PREVIEW / futures_30min / 2014-04-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-28.parquet
  size:    73 KB
  rows:    2,845

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
2014-04-28 00:00:00	ES	Futures	1932.73	1932.99	1932.21	1932.73	558.0
2014-04-28 00:30:00	ES	Futures	1932.73	1933.25	1932.73	1932.73	454.0
2014-04-28 01:00:00	ES	Futures	1932.99	1933.25	1932.73	1933.25	649.0
2014-04-28 01:30:00	ES	Futures	1933.25	1933.77	1932.73	1933.51	1273.0
2014-04-28 02:00:00	ES	Futures	1933.51	1933.77	1932.99	1933.25	3109.0
2014-04-28 02:30:00	ES	Futures	1933.25	1935.07	1932.73	1933.77	4062.0
2014-04-28 03:00:00	ES	Futures	1933.77	1936.11	1933.25	1933.77	15898.0
2014-04-28 03:30:00	ES	Futures	1934.03	1937.41	1933.77	1937.15	11108.0
2014-04-28 04:00:00	ES	Futures	1936.89	1938.96	1936.63	1938.45	9526.0
2014-04-28 04:30:00	ES	Futures	1938.19	1940.0	1937.67	1939.22	7777.0
2014-04-28 05:00:00	ES	Futures	1939.22	1939.48	1938.45	1938.71	5149.0
2014-04-28 05:30:00	ES	Futures	1938.71	1939.48	1937.67	1939.48	6198.0
2014-04-28 06:00:00	ES	Futures	1939.74	1939.74	1936.89	1936.89	9226.0
2014-04-28 06:30:00	ES	Futures	1936.89	1937.67	1936.11	1937.15	7708.0
2014-04-28 07:00:00	ES	Futures	1937.15	1940.0	1936.89	1939.48	7852.0
2014-04-28 07:30:00	ES	Futures	1939.74	1939.74	1938.45	1939.74	14279.0
2014-04-28 08:00:00	ES	Futures	1939.48	1939.48	1938.19	1938.19	12968.0
2014-04-28 08:30:00	ES	Futures	1938.45	1938.71	1934.81	1935.07	26460.0
2014-04-28 09:00:00	ES	Futures	1935.33	1937.93	1934.55	1937.41	36933.0
2014-04-28 09:30:00	ES	Futures	1937.41	1939.22	1930.4	1936.37	207588.0
2014-04-28 10:00:00	ES	Futures	1936.63	1943.38	1935.07	1941.56	166579.0
2014-04-28 10:30:00	ES	Futures	1941.56	1944.16	1938.19	1938.71	111934.0
2014-04-28 11:00:00	ES	Futures	1938.96	1940.78	1931.69	1931.69	120287.0
2014-04-28 11:30:00	ES	Futures	1931.95	1935.07	1927.54	1928.32	132369.0
2014-04-28 12:00:00	ES	Futures	1928.06	1931.17	1927.02	1930.4	101245.0
2014-04-28 12:30:00	ES	Futures	1930.14	1931.43	1927.8	1928.58	63989.0
2014-04-28 13:00:00	ES	Futures	1928.58	1928.58	1917.15	1919.23	186460.0
2014-04-28 13:30:00	ES	Futures	1919.23	1922.35	1915.33	1920.27	149482.0
2014-04-28 14:00:00	ES	Futures	1920.27	1926.5	1917.15	1925.98	120290.0
2014-04-28 14:30:00	ES	Futures	1926.24	1929.36	1923.9	1926.5	90548.0
2014-04-28 15:00:00	ES	Futures	1926.76	1938.71	1926.24	1937.15	193390.0
2014-04-28 15:30:00	ES	Futures	1937.15	1939.74	1935.33	1935.85	154059.0
2014-04-28 16:00:00	ES	Futures	1935.85	1938.45	1935.07	1938.19	50933.0
2014-04-28 16:30:00	ES	Futures	1938.19	1938.71	1937.93	1938.45	4992.0
2014-04-28 17:00:00	ES	Futures	1938.45	1938.71	1938.19	1938.45	2106.0
2014-04-28 18:00:00	ES	Futures	1938.19	1938.96	1937.15	1938.96	3507.0
2014-04-28 18:30:00	ES	Futures	1938.96	1941.04	1938.71	1939.74	3405.0
2014-04-28 19:00:00	ES	Futures	1940.0	1940.52	1939.74	1940.26	738.0
2014-04-28 19:30:00	ES	Futures	1940.26	1940.26	1938.96	1939.48	1361.0
2014-04-28 20:00:00	ES	Futures	1939.22	1939.74	1938.71	1939.22	1332.0
2014-04-28 20:30:00	ES	Futures	1939.22	1939.74	1938.96	1938.96	1412.0
2014-04-28 21:00:00	ES	Futures	1939.22	1940.0	1938.96	1939.48	1340.0
2014-04-28 21:30:00	ES	Futures	1939.48	1939.74	1938.71	1938.71	1042.0
2014-04-28 22:00:00	ES	Futures	1938.71	1939.74	1938.45	1939.48	2050.0
2014-04-28 22:30:00	ES	Futures	1939.48	1942.34	1939.48	1941.82	4835.0
2014-04-28 23:00:00	ES	Futures	1941.82	1942.08	1941.04	1941.3	2115.0
2014-04-28 23:30:00	ES	Futures	1941.3	1941.56	1940.78	1941.04	696.0
2014-04-28 00:00:00	NQ	Futures	4111.77	4112.06	4109.73	4110.89	187.0
2014-04-28 00:30:00	NQ	Futures	4110.6	4112.06	4110.6	4110.6	157.0
2014-04-28 01:00:00	NQ	Futures	4110.31	4111.77	4110.31	4111.48	116.0

> showing 50 of 2,845 rows — these rows as CSV

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