PREVIEW / futures_30min / 2014-04-25

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-25.parquet
  size:    64 KB
  rows:    2,342

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
2014-04-25 00:00:00	ES	Futures	1944.42	1944.68	1943.9	1944.16	599.0
2014-04-25 00:30:00	ES	Futures	1944.16	1944.68	1943.9	1943.9	805.0
2014-04-25 01:00:00	ES	Futures	1943.9	1944.94	1943.64	1944.68	594.0
2014-04-25 01:30:00	ES	Futures	1944.68	1945.46	1944.42	1945.2	844.0
2014-04-25 02:00:00	ES	Futures	1945.2	1945.98	1944.16	1944.68	3193.0
2014-04-25 02:30:00	ES	Futures	1944.42	1944.68	1943.12	1943.12	3786.0
2014-04-25 03:00:00	ES	Futures	1943.38	1945.46	1941.04	1942.34	17332.0
2014-04-25 03:30:00	ES	Futures	1942.34	1943.38	1941.82	1943.38	8971.0
2014-04-25 04:00:00	ES	Futures	1943.38	1943.9	1941.82	1942.86	8857.0
2014-04-25 04:30:00	ES	Futures	1943.12	1944.16	1941.82	1943.64	9402.0
2014-04-25 05:00:00	ES	Futures	1943.64	1943.9	1941.82	1942.6	7607.0
2014-04-25 05:30:00	ES	Futures	1942.6	1943.9	1942.08	1942.86	7523.0
2014-04-25 06:00:00	ES	Futures	1942.86	1943.64	1942.34	1943.38	7354.0
2014-04-25 06:30:00	ES	Futures	1943.38	1943.38	1938.96	1938.96	20196.0
2014-04-25 07:00:00	ES	Futures	1939.22	1939.74	1938.19	1938.71	11468.0
2014-04-25 07:30:00	ES	Futures	1938.71	1940.52	1937.93	1940.0	15190.0
2014-04-25 08:00:00	ES	Futures	1940.0	1940.26	1938.45	1940.26	11169.0
2014-04-25 08:30:00	ES	Futures	1940.0	1941.04	1938.71	1941.04	20421.0
2014-04-25 09:00:00	ES	Futures	1941.04	1941.04	1937.67	1938.96	31368.0
2014-04-25 09:30:00	ES	Futures	1939.22	1940.26	1934.03	1935.07	210913.0
2014-04-25 10:00:00	ES	Futures	1935.07	1938.19	1932.99	1935.07	142853.0
2014-04-25 10:30:00	ES	Futures	1935.07	1935.07	1929.36	1929.88	158499.0
2014-04-25 11:00:00	ES	Futures	1929.88	1932.21	1926.76	1932.21	127223.0
2014-04-25 11:30:00	ES	Futures	1932.21	1934.81	1930.14	1932.99	92235.0
2014-04-25 12:00:00	ES	Futures	1932.99	1935.07	1931.95	1933.77	45755.0
2014-04-25 12:30:00	ES	Futures	1933.77	1934.03	1930.91	1931.69	35485.0
2014-04-25 13:00:00	ES	Futures	1931.69	1931.69	1928.84	1930.14	41198.0
2014-04-25 13:30:00	ES	Futures	1930.14	1931.43	1928.06	1929.88	48187.0
2014-04-25 14:00:00	ES	Futures	1929.88	1930.4	1925.46	1926.5	65907.0
2014-04-25 14:30:00	ES	Futures	1926.24	1929.62	1924.68	1927.54	74833.0
2014-04-25 15:00:00	ES	Futures	1927.54	1930.66	1926.5	1929.88	64317.0
2014-04-25 15:30:00	ES	Futures	1929.88	1932.47	1928.32	1929.62	124166.0
2014-04-25 16:00:00	ES	Futures	1929.62	1932.47	1929.1	1932.47	67409.0
2014-04-25 16:30:00	ES	Futures	1932.47	1932.73	1931.69	1931.95	4717.0
2014-04-25 17:00:00	ES	Futures	1932.21	1932.73	1931.69	1932.21	2438.0
2014-04-25 00:00:00	NQ	Futures	4176.13	4177.0	4174.67	4175.54	111.0
2014-04-25 00:30:00	NQ	Futures	4174.96	4177.58	4174.96	4175.25	160.0
2014-04-25 01:00:00	NQ	Futures	4175.25	4177.0	4175.25	4176.71	94.0
2014-04-25 01:30:00	NQ	Futures	4176.71	4178.75	4176.13	4177.58	224.0
2014-04-25 02:00:00	NQ	Futures	4177.58	4179.33	4175.25	4175.84	642.0
2014-04-25 02:30:00	NQ	Futures	4174.96	4176.13	4170.89	4172.05	952.0
2014-04-25 03:00:00	NQ	Futures	4172.34	4177.87	4166.52	4169.14	2736.0
2014-04-25 03:30:00	NQ	Futures	4169.14	4172.05	4167.39	4171.47	1873.0
2014-04-25 04:00:00	NQ	Futures	4171.47	4173.22	4167.39	4170.3	1493.0
2014-04-25 04:30:00	NQ	Futures	4170.3	4172.34	4167.1	4171.18	1340.0
2014-04-25 05:00:00	NQ	Futures	4171.47	4171.47	4167.1	4168.56	1083.0
2014-04-25 05:30:00	NQ	Futures	4168.85	4172.05	4167.68	4168.26	1316.0
2014-04-25 06:00:00	NQ	Futures	4168.56	4171.76	4167.68	4170.3	845.0
2014-04-25 06:30:00	NQ	Futures	4170.59	4170.89	4155.74	4156.91	3666.0
2014-04-25 07:00:00	NQ	Futures	4156.91	4160.4	4155.16	4155.74	3645.0

> showing 50 of 2,342 rows — these rows as CSV

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