PREVIEW / futures_30min / 2014-05-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-12.parquet
  size:    70 KB
  rows:    2,828

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
2014-05-12 00:00:00	ES	Futures	1949.35	1949.35	1948.57	1949.09	1143.0
2014-05-12 00:30:00	ES	Futures	1949.09	1950.13	1949.09	1950.13	1102.0
2014-05-12 01:00:00	ES	Futures	1950.13	1950.65	1949.87	1950.39	1518.0
2014-05-12 01:30:00	ES	Futures	1950.39	1950.65	1949.35	1949.35	1957.0
2014-05-12 02:00:00	ES	Futures	1949.61	1950.39	1948.31	1949.87	5062.0
2014-05-12 02:30:00	ES	Futures	1949.87	1949.87	1948.83	1948.83	1944.0
2014-05-12 03:00:00	ES	Futures	1949.09	1949.61	1948.05	1949.09	9764.0
2014-05-12 03:30:00	ES	Futures	1949.35	1949.87	1948.83	1949.35	7741.0
2014-05-12 04:00:00	ES	Futures	1949.35	1949.61	1948.57	1949.09	6687.0
2014-05-12 04:30:00	ES	Futures	1949.35	1950.13	1948.57	1948.83	4887.0
2014-05-12 05:00:00	ES	Futures	1948.83	1949.61	1948.57	1949.09	4235.0
2014-05-12 05:30:00	ES	Futures	1949.35	1950.91	1949.09	1950.39	5864.0
2014-05-12 06:00:00	ES	Futures	1950.65	1952.21	1949.61	1951.95	9041.0
2014-05-12 06:30:00	ES	Futures	1951.95	1954.29	1951.95	1954.29	12447.0
2014-05-12 07:00:00	ES	Futures	1954.03	1954.29	1952.99	1953.51	7122.0
2014-05-12 07:30:00	ES	Futures	1953.51	1953.77	1952.47	1952.47	5784.0
2014-05-12 08:00:00	ES	Futures	1952.73	1953.25	1951.95	1952.73	6671.0
2014-05-12 08:30:00	ES	Futures	1952.73	1953.51	1952.47	1953.25	6119.0
2014-05-12 09:00:00	ES	Futures	1953.51	1955.06	1952.73	1954.8	18556.0
2014-05-12 09:30:00	ES	Futures	1954.8	1961.3	1954.54	1960.52	240669.0
2014-05-12 10:00:00	ES	Futures	1960.78	1962.85	1959.74	1961.3	133513.0
2014-05-12 10:30:00	ES	Futures	1961.3	1962.85	1959.74	1960.26	82078.0
2014-05-12 11:00:00	ES	Futures	1960.26	1961.82	1960.0	1961.56	49704.0
2014-05-12 11:30:00	ES	Futures	1961.56	1962.85	1961.3	1961.56	44358.0
2014-05-12 12:00:00	ES	Futures	1961.56	1964.15	1961.3	1962.85	54948.0
2014-05-12 12:30:00	ES	Futures	1962.59	1963.11	1961.3	1961.56	31607.0
2014-05-12 13:00:00	ES	Futures	1961.3	1962.85	1961.04	1962.59	22279.0
2014-05-12 13:30:00	ES	Futures	1962.59	1963.89	1962.08	1963.37	29952.0
2014-05-12 14:00:00	ES	Futures	1963.37	1964.67	1962.08	1963.37	41267.0
2014-05-12 14:30:00	ES	Futures	1963.11	1965.19	1963.11	1964.93	29638.0
2014-05-12 15:00:00	ES	Futures	1964.67	1965.97	1963.89	1963.89	66616.0
2014-05-12 15:30:00	ES	Futures	1963.89	1966.23	1963.63	1965.19	128119.0
2014-05-12 16:00:00	ES	Futures	1965.19	1966.49	1964.93	1966.49	72596.0
2014-05-12 16:30:00	ES	Futures	1966.49	1967.01	1965.97	1966.75	7809.0
2014-05-12 17:00:00	ES	Futures	1966.49	1967.27	1966.49	1967.01	3951.0
2014-05-12 18:00:00	ES	Futures	1966.75	1967.01	1965.45	1965.97	4191.0
2014-05-12 18:30:00	ES	Futures	1965.97	1967.01	1965.97	1966.75	786.0
2014-05-12 19:00:00	ES	Futures	1966.49	1967.27	1966.49	1967.01	1016.0
2014-05-12 19:30:00	ES	Futures	1967.01	1967.53	1966.49	1967.27	1604.0
2014-05-12 20:00:00	ES	Futures	1967.27	1967.27	1966.49	1967.01	1906.0
2014-05-12 20:30:00	ES	Futures	1967.01	1968.05	1966.49	1967.79	3160.0
2014-05-12 21:00:00	ES	Futures	1967.53	1968.31	1967.27	1968.31	3498.0
2014-05-12 21:30:00	ES	Futures	1968.31	1968.31	1967.27	1967.53	2231.0
2014-05-12 22:00:00	ES	Futures	1967.27	1967.53	1966.49	1967.01	2156.0
2014-05-12 22:30:00	ES	Futures	1967.01	1967.01	1966.75	1967.01	280.0
2014-05-12 23:00:00	ES	Futures	1966.75	1967.27	1966.75	1966.75	383.0
2014-05-12 23:30:00	ES	Futures	1967.01	1967.53	1966.75	1967.53	1091.0
2014-05-12 00:00:00	NQ	Futures	4141.76	4142.05	4140.6	4141.47	99.0
2014-05-12 00:30:00	NQ	Futures	4141.18	4143.22	4140.6	4142.93	248.0
2014-05-12 01:00:00	NQ	Futures	4142.93	4144.97	4142.93	4144.38	131.0

> showing 50 of 2,828 rows — these rows as CSV

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