PREVIEW / futures_30min / 2014-08-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-29.parquet
  size:    61 KB
  rows:    2,272

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
2014-08-29 00:00:00	ES	Futures	2083.09	2083.35	2082.57	2083.09	852.0
2014-08-29 00:30:00	ES	Futures	2083.09	2083.61	2082.83	2083.35	393.0
2014-08-29 01:00:00	ES	Futures	2083.35	2083.35	2082.83	2082.83	862.0
2014-08-29 01:30:00	ES	Futures	2082.83	2083.61	2082.83	2083.35	940.0
2014-08-29 02:00:00	ES	Futures	2083.35	2083.61	2082.57	2083.09	2003.0
2014-08-29 02:30:00	ES	Futures	2083.35	2083.87	2082.57	2083.35	1859.0
2014-08-29 03:00:00	ES	Futures	2083.35	2085.17	2083.09	2084.91	13310.0
2014-08-29 03:30:00	ES	Futures	2084.91	2088.82	2084.91	2087.52	19460.0
2014-08-29 04:00:00	ES	Futures	2087.26	2087.78	2085.95	2087.52	11188.0
2014-08-29 04:30:00	ES	Futures	2087.52	2087.52	2086.21	2087.0	6801.0
2014-08-29 05:00:00	ES	Futures	2086.74	2087.0	2084.91	2085.17	7958.0
2014-08-29 05:30:00	ES	Futures	2085.17	2085.95	2084.13	2085.43	7461.0
2014-08-29 06:00:00	ES	Futures	2085.17	2086.48	2084.91	2086.21	4764.0
2014-08-29 06:30:00	ES	Futures	2085.95	2087.78	2085.95	2086.74	8200.0
2014-08-29 07:00:00	ES	Futures	2086.74	2087.78	2085.69	2087.52	7903.0
2014-08-29 07:30:00	ES	Futures	2087.52	2087.78	2085.43	2085.69	11913.0
2014-08-29 08:00:00	ES	Futures	2085.69	2087.0	2084.65	2084.65	11288.0
2014-08-29 08:30:00	ES	Futures	2084.91	2085.17	2083.09	2083.35	13312.0
2014-08-29 09:00:00	ES	Futures	2083.61	2084.91	2083.35	2083.87	10505.0
2014-08-29 09:30:00	ES	Futures	2083.61	2084.65	2078.92	2080.74	123421.0
2014-08-29 10:00:00	ES	Futures	2080.48	2081.0	2076.83	2077.88	104641.0
2014-08-29 10:30:00	ES	Futures	2077.88	2081.78	2077.35	2081.52	74372.0
2014-08-29 11:00:00	ES	Futures	2081.78	2084.13	2081.52	2083.61	77307.0
2014-08-29 11:30:00	ES	Futures	2083.61	2086.21	2083.35	2085.43	64335.0
2014-08-29 12:00:00	ES	Futures	2085.69	2086.74	2083.61	2084.39	45687.0
2014-08-29 12:30:00	ES	Futures	2084.13	2084.91	2083.09	2084.13	23805.0
2014-08-29 13:00:00	ES	Futures	2084.13	2084.65	2082.57	2083.61	23922.0
2014-08-29 13:30:00	ES	Futures	2083.61	2083.87	2082.57	2083.35	20462.0
2014-08-29 14:00:00	ES	Futures	2083.35	2084.13	2083.09	2083.87	25424.0
2014-08-29 14:30:00	ES	Futures	2083.87	2083.87	2082.05	2083.09	21301.0
2014-08-29 15:00:00	ES	Futures	2082.83	2083.61	2081.78	2082.83	30642.0
2014-08-29 15:30:00	ES	Futures	2082.83	2086.74	2082.57	2086.21	156214.0
2014-08-29 16:00:00	ES	Futures	2086.21	2086.48	2084.13	2084.65	89133.0
2014-08-29 16:30:00	ES	Futures	2084.65	2084.91	2083.09	2083.61	4454.0
2014-08-29 17:00:00	ES	Futures	2083.61	2084.13	2083.35	2083.61	897.0
2014-08-29 00:00:00	NQ	Futures	4758.38	4758.38	4756.92	4757.8	115.0
2014-08-29 00:30:00	NQ	Futures	4758.38	4759.26	4757.8	4759.26	104.0
2014-08-29 01:00:00	NQ	Futures	4759.26	4759.26	4757.21	4757.5	133.0
2014-08-29 01:30:00	NQ	Futures	4757.5	4758.96	4757.5	4758.67	124.0
2014-08-29 02:00:00	NQ	Futures	4758.96	4759.55	4758.38	4758.96	300.0
2014-08-29 02:30:00	NQ	Futures	4759.55	4759.84	4758.09	4759.55	211.0
2014-08-29 03:00:00	NQ	Futures	4759.55	4761.88	4758.38	4761.3	1285.0
2014-08-29 03:30:00	NQ	Futures	4761.59	4772.69	4761.3	4769.77	4120.0
2014-08-29 04:00:00	NQ	Futures	4770.06	4770.64	4767.14	4770.35	1825.0
2014-08-29 04:30:00	NQ	Futures	4770.35	4770.35	4767.14	4768.31	1085.0
2014-08-29 05:00:00	NQ	Futures	4768.6	4769.18	4763.34	4763.93	1492.0
2014-08-29 05:30:00	NQ	Futures	4763.64	4765.39	4761.3	4763.64	1168.0
2014-08-29 06:00:00	NQ	Futures	4763.64	4765.1	4762.18	4764.51	617.0
2014-08-29 06:30:00	NQ	Futures	4764.51	4768.31	4764.51	4766.26	1450.0
2014-08-29 07:00:00	NQ	Futures	4766.26	4768.02	4763.93	4767.72	1303.0

> showing 50 of 2,272 rows — these rows as CSV

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