PREVIEW / futures_30min / 2014-08-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-26.parquet
  size:    71 KB
  rows:    2,845

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
2014-08-26 00:00:00	ES	Futures	2077.35	2078.14	2077.35	2078.14	419.0
2014-08-26 00:30:00	ES	Futures	2077.88	2078.4	2077.88	2078.4	716.0
2014-08-26 01:00:00	ES	Futures	2078.4	2078.4	2078.14	2078.14	545.0
2014-08-26 01:30:00	ES	Futures	2078.14	2078.14	2077.09	2077.61	1146.0
2014-08-26 02:00:00	ES	Futures	2077.35	2078.4	2077.09	2077.35	3333.0
2014-08-26 02:30:00	ES	Futures	2077.09	2078.92	2077.09	2078.92	2951.0
2014-08-26 03:00:00	ES	Futures	2078.66	2079.7	2078.14	2078.66	12889.0
2014-08-26 03:30:00	ES	Futures	2078.66	2079.18	2077.88	2078.92	5558.0
2014-08-26 04:00:00	ES	Futures	2079.18	2080.48	2078.66	2080.22	4786.0
2014-08-26 04:30:00	ES	Futures	2080.48	2080.48	2078.92	2078.92	3262.0
2014-08-26 05:00:00	ES	Futures	2079.18	2079.7	2078.66	2078.66	3991.0
2014-08-26 05:30:00	ES	Futures	2078.66	2079.7	2076.83	2078.14	9056.0
2014-08-26 06:00:00	ES	Futures	2077.88	2081.78	2077.88	2081.52	13849.0
2014-08-26 06:30:00	ES	Futures	2081.52	2082.83	2081.0	2081.52	14587.0
2014-08-26 07:00:00	ES	Futures	2081.78	2083.61	2081.52	2082.83	12142.0
2014-08-26 07:30:00	ES	Futures	2083.09	2083.87	2082.05	2082.57	10628.0
2014-08-26 08:00:00	ES	Futures	2082.83	2083.09	2082.05	2082.57	6795.0
2014-08-26 08:30:00	ES	Futures	2082.83	2082.83	2080.48	2082.05	15611.0
2014-08-26 09:00:00	ES	Futures	2081.78	2082.57	2081.52	2082.57	10468.0
2014-08-26 09:30:00	ES	Futures	2082.57	2084.91	2081.78	2084.13	117948.0
2014-08-26 10:00:00	ES	Futures	2084.13	2085.69	2082.05	2084.39	98444.0
2014-08-26 10:30:00	ES	Futures	2084.39	2087.0	2083.61	2086.74	81175.0
2014-08-26 11:00:00	ES	Futures	2087.0	2087.78	2086.48	2087.52	56804.0
2014-08-26 11:30:00	ES	Futures	2087.52	2087.78	2084.39	2084.91	46574.0
2014-08-26 12:00:00	ES	Futures	2084.91	2085.95	2084.13	2084.91	43446.0
2014-08-26 12:30:00	ES	Futures	2084.65	2085.43	2083.09	2083.35	32260.0
2014-08-26 13:00:00	ES	Futures	2083.35	2084.65	2082.05	2084.13	42131.0
2014-08-26 13:30:00	ES	Futures	2084.13	2084.65	2083.09	2084.13	23877.0
2014-08-26 14:00:00	ES	Futures	2084.39	2084.91	2084.13	2084.13	22797.0
2014-08-26 14:30:00	ES	Futures	2084.39	2084.65	2083.35	2084.39	12269.0
2014-08-26 15:00:00	ES	Futures	2084.65	2084.65	2082.57	2082.83	31556.0
2014-08-26 15:30:00	ES	Futures	2082.57	2083.87	2081.78	2082.57	65409.0
2014-08-26 16:00:00	ES	Futures	2082.31	2083.61	2082.05	2083.35	42074.0
2014-08-26 16:30:00	ES	Futures	2083.35	2083.87	2083.09	2083.87	4255.0
2014-08-26 17:00:00	ES	Futures	2083.87	2083.87	2083.35	2083.61	1088.0
2014-08-26 18:00:00	ES	Futures	2084.13	2084.13	2083.61	2083.87	1422.0
2014-08-26 18:30:00	ES	Futures	2083.61	2083.87	2083.35	2083.35	536.0
2014-08-26 19:00:00	ES	Futures	2083.61	2083.87	2083.35	2083.61	224.0
2014-08-26 19:30:00	ES	Futures	2083.61	2083.61	2083.09	2083.61	951.0
2014-08-26 20:00:00	ES	Futures	2083.35	2084.65	2083.35	2084.13	2870.0
2014-08-26 20:30:00	ES	Futures	2084.39	2084.39	2083.87	2083.87	890.0
2014-08-26 21:00:00	ES	Futures	2083.87	2084.39	2083.35	2084.13	1671.0
2014-08-26 21:30:00	ES	Futures	2084.39	2084.39	2083.35	2083.61	879.0
2014-08-26 22:00:00	ES	Futures	2083.87	2084.39	2083.35	2083.87	1487.0
2014-08-26 22:30:00	ES	Futures	2083.87	2084.39	2083.87	2084.39	564.0
2014-08-26 23:00:00	ES	Futures	2084.39	2084.39	2083.61	2083.61	1120.0
2014-08-26 23:30:00	ES	Futures	2083.87	2083.87	2083.35	2083.61	1326.0
2014-08-26 00:00:00	NQ	Futures	4745.53	4746.41	4745.24	4746.41	42.0
2014-08-26 00:30:00	NQ	Futures	4746.11	4746.99	4745.82	4746.7	105.0
2014-08-26 01:00:00	NQ	Futures	4746.7	4747.57	4746.41	4747.28	186.0

> showing 50 of 2,845 rows — these rows as CSV

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