PREVIEW / futures_30min / 2014-06-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-05.parquet
  size:    75 KB
  rows:    2,836

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
2014-06-05 00:00:00	ES	Futures	1999.47	1999.73	1999.21	1999.21	675.0
2014-06-05 00:30:00	ES	Futures	1999.47	1999.47	1999.21	1999.21	304.0
2014-06-05 01:00:00	ES	Futures	1999.47	1999.47	1999.21	1999.47	408.0
2014-06-05 01:30:00	ES	Futures	1999.47	1999.99	1999.21	1999.47	1165.0
2014-06-05 02:00:00	ES	Futures	1999.47	2000.25	1999.21	2000.25	2048.0
2014-06-05 02:30:00	ES	Futures	1999.99	2000.25	1999.47	1999.47	746.0
2014-06-05 03:00:00	ES	Futures	1999.47	1999.99	1998.69	1999.73	10967.0
2014-06-05 03:30:00	ES	Futures	1999.73	2001.03	1999.73	2000.77	5579.0
2014-06-05 04:00:00	ES	Futures	2000.51	2000.77	1999.47	1999.73	4074.0
2014-06-05 04:30:00	ES	Futures	1999.99	2000.25	1999.73	1999.73	2592.0
2014-06-05 05:00:00	ES	Futures	1999.99	1999.99	1999.21	1999.47	2403.0
2014-06-05 05:30:00	ES	Futures	1999.73	1999.99	1999.21	1999.73	2840.0
2014-06-05 06:00:00	ES	Futures	1999.73	1999.99	1999.21	1999.47	2109.0
2014-06-05 06:30:00	ES	Futures	1999.47	1999.99	1999.21	1999.47	3559.0
2014-06-05 07:00:00	ES	Futures	1999.47	2002.58	1999.47	2001.81	12318.0
2014-06-05 07:30:00	ES	Futures	2001.81	2004.14	1998.43	2002.06	53538.0
2014-06-05 08:00:00	ES	Futures	2001.81	2003.88	2001.29	2003.1	18193.0
2014-06-05 08:30:00	ES	Futures	2003.1	2009.08	2002.84	2003.88	118298.0
2014-06-05 09:00:00	ES	Futures	2004.14	2005.44	2002.32	2002.84	53305.0
2014-06-05 09:30:00	ES	Futures	2002.58	2004.14	1998.43	2001.55	234581.0
2014-06-05 10:00:00	ES	Futures	2001.55	2002.06	1995.31	2001.55	181344.0
2014-06-05 10:30:00	ES	Futures	2001.55	2003.62	1999.47	2002.58	100358.0
2014-06-05 11:00:00	ES	Futures	2002.58	2007.52	2002.06	2006.22	111584.0
2014-06-05 11:30:00	ES	Futures	2006.48	2011.15	2006.22	2010.89	136498.0
2014-06-05 12:00:00	ES	Futures	2010.89	2013.23	2010.89	2012.97	94247.0
2014-06-05 12:30:00	ES	Futures	2012.97	2015.05	2012.71	2012.97	74677.0
2014-06-05 13:00:00	ES	Futures	2013.23	2014.27	2012.19	2012.71	42023.0
2014-06-05 13:30:00	ES	Futures	2012.71	2013.49	2011.67	2013.49	38552.0
2014-06-05 14:00:00	ES	Futures	2013.49	2015.83	2012.71	2014.79	58547.0
2014-06-05 14:30:00	ES	Futures	2014.79	2015.31	2012.45	2012.97	56454.0
2014-06-05 15:00:00	ES	Futures	2012.97	2014.27	2011.67	2012.45	61550.0
2014-06-05 15:30:00	ES	Futures	2012.45	2014.27	2011.67	2013.49	92957.0
2014-06-05 16:00:00	ES	Futures	2013.49	2014.01	2013.23	2013.75	59190.0
2014-06-05 16:30:00	ES	Futures	2013.23	2013.75	2012.71	2013.23	7105.0
2014-06-05 17:00:00	ES	Futures	2013.49	2014.01	2013.23	2013.75	1603.0
2014-06-05 18:00:00	ES	Futures	2013.49	2013.75	2012.71	2013.75	1890.0
2014-06-05 18:30:00	ES	Futures	2013.49	2013.75	2013.49	2013.75	373.0
2014-06-05 19:00:00	ES	Futures	2013.49	2013.75	2013.23	2013.49	761.0
2014-06-05 19:30:00	ES	Futures	2013.75	2014.27	2013.75	2014.27	1077.0
2014-06-05 20:00:00	ES	Futures	2014.01	2014.27	2013.49	2014.01	1982.0
2014-06-05 20:30:00	ES	Futures	2014.01	2014.27	2013.23	2013.23	1253.0
2014-06-05 21:00:00	ES	Futures	2013.49	2014.79	2013.49	2014.79	2394.0
2014-06-05 21:30:00	ES	Futures	2014.53	2014.79	2014.27	2014.27	1713.0
2014-06-05 22:00:00	ES	Futures	2014.53	2015.05	2014.01	2015.05	1200.0
2014-06-05 22:30:00	ES	Futures	2014.79	2016.61	2014.79	2016.35	3898.0
2014-06-05 23:00:00	ES	Futures	2016.35	2016.61	2016.09	2016.61	2224.0
2014-06-05 23:30:00	ES	Futures	2016.35	2016.87	2016.09	2016.61	2270.0
2014-06-05 00:00:00	NQ	Futures	4358.14	4358.72	4357.56	4358.14	155.0
2014-06-05 00:30:00	NQ	Futures	4358.14	4358.43	4357.56	4358.43	49.0
2014-06-05 01:00:00	NQ	Futures	4358.43	4359.02	4358.14	4358.72	70.0

> showing 50 of 2,836 rows — these rows as CSV

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