PREVIEW / futures_30min / 2014-06-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-19.parquet
  size:    73 KB
  rows:    2,861

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
2014-06-19 00:00:00	ES	Futures	2032.79	2032.79	2032.01	2032.27	545.0
2014-06-19 00:30:00	ES	Futures	2032.53	2032.79	2032.27	2032.53	385.0
2014-06-19 01:00:00	ES	Futures	2032.53	2032.79	2032.01	2032.27	1292.0
2014-06-19 01:30:00	ES	Futures	2032.53	2033.05	2032.27	2032.79	1013.0
2014-06-19 02:00:00	ES	Futures	2032.79	2033.57	2032.27	2033.05	3163.0
2014-06-19 02:30:00	ES	Futures	2033.05	2033.83	2033.05	2033.05	5045.0
2014-06-19 03:00:00	ES	Futures	2033.31	2033.31	2031.23	2031.49	13381.0
2014-06-19 03:30:00	ES	Futures	2031.49	2032.01	2031.23	2031.75	6664.0
2014-06-19 04:00:00	ES	Futures	2031.75	2032.79	2031.49	2032.27	5218.0
2014-06-19 04:30:00	ES	Futures	2032.01	2032.53	2031.49	2032.53	4657.0
2014-06-19 05:00:00	ES	Futures	2032.53	2033.83	2031.75	2033.31	10711.0
2014-06-19 05:30:00	ES	Futures	2033.05	2033.31	2032.01	2032.01	4011.0
2014-06-19 06:00:00	ES	Futures	2032.27	2032.53	2031.75	2031.75	4094.0
2014-06-19 06:30:00	ES	Futures	2031.75	2032.01	2030.96	2031.23	4729.0
2014-06-19 07:00:00	ES	Futures	2031.49	2032.01	2031.23	2031.23	4764.0
2014-06-19 07:30:00	ES	Futures	2031.49	2031.75	2030.96	2031.49	3307.0
2014-06-19 08:00:00	ES	Futures	2031.75	2033.31	2031.49	2032.53	11163.0
2014-06-19 08:30:00	ES	Futures	2032.79	2033.57	2032.53	2033.05	13797.0
2014-06-19 09:00:00	ES	Futures	2032.79	2033.83	2032.79	2033.05	14427.0
2014-06-19 09:30:00	ES	Futures	2033.31	2035.13	2031.49	2032.01	142241.0
2014-06-19 10:00:00	ES	Futures	2032.01	2033.83	2029.92	2031.75	128609.0
2014-06-19 10:30:00	ES	Futures	2031.75	2033.05	2029.14	2029.4	101946.0
2014-06-19 11:00:00	ES	Futures	2029.4	2030.96	2028.62	2029.66	83419.0
2014-06-19 11:30:00	ES	Futures	2029.4	2030.96	2029.14	2030.44	38393.0
2014-06-19 12:00:00	ES	Futures	2030.44	2031.23	2029.4	2029.4	34656.0
2014-06-19 12:30:00	ES	Futures	2029.66	2030.7	2028.36	2028.62	43805.0
2014-06-19 13:00:00	ES	Futures	2028.62	2029.4	2026.53	2028.62	70129.0
2014-06-19 13:30:00	ES	Futures	2028.62	2030.18	2027.84	2029.4	55769.0
2014-06-19 14:00:00	ES	Futures	2029.66	2031.49	2028.88	2030.44	51460.0
2014-06-19 14:30:00	ES	Futures	2030.18	2031.49	2029.14	2031.23	50085.0
2014-06-19 15:00:00	ES	Futures	2031.23	2033.05	2030.7	2032.53	59127.0
2014-06-19 15:30:00	ES	Futures	2032.53	2034.09	2032.27	2033.83	117591.0
2014-06-19 16:00:00	ES	Futures	2033.83	2034.09	2032.79	2033.05	54445.0
2014-06-19 16:30:00	ES	Futures	2033.05	2033.05	2032.01	2032.79	7776.0
2014-06-19 17:00:00	ES	Futures	2032.79	2032.79	2032.01	2032.27	2783.0
2014-06-19 18:00:00	ES	Futures	2031.75	2032.53	2031.75	2032.27	1926.0
2014-06-19 18:30:00	ES	Futures	2032.27	2032.53	2031.75	2032.01	758.0
2014-06-19 19:00:00	ES	Futures	2031.75	2032.27	2031.49	2032.01	806.0
2014-06-19 19:30:00	ES	Futures	2032.01	2032.53	2031.75	2032.01	686.0
2014-06-19 20:00:00	ES	Futures	2032.01	2032.27	2031.23	2032.01	1948.0
2014-06-19 20:30:00	ES	Futures	2032.01	2032.01	2031.23	2031.23	1114.0
2014-06-19 21:00:00	ES	Futures	2031.49	2032.79	2031.23	2032.53	2170.0
2014-06-19 21:30:00	ES	Futures	2032.53	2032.79	2031.75	2032.01	1249.0
2014-06-19 22:00:00	ES	Futures	2032.27	2033.05	2032.01	2033.05	1362.0
2014-06-19 22:30:00	ES	Futures	2032.79	2033.31	2032.79	2033.31	722.0
2014-06-19 23:00:00	ES	Futures	2033.05	2033.31	2032.79	2033.05	610.0
2014-06-19 23:30:00	ES	Futures	2032.79	2032.79	2032.27	2032.53	760.0
2014-06-19 00:00:00	NQ	Futures	4437.16	4437.16	4436.0	4436.29	79.0
2014-06-19 00:30:00	NQ	Futures	4436.29	4437.16	4436.0	4436.87	112.0
2014-06-19 01:00:00	NQ	Futures	4436.58	4436.87	4435.7	4436.29	150.0

> showing 50 of 2,861 rows — these rows as CSV

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