PREVIEW / futures_30min / 2014-04-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-22.parquet
  size:    72 KB
  rows:    2,855

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
2014-04-22 00:00:00	ES	Futures	1936.63	1936.89	1936.37	1936.63	274.0
2014-04-22 00:30:00	ES	Futures	1936.63	1936.89	1936.37	1936.63	286.0
2014-04-22 01:00:00	ES	Futures	1936.63	1936.63	1935.59	1935.85	814.0
2014-04-22 01:30:00	ES	Futures	1935.85	1936.11	1934.81	1935.07	2919.0
2014-04-22 02:00:00	ES	Futures	1935.07	1935.59	1932.73	1933.77	7261.0
2014-04-22 02:30:00	ES	Futures	1933.51	1935.33	1933.51	1934.81	3982.0
2014-04-22 03:00:00	ES	Futures	1935.07	1937.93	1933.51	1937.15	15224.0
2014-04-22 03:30:00	ES	Futures	1936.89	1937.67	1935.33	1935.85	10293.0
2014-04-22 04:00:00	ES	Futures	1935.85	1936.89	1935.07	1936.63	7962.0
2014-04-22 04:30:00	ES	Futures	1936.37	1936.37	1935.33	1936.11	4915.0
2014-04-22 05:00:00	ES	Futures	1935.85	1936.89	1935.33	1936.11	3397.0
2014-04-22 05:30:00	ES	Futures	1936.37	1937.15	1936.11	1936.63	4211.0
2014-04-22 06:00:00	ES	Futures	1936.63	1938.19	1935.85	1937.41	9609.0
2014-04-22 06:30:00	ES	Futures	1937.15	1938.45	1936.37	1936.63	11515.0
2014-04-22 07:00:00	ES	Futures	1936.37	1937.93	1936.37	1936.89	8123.0
2014-04-22 07:30:00	ES	Futures	1936.63	1937.15	1935.85	1936.63	10897.0
2014-04-22 08:00:00	ES	Futures	1936.37	1937.15	1935.07	1937.15	10306.0
2014-04-22 08:30:00	ES	Futures	1937.15	1938.45	1936.63	1938.19	10556.0
2014-04-22 09:00:00	ES	Futures	1938.45	1939.22	1937.67	1938.71	19723.0
2014-04-22 09:30:00	ES	Futures	1938.96	1943.64	1937.93	1943.38	176271.0
2014-04-22 10:00:00	ES	Futures	1943.64	1946.5	1942.6	1945.2	128316.0
2014-04-22 10:30:00	ES	Futures	1945.2	1946.5	1944.42	1946.24	66594.0
2014-04-22 11:00:00	ES	Futures	1946.24	1948.31	1945.98	1948.05	67328.0
2014-04-22 11:30:00	ES	Futures	1948.05	1949.09	1946.75	1947.53	55873.0
2014-04-22 12:00:00	ES	Futures	1947.79	1950.65	1947.53	1949.87	60052.0
2014-04-22 12:30:00	ES	Futures	1949.87	1950.13	1948.83	1949.87	30186.0
2014-04-22 13:00:00	ES	Futures	1949.61	1950.65	1948.83	1949.87	29786.0
2014-04-22 13:30:00	ES	Futures	1950.13	1951.43	1949.35	1950.13	39245.0
2014-04-22 14:00:00	ES	Futures	1950.13	1950.65	1949.09	1949.35	22953.0
2014-04-22 14:30:00	ES	Futures	1949.61	1951.17	1949.35	1949.35	31530.0
2014-04-22 15:00:00	ES	Futures	1949.61	1949.87	1946.75	1947.27	66446.0
2014-04-22 15:30:00	ES	Futures	1947.27	1948.05	1944.94	1945.72	99801.0
2014-04-22 16:00:00	ES	Futures	1945.46	1947.27	1945.2	1946.5	63366.0
2014-04-22 16:30:00	ES	Futures	1946.5	1946.75	1945.46	1945.98	6735.0
2014-04-22 17:00:00	ES	Futures	1945.72	1946.24	1945.46	1946.24	2053.0
2014-04-22 18:00:00	ES	Futures	1945.46	1945.98	1944.42	1945.72	2857.0
2014-04-22 18:30:00	ES	Futures	1945.46	1945.72	1944.68	1945.46	2148.0
2014-04-22 19:00:00	ES	Futures	1945.72	1945.98	1945.46	1945.72	368.0
2014-04-22 19:30:00	ES	Futures	1945.46	1946.5	1945.46	1945.98	1449.0
2014-04-22 20:00:00	ES	Futures	1945.98	1946.5	1945.72	1945.98	1730.0
2014-04-22 20:30:00	ES	Futures	1945.98	1946.5	1945.46	1946.24	759.0
2014-04-22 21:00:00	ES	Futures	1946.24	1948.31	1946.24	1947.79	4187.0
2014-04-22 21:30:00	ES	Futures	1947.79	1947.79	1945.72	1945.98	3556.0
2014-04-22 22:00:00	ES	Futures	1946.24	1947.01	1945.72	1946.24	2688.0
2014-04-22 22:30:00	ES	Futures	1945.98	1946.5	1944.94	1945.2	1631.0
2014-04-22 23:00:00	ES	Futures	1945.2	1946.75	1945.2	1946.5	1330.0
2014-04-22 23:30:00	ES	Futures	1946.24	1946.5	1945.72	1946.24	1372.0
2014-04-22 00:00:00	NQ	Futures	4139.72	4140.31	4139.43	4140.02	52.0
2014-04-22 00:30:00	NQ	Futures	4140.02	4140.6	4139.72	4140.31	109.0
2014-04-22 01:00:00	NQ	Futures	4140.31	4140.31	4137.98	4138.27	326.0

> showing 50 of 2,855 rows — these rows as CSV

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