PREVIEW / futures_30min / 2014-06-30

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-30.parquet
  size:    70 KB
  rows:    2,821

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
2014-06-30 00:00:00	ES	Futures	2035.66	2036.18	2035.66	2035.92	814.0
2014-06-30 00:30:00	ES	Futures	2035.92	2035.92	2035.13	2035.66	922.0
2014-06-30 01:00:00	ES	Futures	2035.66	2035.92	2034.87	2035.66	784.0
2014-06-30 01:30:00	ES	Futures	2035.66	2035.92	2034.87	2035.92	1119.0
2014-06-30 02:00:00	ES	Futures	2035.66	2035.92	2034.09	2034.61	2635.0
2014-06-30 02:30:00	ES	Futures	2034.35	2034.87	2034.09	2034.61	2160.0
2014-06-30 03:00:00	ES	Futures	2034.35	2036.18	2033.83	2035.66	16192.0
2014-06-30 03:30:00	ES	Futures	2035.4	2036.18	2034.61	2035.4	5012.0
2014-06-30 04:00:00	ES	Futures	2035.13	2035.13	2033.57	2034.35	6828.0
2014-06-30 04:30:00	ES	Futures	2034.35	2034.61	2033.57	2034.61	4116.0
2014-06-30 05:00:00	ES	Futures	2034.61	2034.87	2033.83	2034.09	2542.0
2014-06-30 05:30:00	ES	Futures	2034.09	2034.87	2033.57	2034.61	2572.0
2014-06-30 06:00:00	ES	Futures	2034.61	2035.4	2033.05	2033.83	6791.0
2014-06-30 06:30:00	ES	Futures	2033.83	2033.83	2032.27	2032.27	6425.0
2014-06-30 07:00:00	ES	Futures	2032.53	2033.05	2030.7	2033.05	12684.0
2014-06-30 07:30:00	ES	Futures	2033.05	2033.31	2032.27	2033.05	5971.0
2014-06-30 08:00:00	ES	Futures	2032.79	2035.4	2032.79	2034.87	9657.0
2014-06-30 08:30:00	ES	Futures	2035.13	2035.13	2034.09	2034.09	7657.0
2014-06-30 09:00:00	ES	Futures	2034.09	2035.66	2034.09	2034.87	11119.0
2014-06-30 09:30:00	ES	Futures	2034.87	2036.44	2033.31	2035.66	141884.0
2014-06-30 10:00:00	ES	Futures	2035.66	2039.83	2035.4	2038.52	147560.0
2014-06-30 10:30:00	ES	Futures	2038.26	2039.04	2034.61	2035.13	87978.0
2014-06-30 11:00:00	ES	Futures	2035.13	2038.78	2033.83	2038.26	79337.0
2014-06-30 11:30:00	ES	Futures	2038.0	2038.26	2035.4	2036.44	49760.0
2014-06-30 12:00:00	ES	Futures	2036.44	2036.96	2035.4	2036.96	26985.0
2014-06-30 12:30:00	ES	Futures	2036.96	2037.48	2035.92	2036.44	17425.0
2014-06-30 13:00:00	ES	Futures	2036.44	2037.74	2036.44	2037.48	16379.0
2014-06-30 13:30:00	ES	Futures	2037.48	2037.74	2036.7	2037.22	20065.0
2014-06-30 14:00:00	ES	Futures	2037.22	2039.04	2036.96	2038.52	28330.0
2014-06-30 14:30:00	ES	Futures	2038.78	2038.78	2035.13	2035.66	38873.0
2014-06-30 15:00:00	ES	Futures	2035.4	2036.96	2034.87	2036.44	46162.0
2014-06-30 15:30:00	ES	Futures	2036.7	2036.96	2033.05	2034.87	195483.0
2014-06-30 16:00:00	ES	Futures	2034.87	2037.48	2034.61	2037.48	122699.0
2014-06-30 16:30:00	ES	Futures	2037.22	2037.74	2036.96	2037.22	8064.0
2014-06-30 17:00:00	ES	Futures	2037.48	2038.0	2037.22	2038.0	3393.0
2014-06-30 18:00:00	ES	Futures	2037.48	2038.0	2036.44	2037.22	4680.0
2014-06-30 18:30:00	ES	Futures	2037.22	2037.22	2036.44	2036.96	1367.0
2014-06-30 19:00:00	ES	Futures	2036.7	2038.0	2036.7	2037.48	1450.0
2014-06-30 19:30:00	ES	Futures	2037.48	2038.0	2037.22	2037.74	857.0
2014-06-30 20:00:00	ES	Futures	2037.74	2038.52	2036.96	2037.48	4742.0
2014-06-30 20:30:00	ES	Futures	2037.48	2037.48	2036.7	2036.96	2004.0
2014-06-30 21:00:00	ES	Futures	2036.96	2037.74	2036.44	2037.48	1431.0
2014-06-30 21:30:00	ES	Futures	2037.48	2038.26	2037.22	2038.0	1351.0
2014-06-30 22:00:00	ES	Futures	2038.0	2038.0	2037.74	2038.0	600.0
2014-06-30 22:30:00	ES	Futures	2038.0	2038.26	2037.74	2038.0	704.0
2014-06-30 23:00:00	ES	Futures	2038.26	2038.26	2037.74	2038.0	449.0
2014-06-30 23:30:00	ES	Futures	2038.0	2038.52	2038.0	2038.26	580.0
2014-06-30 00:00:00	NQ	Futures	4479.21	4479.8	4478.63	4479.8	158.0
2014-06-30 00:30:00	NQ	Futures	4479.51	4479.8	4478.63	4479.51	286.0
2014-06-30 01:00:00	NQ	Futures	4479.8	4480.09	4478.34	4479.51	108.0

> showing 50 of 2,821 rows — these rows as CSV

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