PREVIEW / futures_30min / 2014-04-30

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-30.parquet
  size:    76 KB
  rows:    2,919

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
2014-04-30 00:00:00	ES	Futures	1941.04	1941.82	1940.78	1941.3	1641.0
2014-04-30 00:30:00	ES	Futures	1941.04	1941.56	1941.04	1941.3	1226.0
2014-04-30 01:00:00	ES	Futures	1941.56	1941.82	1941.04	1941.56	1253.0
2014-04-30 01:30:00	ES	Futures	1941.3	1941.3	1939.48	1939.74	4818.0
2014-04-30 02:00:00	ES	Futures	1939.74	1940.0	1938.45	1939.22	7054.0
2014-04-30 02:30:00	ES	Futures	1938.96	1940.78	1938.96	1940.26	4374.0
2014-04-30 03:00:00	ES	Futures	1940.26	1941.04	1939.48	1939.74	12112.0
2014-04-30 03:30:00	ES	Futures	1940.0	1940.52	1938.71	1939.48	8746.0
2014-04-30 04:00:00	ES	Futures	1939.74	1940.52	1938.96	1940.26	7192.0
2014-04-30 04:30:00	ES	Futures	1940.26	1941.3	1939.48	1941.04	4439.0
2014-04-30 05:00:00	ES	Futures	1941.04	1941.3	1939.74	1940.78	6064.0
2014-04-30 05:30:00	ES	Futures	1940.78	1942.86	1940.52	1942.34	5928.0
2014-04-30 06:00:00	ES	Futures	1942.08	1942.6	1941.3	1941.82	7974.0
2014-04-30 06:30:00	ES	Futures	1941.82	1942.34	1941.04	1941.82	4800.0
2014-04-30 07:00:00	ES	Futures	1941.82	1943.38	1941.56	1943.12	6484.0
2014-04-30 07:30:00	ES	Futures	1943.12	1943.9	1942.6	1942.6	8230.0
2014-04-30 08:00:00	ES	Futures	1942.86	1946.24	1942.34	1945.72	22473.0
2014-04-30 08:30:00	ES	Futures	1945.46	1945.72	1940.78	1942.6	48541.0
2014-04-30 09:00:00	ES	Futures	1942.6	1943.38	1940.26	1941.3	26745.0
2014-04-30 09:30:00	ES	Futures	1941.3	1944.42	1939.22	1941.04	210988.0
2014-04-30 10:00:00	ES	Futures	1940.78	1945.46	1938.71	1944.94	117310.0
2014-04-30 10:30:00	ES	Futures	1944.94	1948.31	1944.16	1945.98	88178.0
2014-04-30 11:00:00	ES	Futures	1945.98	1946.75	1942.86	1944.16	76437.0
2014-04-30 11:30:00	ES	Futures	1944.16	1945.98	1943.9	1944.94	40941.0
2014-04-30 12:00:00	ES	Futures	1944.94	1947.01	1944.94	1945.98	29789.0
2014-04-30 12:30:00	ES	Futures	1945.98	1947.53	1945.46	1947.27	20158.0
2014-04-30 13:00:00	ES	Futures	1947.01	1948.05	1945.98	1947.27	27235.0
2014-04-30 13:30:00	ES	Futures	1947.01	1947.53	1945.72	1945.98	25171.0
2014-04-30 14:00:00	ES	Futures	1945.72	1950.13	1942.6	1947.53	166179.0
2014-04-30 14:30:00	ES	Futures	1947.53	1952.21	1947.01	1950.39	99474.0
2014-04-30 15:00:00	ES	Futures	1950.39	1951.17	1945.46	1949.35	93699.0
2014-04-30 15:30:00	ES	Futures	1949.61	1951.95	1947.01	1951.17	182935.0
2014-04-30 16:00:00	ES	Futures	1950.91	1952.99	1949.61	1951.43	100822.0
2014-04-30 16:30:00	ES	Futures	1951.43	1952.21	1950.65	1951.69	7701.0
2014-04-30 17:00:00	ES	Futures	1951.69	1952.47	1951.69	1951.95	1800.0
2014-04-30 18:00:00	ES	Futures	1952.21	1952.99	1950.65	1952.73	4528.0
2014-04-30 18:30:00	ES	Futures	1952.73	1952.73	1951.17	1951.95	2688.0
2014-04-30 19:00:00	ES	Futures	1951.69	1951.95	1951.17	1951.69	1155.0
2014-04-30 19:30:00	ES	Futures	1951.43	1952.47	1951.43	1951.95	585.0
2014-04-30 20:00:00	ES	Futures	1951.95	1952.47	1951.43	1951.69	1764.0
2014-04-30 20:30:00	ES	Futures	1951.69	1951.69	1950.91	1951.17	1142.0
2014-04-30 21:00:00	ES	Futures	1951.17	1951.69	1950.65	1951.43	1344.0
2014-04-30 21:30:00	ES	Futures	1951.43	1951.43	1950.39	1950.91	1324.0
2014-04-30 22:00:00	ES	Futures	1950.91	1951.17	1950.65	1950.91	1004.0
2014-04-30 22:30:00	ES	Futures	1951.17	1951.43	1950.65	1951.17	648.0
2014-04-30 23:00:00	ES	Futures	1950.91	1951.17	1950.65	1951.17	396.0
2014-04-30 23:30:00	ES	Futures	1951.17	1951.43	1950.65	1950.65	792.0
2014-04-30 00:00:00	NQ	Futures	4138.85	4139.72	4136.81	4137.1	771.0
2014-04-30 00:30:00	NQ	Futures	4137.1	4137.69	4136.23	4136.81	233.0
2014-04-30 01:00:00	NQ	Futures	4136.81	4138.85	4136.23	4137.98	281.0

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