PREVIEW / futures_30min / 2014-10-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-28.parquet
  size:    78 KB
  rows:    2,930

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
2014-10-28 00:00:00	ES	Futures	2051.99	2054.09	2051.73	2053.3	2552.0
2014-10-28 00:30:00	ES	Futures	2053.3	2055.13	2053.04	2054.61	2068.0
2014-10-28 01:00:00	ES	Futures	2054.35	2055.13	2054.09	2054.35	1041.0
2014-10-28 01:30:00	ES	Futures	2054.61	2054.61	2053.04	2053.56	1350.0
2014-10-28 02:00:00	ES	Futures	2053.56	2054.35	2053.04	2054.35	618.0
2014-10-28 02:30:00	ES	Futures	2054.35	2055.13	2053.3	2054.61	1781.0
2014-10-28 03:00:00	ES	Futures	2054.87	2058.54	2054.61	2057.75	8610.0
2014-10-28 03:30:00	ES	Futures	2057.75	2058.28	2055.66	2056.18	5524.0
2014-10-28 04:00:00	ES	Futures	2055.92	2063.26	2055.92	2061.68	34346.0
2014-10-28 04:30:00	ES	Futures	2061.95	2061.95	2059.33	2060.37	12477.0
2014-10-28 05:00:00	ES	Futures	2060.37	2061.68	2059.59	2061.16	9059.0
2014-10-28 05:30:00	ES	Futures	2061.16	2062.73	2060.9	2061.42	11026.0
2014-10-28 06:00:00	ES	Futures	2061.42	2061.68	2060.11	2061.16	8280.0
2014-10-28 06:30:00	ES	Futures	2061.42	2062.21	2060.11	2060.9	10290.0
2014-10-28 07:00:00	ES	Futures	2061.16	2061.95	2060.37	2061.68	10760.0
2014-10-28 07:30:00	ES	Futures	2061.68	2062.21	2059.59	2061.68	19095.0
2014-10-28 08:00:00	ES	Futures	2061.95	2062.21	2059.33	2059.85	15785.0
2014-10-28 08:30:00	ES	Futures	2060.11	2060.11	2056.44	2056.97	36551.0
2014-10-28 09:00:00	ES	Futures	2056.97	2058.28	2055.13	2056.18	28102.0
2014-10-28 09:30:00	ES	Futures	2056.44	2060.9	2055.4	2058.54	176323.0
2014-10-28 10:00:00	ES	Futures	2058.8	2061.68	2056.18	2058.02	143208.0
2014-10-28 10:30:00	ES	Futures	2058.02	2060.11	2057.23	2059.06	90315.0
2014-10-28 11:00:00	ES	Futures	2059.33	2062.73	2058.8	2061.68	84660.0
2014-10-28 11:30:00	ES	Futures	2061.95	2062.47	2057.75	2058.02	75519.0
2014-10-28 12:00:00	ES	Futures	2058.02	2061.16	2057.75	2060.37	60683.0
2014-10-28 12:30:00	ES	Futures	2060.37	2061.16	2057.23	2059.33	55487.0
2014-10-28 13:00:00	ES	Futures	2059.59	2061.42	2059.06	2060.9	41175.0
2014-10-28 13:30:00	ES	Futures	2061.16	2063.52	2059.85	2062.99	72892.0
2014-10-28 14:00:00	ES	Futures	2062.73	2065.09	2061.68	2064.83	68636.0
2014-10-28 14:30:00	ES	Futures	2064.83	2065.61	2063.52	2064.83	64470.0
2014-10-28 15:00:00	ES	Futures	2064.56	2071.11	2064.56	2070.07	136379.0
2014-10-28 15:30:00	ES	Futures	2070.33	2073.47	2068.49	2072.42	164217.0
2014-10-28 16:00:00	ES	Futures	2072.42	2075.57	2071.9	2074.78	82292.0
2014-10-28 16:30:00	ES	Futures	2074.52	2075.04	2073.47	2074.26	11947.0
2014-10-28 17:00:00	ES	Futures	2074.26	2074.52	2073.73	2074.26	2487.0
2014-10-28 18:00:00	ES	Futures	2070.59	2071.9	2069.02	2069.8	8350.0
2014-10-28 18:30:00	ES	Futures	2070.07	2071.38	2069.02	2069.54	3012.0
2014-10-28 19:00:00	ES	Futures	2069.28	2069.8	2069.02	2069.54	1365.0
2014-10-28 19:30:00	ES	Futures	2069.8	2071.11	2069.28	2070.07	2397.0
2014-10-28 20:00:00	ES	Futures	2070.07	2071.64	2069.02	2071.64	3525.0
2014-10-28 20:30:00	ES	Futures	2071.64	2072.42	2071.38	2072.42	3048.0
2014-10-28 21:00:00	ES	Futures	2072.16	2072.95	2071.38	2071.64	2503.0
2014-10-28 21:30:00	ES	Futures	2071.64	2071.9	2070.33	2070.85	2460.0
2014-10-28 22:00:00	ES	Futures	2070.85	2071.64	2070.33	2070.33	2188.0
2014-10-28 22:30:00	ES	Futures	2070.33	2071.11	2070.33	2070.85	874.0
2014-10-28 23:00:00	ES	Futures	2070.85	2071.64	2070.85	2071.38	877.0
2014-10-28 23:30:00	ES	Futures	2071.38	2072.16	2069.8	2070.59	3062.0
2014-10-28 00:00:00	NQ	Futures	4735.85	4741.13	4735.27	4739.95	392.0
2014-10-28 00:30:00	NQ	Futures	4740.25	4743.76	4739.07	4743.18	572.0
2014-10-28 01:00:00	NQ	Futures	4743.47	4744.06	4742.59	4742.88	121.0

> showing 50 of 2,930 rows — these rows as CSV

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