PREVIEW / futures_30min / 2014-06-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-03.parquet
  size:    72 KB
  rows:    2,820

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
2014-06-03 00:00:00	ES	Futures	1995.05	1995.83	1994.79	1995.31	847.0
2014-06-03 00:30:00	ES	Futures	1995.05	1995.05	1994.27	1994.53	485.0
2014-06-03 01:00:00	ES	Futures	1994.79	1995.31	1994.53	1995.31	472.0
2014-06-03 01:30:00	ES	Futures	1995.05	1995.05	1994.27	1994.27	1863.0
2014-06-03 02:00:00	ES	Futures	1994.27	1995.05	1994.02	1995.05	3142.0
2014-06-03 02:30:00	ES	Futures	1995.05	1995.31	1994.53	1994.79	1856.0
2014-06-03 03:00:00	ES	Futures	1994.53	1994.79	1993.5	1994.02	6797.0
2014-06-03 03:30:00	ES	Futures	1994.02	1994.79	1993.76	1994.27	3745.0
2014-06-03 04:00:00	ES	Futures	1994.27	1994.53	1993.5	1994.02	4822.0
2014-06-03 04:30:00	ES	Futures	1994.02	1994.53	1993.5	1994.02	4245.0
2014-06-03 05:00:00	ES	Futures	1994.27	1994.53	1993.5	1993.5	2720.0
2014-06-03 05:30:00	ES	Futures	1993.76	1993.76	1992.98	1993.24	3961.0
2014-06-03 06:00:00	ES	Futures	1993.5	1993.5	1992.98	1993.24	2005.0
2014-06-03 06:30:00	ES	Futures	1993.24	1994.02	1992.72	1993.5	6366.0
2014-06-03 07:00:00	ES	Futures	1993.5	1993.5	1991.16	1991.16	12697.0
2014-06-03 07:30:00	ES	Futures	1991.16	1991.68	1990.12	1991.16	15901.0
2014-06-03 08:00:00	ES	Futures	1990.9	1992.2	1990.64	1992.2	11699.0
2014-06-03 08:30:00	ES	Futures	1991.94	1992.46	1991.16	1991.42	9016.0
2014-06-03 09:00:00	ES	Futures	1991.68	1992.98	1991.42	1992.2	25184.0
2014-06-03 09:30:00	ES	Futures	1992.2	1995.31	1990.9	1994.53	145007.0
2014-06-03 10:00:00	ES	Futures	1994.53	1996.61	1994.53	1994.79	87630.0
2014-06-03 10:30:00	ES	Futures	1995.05	1995.83	1991.68	1993.24	82055.0
2014-06-03 11:00:00	ES	Futures	1993.24	1994.02	1992.2	1993.5	63761.0
2014-06-03 11:30:00	ES	Futures	1993.24	1994.02	1990.64	1992.72	65290.0
2014-06-03 12:00:00	ES	Futures	1992.72	1995.57	1992.46	1995.05	44899.0
2014-06-03 12:30:00	ES	Futures	1995.05	1995.05	1994.27	1994.27	19760.0
2014-06-03 13:00:00	ES	Futures	1994.27	1996.09	1994.27	1996.09	28679.0
2014-06-03 13:30:00	ES	Futures	1996.09	1996.09	1995.05	1996.09	21567.0
2014-06-03 14:00:00	ES	Futures	1996.09	1997.39	1995.31	1996.61	31987.0
2014-06-03 14:30:00	ES	Futures	1996.87	1997.39	1995.31	1995.57	37223.0
2014-06-03 15:00:00	ES	Futures	1995.57	1997.13	1994.53	1996.61	38276.0
2014-06-03 15:30:00	ES	Futures	1996.61	1997.13	1996.09	1996.35	71163.0
2014-06-03 16:00:00	ES	Futures	1996.09	1996.87	1995.83	1996.35	49651.0
2014-06-03 16:30:00	ES	Futures	1996.35	1997.39	1996.35	1997.39	5817.0
2014-06-03 17:00:00	ES	Futures	1997.13	1997.91	1997.13	1997.65	3037.0
2014-06-03 18:00:00	ES	Futures	1997.13	1997.39	1995.57	1995.83	4771.0
2014-06-03 18:30:00	ES	Futures	1995.83	1996.35	1995.83	1996.35	570.0
2014-06-03 19:00:00	ES	Futures	1996.35	1996.87	1996.09	1996.61	695.0
2014-06-03 19:30:00	ES	Futures	1996.87	1997.13	1996.61	1996.61	514.0
2014-06-03 20:00:00	ES	Futures	1996.61	1996.87	1995.83	1995.83	830.0
2014-06-03 20:30:00	ES	Futures	1995.83	1996.09	1995.57	1995.57	1564.0
2014-06-03 21:00:00	ES	Futures	1995.31	1995.83	1995.05	1995.83	1105.0
2014-06-03 21:30:00	ES	Futures	1995.57	1996.09	1995.05	1995.31	1125.0
2014-06-03 22:00:00	ES	Futures	1995.05	1995.57	1994.79	1995.05	1212.0
2014-06-03 22:30:00	ES	Futures	1995.05	1995.31	1994.27	1994.27	1504.0
2014-06-03 23:00:00	ES	Futures	1994.53	1994.53	1994.27	1994.53	783.0
2014-06-03 23:30:00	ES	Futures	1994.27	1994.79	1994.02	1994.27	767.0
2014-06-03 00:00:00	NQ	Futures	4340.96	4342.42	4340.67	4341.54	134.0
2014-06-03 00:30:00	NQ	Futures	4340.96	4340.96	4339.79	4340.38	77.0
2014-06-03 01:00:00	NQ	Futures	4340.38	4342.12	4339.79	4341.54	145.0

> showing 50 of 2,820 rows — these rows as CSV

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