PREVIEW / futures_30min / 2014-05-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-06.parquet
  size:    75 KB
  rows:    2,883

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
2014-05-06 00:00:00	ES	Futures	1951.43	1951.69	1950.91	1951.17	633.0
2014-05-06 00:30:00	ES	Futures	1951.17	1951.43	1951.17	1951.43	196.0
2014-05-06 01:00:00	ES	Futures	1951.43	1951.69	1951.17	1951.43	566.0
2014-05-06 01:30:00	ES	Futures	1951.43	1951.69	1951.17	1951.43	348.0
2014-05-06 02:00:00	ES	Futures	1951.69	1952.73	1951.69	1952.21	3297.0
2014-05-06 02:30:00	ES	Futures	1952.21	1952.73	1952.21	1952.47	2175.0
2014-05-06 03:00:00	ES	Futures	1952.47	1954.29	1951.69	1953.25	13474.0
2014-05-06 03:30:00	ES	Futures	1953.25	1953.51	1952.21	1953.25	8947.0
2014-05-06 04:00:00	ES	Futures	1953.25	1953.25	1949.35	1949.61	13600.0
2014-05-06 04:30:00	ES	Futures	1949.61	1950.91	1949.09	1950.39	7305.0
2014-05-06 05:00:00	ES	Futures	1950.65	1952.47	1950.39	1951.69	6211.0
2014-05-06 05:30:00	ES	Futures	1951.95	1952.73	1950.65	1951.17	7157.0
2014-05-06 06:00:00	ES	Futures	1951.17	1951.69	1950.39	1950.91	6574.0
2014-05-06 06:30:00	ES	Futures	1950.91	1951.43	1949.35	1949.61	8125.0
2014-05-06 07:00:00	ES	Futures	1949.87	1949.87	1947.53	1949.09	14838.0
2014-05-06 07:30:00	ES	Futures	1949.09	1949.35	1948.05	1949.09	5116.0
2014-05-06 08:00:00	ES	Futures	1948.83	1949.09	1946.5	1947.01	11534.0
2014-05-06 08:30:00	ES	Futures	1947.27	1947.27	1944.68	1945.2	18030.0
2014-05-06 09:00:00	ES	Futures	1944.94	1947.01	1944.94	1946.75	18859.0
2014-05-06 09:30:00	ES	Futures	1946.75	1947.01	1941.56	1945.46	198656.0
2014-05-06 10:00:00	ES	Futures	1945.46	1946.5	1941.82	1946.24	124767.0
2014-05-06 10:30:00	ES	Futures	1946.24	1948.05	1942.08	1942.6	97859.0
2014-05-06 11:00:00	ES	Futures	1942.6	1944.68	1940.78	1942.86	90296.0
2014-05-06 11:30:00	ES	Futures	1943.12	1945.46	1942.6	1945.2	47185.0
2014-05-06 12:00:00	ES	Futures	1945.2	1945.46	1941.3	1942.6	42687.0
2014-05-06 12:30:00	ES	Futures	1942.6	1944.42	1942.34	1943.38	23545.0
2014-05-06 13:00:00	ES	Futures	1943.12	1943.64	1939.74	1940.0	49735.0
2014-05-06 13:30:00	ES	Futures	1940.0	1941.04	1936.37	1936.63	99002.0
2014-05-06 14:00:00	ES	Futures	1936.89	1938.19	1934.55	1935.85	96777.0
2014-05-06 14:30:00	ES	Futures	1935.85	1937.93	1934.81	1935.85	61312.0
2014-05-06 15:00:00	ES	Futures	1935.85	1938.96	1933.77	1936.89	94571.0
2014-05-06 15:30:00	ES	Futures	1936.89	1938.19	1933.77	1934.55	117067.0
2014-05-06 16:00:00	ES	Futures	1934.55	1936.63	1934.29	1936.63	69212.0
2014-05-06 16:30:00	ES	Futures	1936.37	1937.15	1935.59	1936.63	6797.0
2014-05-06 17:00:00	ES	Futures	1936.37	1936.89	1936.11	1936.37	2017.0
2014-05-06 18:00:00	ES	Futures	1936.11	1936.89	1935.33	1936.11	2641.0
2014-05-06 18:30:00	ES	Futures	1936.11	1936.11	1935.07	1935.59	1577.0
2014-05-06 19:00:00	ES	Futures	1935.59	1935.59	1935.07	1935.07	1289.0
2014-05-06 19:30:00	ES	Futures	1935.07	1936.11	1935.07	1935.59	1389.0
2014-05-06 20:00:00	ES	Futures	1935.59	1936.11	1934.29	1934.55	2939.0
2014-05-06 20:30:00	ES	Futures	1934.29	1935.33	1934.03	1935.07	1952.0
2014-05-06 21:00:00	ES	Futures	1935.33	1935.59	1933.25	1933.25	4075.0
2014-05-06 21:30:00	ES	Futures	1933.25	1934.03	1933.25	1933.51	2768.0
2014-05-06 22:00:00	ES	Futures	1933.51	1935.85	1933.51	1935.33	5483.0
2014-05-06 22:30:00	ES	Futures	1935.59	1935.85	1934.81	1935.59	1569.0
2014-05-06 23:00:00	ES	Futures	1935.85	1935.85	1935.33	1935.33	1012.0
2014-05-06 23:30:00	ES	Futures	1935.33	1935.85	1934.81	1935.59	1535.0
2014-05-06 00:00:00	NQ	Futures	4189.23	4189.52	4187.78	4188.65	66.0
2014-05-06 00:30:00	NQ	Futures	4188.65	4189.23	4188.65	4188.65	31.0
2014-05-06 01:00:00	NQ	Futures	4189.52	4189.81	4188.65	4189.23	92.0

> showing 50 of 2,883 rows — these rows as CSV

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