PREVIEW / futures_30min / 2014-05-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-15.parquet
  size:    79 KB
  rows:    2,940

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
2014-05-15 00:00:00	ES	Futures	1957.92	1958.44	1957.66	1958.44	976.0
2014-05-15 00:30:00	ES	Futures	1958.44	1958.7	1957.66	1957.92	767.0
2014-05-15 01:00:00	ES	Futures	1957.92	1958.44	1957.92	1958.44	1183.0
2014-05-15 01:30:00	ES	Futures	1958.18	1958.96	1957.92	1958.96	1423.0
2014-05-15 02:00:00	ES	Futures	1958.7	1959.48	1958.44	1958.96	3204.0
2014-05-15 02:30:00	ES	Futures	1958.96	1959.22	1958.18	1958.96	2111.0
2014-05-15 03:00:00	ES	Futures	1958.96	1961.56	1958.44	1960.78	20479.0
2014-05-15 03:30:00	ES	Futures	1960.78	1961.04	1959.48	1960.0	6844.0
2014-05-15 04:00:00	ES	Futures	1960.0	1960.26	1956.36	1956.62	16103.0
2014-05-15 04:30:00	ES	Futures	1956.88	1957.14	1955.06	1956.36	16123.0
2014-05-15 05:00:00	ES	Futures	1956.36	1957.92	1956.1	1957.14	8309.0
2014-05-15 05:30:00	ES	Futures	1957.4	1957.4	1955.84	1956.36	4787.0
2014-05-15 06:00:00	ES	Futures	1956.1	1957.4	1955.58	1956.36	9842.0
2014-05-15 06:30:00	ES	Futures	1956.36	1957.92	1955.58	1957.14	9515.0
2014-05-15 07:00:00	ES	Futures	1957.14	1957.14	1955.06	1955.32	10155.0
2014-05-15 07:30:00	ES	Futures	1955.06	1955.58	1953.77	1954.8	18638.0
2014-05-15 08:00:00	ES	Futures	1954.8	1956.1	1953.77	1955.84	20527.0
2014-05-15 08:30:00	ES	Futures	1955.84	1957.66	1954.03	1955.32	61903.0
2014-05-15 09:00:00	ES	Futures	1955.06	1955.32	1952.21	1953.51	39081.0
2014-05-15 09:30:00	ES	Futures	1953.77	1954.29	1942.6	1946.5	326801.0
2014-05-15 10:00:00	ES	Futures	1946.24	1946.5	1936.63	1939.74	337414.0
2014-05-15 10:30:00	ES	Futures	1939.48	1941.56	1936.37	1939.22	175418.0
2014-05-15 11:00:00	ES	Futures	1939.22	1940.0	1932.47	1932.99	185394.0
2014-05-15 11:30:00	ES	Futures	1932.99	1938.19	1930.91	1931.95	138057.0
2014-05-15 12:00:00	ES	Futures	1931.95	1934.81	1931.43	1932.73	92631.0
2014-05-15 12:30:00	ES	Futures	1932.73	1936.89	1932.47	1936.37	56552.0
2014-05-15 13:00:00	ES	Futures	1936.37	1936.89	1933.77	1934.81	46487.0
2014-05-15 13:30:00	ES	Futures	1934.55	1935.85	1932.21	1935.85	63550.0
2014-05-15 14:00:00	ES	Futures	1935.85	1939.22	1934.29	1937.15	108474.0
2014-05-15 14:30:00	ES	Futures	1936.89	1941.04	1936.89	1939.74	102446.0
2014-05-15 15:00:00	ES	Futures	1940.0	1940.78	1936.37	1937.93	81630.0
2014-05-15 15:30:00	ES	Futures	1937.93	1942.08	1937.15	1940.52	153301.0
2014-05-15 16:00:00	ES	Futures	1940.52	1941.04	1939.22	1939.48	92779.0
2014-05-15 16:30:00	ES	Futures	1939.48	1939.74	1938.96	1938.96	7644.0
2014-05-15 17:00:00	ES	Futures	1939.22	1939.48	1938.96	1939.48	1777.0
2014-05-15 18:00:00	ES	Futures	1939.22	1940.52	1939.22	1940.0	5001.0
2014-05-15 18:30:00	ES	Futures	1940.0	1940.26	1938.96	1939.48	1373.0
2014-05-15 19:00:00	ES	Futures	1939.48	1939.74	1938.96	1939.74	667.0
2014-05-15 19:30:00	ES	Futures	1939.74	1940.26	1939.22	1940.0	918.0
2014-05-15 20:00:00	ES	Futures	1939.74	1940.52	1939.48	1940.52	2006.0
2014-05-15 20:30:00	ES	Futures	1940.52	1940.78	1940.0	1940.52	1686.0
2014-05-15 21:00:00	ES	Futures	1940.26	1940.78	1940.0	1940.52	889.0
2014-05-15 21:30:00	ES	Futures	1940.52	1940.52	1939.48	1939.48	1497.0
2014-05-15 22:00:00	ES	Futures	1939.22	1940.0	1938.96	1939.48	1508.0
2014-05-15 22:30:00	ES	Futures	1939.48	1939.74	1938.45	1938.71	2531.0
2014-05-15 23:00:00	ES	Futures	1938.71	1938.96	1938.19	1938.96	761.0
2014-05-15 23:30:00	ES	Futures	1938.96	1939.22	1938.19	1938.19	999.0
2014-05-15 00:00:00	NQ	Futures	4191.85	4193.6	4191.56	4193.02	171.0
2014-05-15 00:30:00	NQ	Futures	4193.6	4194.47	4191.56	4192.14	189.0
2014-05-15 01:00:00	NQ	Futures	4192.73	4193.89	4192.44	4193.31	151.0

> showing 50 of 2,940 rows — these rows as CSV

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