PREVIEW / futures_30min / 2014-04-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-29.parquet
  size:    74 KB
  rows:    2,896

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
2014-04-29 00:00:00	ES	Futures	1941.3	1941.3	1940.52	1940.52	532.0
2014-04-29 00:30:00	ES	Futures	1940.52	1941.56	1940.52	1941.3	657.0
2014-04-29 01:00:00	ES	Futures	1941.3	1941.82	1939.74	1940.0	2620.0
2014-04-29 01:30:00	ES	Futures	1940.0	1940.78	1939.74	1940.78	916.0
2014-04-29 02:00:00	ES	Futures	1940.78	1941.82	1940.26	1941.3	4306.0
2014-04-29 02:30:00	ES	Futures	1941.04	1941.82	1940.78	1941.3	2936.0
2014-04-29 03:00:00	ES	Futures	1941.56	1943.12	1941.3	1943.12	16423.0
2014-04-29 03:30:00	ES	Futures	1943.12	1943.9	1941.56	1942.08	10637.0
2014-04-29 04:00:00	ES	Futures	1941.82	1942.86	1941.3	1942.34	8994.0
2014-04-29 04:30:00	ES	Futures	1942.08	1943.12	1941.04	1942.86	9509.0
2014-04-29 05:00:00	ES	Futures	1942.86	1943.38	1941.82	1943.38	6976.0
2014-04-29 05:30:00	ES	Futures	1943.38	1944.16	1942.86	1944.16	8639.0
2014-04-29 06:00:00	ES	Futures	1944.16	1944.94	1943.64	1944.42	9412.0
2014-04-29 06:30:00	ES	Futures	1944.42	1945.2	1943.9	1944.42	7278.0
2014-04-29 07:00:00	ES	Futures	1944.42	1945.2	1943.9	1944.68	7070.0
2014-04-29 07:30:00	ES	Futures	1944.68	1944.68	1942.86	1944.16	8851.0
2014-04-29 08:00:00	ES	Futures	1944.16	1944.94	1943.38	1944.42	13744.0
2014-04-29 08:30:00	ES	Futures	1944.16	1944.94	1942.34	1942.86	16602.0
2014-04-29 09:00:00	ES	Futures	1942.86	1943.9	1941.56	1941.56	20940.0
2014-04-29 09:30:00	ES	Futures	1941.82	1947.01	1940.52	1944.16	204675.0
2014-04-29 10:00:00	ES	Futures	1944.16	1945.98	1937.67	1937.93	165303.0
2014-04-29 10:30:00	ES	Futures	1937.93	1944.42	1937.41	1942.6	109898.0
2014-04-29 11:00:00	ES	Futures	1942.34	1944.94	1940.26	1944.42	80624.0
2014-04-29 11:30:00	ES	Futures	1944.68	1945.72	1943.12	1944.42	56994.0
2014-04-29 12:00:00	ES	Futures	1944.42	1946.24	1943.38	1945.98	45985.0
2014-04-29 12:30:00	ES	Futures	1945.98	1947.79	1945.2	1946.75	45810.0
2014-04-29 13:00:00	ES	Futures	1946.75	1947.27	1943.9	1944.94	45270.0
2014-04-29 13:30:00	ES	Futures	1944.94	1947.01	1943.64	1946.5	50247.0
2014-04-29 14:00:00	ES	Futures	1946.5	1947.01	1944.94	1945.2	33953.0
2014-04-29 14:30:00	ES	Futures	1945.2	1945.98	1944.94	1945.2	21524.0
2014-04-29 15:00:00	ES	Futures	1945.46	1946.5	1945.2	1946.24	24282.0
2014-04-29 15:30:00	ES	Futures	1946.5	1946.5	1943.9	1944.42	99152.0
2014-04-29 16:00:00	ES	Futures	1944.68	1944.68	1943.12	1944.16	46031.0
2014-04-29 16:30:00	ES	Futures	1943.64	1944.16	1942.34	1942.86	6111.0
2014-04-29 17:00:00	ES	Futures	1942.86	1943.12	1942.6	1942.86	1419.0
2014-04-29 18:00:00	ES	Futures	1942.86	1943.38	1942.34	1942.86	1665.0
2014-04-29 18:30:00	ES	Futures	1942.86	1943.64	1942.34	1943.12	900.0
2014-04-29 19:00:00	ES	Futures	1943.12	1943.38	1943.12	1943.12	197.0
2014-04-29 19:30:00	ES	Futures	1943.12	1943.38	1941.82	1942.08	1461.0
2014-04-29 20:00:00	ES	Futures	1942.08	1942.08	1940.78	1941.56	4376.0
2014-04-29 20:30:00	ES	Futures	1941.3	1942.08	1941.3	1941.82	1211.0
2014-04-29 21:00:00	ES	Futures	1941.82	1942.08	1941.3	1942.08	914.0
2014-04-29 21:30:00	ES	Futures	1942.08	1942.08	1941.3	1942.08	1046.0
2014-04-29 22:00:00	ES	Futures	1941.82	1942.08	1941.3	1941.82	1342.0
2014-04-29 22:30:00	ES	Futures	1941.82	1942.34	1941.3	1941.56	1037.0
2014-04-29 23:00:00	ES	Futures	1941.56	1942.08	1941.04	1941.3	708.0
2014-04-29 23:30:00	ES	Futures	1941.56	1942.34	1941.3	1941.3	1738.0
2014-04-29 00:00:00	NQ	Futures	4133.9	4133.9	4132.44	4132.74	180.0
2014-04-29 00:30:00	NQ	Futures	4132.74	4133.61	4132.74	4133.32	259.0
2014-04-29 01:00:00	NQ	Futures	4133.61	4134.48	4129.82	4130.7	576.0

> showing 50 of 2,896 rows — these rows as CSV

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