PREVIEW / futures_30min / 2014-04-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-23.parquet
  size:    71 KB
  rows:    2,857

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
2014-04-23 00:00:00	ES	Futures	1945.98	1946.24	1945.72	1945.98	262.0
2014-04-23 00:30:00	ES	Futures	1946.24	1946.5	1945.98	1946.5	369.0
2014-04-23 01:00:00	ES	Futures	1946.5	1947.27	1945.98	1947.01	965.0
2014-04-23 01:30:00	ES	Futures	1947.01	1947.53	1946.75	1947.01	1371.0
2014-04-23 02:00:00	ES	Futures	1947.01	1947.79	1946.75	1947.79	2981.0
2014-04-23 02:30:00	ES	Futures	1947.53	1947.79	1947.01	1947.79	2496.0
2014-04-23 03:00:00	ES	Futures	1947.53	1947.79	1945.72	1946.24	11228.0
2014-04-23 03:30:00	ES	Futures	1946.5	1947.79	1945.98	1947.27	8434.0
2014-04-23 04:00:00	ES	Futures	1947.53	1948.05	1946.5	1947.53	5721.0
2014-04-23 04:30:00	ES	Futures	1947.79	1947.79	1945.98	1947.27	7194.0
2014-04-23 05:00:00	ES	Futures	1947.01	1947.27	1945.72	1945.72	5864.0
2014-04-23 05:30:00	ES	Futures	1945.98	1946.75	1943.64	1943.9	9593.0
2014-04-23 06:00:00	ES	Futures	1943.9	1944.94	1943.64	1944.42	7684.0
2014-04-23 06:30:00	ES	Futures	1944.16	1944.94	1943.64	1944.16	8156.0
2014-04-23 07:00:00	ES	Futures	1944.42	1944.68	1943.9	1944.16	2913.0
2014-04-23 07:30:00	ES	Futures	1944.16	1945.2	1943.38	1943.9	19045.0
2014-04-23 08:00:00	ES	Futures	1943.9	1944.42	1942.34	1943.12	13689.0
2014-04-23 08:30:00	ES	Futures	1943.12	1945.2	1943.12	1944.68	12046.0
2014-04-23 09:00:00	ES	Futures	1944.68	1945.2	1943.9	1945.2	15873.0
2014-04-23 09:30:00	ES	Futures	1945.2	1946.24	1941.56	1943.38	140343.0
2014-04-23 10:00:00	ES	Futures	1943.12	1944.42	1939.74	1943.9	115256.0
2014-04-23 10:30:00	ES	Futures	1943.9	1945.98	1942.34	1944.16	75384.0
2014-04-23 11:00:00	ES	Futures	1943.9	1945.2	1940.78	1942.08	58696.0
2014-04-23 11:30:00	ES	Futures	1942.34	1945.2	1941.82	1944.42	51910.0
2014-04-23 12:00:00	ES	Futures	1944.68	1944.94	1941.82	1943.12	31043.0
2014-04-23 12:30:00	ES	Futures	1943.12	1944.68	1942.6	1943.9	21578.0
2014-04-23 13:00:00	ES	Futures	1943.9	1944.68	1942.86	1944.16	23199.0
2014-04-23 13:30:00	ES	Futures	1944.16	1944.68	1941.3	1942.34	45305.0
2014-04-23 14:00:00	ES	Futures	1942.34	1942.86	1940.78	1942.08	33470.0
2014-04-23 14:30:00	ES	Futures	1941.82	1942.86	1940.52	1942.08	35757.0
2014-04-23 15:00:00	ES	Futures	1942.08	1943.64	1941.56	1942.34	29573.0
2014-04-23 15:30:00	ES	Futures	1942.08	1943.38	1941.04	1941.56	68797.0
2014-04-23 16:00:00	ES	Futures	1941.3	1945.98	1941.04	1944.68	65828.0
2014-04-23 16:30:00	ES	Futures	1944.68	1951.69	1944.68	1950.91	30976.0
2014-04-23 17:00:00	ES	Futures	1950.65	1953.51	1950.39	1952.99	8766.0
2014-04-23 18:00:00	ES	Futures	1951.69	1952.47	1950.39	1951.69	6817.0
2014-04-23 18:30:00	ES	Futures	1951.69	1951.95	1950.65	1951.43	1556.0
2014-04-23 19:00:00	ES	Futures	1951.43	1951.69	1950.91	1951.17	808.0
2014-04-23 19:30:00	ES	Futures	1951.17	1951.95	1950.91	1951.43	1407.0
2014-04-23 20:00:00	ES	Futures	1951.43	1951.69	1950.91	1951.43	1392.0
2014-04-23 20:30:00	ES	Futures	1951.17	1951.43	1950.91	1950.91	817.0
2014-04-23 21:00:00	ES	Futures	1950.91	1951.43	1950.65	1951.17	1012.0
2014-04-23 21:30:00	ES	Futures	1951.43	1951.43	1950.39	1950.39	1432.0
2014-04-23 22:00:00	ES	Futures	1950.39	1951.43	1950.39	1950.91	1763.0
2014-04-23 22:30:00	ES	Futures	1951.17	1951.43	1950.65	1950.91	797.0
2014-04-23 23:00:00	ES	Futures	1951.17	1951.17	1950.39	1950.91	766.0
2014-04-23 23:30:00	ES	Futures	1950.91	1950.91	1950.13	1950.65	1747.0
2014-04-23 00:00:00	NQ	Futures	4171.76	4172.34	4171.47	4172.05	63.0
2014-04-23 00:30:00	NQ	Futures	4172.05	4173.22	4171.76	4172.34	80.0
2014-04-23 01:00:00	NQ	Futures	4172.92	4174.38	4172.05	4174.09	169.0

> showing 50 of 2,857 rows — these rows as CSV

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