PREVIEW / futures_30min / 2014-07-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-10.parquet
  size:    76 KB
  rows:    2,880

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
2014-07-10 00:00:00	ES	Futures	2047.9	2048.17	2047.64	2048.17	601.0
2014-07-10 00:30:00	ES	Futures	2047.9	2048.43	2047.9	2048.43	438.0
2014-07-10 01:00:00	ES	Futures	2048.43	2048.69	2047.9	2048.43	575.0
2014-07-10 01:30:00	ES	Futures	2048.43	2049.21	2048.17	2049.21	1234.0
2014-07-10 02:00:00	ES	Futures	2048.95	2049.73	2048.69	2048.95	2689.0
2014-07-10 02:30:00	ES	Futures	2048.95	2049.21	2047.9	2048.43	2786.0
2014-07-10 03:00:00	ES	Futures	2048.17	2048.69	2044.78	2045.04	20185.0
2014-07-10 03:30:00	ES	Futures	2045.04	2046.34	2044.78	2045.82	7272.0
2014-07-10 04:00:00	ES	Futures	2045.82	2045.82	2043.21	2044.0	12714.0
2014-07-10 04:30:00	ES	Futures	2043.73	2044.52	2038.78	2039.04	30879.0
2014-07-10 05:00:00	ES	Futures	2039.04	2040.35	2036.18	2038.0	30827.0
2014-07-10 05:30:00	ES	Futures	2038.0	2038.0	2033.05	2034.61	31054.0
2014-07-10 06:00:00	ES	Futures	2034.87	2034.87	2032.79	2034.87	19250.0
2014-07-10 06:30:00	ES	Futures	2034.87	2035.4	2030.96	2032.01	33396.0
2014-07-10 07:00:00	ES	Futures	2032.01	2033.57	2030.18	2033.31	29810.0
2014-07-10 07:30:00	ES	Futures	2033.31	2034.09	2031.75	2032.27	20384.0
2014-07-10 08:00:00	ES	Futures	2032.53	2033.83	2032.27	2033.57	16934.0
2014-07-10 08:30:00	ES	Futures	2033.57	2034.09	2028.88	2029.14	52478.0
2014-07-10 09:00:00	ES	Futures	2028.88	2032.27	2027.84	2030.18	62475.0
2014-07-10 09:30:00	ES	Futures	2030.18	2034.35	2028.36	2032.01	276782.0
2014-07-10 10:00:00	ES	Futures	2032.01	2037.22	2031.75	2036.7	226502.0
2014-07-10 10:30:00	ES	Futures	2036.96	2040.09	2034.87	2039.83	141280.0
2014-07-10 11:00:00	ES	Futures	2039.83	2041.13	2038.52	2039.04	103932.0
2014-07-10 11:30:00	ES	Futures	2039.04	2040.35	2037.74	2040.09	82633.0
2014-07-10 12:00:00	ES	Futures	2039.83	2043.21	2038.52	2042.69	82890.0
2014-07-10 12:30:00	ES	Futures	2042.95	2043.47	2040.35	2041.65	69786.0
2014-07-10 13:00:00	ES	Futures	2041.39	2046.08	2041.13	2045.56	80429.0
2014-07-10 13:30:00	ES	Futures	2045.56	2047.38	2043.73	2044.0	75419.0
2014-07-10 14:00:00	ES	Futures	2044.26	2045.56	2043.47	2045.3	52796.0
2014-07-10 14:30:00	ES	Futures	2045.04	2045.56	2040.35	2040.35	93309.0
2014-07-10 15:00:00	ES	Futures	2040.61	2042.69	2038.52	2042.43	103052.0
2014-07-10 15:30:00	ES	Futures	2042.43	2044.0	2041.13	2041.65	112087.0
2014-07-10 16:00:00	ES	Futures	2041.91	2041.91	2040.09	2041.13	71490.0
2014-07-10 16:30:00	ES	Futures	2040.87	2041.13	2039.83	2040.09	4336.0
2014-07-10 17:00:00	ES	Futures	2039.83	2040.87	2039.83	2040.61	1916.0
2014-07-10 18:00:00	ES	Futures	2040.35	2040.61	2039.57	2040.35	1589.0
2014-07-10 18:30:00	ES	Futures	2040.61	2040.61	2040.09	2040.35	645.0
2014-07-10 19:00:00	ES	Futures	2040.35	2040.61	2039.83	2039.83	533.0
2014-07-10 19:30:00	ES	Futures	2039.83	2041.13	2039.57	2040.87	2138.0
2014-07-10 20:00:00	ES	Futures	2040.61	2042.17	2040.35	2040.61	4138.0
2014-07-10 20:30:00	ES	Futures	2040.61	2041.91	2040.35	2040.61	1758.0
2014-07-10 21:00:00	ES	Futures	2040.61	2040.87	2040.09	2040.09	2310.0
2014-07-10 21:30:00	ES	Futures	2040.09	2041.13	2040.09	2040.87	1026.0
2014-07-10 22:00:00	ES	Futures	2040.87	2042.17	2040.87	2041.91	2064.0
2014-07-10 22:30:00	ES	Futures	2042.17	2042.95	2041.65	2042.69	2017.0
2014-07-10 23:00:00	ES	Futures	2042.69	2042.95	2042.17	2042.43	842.0
2014-07-10 23:30:00	ES	Futures	2042.69	2042.69	2041.13	2041.39	755.0
2014-07-10 00:00:00	NQ	Futures	4534.99	4534.99	4534.11	4534.99	100.0
2014-07-10 00:30:00	NQ	Futures	4534.99	4535.57	4534.4	4535.28	61.0
2014-07-10 01:00:00	NQ	Futures	4535.57	4536.16	4534.99	4535.86	155.0

> showing 50 of 2,880 rows — these rows as CSV

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