PREVIEW / futures_30min / 2014-06-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-16.parquet
  size:    70 KB
  rows:    2,774

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
2014-06-16 00:00:00	ES	Futures	2003.08	2003.34	2002.56	2003.08	506.0
2014-06-16 00:30:00	ES	Futures	2003.08	2003.34	2002.56	2002.82	800.0
2014-06-16 01:00:00	ES	Futures	2002.82	2004.12	2002.04	2003.86	2167.0
2014-06-16 01:30:00	ES	Futures	2003.86	2005.42	2003.6	2005.42	2326.0
2014-06-16 02:00:00	ES	Futures	2005.16	2005.95	2005.16	2005.69	3359.0
2014-06-16 02:30:00	ES	Futures	2005.42	2005.69	2003.6	2004.12	2222.0
2014-06-16 03:00:00	ES	Futures	2003.86	2006.99	2003.86	2005.95	9167.0
2014-06-16 03:30:00	ES	Futures	2005.95	2006.73	2005.69	2005.95	5275.0
2014-06-16 04:00:00	ES	Futures	2005.95	2006.47	2004.9	2005.42	4691.0
2014-06-16 04:30:00	ES	Futures	2005.42	2006.21	2005.16	2005.95	3515.0
2014-06-16 05:00:00	ES	Futures	2005.95	2006.21	2003.86	2004.38	6245.0
2014-06-16 05:30:00	ES	Futures	2004.64	2004.64	2002.82	2003.6	8029.0
2014-06-16 06:00:00	ES	Futures	2003.34	2005.42	2003.34	2005.16	6039.0
2014-06-16 06:30:00	ES	Futures	2005.42	2005.69	2004.9	2005.42	2414.0
2014-06-16 07:00:00	ES	Futures	2005.42	2005.69	2004.12	2004.38	4458.0
2014-06-16 07:30:00	ES	Futures	2004.38	2005.95	2004.38	2005.42	6044.0
2014-06-16 08:00:00	ES	Futures	2005.69	2005.95	2004.38	2005.69	5719.0
2014-06-16 08:30:00	ES	Futures	2005.95	2007.25	2005.42	2006.47	9855.0
2014-06-16 09:00:00	ES	Futures	2006.47	2008.03	2005.95	2007.25	18858.0
2014-06-16 09:30:00	ES	Futures	2007.25	2012.72	2005.42	2011.16	155520.0
2014-06-16 10:00:00	ES	Futures	2011.16	2015.59	2010.64	2013.76	119779.0
2014-06-16 10:30:00	ES	Futures	2013.76	2015.07	2012.46	2012.98	63131.0
2014-06-16 11:00:00	ES	Futures	2013.24	2013.5	2006.73	2007.77	97952.0
2014-06-16 11:30:00	ES	Futures	2007.51	2007.77	2004.38	2006.73	79521.0
2014-06-16 12:00:00	ES	Futures	2006.47	2010.64	2006.21	2010.12	64249.0
2014-06-16 12:30:00	ES	Futures	2010.38	2010.64	2008.29	2010.12	31934.0
2014-06-16 13:00:00	ES	Futures	2010.38	2012.98	2009.59	2012.46	48092.0
2014-06-16 13:30:00	ES	Futures	2012.72	2014.02	2010.38	2011.16	38557.0
2014-06-16 14:00:00	ES	Futures	2010.9	2012.46	2010.38	2011.68	33764.0
2014-06-16 14:30:00	ES	Futures	2011.68	2012.46	2009.86	2010.12	26167.0
2014-06-16 15:00:00	ES	Futures	2009.86	2010.38	2007.77	2009.33	51452.0
2014-06-16 15:30:00	ES	Futures	2009.59	2012.2	2009.07	2011.16	104438.0
2014-06-16 16:00:00	ES	Futures	2011.42	2011.68	2010.9	2011.16	51374.0
2014-06-16 16:30:00	ES	Futures	2011.16	2011.42	2010.64	2011.16	3493.0
2014-06-16 17:00:00	ES	Futures	2011.42	2011.42	2010.64	2011.16	1357.0
2014-06-16 18:00:00	ES	Futures	2010.9	2012.2	2010.9	2011.94	1390.0
2014-06-16 18:30:00	ES	Futures	2011.68	2012.2	2011.68	2011.68	139.0
2014-06-16 19:00:00	ES	Futures	2011.68	2012.2	2011.68	2011.94	222.0
2014-06-16 19:30:00	ES	Futures	2011.68	2011.94	2011.42	2011.68	351.0
2014-06-16 20:00:00	ES	Futures	2011.68	2012.98	2011.42	2012.72	1598.0
2014-06-16 20:30:00	ES	Futures	2012.72	2012.98	2012.2	2012.72	893.0
2014-06-16 21:00:00	ES	Futures	2012.72	2014.55	2012.46	2014.02	2380.0
2014-06-16 21:30:00	ES	Futures	2013.76	2014.55	2013.24	2014.02	1527.0
2014-06-16 22:00:00	ES	Futures	2014.29	2014.55	2013.76	2014.02	957.0
2014-06-16 22:30:00	ES	Futures	2014.02	2014.02	2013.24	2014.02	1271.0
2014-06-16 23:00:00	ES	Futures	2014.02	2014.29	2013.5	2013.5	960.0
2014-06-16 23:30:00	ES	Futures	2013.76	2014.02	2012.72	2014.02	1780.0
2014-06-16 00:00:00	NQ	Futures	4387.81	4388.69	4387.23	4388.1	69.0
2014-06-16 00:30:00	NQ	Futures	4388.1	4388.69	4386.94	4386.94	103.0
2014-06-16 01:00:00	NQ	Futures	4386.64	4391.32	4386.35	4391.32	373.0

> showing 50 of 2,774 rows — these rows as CSV

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