PREVIEW / futures_30min / 2014-10-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-27.parquet
  size:    75 KB
  rows:    2,839

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
2014-10-27 00:00:00	ES	Futures	2053.56	2055.13	2053.3	2054.87	1929.0
2014-10-27 00:30:00	ES	Futures	2054.87	2055.66	2053.82	2054.61	958.0
2014-10-27 01:00:00	ES	Futures	2054.61	2055.13	2053.56	2054.35	880.0
2014-10-27 01:30:00	ES	Futures	2054.09	2055.13	2054.09	2054.61	1328.0
2014-10-27 02:00:00	ES	Futures	2054.87	2055.66	2054.09	2055.13	1068.0
2014-10-27 02:30:00	ES	Futures	2055.4	2055.4	2053.82	2054.87	802.0
2014-10-27 03:00:00	ES	Futures	2055.13	2059.06	2054.09	2058.54	10082.0
2014-10-27 03:30:00	ES	Futures	2058.28	2059.85	2057.75	2058.28	5369.0
2014-10-27 04:00:00	ES	Futures	2058.28	2058.8	2054.09	2055.66	15275.0
2014-10-27 04:30:00	ES	Futures	2055.66	2055.66	2051.73	2053.04	17102.0
2014-10-27 05:00:00	ES	Futures	2053.04	2054.61	2050.42	2052.51	21233.0
2014-10-27 05:30:00	ES	Futures	2052.51	2053.04	2047.28	2050.42	18040.0
2014-10-27 06:00:00	ES	Futures	2050.42	2050.94	2047.01	2050.42	16216.0
2014-10-27 06:30:00	ES	Futures	2050.42	2051.2	2047.8	2048.58	13001.0
2014-10-27 07:00:00	ES	Futures	2048.85	2051.73	2047.8	2050.42	14009.0
2014-10-27 07:30:00	ES	Futures	2050.42	2051.47	2048.58	2049.63	15929.0
2014-10-27 08:00:00	ES	Futures	2049.63	2050.68	2048.58	2048.85	20177.0
2014-10-27 08:30:00	ES	Futures	2048.85	2049.37	2043.35	2045.18	34097.0
2014-10-27 09:00:00	ES	Futures	2045.18	2045.18	2041.25	2045.18	34060.0
2014-10-27 09:30:00	ES	Futures	2045.18	2046.23	2038.63	2041.51	159235.0
2014-10-27 10:00:00	ES	Futures	2041.25	2045.97	2037.58	2044.39	138147.0
2014-10-27 10:30:00	ES	Futures	2044.66	2050.42	2041.77	2048.06	123146.0
2014-10-27 11:00:00	ES	Futures	2047.8	2052.78	2046.49	2048.85	114214.0
2014-10-27 11:30:00	ES	Futures	2048.85	2050.16	2042.3	2043.61	89767.0
2014-10-27 12:00:00	ES	Futures	2043.35	2048.06	2043.08	2044.13	75115.0
2014-10-27 12:30:00	ES	Futures	2044.13	2047.54	2042.82	2046.49	50528.0
2014-10-27 13:00:00	ES	Futures	2046.23	2051.47	2046.23	2048.58	71224.0
2014-10-27 13:30:00	ES	Futures	2048.85	2049.37	2045.44	2047.28	45707.0
2014-10-27 14:00:00	ES	Futures	2047.28	2049.63	2045.7	2047.01	43593.0
2014-10-27 14:30:00	ES	Futures	2047.28	2048.32	2044.66	2046.23	48152.0
2014-10-27 15:00:00	ES	Futures	2045.97	2049.11	2045.97	2046.49	38125.0
2014-10-27 15:30:00	ES	Futures	2046.75	2050.94	2045.7	2049.11	97986.0
2014-10-27 16:00:00	ES	Futures	2049.11	2051.99	2048.58	2050.94	68560.0
2014-10-27 16:30:00	ES	Futures	2051.2	2051.99	2050.94	2051.47	6533.0
2014-10-27 17:00:00	ES	Futures	2051.2	2051.73	2050.94	2051.2	1467.0
2014-10-27 18:00:00	ES	Futures	2051.47	2053.04	2051.2	2052.51	2840.0
2014-10-27 18:30:00	ES	Futures	2052.51	2052.78	2050.68	2050.68	1627.0
2014-10-27 19:00:00	ES	Futures	2050.94	2052.25	2050.42	2051.99	1146.0
2014-10-27 19:30:00	ES	Futures	2051.99	2051.99	2051.2	2051.47	710.0
2014-10-27 20:00:00	ES	Futures	2051.73	2051.99	2050.68	2051.47	957.0
2014-10-27 20:30:00	ES	Futures	2051.73	2052.25	2050.68	2051.99	1319.0
2014-10-27 21:00:00	ES	Futures	2051.73	2052.51	2051.2	2052.25	1136.0
2014-10-27 21:30:00	ES	Futures	2052.25	2052.25	2051.2	2051.47	1726.0
2014-10-27 22:00:00	ES	Futures	2051.73	2051.73	2050.42	2051.2	1616.0
2014-10-27 22:30:00	ES	Futures	2051.2	2051.73	2050.68	2051.2	575.0
2014-10-27 23:00:00	ES	Futures	2051.2	2051.47	2050.68	2051.2	591.0
2014-10-27 23:30:00	ES	Futures	2051.2	2052.25	2051.2	2051.73	1150.0
2014-10-27 00:00:00	NQ	Futures	4733.51	4738.2	4733.51	4737.61	295.0
2014-10-27 00:30:00	NQ	Futures	4737.61	4738.2	4734.09	4736.44	204.0
2014-10-27 01:00:00	NQ	Futures	4736.44	4737.32	4733.21	4734.97	302.0

> showing 50 of 2,839 rows — these rows as CSV

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