PREVIEW / futures_30min / 2014-04-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-21.parquet
  size:    56 KB
  rows:    2,219

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
2014-04-21 00:00:00	ES	Futures	1932.21	1932.73	1931.69	1931.95	586.0
2014-04-21 00:30:00	ES	Futures	1931.69	1932.73	1931.69	1932.73	306.0
2014-04-21 01:00:00	ES	Futures	1932.47	1933.25	1932.21	1932.73	576.0
2014-04-21 01:30:00	ES	Futures	1932.73	1932.99	1932.21	1932.99	363.0
2014-04-21 02:00:00	ES	Futures	1932.99	1932.99	1932.47	1932.73	465.0
2014-04-21 02:30:00	ES	Futures	1932.73	1932.73	1932.21	1932.47	132.0
2014-04-21 03:00:00	ES	Futures	1932.47	1932.99	1931.95	1931.95	619.0
2014-04-21 03:30:00	ES	Futures	1931.95	1932.21	1931.69	1931.95	256.0
2014-04-21 04:00:00	ES	Futures	1931.95	1932.21	1931.69	1931.69	183.0
2014-04-21 04:30:00	ES	Futures	1931.69	1932.73	1931.69	1932.21	436.0
2014-04-21 05:00:00	ES	Futures	1932.21	1932.47	1931.95	1931.95	257.0
2014-04-21 05:30:00	ES	Futures	1931.95	1931.95	1931.17	1931.69	599.0
2014-04-21 06:00:00	ES	Futures	1931.69	1931.69	1931.43	1931.43	382.0
2014-04-21 06:30:00	ES	Futures	1931.43	1932.73	1931.17	1932.47	1040.0
2014-04-21 07:00:00	ES	Futures	1932.47	1932.99	1932.21	1932.73	1205.0
2014-04-21 07:30:00	ES	Futures	1932.99	1933.51	1932.21	1932.47	3567.0
2014-04-21 08:00:00	ES	Futures	1932.21	1932.73	1930.14	1930.66	7577.0
2014-04-21 08:30:00	ES	Futures	1930.66	1931.17	1929.1	1930.66	8948.0
2014-04-21 09:00:00	ES	Futures	1930.91	1931.69	1930.66	1930.66	8331.0
2014-04-21 09:30:00	ES	Futures	1930.91	1935.07	1929.88	1934.29	81463.0
2014-04-21 10:00:00	ES	Futures	1934.29	1936.63	1932.47	1932.73	50908.0
2014-04-21 10:30:00	ES	Futures	1932.73	1932.99	1928.32	1930.91	56306.0
2014-04-21 11:00:00	ES	Futures	1930.91	1935.07	1930.14	1934.03	33967.0
2014-04-21 11:30:00	ES	Futures	1933.77	1935.07	1933.25	1934.81	19980.0
2014-04-21 12:00:00	ES	Futures	1934.81	1935.59	1933.25	1934.29	20520.0
2014-04-21 12:30:00	ES	Futures	1934.29	1934.81	1932.99	1934.55	12753.0
2014-04-21 13:00:00	ES	Futures	1934.55	1935.59	1933.51	1935.59	11278.0
2014-04-21 13:30:00	ES	Futures	1935.59	1936.37	1934.55	1936.37	18331.0
2014-04-21 14:00:00	ES	Futures	1936.37	1937.15	1935.33	1936.63	30792.0
2014-04-21 14:30:00	ES	Futures	1936.63	1937.67	1935.85	1937.15	22826.0
2014-04-21 15:00:00	ES	Futures	1937.41	1937.41	1934.81	1935.07	29352.0
2014-04-21 15:30:00	ES	Futures	1935.33	1937.41	1934.55	1937.15	47011.0
2014-04-21 16:00:00	ES	Futures	1937.41	1937.67	1936.11	1936.37	32530.0
2014-04-21 16:30:00	ES	Futures	1936.11	1937.15	1935.85	1936.63	6722.0
2014-04-21 17:00:00	ES	Futures	1936.63	1937.15	1935.85	1936.63	2753.0
2014-04-21 18:00:00	ES	Futures	1936.37	1937.93	1936.11	1937.67	3372.0
2014-04-21 18:30:00	ES	Futures	1937.41	1937.67	1936.89	1937.15	755.0
2014-04-21 19:00:00	ES	Futures	1937.15	1937.15	1936.89	1936.89	87.0
2014-04-21 19:30:00	ES	Futures	1937.15	1937.15	1936.89	1937.15	487.0
2014-04-21 20:00:00	ES	Futures	1936.89	1937.15	1935.07	1935.33	4085.0
2014-04-21 20:30:00	ES	Futures	1935.33	1935.85	1934.81	1935.07	1321.0
2014-04-21 21:00:00	ES	Futures	1935.33	1935.59	1935.07	1935.59	1706.0
2014-04-21 21:30:00	ES	Futures	1935.59	1937.15	1935.59	1936.11	2008.0
2014-04-21 22:00:00	ES	Futures	1936.37	1936.63	1935.85	1936.37	669.0
2014-04-21 22:30:00	ES	Futures	1936.37	1936.63	1936.11	1936.37	836.0
2014-04-21 23:00:00	ES	Futures	1936.37	1937.41	1936.11	1937.15	908.0
2014-04-21 23:30:00	ES	Futures	1936.89	1936.89	1936.11	1936.63	1080.0
2014-04-21 00:00:00	NQ	Futures	4115.84	4117.01	4113.51	4113.81	174.0
2014-04-21 00:30:00	NQ	Futures	4113.81	4116.43	4113.81	4115.84	89.0
2014-04-21 01:00:00	NQ	Futures	4115.26	4117.3	4114.97	4116.14	175.0

> showing 50 of 2,219 rows — these rows as CSV

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