PREVIEW / futures_30min / 2014-06-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-20.parquet
  size:    64 KB
  rows:    2,333

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
2014-06-20 00:00:00	ES	Futures	2032.53	2032.79	2032.01	2032.53	1077.0
2014-06-20 00:30:00	ES	Futures	2032.53	2032.79	2032.27	2032.79	726.0
2014-06-20 01:00:00	ES	Futures	2032.79	2033.05	2032.01	2032.01	1475.0
2014-06-20 01:30:00	ES	Futures	2032.01	2032.53	2032.01	2032.01	639.0
2014-06-20 02:00:00	ES	Futures	2032.27	2032.53	2031.49	2031.75	3306.0
2014-06-20 02:30:00	ES	Futures	2031.49	2032.01	2031.23	2031.49	3064.0
2014-06-20 03:00:00	ES	Futures	2031.75	2032.53	2030.96	2032.01	8530.0
2014-06-20 03:30:00	ES	Futures	2032.01	2032.53	2031.75	2032.01	5016.0
2014-06-20 04:00:00	ES	Futures	2031.75	2033.05	2031.75	2033.05	4393.0
2014-06-20 04:30:00	ES	Futures	2033.05	2033.31	2032.53	2033.31	4216.0
2014-06-20 05:00:00	ES	Futures	2033.57	2034.09	2032.53	2033.31	7464.0
2014-06-20 05:30:00	ES	Futures	2033.31	2035.13	2033.31	2034.87	8388.0
2014-06-20 06:00:00	ES	Futures	2034.61	2034.87	2033.83	2033.83	5343.0
2014-06-20 06:30:00	ES	Futures	2033.83	2034.09	2032.79	2033.83	7392.0
2014-06-20 07:00:00	ES	Futures	2033.83	2034.35	2033.05	2033.31	8018.0
2014-06-20 07:30:00	ES	Futures	2033.31	2033.83	2032.79	2033.83	7098.0
2014-06-20 08:00:00	ES	Futures	2033.57	2035.92	2033.57	2035.4	13737.0
2014-06-20 08:30:00	ES	Futures	2035.4	2038.52	2035.4	2036.7	36565.0
2014-06-20 09:00:00	ES	Futures	2036.7	2039.83	2036.44	2038.52	61284.0
2014-06-20 09:30:00	ES	Futures	2038.52	2038.52	2035.4	2036.44	190981.0
2014-06-20 10:00:00	ES	Futures	2036.44	2038.26	2034.87	2034.87	106214.0
2014-06-20 10:30:00	ES	Futures	2035.13	2037.48	2035.13	2036.96	78965.0
2014-06-20 11:00:00	ES	Futures	2037.22	2038.52	2036.96	2037.48	56979.0
2014-06-20 11:30:00	ES	Futures	2037.22	2038.26	2036.18	2037.22	59264.0
2014-06-20 12:00:00	ES	Futures	2036.96	2037.48	2035.66	2036.18	37162.0
2014-06-20 12:30:00	ES	Futures	2036.18	2036.7	2035.66	2036.44	25780.0
2014-06-20 13:00:00	ES	Futures	2036.18	2036.7	2035.13	2035.66	30963.0
2014-06-20 13:30:00	ES	Futures	2035.4	2036.18	2034.87	2035.66	28496.0
2014-06-20 14:00:00	ES	Futures	2035.66	2036.96	2035.13	2036.7	31006.0
2014-06-20 14:30:00	ES	Futures	2036.7	2036.7	2035.66	2035.92	24398.0
2014-06-20 15:00:00	ES	Futures	2035.92	2036.44	2035.4	2036.44	19112.0
2014-06-20 15:30:00	ES	Futures	2036.18	2038.26	2036.18	2037.74	125145.0
2014-06-20 16:00:00	ES	Futures	2037.48	2037.74	2035.66	2035.66	91315.0
2014-06-20 16:30:00	ES	Futures	2035.66	2037.22	2035.66	2036.7	13463.0
2014-06-20 17:00:00	ES	Futures	2036.96	2037.74	2036.7	2036.7	2324.0
2014-06-20 00:00:00	NQ	Futures	4423.44	4423.73	4422.27	4423.44	209.0
2014-06-20 00:30:00	NQ	Futures	4423.44	4423.73	4422.85	4423.73	92.0
2014-06-20 01:00:00	NQ	Futures	4423.44	4423.73	4422.56	4422.85	227.0
2014-06-20 01:30:00	NQ	Futures	4422.56	4423.44	4421.98	4422.27	153.0
2014-06-20 02:00:00	NQ	Futures	4422.27	4423.15	4421.39	4421.39	248.0
2014-06-20 02:30:00	NQ	Futures	4421.69	4421.98	4421.1	4421.39	249.0
2014-06-20 03:00:00	NQ	Futures	4421.39	4424.9	4420.81	4424.02	1088.0
2014-06-20 03:30:00	NQ	Futures	4424.02	4424.9	4422.27	4423.73	608.0
2014-06-20 04:00:00	NQ	Futures	4423.15	4426.36	4423.15	4426.07	762.0
2014-06-20 04:30:00	NQ	Futures	4426.07	4426.94	4424.9	4426.94	601.0
2014-06-20 05:00:00	NQ	Futures	4426.94	4428.11	4425.19	4426.94	895.0
2014-06-20 05:30:00	NQ	Futures	4426.94	4431.32	4426.65	4431.32	1115.0
2014-06-20 06:00:00	NQ	Futures	4431.32	4431.32	4428.69	4429.28	907.0
2014-06-20 06:30:00	NQ	Futures	4428.99	4430.15	4426.94	4428.99	955.0
2014-06-20 07:00:00	NQ	Futures	4428.69	4429.86	4427.23	4427.82	971.0

> showing 50 of 2,333 rows — these rows as CSV

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