PREVIEW / futures_30min / 2014-05-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-02.parquet
  size:    66 KB
  rows:    2,396

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
2014-05-02 00:00:00	ES	Futures	1951.17	1951.43	1950.39	1950.39	1154.0
2014-05-02 00:30:00	ES	Futures	1950.39	1950.91	1950.13	1950.65	670.0
2014-05-02 01:00:00	ES	Futures	1950.65	1951.43	1950.39	1951.17	567.0
2014-05-02 01:30:00	ES	Futures	1951.17	1951.69	1950.91	1951.43	754.0
2014-05-02 02:00:00	ES	Futures	1951.17	1951.95	1950.39	1950.91	3615.0
2014-05-02 02:30:00	ES	Futures	1950.65	1951.69	1950.65	1951.43	1767.0
2014-05-02 03:00:00	ES	Futures	1951.17	1951.95	1950.65	1951.43	11632.0
2014-05-02 03:30:00	ES	Futures	1951.17	1952.73	1951.17	1952.73	5732.0
2014-05-02 04:00:00	ES	Futures	1952.47	1952.73	1951.95	1951.95	4543.0
2014-05-02 04:30:00	ES	Futures	1951.95	1952.73	1951.69	1952.47	2291.0
2014-05-02 05:00:00	ES	Futures	1952.73	1952.73	1952.21	1952.47	2784.0
2014-05-02 05:30:00	ES	Futures	1952.47	1952.73	1951.69	1952.47	2396.0
2014-05-02 06:00:00	ES	Futures	1952.47	1953.25	1952.21	1953.25	2546.0
2014-05-02 06:30:00	ES	Futures	1953.25	1953.25	1950.91	1951.17	6125.0
2014-05-02 07:00:00	ES	Futures	1951.43	1951.95	1951.17	1951.69	2403.0
2014-05-02 07:30:00	ES	Futures	1951.43	1951.95	1951.17	1951.95	5778.0
2014-05-02 08:00:00	ES	Futures	1951.95	1952.21	1950.65	1951.69	10364.0
2014-05-02 08:30:00	ES	Futures	1951.69	1958.96	1948.05	1948.83	170888.0
2014-05-02 09:00:00	ES	Futures	1948.83	1952.47	1948.05	1949.87	53716.0
2014-05-02 09:30:00	ES	Futures	1950.13	1956.62	1947.53	1954.03	257525.0
2014-05-02 10:00:00	ES	Futures	1953.77	1958.7	1952.21	1955.84	185272.0
2014-05-02 10:30:00	ES	Futures	1956.1	1957.92	1946.5	1948.83	219733.0
2014-05-02 11:00:00	ES	Futures	1949.09	1951.95	1947.27	1948.05	134394.0
2014-05-02 11:30:00	ES	Futures	1948.05	1953.25	1948.05	1951.95	80133.0
2014-05-02 12:00:00	ES	Futures	1952.21	1952.21	1949.87	1950.91	34059.0
2014-05-02 12:30:00	ES	Futures	1950.65	1952.47	1950.39	1951.43	27122.0
2014-05-02 13:00:00	ES	Futures	1951.43	1952.47	1947.53	1948.05	47245.0
2014-05-02 13:30:00	ES	Futures	1948.05	1949.61	1946.75	1947.01	55657.0
2014-05-02 14:00:00	ES	Futures	1946.75	1948.05	1944.42	1946.5	83938.0
2014-05-02 14:30:00	ES	Futures	1946.5	1949.09	1945.98	1947.27	51209.0
2014-05-02 15:00:00	ES	Futures	1947.27	1950.39	1947.27	1947.53	57147.0
2014-05-02 15:30:00	ES	Futures	1947.27	1948.83	1945.46	1947.79	111659.0
2014-05-02 16:00:00	ES	Futures	1947.53	1948.31	1946.24	1947.01	57475.0
2014-05-02 16:30:00	ES	Futures	1947.01	1947.01	1945.98	1946.24	8299.0
2014-05-02 17:00:00	ES	Futures	1946.24	1946.5	1944.94	1944.94	3256.0
2014-05-02 00:00:00	NQ	Futures	4179.91	4180.79	4178.17	4178.46	164.0
2014-05-02 00:30:00	NQ	Futures	4178.75	4179.62	4176.71	4177.29	193.0
2014-05-02 01:00:00	NQ	Futures	4177.58	4179.04	4177.29	4178.46	221.0
2014-05-02 01:30:00	NQ	Futures	4178.75	4180.5	4177.87	4179.91	216.0
2014-05-02 02:00:00	NQ	Futures	4179.62	4180.5	4176.42	4177.87	668.0
2014-05-02 02:30:00	NQ	Futures	4177.87	4179.04	4177.58	4178.17	200.0
2014-05-02 03:00:00	NQ	Futures	4178.46	4180.5	4176.13	4179.62	1972.0
2014-05-02 03:30:00	NQ	Futures	4179.62	4181.66	4178.75	4181.37	658.0
2014-05-02 04:00:00	NQ	Futures	4181.66	4182.53	4179.62	4180.2	599.0
2014-05-02 04:30:00	NQ	Futures	4180.2	4181.95	4179.91	4181.66	303.0
2014-05-02 05:00:00	NQ	Futures	4181.95	4182.24	4180.79	4181.37	231.0
2014-05-02 05:30:00	NQ	Futures	4181.08	4181.95	4179.91	4181.37	262.0
2014-05-02 06:00:00	NQ	Futures	4181.08	4183.7	4181.08	4183.41	591.0
2014-05-02 06:30:00	NQ	Futures	4183.41	4183.41	4178.46	4179.33	847.0
2014-05-02 07:00:00	NQ	Futures	4179.33	4181.66	4179.04	4179.91	412.0

> showing 50 of 2,396 rows — these rows as CSV

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