PREVIEW / futures_30min / 2014-06-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-02.parquet
  size:    69 KB
  rows:    2,770

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
2014-06-02 00:00:00	ES	Futures	1997.91	1997.91	1997.65	1997.65	320.0
2014-06-02 00:30:00	ES	Futures	1997.65	1997.91	1997.39	1997.39	259.0
2014-06-02 01:00:00	ES	Futures	1997.39	1997.65	1997.13	1997.65	553.0
2014-06-02 01:30:00	ES	Futures	1997.65	1997.65	1997.13	1997.65	623.0
2014-06-02 02:00:00	ES	Futures	1997.65	1997.91	1996.87	1997.39	3294.0
2014-06-02 02:30:00	ES	Futures	1997.39	1997.91	1997.13	1997.13	1351.0
2014-06-02 03:00:00	ES	Futures	1997.39	1997.91	1995.83	1996.09	11094.0
2014-06-02 03:30:00	ES	Futures	1996.35	1997.13	1996.09	1997.13	7074.0
2014-06-02 04:00:00	ES	Futures	1997.13	1997.65	1996.09	1996.61	6948.0
2014-06-02 04:30:00	ES	Futures	1996.61	1997.13	1996.35	1996.61	2922.0
2014-06-02 05:00:00	ES	Futures	1996.61	1997.13	1996.61	1996.87	2037.0
2014-06-02 05:30:00	ES	Futures	1996.61	1997.39	1996.61	1997.13	2116.0
2014-06-02 06:00:00	ES	Futures	1996.87	1998.69	1996.87	1998.17	6836.0
2014-06-02 06:30:00	ES	Futures	1998.43	1998.43	1996.87	1996.87	2780.0
2014-06-02 07:00:00	ES	Futures	1997.13	1997.39	1996.09	1996.09	5071.0
2014-06-02 07:30:00	ES	Futures	1996.35	1997.13	1996.09	1996.61	3183.0
2014-06-02 08:00:00	ES	Futures	1996.61	1997.65	1996.35	1997.13	4427.0
2014-06-02 08:30:00	ES	Futures	1997.13	1997.39	1996.61	1996.61	6678.0
2014-06-02 09:00:00	ES	Futures	1996.87	1998.43	1996.87	1997.91	14675.0
2014-06-02 09:30:00	ES	Futures	1997.91	1998.17	1992.98	1993.76	119351.0
2014-06-02 10:00:00	ES	Futures	1993.76	1993.76	1987.78	1991.42	186236.0
2014-06-02 10:30:00	ES	Futures	1991.42	1992.46	1989.6	1991.94	73703.0
2014-06-02 11:00:00	ES	Futures	1991.94	1997.65	1991.16	1997.13	117057.0
2014-06-02 11:30:00	ES	Futures	1997.13	1997.91	1995.83	1997.13	67518.0
2014-06-02 12:00:00	ES	Futures	1996.87	1997.13	1995.31	1996.35	32856.0
2014-06-02 12:30:00	ES	Futures	1996.35	1996.87	1995.83	1996.09	23748.0
2014-06-02 13:00:00	ES	Futures	1996.09	1996.87	1994.79	1996.61	26000.0
2014-06-02 13:30:00	ES	Futures	1996.61	1997.13	1995.31	1996.61	34205.0
2014-06-02 14:00:00	ES	Futures	1996.61	1997.39	1995.31	1997.39	39437.0
2014-06-02 14:30:00	ES	Futures	1997.39	1997.91	1996.35	1997.13	25669.0
2014-06-02 15:00:00	ES	Futures	1997.13	1997.13	1994.79	1995.83	38455.0
2014-06-02 15:30:00	ES	Futures	1995.83	1998.43	1995.57	1997.39	85147.0
2014-06-02 16:00:00	ES	Futures	1997.13	1997.65	1995.83	1995.83	60569.0
2014-06-02 16:30:00	ES	Futures	1996.09	1996.61	1995.83	1996.35	4063.0
2014-06-02 17:00:00	ES	Futures	1996.61	1996.87	1996.35	1996.35	3087.0
2014-06-02 18:00:00	ES	Futures	1995.83	1996.09	1995.05	1995.57	2723.0
2014-06-02 18:30:00	ES	Futures	1995.31	1995.57	1995.05	1995.31	724.0
2014-06-02 19:00:00	ES	Futures	1995.05	1995.31	1994.79	1995.31	680.0
2014-06-02 19:30:00	ES	Futures	1995.31	1995.31	1994.79	1995.05	816.0
2014-06-02 20:00:00	ES	Futures	1995.05	1995.31	1994.27	1994.79	3178.0
2014-06-02 20:30:00	ES	Futures	1994.53	1995.31	1994.53	1995.05	954.0
2014-06-02 21:00:00	ES	Futures	1995.05	1996.09	1995.05	1995.57	2280.0
2014-06-02 21:30:00	ES	Futures	1995.57	1995.83	1994.02	1994.02	3060.0
2014-06-02 22:00:00	ES	Futures	1994.27	1995.05	1994.27	1995.05	1428.0
2014-06-02 22:30:00	ES	Futures	1995.05	1995.05	1994.27	1994.79	855.0
2014-06-02 23:00:00	ES	Futures	1994.79	1995.31	1994.79	1995.31	466.0
2014-06-02 23:30:00	ES	Futures	1995.05	1995.31	1994.79	1995.05	733.0
2014-06-02 00:00:00	NQ	Futures	4354.06	4354.94	4353.77	4354.94	100.0
2014-06-02 00:30:00	NQ	Futures	4354.65	4354.65	4353.77	4354.06	62.0
2014-06-02 01:00:00	NQ	Futures	4354.36	4354.65	4352.9	4353.48	118.0

> showing 50 of 2,770 rows — these rows as CSV

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