PREVIEW / futures_30min / 2014-07-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-02.parquet
  size:    72 KB
  rows:    2,864

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
2014-07-02 00:00:00	ES	Futures	2050.51	2050.77	2049.73	2049.99	768.0
2014-07-02 00:30:00	ES	Futures	2049.99	2049.99	2049.47	2049.47	405.0
2014-07-02 01:00:00	ES	Futures	2049.73	2050.51	2049.47	2050.25	707.0
2014-07-02 01:30:00	ES	Futures	2050.25	2051.03	2049.73	2049.99	1040.0
2014-07-02 02:00:00	ES	Futures	2049.99	2050.77	2049.73	2050.25	2397.0
2014-07-02 02:30:00	ES	Futures	2050.51	2050.51	2049.47	2049.99	1309.0
2014-07-02 03:00:00	ES	Futures	2049.99	2051.03	2049.21	2049.73	7136.0
2014-07-02 03:30:00	ES	Futures	2049.47	2050.77	2048.69	2050.25	7262.0
2014-07-02 04:00:00	ES	Futures	2050.51	2051.29	2049.99	2050.77	5457.0
2014-07-02 04:30:00	ES	Futures	2050.77	2051.03	2049.99	2050.77	3708.0
2014-07-02 05:00:00	ES	Futures	2050.51	2051.55	2050.51	2050.77	3662.0
2014-07-02 05:30:00	ES	Futures	2050.77	2050.77	2049.99	2050.77	3443.0
2014-07-02 06:00:00	ES	Futures	2050.51	2051.03	2049.99	2050.25	2600.0
2014-07-02 06:30:00	ES	Futures	2049.99	2050.51	2049.47	2050.51	4952.0
2014-07-02 07:00:00	ES	Futures	2050.25	2051.29	2049.99	2050.77	5080.0
2014-07-02 07:30:00	ES	Futures	2050.77	2051.55	2050.77	2051.29	2560.0
2014-07-02 08:00:00	ES	Futures	2051.29	2053.64	2050.51	2050.77	22499.0
2014-07-02 08:30:00	ES	Futures	2050.51	2052.07	2050.25	2051.03	14217.0
2014-07-02 09:00:00	ES	Futures	2050.77	2050.77	2047.9	2048.95	28405.0
2014-07-02 09:30:00	ES	Futures	2049.21	2052.07	2048.17	2049.99	131953.0
2014-07-02 10:00:00	ES	Futures	2050.25	2051.55	2048.69	2050.51	82742.0
2014-07-02 10:30:00	ES	Futures	2050.77	2052.34	2049.99	2051.55	58278.0
2014-07-02 11:00:00	ES	Futures	2051.55	2053.64	2049.73	2050.77	90161.0
2014-07-02 11:30:00	ES	Futures	2051.03	2052.07	2050.51	2050.51	41024.0
2014-07-02 12:00:00	ES	Futures	2050.51	2052.07	2050.51	2051.29	25231.0
2014-07-02 12:30:00	ES	Futures	2051.03	2051.29	2049.21	2050.77	34482.0
2014-07-02 13:00:00	ES	Futures	2051.03	2051.29	2048.95	2050.77	32017.0
2014-07-02 13:30:00	ES	Futures	2051.03	2051.29	2049.21	2050.25	29599.0
2014-07-02 14:00:00	ES	Futures	2050.25	2050.51	2049.47	2049.99	22995.0
2014-07-02 14:30:00	ES	Futures	2050.25	2051.29	2048.69	2049.73	40986.0
2014-07-02 15:00:00	ES	Futures	2049.73	2050.51	2049.47	2049.99	37193.0
2014-07-02 15:30:00	ES	Futures	2049.73	2051.29	2049.47	2051.29	95141.0
2014-07-02 16:00:00	ES	Futures	2051.29	2051.81	2050.51	2051.29	57192.0
2014-07-02 16:30:00	ES	Futures	2051.29	2052.07	2051.03	2051.55	4711.0
2014-07-02 17:00:00	ES	Futures	2051.55	2052.34	2051.55	2051.81	1938.0
2014-07-02 18:00:00	ES	Futures	2051.55	2051.81	2051.03	2051.29	1430.0
2014-07-02 18:30:00	ES	Futures	2051.03	2051.29	2050.77	2051.03	900.0
2014-07-02 19:00:00	ES	Futures	2050.77	2051.29	2050.51	2050.77	1075.0
2014-07-02 19:30:00	ES	Futures	2050.77	2051.29	2050.51	2050.51	2024.0
2014-07-02 20:00:00	ES	Futures	2050.77	2050.77	2049.73	2050.77	3216.0
2014-07-02 20:30:00	ES	Futures	2050.51	2051.03	2050.51	2050.77	962.0
2014-07-02 21:00:00	ES	Futures	2050.51	2050.77	2049.99	2049.99	768.0
2014-07-02 21:30:00	ES	Futures	2049.99	2050.51	2049.73	2049.99	1062.0
2014-07-02 22:00:00	ES	Futures	2049.99	2050.51	2049.73	2049.73	619.0
2014-07-02 22:30:00	ES	Futures	2049.73	2050.25	2049.73	2049.99	550.0
2014-07-02 23:00:00	ES	Futures	2049.73	2050.51	2049.73	2049.99	568.0
2014-07-02 23:30:00	ES	Futures	2049.99	2050.25	2049.99	2050.25	558.0
2014-07-02 00:00:00	NQ	Futures	4541.7	4541.7	4540.24	4540.54	88.0
2014-07-02 00:30:00	NQ	Futures	4540.54	4540.54	4539.37	4539.37	64.0
2014-07-02 01:00:00	NQ	Futures	4539.37	4542.0	4539.37	4541.7	129.0

> showing 50 of 2,864 rows — these rows as CSV

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