PREVIEW / futures_30min / 2014-05-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-09.parquet
  size:    65 KB
  rows:    2,359

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
2014-05-09 00:00:00	ES	Futures	1943.64	1943.64	1943.12	1943.12	313.0
2014-05-09 00:30:00	ES	Futures	1943.12	1943.9	1943.12	1943.9	448.0
2014-05-09 01:00:00	ES	Futures	1943.64	1943.9	1943.12	1943.9	1042.0
2014-05-09 01:30:00	ES	Futures	1943.64	1944.42	1943.64	1944.16	1309.0
2014-05-09 02:00:00	ES	Futures	1944.16	1944.42	1943.38	1944.16	3676.0
2014-05-09 02:30:00	ES	Futures	1943.9	1944.68	1943.64	1944.42	2196.0
2014-05-09 03:00:00	ES	Futures	1944.68	1945.2	1942.08	1942.86	12873.0
2014-05-09 03:30:00	ES	Futures	1942.86	1943.38	1942.34	1942.6	5977.0
2014-05-09 04:00:00	ES	Futures	1942.86	1943.64	1942.08	1943.12	5615.0
2014-05-09 04:30:00	ES	Futures	1943.12	1943.64	1941.3	1941.3	8543.0
2014-05-09 05:00:00	ES	Futures	1941.56	1942.6	1940.26	1940.78	9535.0
2014-05-09 05:30:00	ES	Futures	1940.52	1942.08	1940.26	1941.82	6362.0
2014-05-09 06:00:00	ES	Futures	1941.82	1942.08	1940.26	1941.56	7956.0
2014-05-09 06:30:00	ES	Futures	1941.56	1942.86	1941.04	1942.08	7293.0
2014-05-09 07:00:00	ES	Futures	1942.34	1942.6	1940.78	1940.78	7785.0
2014-05-09 07:30:00	ES	Futures	1940.78	1941.3	1938.71	1939.74	11819.0
2014-05-09 08:00:00	ES	Futures	1939.74	1941.56	1939.48	1941.56	12364.0
2014-05-09 08:30:00	ES	Futures	1941.56	1944.16	1940.26	1943.38	22987.0
2014-05-09 09:00:00	ES	Futures	1943.64	1944.16	1942.34	1943.38	22794.0
2014-05-09 09:30:00	ES	Futures	1943.64	1944.16	1934.81	1937.41	269315.0
2014-05-09 10:00:00	ES	Futures	1937.41	1942.34	1934.81	1940.0	184410.0
2014-05-09 10:30:00	ES	Futures	1940.0	1941.04	1936.37	1936.63	103429.0
2014-05-09 11:00:00	ES	Futures	1936.63	1938.45	1934.55	1938.19	100388.0
2014-05-09 11:30:00	ES	Futures	1938.45	1941.56	1937.41	1939.74	68064.0
2014-05-09 12:00:00	ES	Futures	1939.74	1941.82	1938.19	1940.52	47646.0
2014-05-09 12:30:00	ES	Futures	1940.52	1947.53	1940.0	1946.75	102352.0
2014-05-09 13:00:00	ES	Futures	1946.5	1947.27	1944.42	1945.2	43516.0
2014-05-09 13:30:00	ES	Futures	1944.94	1945.98	1942.08	1942.34	51589.0
2014-05-09 14:00:00	ES	Futures	1942.34	1943.12	1939.22	1940.0	63920.0
2014-05-09 14:30:00	ES	Futures	1939.74	1943.9	1939.48	1943.12	48866.0
2014-05-09 15:00:00	ES	Futures	1943.38	1945.2	1942.86	1944.42	53170.0
2014-05-09 15:30:00	ES	Futures	1944.42	1947.27	1943.38	1947.27	97528.0
2014-05-09 16:00:00	ES	Futures	1947.01	1947.27	1945.46	1946.24	60488.0
2014-05-09 16:30:00	ES	Futures	1946.5	1947.27	1946.24	1947.27	6608.0
2014-05-09 17:00:00	ES	Futures	1947.27	1947.27	1946.75	1947.27	1896.0
2014-05-09 00:00:00	NQ	Futures	4119.34	4119.63	4117.88	4118.17	74.0
2014-05-09 00:30:00	NQ	Futures	4118.17	4119.63	4117.59	4119.05	88.0
2014-05-09 01:00:00	NQ	Futures	4118.76	4119.63	4117.3	4119.63	192.0
2014-05-09 01:30:00	NQ	Futures	4119.63	4120.8	4118.76	4119.92	169.0
2014-05-09 02:00:00	NQ	Futures	4120.21	4120.5	4117.88	4119.63	419.0
2014-05-09 02:30:00	NQ	Futures	4119.63	4120.8	4119.05	4120.5	433.0
2014-05-09 03:00:00	NQ	Futures	4120.8	4122.25	4114.1	4114.97	2408.0
2014-05-09 03:30:00	NQ	Futures	4115.26	4117.01	4113.51	4114.68	1014.0
2014-05-09 04:00:00	NQ	Futures	4114.39	4115.55	4112.93	4114.1	1188.0
2014-05-09 04:30:00	NQ	Futures	4114.1	4115.26	4108.56	4109.44	1770.0
2014-05-09 05:00:00	NQ	Futures	4109.44	4111.77	4106.53	4107.4	1114.0
2014-05-09 05:30:00	NQ	Futures	4107.69	4112.06	4106.82	4111.48	811.0
2014-05-09 06:00:00	NQ	Futures	4111.77	4112.06	4107.69	4110.31	948.0
2014-05-09 06:30:00	NQ	Futures	4110.31	4113.51	4109.73	4112.06	1017.0
2014-05-09 07:00:00	NQ	Futures	4112.35	4113.81	4105.65	4106.53	2040.0

> showing 50 of 2,359 rows — these rows as CSV

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