PREVIEW / futures_30min / 2014-05-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-16.parquet
  size:    64 KB
  rows:    2,386

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
2014-05-16 00:00:00	ES	Futures	1938.45	1938.71	1938.19	1938.45	1138.0
2014-05-16 00:30:00	ES	Futures	1938.45	1940.0	1938.45	1939.22	1560.0
2014-05-16 01:00:00	ES	Futures	1939.22	1939.22	1938.45	1938.96	846.0
2014-05-16 01:30:00	ES	Futures	1938.71	1939.74	1938.45	1939.48	1946.0
2014-05-16 02:00:00	ES	Futures	1939.22	1940.26	1939.22	1939.74	3695.0
2014-05-16 02:30:00	ES	Futures	1939.48	1939.74	1937.41	1937.41	4653.0
2014-05-16 03:00:00	ES	Futures	1937.41	1938.71	1937.15	1938.19	14215.0
2014-05-16 03:30:00	ES	Futures	1938.19	1939.22	1936.63	1937.67	13915.0
2014-05-16 04:00:00	ES	Futures	1937.67	1938.71	1937.15	1937.67	12319.0
2014-05-16 04:30:00	ES	Futures	1937.41	1940.26	1937.41	1940.0	9416.0
2014-05-16 05:00:00	ES	Futures	1940.0	1940.52	1937.93	1938.96	11342.0
2014-05-16 05:30:00	ES	Futures	1938.71	1939.22	1936.63	1937.15	9343.0
2014-05-16 06:00:00	ES	Futures	1936.89	1937.41	1934.03	1935.59	17553.0
2014-05-16 06:30:00	ES	Futures	1935.59	1936.63	1934.29	1936.37	10047.0
2014-05-16 07:00:00	ES	Futures	1936.11	1938.45	1935.59	1938.19	10843.0
2014-05-16 07:30:00	ES	Futures	1938.19	1939.48	1935.85	1936.63	16055.0
2014-05-16 08:00:00	ES	Futures	1936.89	1937.41	1935.07	1935.59	17583.0
2014-05-16 08:30:00	ES	Futures	1935.07	1940.26	1935.07	1938.45	53058.0
2014-05-16 09:00:00	ES	Futures	1938.45	1943.9	1938.19	1941.3	62952.0
2014-05-16 09:30:00	ES	Futures	1941.56	1941.82	1935.59	1940.26	252440.0
2014-05-16 10:00:00	ES	Futures	1940.26	1941.04	1933.25	1934.03	167920.0
2014-05-16 10:30:00	ES	Futures	1934.03	1940.26	1933.77	1938.71	98231.0
2014-05-16 11:00:00	ES	Futures	1938.45	1941.56	1937.41	1940.52	73474.0
2014-05-16 11:30:00	ES	Futures	1940.52	1942.6	1938.45	1940.78	68387.0
2014-05-16 12:00:00	ES	Futures	1940.78	1942.08	1939.74	1940.52	42789.0
2014-05-16 12:30:00	ES	Futures	1940.52	1941.3	1938.71	1939.22	31519.0
2014-05-16 13:00:00	ES	Futures	1938.96	1940.0	1936.63	1938.96	52523.0
2014-05-16 13:30:00	ES	Futures	1938.71	1940.26	1937.93	1938.45	38152.0
2014-05-16 14:00:00	ES	Futures	1938.45	1938.96	1937.15	1938.45	34585.0
2014-05-16 14:30:00	ES	Futures	1938.45	1945.2	1938.19	1945.2	69843.0
2014-05-16 15:00:00	ES	Futures	1945.2	1947.53	1944.68	1945.2	109158.0
2014-05-16 15:30:00	ES	Futures	1944.94	1948.05	1944.94	1947.53	109351.0
2014-05-16 16:00:00	ES	Futures	1947.79	1948.31	1946.75	1947.53	65717.0
2014-05-16 16:30:00	ES	Futures	1947.27	1947.79	1947.27	1947.79	6799.0
2014-05-16 17:00:00	ES	Futures	1947.79	1948.05	1947.53	1947.79	4617.0
2014-05-16 00:00:00	NQ	Futures	4149.04	4150.21	4147.88	4148.46	242.0
2014-05-16 00:30:00	NQ	Futures	4149.33	4150.5	4148.46	4149.63	538.0
2014-05-16 01:00:00	NQ	Futures	4149.33	4149.92	4147.59	4148.17	187.0
2014-05-16 01:30:00	NQ	Futures	4148.75	4152.83	4147.88	4151.96	536.0
2014-05-16 02:00:00	NQ	Futures	4152.25	4154.29	4150.5	4150.5	872.0
2014-05-16 02:30:00	NQ	Futures	4150.5	4150.79	4145.26	4145.84	689.0
2014-05-16 03:00:00	NQ	Futures	4145.84	4148.75	4145.26	4147.88	1845.0
2014-05-16 03:30:00	NQ	Futures	4147.59	4151.96	4145.84	4149.04	1919.0
2014-05-16 04:00:00	NQ	Futures	4149.04	4150.79	4146.71	4147.59	1080.0
2014-05-16 04:30:00	NQ	Futures	4147.59	4155.16	4147.3	4153.99	1079.0
2014-05-16 05:00:00	NQ	Futures	4153.99	4155.45	4149.04	4151.08	1236.0
2014-05-16 05:30:00	NQ	Futures	4150.79	4152.25	4144.68	4145.26	1333.0
2014-05-16 06:00:00	NQ	Futures	4145.55	4145.55	4136.81	4140.31	3094.0
2014-05-16 06:30:00	NQ	Futures	4140.6	4142.93	4137.39	4142.35	1745.0
2014-05-16 07:00:00	NQ	Futures	4142.05	4148.17	4141.18	4147.88	1821.0

> showing 50 of 2,386 rows — these rows as CSV

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