PREVIEW / futures_30min / 2014-06-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-23.parquet
  size:    70 KB
  rows:    2,768

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
2014-06-23 00:00:00	ES	Futures	2040.35	2040.87	2040.35	2040.61	602.0
2014-06-23 00:30:00	ES	Futures	2040.61	2041.13	2040.61	2040.87	679.0
2014-06-23 01:00:00	ES	Futures	2040.87	2040.87	2040.35	2040.61	1190.0
2014-06-23 01:30:00	ES	Futures	2040.61	2040.87	2040.61	2040.61	1265.0
2014-06-23 02:00:00	ES	Futures	2040.61	2041.39	2040.61	2040.87	3439.0
2014-06-23 02:30:00	ES	Futures	2040.87	2041.13	2039.57	2039.83	7520.0
2014-06-23 03:00:00	ES	Futures	2040.09	2040.35	2036.18	2037.22	28180.0
2014-06-23 03:30:00	ES	Futures	2037.48	2037.48	2035.13	2036.7	16795.0
2014-06-23 04:00:00	ES	Futures	2036.7	2036.96	2034.87	2035.66	11603.0
2014-06-23 04:30:00	ES	Futures	2035.66	2037.22	2035.4	2036.44	7512.0
2014-06-23 05:00:00	ES	Futures	2036.18	2036.96	2035.92	2036.96	4569.0
2014-06-23 05:30:00	ES	Futures	2036.96	2039.3	2036.44	2038.78	13635.0
2014-06-23 06:00:00	ES	Futures	2038.78	2039.04	2036.96	2036.96	6520.0
2014-06-23 06:30:00	ES	Futures	2037.22	2037.22	2035.4	2035.66	11008.0
2014-06-23 07:00:00	ES	Futures	2035.92	2036.96	2035.66	2036.44	8401.0
2014-06-23 07:30:00	ES	Futures	2036.44	2037.48	2036.18	2036.18	7614.0
2014-06-23 08:00:00	ES	Futures	2036.18	2037.48	2035.66	2036.96	9038.0
2014-06-23 08:30:00	ES	Futures	2036.96	2037.74	2036.44	2036.44	8951.0
2014-06-23 09:00:00	ES	Futures	2036.7	2038.26	2036.44	2037.74	12812.0
2014-06-23 09:30:00	ES	Futures	2037.48	2038.0	2033.83	2036.18	130996.0
2014-06-23 10:00:00	ES	Futures	2036.44	2038.52	2035.4	2036.7	119557.0
2014-06-23 10:30:00	ES	Futures	2036.44	2038.0	2034.35	2035.4	92487.0
2014-06-23 11:00:00	ES	Futures	2035.13	2035.92	2033.31	2033.57	66383.0
2014-06-23 11:30:00	ES	Futures	2033.57	2034.61	2032.79	2033.83	72087.0
2014-06-23 12:00:00	ES	Futures	2034.09	2035.66	2033.83	2035.66	26089.0
2014-06-23 12:30:00	ES	Futures	2035.66	2036.18	2035.13	2035.66	23935.0
2014-06-23 13:00:00	ES	Futures	2035.92	2035.92	2033.57	2034.09	31929.0
2014-06-23 13:30:00	ES	Futures	2034.35	2035.13	2033.31	2034.61	30388.0
2014-06-23 14:00:00	ES	Futures	2034.61	2035.66	2033.83	2035.13	32243.0
2014-06-23 14:30:00	ES	Futures	2035.13	2035.92	2034.09	2035.66	31867.0
2014-06-23 15:00:00	ES	Futures	2035.66	2035.92	2034.35	2035.4	22884.0
2014-06-23 15:30:00	ES	Futures	2035.4	2037.48	2035.13	2036.7	70074.0
2014-06-23 16:00:00	ES	Futures	2036.44	2036.96	2035.66	2035.66	57994.0
2014-06-23 16:30:00	ES	Futures	2035.92	2036.18	2034.61	2035.13	6691.0
2014-06-23 17:00:00	ES	Futures	2034.87	2035.4	2034.35	2034.35	2198.0
2014-06-23 18:00:00	ES	Futures	2034.09	2034.35	2033.05	2033.57	3600.0
2014-06-23 18:30:00	ES	Futures	2033.57	2034.35	2033.31	2033.83	1655.0
2014-06-23 19:00:00	ES	Futures	2034.09	2034.61	2033.83	2034.09	623.0
2014-06-23 19:30:00	ES	Futures	2034.09	2034.61	2033.05	2034.61	1279.0
2014-06-23 20:00:00	ES	Futures	2034.35	2034.61	2032.27	2033.05	5623.0
2014-06-23 20:30:00	ES	Futures	2033.31	2033.57	2032.53	2032.79	2151.0
2014-06-23 21:00:00	ES	Futures	2033.05	2033.05	2032.27	2033.05	1759.0
2014-06-23 21:30:00	ES	Futures	2033.05	2033.31	2032.01	2032.53	3932.0
2014-06-23 22:00:00	ES	Futures	2032.27	2033.57	2032.27	2032.53	2096.0
2014-06-23 22:30:00	ES	Futures	2032.53	2033.31	2032.53	2033.31	1334.0
2014-06-23 23:00:00	ES	Futures	2033.05	2033.31	2032.53	2032.53	1042.0
2014-06-23 23:30:00	ES	Futures	2032.79	2033.31	2032.53	2032.79	806.0
2014-06-23 00:00:00	NQ	Futures	4440.67	4441.25	4440.38	4441.25	105.0
2014-06-23 00:30:00	NQ	Futures	4441.25	4442.13	4440.96	4441.54	93.0
2014-06-23 01:00:00	NQ	Futures	4441.54	4441.54	4440.38	4440.96	194.0

> showing 50 of 2,768 rows — these rows as CSV

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