PREVIEW / futures_30min / 2014-07-01

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-01.parquet
  size:    70 KB
  rows:    2,841

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
2014-07-01 00:00:00	ES	Futures	2038.0	2038.52	2037.74	2038.0	828.0
2014-07-01 00:30:00	ES	Futures	2038.26	2038.52	2038.0	2038.0	476.0
2014-07-01 01:00:00	ES	Futures	2038.0	2038.0	2037.48	2037.74	793.0
2014-07-01 01:30:00	ES	Futures	2037.48	2038.0	2037.48	2037.74	1358.0
2014-07-01 02:00:00	ES	Futures	2037.74	2038.26	2037.48	2038.26	1695.0
2014-07-01 02:30:00	ES	Futures	2038.26	2038.52	2037.74	2038.0	1657.0
2014-07-01 03:00:00	ES	Futures	2038.26	2039.3	2037.74	2038.26	10325.0
2014-07-01 03:30:00	ES	Futures	2038.52	2039.57	2038.0	2039.57	5383.0
2014-07-01 04:00:00	ES	Futures	2039.3	2039.3	2038.0	2038.78	5342.0
2014-07-01 04:30:00	ES	Futures	2039.04	2039.57	2038.78	2039.57	5043.0
2014-07-01 05:00:00	ES	Futures	2039.57	2040.09	2039.04	2039.3	5648.0
2014-07-01 05:30:00	ES	Futures	2039.3	2039.57	2039.04	2039.3	2576.0
2014-07-01 06:00:00	ES	Futures	2039.3	2040.87	2039.3	2040.61	7280.0
2014-07-01 06:30:00	ES	Futures	2040.87	2040.87	2039.3	2039.83	4784.0
2014-07-01 07:00:00	ES	Futures	2039.83	2040.35	2039.57	2040.09	5019.0
2014-07-01 07:30:00	ES	Futures	2039.83	2040.35	2039.04	2039.3	4574.0
2014-07-01 08:00:00	ES	Futures	2039.57	2040.09	2039.3	2039.57	3742.0
2014-07-01 08:30:00	ES	Futures	2039.83	2041.39	2039.57	2040.61	11845.0
2014-07-01 09:00:00	ES	Futures	2040.61	2040.87	2039.57	2040.09	12029.0
2014-07-01 09:30:00	ES	Futures	2039.83	2044.52	2039.3	2043.47	158412.0
2014-07-01 10:00:00	ES	Futures	2043.21	2047.38	2041.91	2045.04	201867.0
2014-07-01 10:30:00	ES	Futures	2044.78	2048.69	2044.78	2047.64	122725.0
2014-07-01 11:00:00	ES	Futures	2047.9	2049.47	2047.38	2049.21	72099.0
2014-07-01 11:30:00	ES	Futures	2049.21	2051.03	2048.69	2049.47	95944.0
2014-07-01 12:00:00	ES	Futures	2049.21	2050.25	2048.69	2049.73	42892.0
2014-07-01 12:30:00	ES	Futures	2049.99	2052.34	2049.73	2051.81	68179.0
2014-07-01 13:00:00	ES	Futures	2051.81	2055.46	2051.55	2054.68	83180.0
2014-07-01 13:30:00	ES	Futures	2054.94	2054.94	2052.86	2053.64	60486.0
2014-07-01 14:00:00	ES	Futures	2053.64	2053.9	2051.55	2051.55	50007.0
2014-07-01 14:30:00	ES	Futures	2051.81	2053.12	2050.77	2052.07	70207.0
2014-07-01 15:00:00	ES	Futures	2051.81	2053.12	2049.73	2051.81	73716.0
2014-07-01 15:30:00	ES	Futures	2052.07	2052.86	2048.69	2049.21	146378.0
2014-07-01 16:00:00	ES	Futures	2049.21	2049.73	2048.43	2049.47	88336.0
2014-07-01 16:30:00	ES	Futures	2049.47	2049.73	2048.69	2049.73	7071.0
2014-07-01 17:00:00	ES	Futures	2049.47	2049.73	2049.47	2049.73	1600.0
2014-07-01 18:00:00	ES	Futures	2049.73	2050.51	2049.21	2049.73	2636.0
2014-07-01 18:30:00	ES	Futures	2049.73	2049.99	2049.21	2049.73	713.0
2014-07-01 19:00:00	ES	Futures	2049.73	2050.25	2049.73	2049.73	338.0
2014-07-01 19:30:00	ES	Futures	2049.99	2050.25	2049.73	2049.99	522.0
2014-07-01 20:00:00	ES	Futures	2049.99	2050.25	2049.73	2049.99	859.0
2014-07-01 20:30:00	ES	Futures	2049.99	2050.25	2049.73	2049.73	796.0
2014-07-01 21:00:00	ES	Futures	2049.73	2051.29	2049.73	2051.03	1823.0
2014-07-01 21:30:00	ES	Futures	2051.03	2051.03	2050.51	2050.77	789.0
2014-07-01 22:00:00	ES	Futures	2050.77	2051.29	2050.25	2051.03	1081.0
2014-07-01 22:30:00	ES	Futures	2051.03	2051.55	2050.77	2051.29	799.0
2014-07-01 23:00:00	ES	Futures	2051.29	2051.29	2050.77	2051.03	276.0
2014-07-01 23:30:00	ES	Futures	2051.03	2051.29	2050.51	2050.51	457.0
2014-07-01 00:00:00	NQ	Futures	4494.11	4494.11	4493.52	4494.11	143.0
2014-07-01 00:30:00	NQ	Futures	4494.4	4494.98	4494.4	4494.69	116.0
2014-07-01 01:00:00	NQ	Futures	4494.69	4494.69	4493.81	4494.4	183.0

> showing 50 of 2,841 rows — these rows as CSV

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