PREVIEW / futures_30min / 2014-07-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-09.parquet
  size:    73 KB
  rows:    2,863

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
2014-07-09 00:00:00	ES	Futures	2044.26	2044.52	2043.47	2043.73	1175.0
2014-07-09 00:30:00	ES	Futures	2044.0	2044.0	2043.47	2043.73	348.0
2014-07-09 01:00:00	ES	Futures	2043.73	2044.52	2043.73	2044.52	977.0
2014-07-09 01:30:00	ES	Futures	2044.52	2045.56	2044.26	2044.52	3717.0
2014-07-09 02:00:00	ES	Futures	2044.52	2044.78	2043.73	2044.52	3985.0
2014-07-09 02:30:00	ES	Futures	2044.26	2045.04	2043.73	2044.78	3287.0
2014-07-09 03:00:00	ES	Futures	2045.04	2045.3	2043.47	2043.73	12298.0
2014-07-09 03:30:00	ES	Futures	2044.0	2044.52	2043.21	2043.21	7753.0
2014-07-09 04:00:00	ES	Futures	2043.47	2044.52	2042.69	2044.26	9106.0
2014-07-09 04:30:00	ES	Futures	2044.0	2044.26	2042.69	2042.69	5951.0
2014-07-09 05:00:00	ES	Futures	2042.95	2043.47	2042.17	2042.69	4584.0
2014-07-09 05:30:00	ES	Futures	2042.69	2043.73	2042.69	2043.47	5417.0
2014-07-09 06:00:00	ES	Futures	2043.47	2045.04	2042.95	2044.52	7897.0
2014-07-09 06:30:00	ES	Futures	2044.52	2044.52	2043.21	2044.0	5399.0
2014-07-09 07:00:00	ES	Futures	2044.26	2045.04	2043.73	2044.52	7179.0
2014-07-09 07:30:00	ES	Futures	2044.52	2046.08	2044.26	2045.82	10434.0
2014-07-09 08:00:00	ES	Futures	2045.82	2047.38	2045.56	2046.6	19262.0
2014-07-09 08:30:00	ES	Futures	2046.34	2046.6	2045.3	2045.3	16813.0
2014-07-09 09:00:00	ES	Futures	2045.56	2047.12	2045.3	2045.56	20144.0
2014-07-09 09:30:00	ES	Futures	2045.56	2048.69	2042.69	2043.21	206609.0
2014-07-09 10:00:00	ES	Futures	2043.21	2045.56	2041.39	2045.3	158272.0
2014-07-09 10:30:00	ES	Futures	2045.3	2048.69	2044.26	2046.86	119341.0
2014-07-09 11:00:00	ES	Futures	2046.86	2047.38	2043.73	2046.34	72962.0
2014-07-09 11:30:00	ES	Futures	2046.34	2046.6	2044.0	2045.04	46977.0
2014-07-09 12:00:00	ES	Futures	2045.04	2046.34	2044.52	2045.3	26546.0
2014-07-09 12:30:00	ES	Futures	2045.56	2046.34	2044.78	2046.34	26876.0
2014-07-09 13:00:00	ES	Futures	2046.08	2047.38	2045.56	2046.34	34127.0
2014-07-09 13:30:00	ES	Futures	2046.34	2047.38	2046.08	2046.6	21591.0
2014-07-09 14:00:00	ES	Futures	2046.86	2050.77	2042.69	2049.47	167324.0
2014-07-09 14:30:00	ES	Futures	2049.73	2050.51	2047.9	2048.95	65901.0
2014-07-09 15:00:00	ES	Futures	2049.21	2051.81	2048.95	2049.73	79401.0
2014-07-09 15:30:00	ES	Futures	2049.99	2051.55	2048.69	2049.99	119842.0
2014-07-09 16:00:00	ES	Futures	2050.25	2051.55	2049.99	2050.77	72379.0
2014-07-09 16:30:00	ES	Futures	2050.77	2051.29	2050.77	2051.03	3237.0
2014-07-09 17:00:00	ES	Futures	2051.03	2051.55	2051.03	2051.29	2650.0
2014-07-09 18:00:00	ES	Futures	2051.03	2051.81	2050.77	2050.77	1909.0
2014-07-09 18:30:00	ES	Futures	2051.03	2051.03	2050.25	2050.25	637.0
2014-07-09 19:00:00	ES	Futures	2050.25	2050.77	2050.25	2050.51	511.0
2014-07-09 19:30:00	ES	Futures	2050.51	2050.77	2050.25	2050.51	248.0
2014-07-09 20:00:00	ES	Futures	2050.51	2050.51	2049.73	2049.73	1366.0
2014-07-09 20:30:00	ES	Futures	2049.99	2050.77	2049.73	2050.77	1019.0
2014-07-09 21:00:00	ES	Futures	2050.77	2051.29	2050.77	2051.03	801.0
2014-07-09 21:30:00	ES	Futures	2050.77	2051.03	2048.69	2048.95	2735.0
2014-07-09 22:00:00	ES	Futures	2048.95	2049.21	2048.43	2048.95	2270.0
2014-07-09 22:30:00	ES	Futures	2048.95	2049.47	2048.95	2048.95	594.0
2014-07-09 23:00:00	ES	Futures	2048.95	2049.21	2048.43	2048.43	1626.0
2014-07-09 23:30:00	ES	Futures	2048.43	2048.69	2047.64	2048.17	2279.0
2014-07-09 00:00:00	NQ	Futures	4512.21	4512.21	4510.17	4510.75	313.0
2014-07-09 00:30:00	NQ	Futures	4511.04	4511.33	4510.17	4510.46	136.0
2014-07-09 01:00:00	NQ	Futures	4510.75	4512.79	4510.46	4512.21	102.0

> showing 50 of 2,863 rows — these rows as CSV

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