PREVIEW / futures_30min / 2014-08-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-28.parquet
  size:    71 KB
  rows:    2,808

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
2014-08-28 00:00:00	ES	Futures	2081.0	2081.52	2081.0	2081.26	236.0
2014-08-28 00:30:00	ES	Futures	2081.26	2081.52	2081.0	2081.26	310.0
2014-08-28 01:00:00	ES	Futures	2081.26	2081.26	2080.74	2080.74	770.0
2014-08-28 01:30:00	ES	Futures	2081.0	2081.0	2079.96	2080.22	2118.0
2014-08-28 02:00:00	ES	Futures	2080.48	2081.26	2080.48	2080.74	3064.0
2014-08-28 02:30:00	ES	Futures	2080.74	2081.26	2079.96	2080.22	2859.0
2014-08-28 03:00:00	ES	Futures	2079.96	2081.26	2078.66	2078.92	15433.0
2014-08-28 03:30:00	ES	Futures	2079.18	2079.7	2078.92	2079.18	7986.0
2014-08-28 04:00:00	ES	Futures	2079.18	2079.44	2077.88	2078.66	10104.0
2014-08-28 04:30:00	ES	Futures	2078.66	2079.7	2078.14	2079.18	7549.0
2014-08-28 05:00:00	ES	Futures	2079.18	2079.7	2078.66	2078.92	5136.0
2014-08-28 05:30:00	ES	Futures	2078.92	2079.18	2073.18	2074.23	25703.0
2014-08-28 06:00:00	ES	Futures	2074.23	2075.01	2072.4	2073.97	21586.0
2014-08-28 06:30:00	ES	Futures	2073.97	2075.27	2071.88	2073.71	20718.0
2014-08-28 07:00:00	ES	Futures	2073.97	2077.88	2073.44	2077.09	26722.0
2014-08-28 07:30:00	ES	Futures	2077.09	2077.35	2073.97	2074.49	17579.0
2014-08-28 08:00:00	ES	Futures	2074.75	2075.53	2073.97	2074.23	10880.0
2014-08-28 08:30:00	ES	Futures	2073.97	2077.35	2073.71	2074.49	23128.0
2014-08-28 09:00:00	ES	Futures	2074.75	2074.75	2072.66	2074.23	21372.0
2014-08-28 09:30:00	ES	Futures	2074.49	2077.61	2072.4	2077.09	165303.0
2014-08-28 10:00:00	ES	Futures	2076.83	2078.14	2073.71	2076.83	113168.0
2014-08-28 10:30:00	ES	Futures	2076.83	2079.18	2075.27	2078.4	84479.0
2014-08-28 11:00:00	ES	Futures	2078.4	2079.18	2076.83	2077.88	67940.0
2014-08-28 11:30:00	ES	Futures	2078.14	2079.44	2077.35	2078.66	50522.0
2014-08-28 12:00:00	ES	Futures	2078.66	2081.26	2078.14	2081.26	49349.0
2014-08-28 12:30:00	ES	Futures	2081.0	2081.78	2080.22	2081.0	31806.0
2014-08-28 13:00:00	ES	Futures	2080.74	2081.26	2079.7	2080.48	27533.0
2014-08-28 13:30:00	ES	Futures	2080.48	2081.52	2079.96	2080.74	18848.0
2014-08-28 14:00:00	ES	Futures	2080.74	2081.26	2079.96	2080.74	20410.0
2014-08-28 14:30:00	ES	Futures	2080.74	2081.52	2079.44	2079.7	30478.0
2014-08-28 15:00:00	ES	Futures	2079.7	2081.0	2079.18	2080.22	31802.0
2014-08-28 15:30:00	ES	Futures	2080.22	2081.26	2078.4	2080.48	82650.0
2014-08-28 16:00:00	ES	Futures	2080.74	2082.05	2080.22	2081.78	58243.0
2014-08-28 16:30:00	ES	Futures	2082.05	2083.61	2081.78	2083.35	8327.0
2014-08-28 17:00:00	ES	Futures	2083.35	2084.39	2083.35	2084.39	5782.0
2014-08-28 18:00:00	ES	Futures	2084.13	2084.13	2082.83	2083.09	2634.0
2014-08-28 18:30:00	ES	Futures	2083.09	2083.35	2083.09	2083.35	338.0
2014-08-28 19:00:00	ES	Futures	2083.09	2083.35	2082.83	2082.83	274.0
2014-08-28 19:30:00	ES	Futures	2083.09	2083.35	2082.83	2083.09	540.0
2014-08-28 20:00:00	ES	Futures	2082.83	2084.39	2082.83	2083.87	2455.0
2014-08-28 20:30:00	ES	Futures	2083.87	2083.87	2083.09	2083.35	2109.0
2014-08-28 21:00:00	ES	Futures	2083.61	2083.87	2083.09	2083.61	1147.0
2014-08-28 21:30:00	ES	Futures	2083.61	2083.87	2083.09	2083.09	1134.0
2014-08-28 22:00:00	ES	Futures	2083.09	2083.35	2082.57	2082.57	1226.0
2014-08-28 22:30:00	ES	Futures	2082.83	2083.09	2082.57	2082.83	655.0
2014-08-28 23:00:00	ES	Futures	2083.09	2083.09	2082.31	2082.57	1098.0
2014-08-28 23:30:00	ES	Futures	2082.57	2083.35	2082.31	2083.09	396.0
2014-08-28 00:00:00	NQ	Futures	4755.17	4756.04	4755.17	4755.46	36.0
2014-08-28 00:30:00	NQ	Futures	4755.75	4755.75	4755.17	4755.75	68.0
2014-08-28 01:00:00	NQ	Futures	4755.75	4755.75	4754.88	4754.88	74.0

> showing 50 of 2,808 rows — these rows as CSV

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