PREVIEW / futures_30min / 2014-04-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-24.parquet
  size:    74 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
2014-04-24 00:00:00	ES	Futures	1950.65	1951.17	1950.39	1951.17	578.0
2014-04-24 00:30:00	ES	Futures	1951.17	1951.17	1950.65	1950.91	534.0
2014-04-24 01:00:00	ES	Futures	1950.91	1950.91	1950.39	1950.65	941.0
2014-04-24 01:30:00	ES	Futures	1950.65	1950.65	1949.87	1950.13	1313.0
2014-04-24 02:00:00	ES	Futures	1949.87	1951.95	1949.61	1951.69	5277.0
2014-04-24 02:30:00	ES	Futures	1951.95	1951.95	1951.43	1951.69	2488.0
2014-04-24 03:00:00	ES	Futures	1951.69	1952.21	1950.65	1951.17	7593.0
2014-04-24 03:30:00	ES	Futures	1951.17	1953.51	1950.91	1953.25	10321.0
2014-04-24 04:00:00	ES	Futures	1952.99	1952.99	1951.69	1952.47	5169.0
2014-04-24 04:30:00	ES	Futures	1952.47	1952.73	1951.43	1952.73	3547.0
2014-04-24 05:00:00	ES	Futures	1952.47	1952.99	1952.21	1952.21	3151.0
2014-04-24 05:30:00	ES	Futures	1952.21	1952.73	1951.69	1952.21	3344.0
2014-04-24 06:00:00	ES	Futures	1952.47	1954.8	1952.21	1953.77	9365.0
2014-04-24 06:30:00	ES	Futures	1953.77	1954.29	1952.99	1953.51	6568.0
2014-04-24 07:00:00	ES	Futures	1953.77	1953.77	1950.91	1951.69	12225.0
2014-04-24 07:30:00	ES	Futures	1951.69	1953.51	1951.17	1951.43	19241.0
2014-04-24 08:00:00	ES	Futures	1951.43	1953.25	1951.17	1952.73	14187.0
2014-04-24 08:30:00	ES	Futures	1952.47	1955.32	1952.21	1952.21	36554.0
2014-04-24 09:00:00	ES	Futures	1952.21	1952.73	1949.87	1950.91	48349.0
2014-04-24 09:30:00	ES	Futures	1950.91	1951.17	1937.15	1941.56	326870.0
2014-04-24 10:00:00	ES	Futures	1941.56	1944.16	1935.85	1943.9	239902.0
2014-04-24 10:30:00	ES	Futures	1943.9	1945.2	1940.78	1943.12	136968.0
2014-04-24 11:00:00	ES	Futures	1943.38	1949.35	1942.08	1948.05	124080.0
2014-04-24 11:30:00	ES	Futures	1948.31	1950.13	1947.01	1948.05	70294.0
2014-04-24 12:00:00	ES	Futures	1948.05	1949.61	1946.5	1947.01	46601.0
2014-04-24 12:30:00	ES	Futures	1947.01	1949.09	1946.5	1948.83	32308.0
2014-04-24 13:00:00	ES	Futures	1948.57	1949.35	1947.53	1947.53	22779.0
2014-04-24 13:30:00	ES	Futures	1947.53	1947.79	1941.3	1942.08	79619.0
2014-04-24 14:00:00	ES	Futures	1942.08	1944.68	1941.04	1943.64	65806.0
2014-04-24 14:30:00	ES	Futures	1943.38	1945.72	1942.6	1944.42	43415.0
2014-04-24 15:00:00	ES	Futures	1944.42	1946.75	1944.16	1944.94	48271.0
2014-04-24 15:30:00	ES	Futures	1945.2	1945.98	1943.64	1945.46	72460.0
2014-04-24 16:00:00	ES	Futures	1945.46	1948.05	1944.68	1945.2	47084.0
2014-04-24 16:30:00	ES	Futures	1945.46	1947.27	1945.46	1946.24	6270.0
2014-04-24 17:00:00	ES	Futures	1946.5	1946.75	1945.46	1945.46	2121.0
2014-04-24 18:00:00	ES	Futures	1944.94	1945.2	1943.12	1944.16	2911.0
2014-04-24 18:30:00	ES	Futures	1944.16	1945.2	1943.9	1944.94	1083.0
2014-04-24 19:00:00	ES	Futures	1944.68	1945.2	1944.68	1944.94	471.0
2014-04-24 19:30:00	ES	Futures	1944.94	1945.72	1944.94	1944.94	1009.0
2014-04-24 20:00:00	ES	Futures	1944.94	1945.2	1943.64	1944.68	1362.0
2014-04-24 20:30:00	ES	Futures	1944.94	1945.46	1944.68	1945.2	819.0
2014-04-24 21:00:00	ES	Futures	1945.2	1946.24	1945.2	1945.98	1417.0
2014-04-24 21:30:00	ES	Futures	1945.72	1945.98	1944.94	1944.94	1347.0
2014-04-24 22:00:00	ES	Futures	1945.2	1945.72	1944.94	1945.72	757.0
2014-04-24 22:30:00	ES	Futures	1945.72	1945.72	1944.94	1945.46	418.0
2014-04-24 23:00:00	ES	Futures	1945.46	1945.46	1944.94	1944.94	695.0
2014-04-24 23:30:00	ES	Futures	1944.94	1945.46	1943.9	1944.42	1861.0
2014-04-24 00:00:00	NQ	Futures	4183.41	4184.28	4183.41	4184.28	153.0
2014-04-24 00:30:00	NQ	Futures	4183.99	4184.28	4183.12	4183.7	183.0
2014-04-24 01:00:00	NQ	Futures	4183.7	4183.99	4182.83	4183.41	284.0

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

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