PREVIEW / futures_30min / 2014-06-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-04.parquet
  size:    71 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
2014-06-04 00:00:00	ES	Futures	1994.02	1995.05	1994.02	1994.79	1079.0
2014-06-04 00:30:00	ES	Futures	1994.79	1995.05	1994.53	1994.79	400.0
2014-06-04 01:00:00	ES	Futures	1994.53	1994.79	1993.5	1994.02	1662.0
2014-06-04 01:30:00	ES	Futures	1994.02	1994.53	1993.24	1994.02	1611.0
2014-06-04 02:00:00	ES	Futures	1993.76	1995.05	1993.76	1994.02	2839.0
2014-06-04 02:30:00	ES	Futures	1994.27	1995.05	1994.02	1994.02	1988.0
2014-06-04 03:00:00	ES	Futures	1994.27	1996.87	1993.76	1996.61	11613.0
2014-06-04 03:30:00	ES	Futures	1996.35	1996.87	1995.57	1996.35	5117.0
2014-06-04 04:00:00	ES	Futures	1996.35	1996.61	1995.31	1995.57	5456.0
2014-06-04 04:30:00	ES	Futures	1995.83	1995.83	1992.46	1992.72	13765.0
2014-06-04 05:00:00	ES	Futures	1992.98	1993.24	1991.42	1992.46	7729.0
2014-06-04 05:30:00	ES	Futures	1992.46	1992.98	1991.94	1992.72	4091.0
2014-06-04 06:00:00	ES	Futures	1992.46	1994.02	1992.46	1993.5	4400.0
2014-06-04 06:30:00	ES	Futures	1993.5	1994.79	1992.98	1994.27	7835.0
2014-06-04 07:00:00	ES	Futures	1994.53	1994.79	1993.24	1993.5	4060.0
2014-06-04 07:30:00	ES	Futures	1993.24	1994.53	1992.98	1994.02	6627.0
2014-06-04 08:00:00	ES	Futures	1993.76	1994.27	1991.42	1992.72	20793.0
2014-06-04 08:30:00	ES	Futures	1992.72	1992.98	1990.12	1991.68	21894.0
2014-06-04 09:00:00	ES	Futures	1991.42	1993.24	1991.42	1992.72	13617.0
2014-06-04 09:30:00	ES	Futures	1992.72	1995.31	1990.9	1994.79	142048.0
2014-06-04 10:00:00	ES	Futures	1995.05	1996.61	1994.02	1994.53	99898.0
2014-06-04 10:30:00	ES	Futures	1994.27	1998.43	1994.27	1998.17	65125.0
2014-06-04 11:00:00	ES	Futures	1998.17	2000.77	1997.91	2000.51	68188.0
2014-06-04 11:30:00	ES	Futures	2000.51	2000.51	1998.95	1999.47	47892.0
2014-06-04 12:00:00	ES	Futures	1999.47	2000.25	1998.95	1999.99	20092.0
2014-06-04 12:30:00	ES	Futures	1999.73	2001.29	1999.21	2000.77	29711.0
2014-06-04 13:00:00	ES	Futures	2000.77	2001.55	2000.25	2000.51	26597.0
2014-06-04 13:30:00	ES	Futures	2000.51	2001.29	1999.99	2001.03	19689.0
2014-06-04 14:00:00	ES	Futures	2001.03	2001.29	1999.21	1999.99	27217.0
2014-06-04 14:30:00	ES	Futures	1999.73	2000.25	1998.43	1999.73	32257.0
2014-06-04 15:00:00	ES	Futures	1999.47	2000.25	1999.21	2000.25	34330.0
2014-06-04 15:30:00	ES	Futures	2000.25	2001.29	1999.73	2000.25	82278.0
2014-06-04 16:00:00	ES	Futures	1999.99	2001.29	1999.99	2000.25	49062.0
2014-06-04 16:30:00	ES	Futures	2000.25	2000.77	1999.73	2000.77	4155.0
2014-06-04 17:00:00	ES	Futures	2000.77	2001.03	1999.99	1999.99	1523.0
2014-06-04 18:00:00	ES	Futures	1999.99	2000.51	1999.21	1999.47	1780.0
2014-06-04 18:30:00	ES	Futures	1999.47	1999.73	1999.21	1999.73	354.0
2014-06-04 19:00:00	ES	Futures	1999.73	1999.73	1999.47	1999.47	283.0
2014-06-04 19:30:00	ES	Futures	1999.47	2000.51	1999.21	2000.25	944.0
2014-06-04 20:00:00	ES	Futures	1999.99	2000.25	1999.73	1999.73	879.0
2014-06-04 20:30:00	ES	Futures	1999.73	2000.25	1999.21	1999.73	1609.0
2014-06-04 21:00:00	ES	Futures	1999.73	1999.99	1999.47	1999.47	1558.0
2014-06-04 21:30:00	ES	Futures	1999.47	2000.25	1999.47	2000.25	1180.0
2014-06-04 22:00:00	ES	Futures	2000.25	2000.51	1999.99	2000.25	610.0
2014-06-04 22:30:00	ES	Futures	2000.25	2000.51	1999.73	1999.99	394.0
2014-06-04 23:00:00	ES	Futures	1999.99	2000.25	1999.73	1999.73	520.0
2014-06-04 23:30:00	ES	Futures	1999.73	1999.99	1999.47	1999.73	503.0
2014-06-04 00:00:00	NQ	Futures	4340.96	4343.0	4340.96	4342.42	117.0
2014-06-04 00:30:00	NQ	Futures	4342.12	4342.12	4341.25	4341.54	66.0
2014-06-04 01:00:00	NQ	Futures	4341.83	4341.83	4339.5	4340.38	250.0

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

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