PREVIEW / futures_30min / 2014-07-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-11.parquet
  size:    60 KB
  rows:    2,304

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
2014-07-11 00:00:00	ES	Futures	2041.39	2041.65	2040.35	2040.87	2393.0
2014-07-11 00:30:00	ES	Futures	2040.87	2041.13	2040.61	2041.13	311.0
2014-07-11 01:00:00	ES	Futures	2041.13	2041.39	2040.61	2041.39	784.0
2014-07-11 01:30:00	ES	Futures	2041.39	2041.91	2040.87	2041.39	1159.0
2014-07-11 02:00:00	ES	Futures	2041.13	2042.43	2040.61	2042.17	3633.0
2014-07-11 02:30:00	ES	Futures	2042.17	2042.43	2041.13	2041.65	2258.0
2014-07-11 03:00:00	ES	Futures	2041.39	2043.47	2040.61	2043.21	16612.0
2014-07-11 03:30:00	ES	Futures	2043.21	2045.3	2043.21	2045.3	13378.0
2014-07-11 04:00:00	ES	Futures	2045.04	2046.86	2045.04	2045.82	13222.0
2014-07-11 04:30:00	ES	Futures	2045.82	2046.08	2045.04	2045.82	6701.0
2014-07-11 05:00:00	ES	Futures	2045.82	2046.08	2045.04	2045.56	5199.0
2014-07-11 05:30:00	ES	Futures	2045.56	2045.82	2044.52	2045.3	5008.0
2014-07-11 06:00:00	ES	Futures	2045.3	2046.08	2044.26	2045.82	6920.0
2014-07-11 06:30:00	ES	Futures	2046.08	2046.08	2042.43	2043.47	10746.0
2014-07-11 07:00:00	ES	Futures	2043.21	2045.04	2043.21	2044.78	9198.0
2014-07-11 07:30:00	ES	Futures	2044.78	2045.3	2044.52	2045.3	6299.0
2014-07-11 08:00:00	ES	Futures	2045.04	2045.3	2042.43	2043.21	14394.0
2014-07-11 08:30:00	ES	Futures	2043.21	2043.47	2040.35	2040.61	21408.0
2014-07-11 09:00:00	ES	Futures	2040.61	2042.17	2040.09	2040.35	23970.0
2014-07-11 09:30:00	ES	Futures	2040.61	2043.21	2035.92	2039.04	245558.0
2014-07-11 10:00:00	ES	Futures	2039.04	2042.95	2036.96	2041.65	157533.0
2014-07-11 10:30:00	ES	Futures	2041.91	2042.43	2038.26	2040.09	94574.0
2014-07-11 11:00:00	ES	Futures	2040.09	2040.87	2037.22	2038.78	77544.0
2014-07-11 11:30:00	ES	Futures	2038.78	2041.13	2038.26	2038.78	94714.0
2014-07-11 12:00:00	ES	Futures	2038.78	2039.83	2038.0	2039.04	48044.0
2014-07-11 12:30:00	ES	Futures	2039.04	2040.35	2038.26	2040.09	42412.0
2014-07-11 13:00:00	ES	Futures	2040.09	2042.95	2039.83	2042.69	53532.0
2014-07-11 13:30:00	ES	Futures	2042.69	2042.69	2041.13	2041.91	41486.0
2014-07-11 14:00:00	ES	Futures	2041.91	2044.26	2041.91	2043.73	59234.0
2014-07-11 14:30:00	ES	Futures	2044.0	2044.78	2043.21	2043.21	48176.0
2014-07-11 15:00:00	ES	Futures	2043.47	2045.04	2042.69	2045.04	65584.0
2014-07-11 15:30:00	ES	Futures	2045.04	2046.34	2044.0	2044.78	86055.0
2014-07-11 16:00:00	ES	Futures	2044.52	2046.08	2044.52	2045.56	55272.0
2014-07-11 16:30:00	ES	Futures	2045.56	2046.08	2045.3	2046.08	5314.0
2014-07-11 17:00:00	ES	Futures	2045.82	2046.34	2045.82	2046.08	1443.0
2014-07-11 00:00:00	NQ	Futures	4526.81	4527.98	4526.23	4526.23	378.0
2014-07-11 00:30:00	NQ	Futures	4526.52	4527.69	4526.52	4527.1	53.0
2014-07-11 01:00:00	NQ	Futures	4527.4	4528.56	4526.52	4528.56	129.0
2014-07-11 01:30:00	NQ	Futures	4527.98	4529.44	4527.4	4527.69	252.0
2014-07-11 02:00:00	NQ	Futures	4527.1	4529.44	4525.64	4528.86	426.0
2014-07-11 02:30:00	NQ	Futures	4528.86	4529.73	4527.1	4527.69	315.0
2014-07-11 03:00:00	NQ	Futures	4527.98	4533.82	4526.23	4533.24	2128.0
2014-07-11 03:30:00	NQ	Futures	4533.53	4538.49	4533.53	4538.49	1685.0
2014-07-11 04:00:00	NQ	Futures	4538.49	4542.87	4537.91	4538.78	2042.0
2014-07-11 04:30:00	NQ	Futures	4538.78	4539.95	4537.32	4538.49	802.0
2014-07-11 05:00:00	NQ	Futures	4538.49	4539.95	4537.03	4537.91	794.0
2014-07-11 05:30:00	NQ	Futures	4538.2	4539.37	4535.28	4536.74	766.0
2014-07-11 06:00:00	NQ	Futures	4536.74	4539.66	4534.7	4539.37	873.0
2014-07-11 06:30:00	NQ	Futures	4539.66	4539.66	4533.53	4534.99	1951.0
2014-07-11 07:00:00	NQ	Futures	4535.28	4538.78	4534.99	4538.2	1329.0

> showing 50 of 2,304 rows — these rows as CSV

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