	ES	Futures	2073.18	2073.97	2072.4	2073.71	22134.0
2014-08-22 13:30:00	ES	Futures	2073.71	2074.49	2072.66	2073.18	30630.0
2014-08-22 14:00:00	ES	Futures	2073.18	2073.44	2071.36	2071.36	31493.0
2014-08-22 14:30:00	ES	Futures	2071.36	2072.4	2069.01	2071.36	49708.0
2014-08-22 15:00:00	ES	Futures	2071.36	2074.23	2071.1	2072.66	40749.0
2014-08-22 15:30:00	ES	Futures	2072.66	2072.66	2069.01	2070.32	92317.0
2014-08-22 16:00:00	ES	Futures	2070.58	2072.66	2070.06	2072.4	56301.0
2014-08-22 16:30:00	ES	Futures	2072.66	2072.92	2072.14	2072.14	4724.0
2014-08-22 17:00:00	ES	Futures	2072.14	2072.66	2072.14	2072.14	987.0
2014-08-22 00:00:00	NQ	Futures	4731.51	4732.1	4730.93	4731.22	126.0
2014-08-22 00:30:00	NQ	Futures	4731.22	4731.81	4730.35	4730.64	175.0
2014-08-22 01:00:00	NQ	Futures	4730.93	4732.39	4730.64	4731.22	215.0
2014-08-22 01:30:00	NQ	Futures	4731.22	4732.1	4730.35	4731.81	204.0
2014-08-22 02:00:00	NQ	Futures	4731.51	4732.68	4730.35	4732.39	451.0
2014-08-22 02:30:00	NQ	Futures	4732.39	4733.85	4732.1	4732.39	369.0
2014-08-22 03:00:00	NQ	Futures	4732.68	4732.97	4729.76	4731.81	1276.0
2014-08-22 03:30:00	NQ	Futures	4731.81	4732.68	4731.22	4731.22	336.0
2014-08-22 04:00:00	NQ	Futures	4731.22	4731.51	4729.18	4730.35	414.0
2014-08-22 04:30:00	NQ	Futures	4730.35	4731.51	4729.47	4731.22	426.0
2014-08-22 05:00:00	NQ	Futures	4730.93	4730.93	4725.38	4727.13	1016.0
2014-08-22 05:30:00	NQ	Futures	4727.13	4727.72	4725.38	4726.26	872.0
2014-08-22 06:00:00	NQ	Futures	4726.26	4728.3	4714.87	4716.33	4260.0
2014-08-22 06:30:00	NQ	Futures	4716.33	4724.8	4715.75	4723.05	3351.0
2014-08-22 07:00:00	NQ	Futures	4723.05	4724.8	4721.29	4723.05	1755.0

> showing 50 of 2,331 rows — these rows as CSV

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