PREVIEW / futures_30min / 2014-05-08

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-08.parquet
  size:    76 KB
  rows:    2,893

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
2014-05-08 00:00:00	ES	Futures	1947.01	1947.53	1946.5	1946.75	1211.0
2014-05-08 00:30:00	ES	Futures	1946.75	1947.79	1946.5	1946.75	1830.0
2014-05-08 01:00:00	ES	Futures	1947.01	1947.53	1946.5	1946.75	1251.0
2014-05-08 01:30:00	ES	Futures	1946.5	1946.5	1945.46	1946.5	2738.0
2014-05-08 02:00:00	ES	Futures	1946.24	1946.5	1945.46	1945.98	3087.0
2014-05-08 02:30:00	ES	Futures	1945.98	1947.01	1945.2	1945.98	2683.0
2014-05-08 03:00:00	ES	Futures	1945.98	1948.05	1945.46	1947.53	10878.0
2014-05-08 03:30:00	ES	Futures	1947.53	1949.09	1947.53	1948.05	9182.0
2014-05-08 04:00:00	ES	Futures	1948.05	1948.31	1946.5	1947.27	6908.0
2014-05-08 04:30:00	ES	Futures	1947.01	1948.05	1947.01	1947.53	4096.0
2014-05-08 05:00:00	ES	Futures	1947.79	1947.79	1946.24	1947.27	5137.0
2014-05-08 05:30:00	ES	Futures	1947.27	1948.31	1946.5	1946.75	5771.0
2014-05-08 06:00:00	ES	Futures	1946.75	1947.53	1945.72	1947.01	6927.0
2014-05-08 06:30:00	ES	Futures	1947.01	1947.53	1946.75	1946.75	4699.0
2014-05-08 07:00:00	ES	Futures	1946.5	1948.57	1946.5	1947.79	7749.0
2014-05-08 07:30:00	ES	Futures	1947.53	1948.31	1943.64	1944.68	14731.0
2014-05-08 08:00:00	ES	Futures	1944.68	1944.94	1942.86	1943.9	11207.0
2014-05-08 08:30:00	ES	Futures	1943.64	1945.72	1940.26	1943.38	51692.0
2014-05-08 09:00:00	ES	Futures	1943.12	1944.16	1941.3	1943.64	29017.0
2014-05-08 09:30:00	ES	Futures	1943.64	1953.77	1941.82	1952.47	259448.0
2014-05-08 10:00:00	ES	Futures	1952.47	1955.58	1952.47	1953.51	148397.0
2014-05-08 10:30:00	ES	Futures	1953.51	1954.29	1950.65	1952.21	94816.0
2014-05-08 11:00:00	ES	Futures	1952.47	1955.32	1951.69	1954.54	72091.0
2014-05-08 11:30:00	ES	Futures	1954.29	1957.66	1954.29	1956.36	88025.0
2014-05-08 12:00:00	ES	Futures	1956.36	1956.88	1955.06	1956.1	37838.0
2014-05-08 12:30:00	ES	Futures	1956.36	1956.88	1952.47	1953.51	52468.0
2014-05-08 13:00:00	ES	Futures	1953.25	1954.54	1948.31	1951.17	107855.0
2014-05-08 13:30:00	ES	Futures	1951.17	1952.21	1948.05	1949.61	75124.0
2014-05-08 14:00:00	ES	Futures	1949.87	1949.87	1943.9	1947.01	119920.0
2014-05-08 14:30:00	ES	Futures	1946.75	1947.53	1940.52	1941.3	122888.0
2014-05-08 15:00:00	ES	Futures	1941.56	1943.9	1937.15	1943.38	188328.0
2014-05-08 15:30:00	ES	Futures	1943.38	1944.68	1941.3	1943.64	116848.0
2014-05-08 16:00:00	ES	Futures	1943.64	1945.2	1942.6	1944.42	53231.0
2014-05-08 16:30:00	ES	Futures	1944.42	1944.68	1942.34	1942.34	6705.0
2014-05-08 17:00:00	ES	Futures	1942.34	1942.86	1942.34	1942.34	1428.0
2014-05-08 18:00:00	ES	Futures	1942.6	1942.6	1940.26	1940.78	5511.0
2014-05-08 18:30:00	ES	Futures	1940.78	1942.08	1940.52	1941.56	1499.0
2014-05-08 19:00:00	ES	Futures	1941.56	1941.82	1941.3	1941.82	423.0
2014-05-08 19:30:00	ES	Futures	1941.82	1942.34	1941.3	1941.56	947.0
2014-05-08 20:00:00	ES	Futures	1941.82	1942.34	1940.52	1940.52	2895.0
2014-05-08 20:30:00	ES	Futures	1940.52	1942.86	1940.52	1942.6	2162.0
2014-05-08 21:00:00	ES	Futures	1942.34	1943.38	1942.34	1943.12	2131.0
2014-05-08 21:30:00	ES	Futures	1943.12	1943.38	1942.08	1943.12	1366.0
2014-05-08 22:00:00	ES	Futures	1943.12	1943.64	1942.86	1943.12	1380.0
2014-05-08 22:30:00	ES	Futures	1943.12	1943.38	1942.86	1942.86	984.0
2014-05-08 23:00:00	ES	Futures	1942.86	1943.64	1942.86	1943.12	871.0
2014-05-08 23:30:00	ES	Futures	1943.38	1943.9	1943.12	1943.38	1152.0
2014-05-08 00:00:00	NQ	Futures	4125.75	4127.49	4124.58	4126.62	370.0
2014-05-08 00:30:00	NQ	Futures	4126.33	4128.08	4126.04	4127.49	481.0
2014-05-08 01:00:00	NQ	Futures	4127.78	4128.95	4126.33	4126.91	386.0

> showing 50 of 2,893 rows — these rows as CSV

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