PREVIEW / futures_30min / 2014-05-07

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-07.parquet
  size:    76 KB
  rows:    2,890

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
2014-05-07 00:00:00	ES	Futures	1935.59	1936.11	1934.81	1934.81	1136.0
2014-05-07 00:30:00	ES	Futures	1934.81	1935.59	1934.55	1935.33	1300.0
2014-05-07 01:00:00	ES	Futures	1935.33	1935.59	1934.81	1935.07	1431.0
2014-05-07 01:30:00	ES	Futures	1935.07	1935.33	1933.51	1934.03	3174.0
2014-05-07 02:00:00	ES	Futures	1934.29	1934.81	1932.99	1934.81	7486.0
2014-05-07 02:30:00	ES	Futures	1934.81	1934.81	1933.51	1933.77	3009.0
2014-05-07 03:00:00	ES	Futures	1934.03	1934.81	1932.99	1934.29	14631.0
2014-05-07 03:30:00	ES	Futures	1934.29	1936.89	1934.03	1936.89	13702.0
2014-05-07 04:00:00	ES	Futures	1936.89	1936.89	1935.33	1935.59	8845.0
2014-05-07 04:30:00	ES	Futures	1935.85	1937.93	1935.85	1937.93	6522.0
2014-05-07 05:00:00	ES	Futures	1937.93	1937.93	1936.89	1936.89	5494.0
2014-05-07 05:30:00	ES	Futures	1936.89	1937.15	1935.33	1935.33	6670.0
2014-05-07 06:00:00	ES	Futures	1935.59	1936.11	1934.81	1935.59	3727.0
2014-05-07 06:30:00	ES	Futures	1935.33	1936.89	1935.07	1936.89	6026.0
2014-05-07 07:00:00	ES	Futures	1936.89	1940.78	1936.37	1940.26	24381.0
2014-05-07 07:30:00	ES	Futures	1940.26	1940.78	1939.22	1939.22	16708.0
2014-05-07 08:00:00	ES	Futures	1939.22	1943.9	1939.22	1942.08	41715.0
2014-05-07 08:30:00	ES	Futures	1942.34	1942.34	1940.0	1940.52	27860.0
2014-05-07 09:00:00	ES	Futures	1940.78	1941.04	1937.93	1941.04	32361.0
2014-05-07 09:30:00	ES	Futures	1941.04	1943.9	1935.59	1936.37	234607.0
2014-05-07 10:00:00	ES	Futures	1936.37	1940.0	1926.24	1931.17	293794.0
2014-05-07 10:30:00	ES	Futures	1931.17	1936.89	1930.14	1934.03	189770.0
2014-05-07 11:00:00	ES	Futures	1934.29	1936.63	1931.95	1934.81	99949.0
2014-05-07 11:30:00	ES	Futures	1934.81	1944.42	1934.29	1942.08	171683.0
2014-05-07 12:00:00	ES	Futures	1942.08	1943.38	1940.0	1941.04	71630.0
2014-05-07 12:30:00	ES	Futures	1941.04	1941.82	1937.15	1937.67	80704.0
2014-05-07 13:00:00	ES	Futures	1937.67	1940.78	1936.37	1938.71	59983.0
2014-05-07 13:30:00	ES	Futures	1938.71	1941.56	1935.59	1935.85	65946.0
2014-05-07 14:00:00	ES	Futures	1935.85	1942.34	1935.07	1941.82	75308.0
2014-05-07 14:30:00	ES	Futures	1941.82	1943.12	1939.48	1941.56	69712.0
2014-05-07 15:00:00	ES	Futures	1941.56	1941.82	1938.71	1940.52	70268.0
2014-05-07 15:30:00	ES	Futures	1940.52	1946.5	1940.26	1945.72	153151.0
2014-05-07 16:00:00	ES	Futures	1945.98	1948.31	1945.2	1946.75	94820.0
2014-05-07 16:30:00	ES	Futures	1946.75	1947.27	1945.98	1947.27	7884.0
2014-05-07 17:00:00	ES	Futures	1947.01	1947.53	1946.75	1947.01	1984.0
2014-05-07 18:00:00	ES	Futures	1947.27	1947.53	1946.5	1946.75	1752.0
2014-05-07 18:30:00	ES	Futures	1946.75	1947.01	1945.98	1946.5	1228.0
2014-05-07 19:00:00	ES	Futures	1946.24	1947.01	1946.24	1946.75	361.0
2014-05-07 19:30:00	ES	Futures	1946.75	1946.75	1944.94	1945.46	2174.0
2014-05-07 20:00:00	ES	Futures	1945.46	1945.72	1944.68	1945.2	1965.0
2014-05-07 20:30:00	ES	Futures	1945.2	1945.72	1944.94	1944.94	1068.0
2014-05-07 21:00:00	ES	Futures	1945.2	1945.46	1944.16	1944.42	2424.0
2014-05-07 21:30:00	ES	Futures	1944.42	1944.68	1943.64	1943.9	2042.0
2014-05-07 22:00:00	ES	Futures	1943.9	1945.72	1943.9	1944.16	4486.0
2014-05-07 22:30:00	ES	Futures	1944.42	1946.24	1944.42	1945.98	1909.0
2014-05-07 23:00:00	ES	Futures	1946.24	1948.05	1945.98	1947.01	3032.0
2014-05-07 23:30:00	ES	Futures	1947.01	1948.57	1947.01	1947.01	3061.0
2014-05-07 00:00:00	NQ	Futures	4134.77	4135.65	4132.74	4133.61	222.0
2014-05-07 00:30:00	NQ	Futures	4133.32	4133.9	4131.86	4133.9	180.0
2014-05-07 01:00:00	NQ	Futures	4133.9	4134.19	4132.15	4133.03	117.0

> showing 50 of 2,890 rows — these rows as CSV

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