PREVIEW / futures_30min / 2014-06-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-26.parquet
  size:    72 KB
  rows:    2,831

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
2014-06-26 00:00:00	ES	Futures	2032.27	2033.31	2032.27	2032.79	1720.0
2014-06-26 00:30:00	ES	Futures	2033.05	2033.05	2032.53	2033.05	636.0
2014-06-26 01:00:00	ES	Futures	2032.79	2033.57	2032.79	2033.31	1708.0
2014-06-26 01:30:00	ES	Futures	2033.57	2033.57	2032.79	2032.79	2590.0
2014-06-26 02:00:00	ES	Futures	2032.79	2033.57	2032.79	2033.05	2573.0
2014-06-26 02:30:00	ES	Futures	2033.05	2033.31	2032.27	2032.27	2324.0
2014-06-26 03:00:00	ES	Futures	2032.27	2032.53	2030.96	2031.75	10242.0
2014-06-26 03:30:00	ES	Futures	2031.75	2032.53	2031.23	2032.01	6717.0
2014-06-26 04:00:00	ES	Futures	2032.01	2032.01	2030.44	2030.96	8819.0
2014-06-26 04:30:00	ES	Futures	2030.7	2031.49	2029.92	2030.96	7357.0
2014-06-26 05:00:00	ES	Futures	2030.96	2031.49	2030.18	2030.96	3415.0
2014-06-26 05:30:00	ES	Futures	2030.96	2032.27	2030.7	2032.01	4703.0
2014-06-26 06:00:00	ES	Futures	2032.01	2032.27	2031.23	2031.49	4689.0
2014-06-26 06:30:00	ES	Futures	2031.49	2031.75	2029.66	2030.44	9348.0
2014-06-26 07:00:00	ES	Futures	2030.44	2031.23	2030.18	2030.96	3794.0
2014-06-26 07:30:00	ES	Futures	2030.96	2032.27	2030.96	2032.27	5315.0
2014-06-26 08:00:00	ES	Futures	2032.27	2033.05	2031.49	2032.27	11558.0
2014-06-26 08:30:00	ES	Futures	2032.01	2033.57	2031.23	2032.01	28793.0
2014-06-26 09:00:00	ES	Futures	2032.01	2035.4	2031.23	2034.09	38124.0
2014-06-26 09:30:00	ES	Futures	2034.35	2034.35	2018.46	2021.84	366063.0
2014-06-26 10:00:00	ES	Futures	2021.58	2026.01	2020.8	2024.71	208837.0
2014-06-26 10:30:00	ES	Futures	2024.71	2024.97	2021.32	2023.93	126628.0
2014-06-26 11:00:00	ES	Futures	2024.19	2027.32	2022.89	2025.23	99114.0
2014-06-26 11:30:00	ES	Futures	2024.97	2026.79	2023.41	2026.27	63038.0
2014-06-26 12:00:00	ES	Futures	2026.53	2027.06	2024.71	2025.49	36544.0
2014-06-26 12:30:00	ES	Futures	2025.49	2026.79	2024.45	2024.45	35528.0
2014-06-26 13:00:00	ES	Futures	2024.71	2030.44	2024.45	2029.66	61679.0
2014-06-26 13:30:00	ES	Futures	2029.92	2031.49	2029.4	2030.18	54170.0
2014-06-26 14:00:00	ES	Futures	2029.92	2031.23	2028.62	2030.7	39021.0
2014-06-26 14:30:00	ES	Futures	2030.7	2030.96	2029.4	2029.66	28930.0
2014-06-26 15:00:00	ES	Futures	2029.92	2032.79	2029.66	2030.96	49978.0
2014-06-26 15:30:00	ES	Futures	2030.96	2032.79	2030.7	2032.27	82917.0
2014-06-26 16:00:00	ES	Futures	2032.27	2032.79	2030.96	2031.49	52224.0
2014-06-26 16:30:00	ES	Futures	2031.75	2032.01	2031.49	2031.75	5999.0
2014-06-26 17:00:00	ES	Futures	2031.75	2032.01	2030.96	2031.23	1703.0
2014-06-26 18:00:00	ES	Futures	2030.96	2032.01	2030.44	2032.01	2379.0
2014-06-26 18:30:00	ES	Futures	2032.01	2032.01	2031.49	2032.01	283.0
2014-06-26 19:00:00	ES	Futures	2032.01	2032.01	2031.49	2031.75	241.0
2014-06-26 19:30:00	ES	Futures	2031.75	2031.75	2031.23	2031.49	385.0
2014-06-26 20:00:00	ES	Futures	2031.23	2031.23	2030.18	2030.44	2725.0
2014-06-26 20:30:00	ES	Futures	2030.44	2031.23	2030.44	2030.96	644.0
2014-06-26 21:00:00	ES	Futures	2030.96	2032.53	2030.7	2032.27	2834.0
2014-06-26 21:30:00	ES	Futures	2032.27	2032.79	2031.75	2032.01	2033.0
2014-06-26 22:00:00	ES	Futures	2032.01	2032.01	2031.23	2031.49	659.0
2014-06-26 22:30:00	ES	Futures	2031.49	2031.49	2028.88	2029.4	3899.0
2014-06-26 23:00:00	ES	Futures	2029.4	2029.4	2027.84	2027.84	3718.0
2014-06-26 23:30:00	ES	Futures	2028.1	2028.1	2026.01	2026.01	6912.0
2014-06-26 00:00:00	NQ	Futures	4456.73	4458.19	4456.73	4457.9	176.0
2014-06-26 00:30:00	NQ	Futures	4457.9	4458.48	4457.6	4458.48	130.0
2014-06-26 01:00:00	NQ	Futures	4458.19	4459.65	4458.19	4459.06	163.0

> showing 50 of 2,831 rows — these rows as CSV

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