PREVIEW / futures_30min / 2014-07-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-03.parquet
  size:    66 KB
  rows:    2,562

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
2014-07-03 00:00:00	ES	Futures	2050.25	2050.25	2049.47	2049.73	507.0
2014-07-03 00:30:00	ES	Futures	2049.99	2050.25	2049.73	2050.25	345.0
2014-07-03 01:00:00	ES	Futures	2050.25	2050.25	2049.99	2049.99	574.0
2014-07-03 01:30:00	ES	Futures	2050.25	2050.25	2049.99	2050.25	380.0
2014-07-03 02:00:00	ES	Futures	2050.25	2050.51	2049.73	2050.51	1375.0
2014-07-03 02:30:00	ES	Futures	2050.51	2051.03	2050.25	2050.77	1253.0
2014-07-03 03:00:00	ES	Futures	2050.51	2051.55	2049.47	2051.29	10403.0
2014-07-03 03:30:00	ES	Futures	2051.29	2052.34	2050.77	2052.07	5313.0
2014-07-03 04:00:00	ES	Futures	2051.81	2052.34	2051.03	2051.29	3507.0
2014-07-03 04:30:00	ES	Futures	2051.03	2051.81	2051.03	2051.55	2618.0
2014-07-03 05:00:00	ES	Futures	2051.81	2053.12	2051.55	2052.86	4505.0
2014-07-03 05:30:00	ES	Futures	2052.86	2053.64	2052.6	2053.12	4642.0
2014-07-03 06:00:00	ES	Futures	2052.86	2053.9	2052.6	2053.9	5266.0
2014-07-03 06:30:00	ES	Futures	2053.9	2053.9	2053.12	2053.12	3134.0
2014-07-03 07:00:00	ES	Futures	2053.38	2053.38	2052.86	2052.86	2439.0
2014-07-03 07:30:00	ES	Futures	2052.86	2053.64	2052.86	2053.38	3387.0
2014-07-03 08:00:00	ES	Futures	2053.12	2053.64	2052.07	2052.6	17899.0
2014-07-03 08:30:00	ES	Futures	2052.6	2056.77	2049.73	2056.5	97454.0
2014-07-03 09:00:00	ES	Futures	2056.5	2057.55	2055.72	2056.5	36053.0
2014-07-03 09:30:00	ES	Futures	2056.5	2058.85	2054.94	2056.77	167451.0
2014-07-03 10:00:00	ES	Futures	2056.77	2058.85	2055.46	2056.77	87474.0
2014-07-03 10:30:00	ES	Futures	2056.5	2058.33	2056.5	2058.07	48636.0
2014-07-03 11:00:00	ES	Futures	2058.07	2059.63	2057.29	2058.85	63427.0
2014-07-03 11:30:00	ES	Futures	2059.11	2060.67	2058.85	2060.15	50000.0
2014-07-03 12:00:00	ES	Futures	2060.41	2062.24	2060.15	2061.46	66586.0
2014-07-03 12:30:00	ES	Futures	2061.46	2061.98	2059.63	2061.46	79958.0
2014-07-03 13:00:00	ES	Futures	2061.46	2061.98	2060.15	2061.46	61183.0
2014-07-03 18:00:00	ES	Futures	2060.94	2061.2	2060.15	2060.41	1666.0
2014-07-03 18:30:00	ES	Futures	2060.41	2060.41	2060.15	2060.15	314.0
2014-07-03 19:00:00	ES	Futures	2060.15	2060.41	2060.15	2060.41	303.0
2014-07-03 19:30:00	ES	Futures	2060.41	2061.46	2059.89	2060.94	1066.0
2014-07-03 20:00:00	ES	Futures	2060.67	2060.67	2059.89	2060.41	999.0
2014-07-03 20:30:00	ES	Futures	2060.41	2060.41	2059.63	2059.63	1303.0
2014-07-03 21:00:00	ES	Futures	2059.89	2060.41	2059.63	2060.41	1306.0
2014-07-03 21:30:00	ES	Futures	2060.41	2060.67	2060.15	2060.41	603.0
2014-07-03 22:00:00	ES	Futures	2060.41	2060.94	2060.15	2060.41	451.0
2014-07-03 22:30:00	ES	Futures	2060.67	2060.67	2060.41	2060.41	119.0
2014-07-03 23:00:00	ES	Futures	2060.67	2060.94	2060.41	2060.41	370.0
2014-07-03 23:30:00	ES	Futures	2060.41	2060.94	2060.41	2060.67	146.0
2014-07-03 00:00:00	NQ	Futures	4542.87	4543.16	4542.0	4542.87	105.0
2014-07-03 00:30:00	NQ	Futures	4542.87	4543.46	4542.87	4543.46	51.0
2014-07-03 01:00:00	NQ	Futures	4543.75	4543.75	4542.87	4543.46	123.0
2014-07-03 01:30:00	NQ	Futures	4543.75	4544.04	4543.16	4543.75	61.0
2014-07-03 02:00:00	NQ	Futures	4543.75	4544.62	4543.16	4544.33	139.0
2014-07-03 02:30:00	NQ	Futures	4544.33	4545.5	4544.04	4545.21	204.0
2014-07-03 03:00:00	NQ	Futures	4545.21	4546.67	4542.87	4545.5	1154.0
2014-07-03 03:30:00	NQ	Futures	4545.5	4547.54	4544.62	4546.67	658.0
2014-07-03 04:00:00	NQ	Futures	4546.96	4547.25	4544.62	4545.21	918.0
2014-07-03 04:30:00	NQ	Futures	4545.5	4547.25	4545.21	4546.67	451.0
2014-07-03 05:00:00	NQ	Futures	4546.96	4549.59	4546.38	4549.3	643.0

> showing 50 of 2,562 rows — these rows as CSV

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