PREVIEW / futures_30min / 2014-05-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-19.parquet
  size:    72 KB
  rows:    2,824

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
2014-05-19 00:00:00	ES	Futures	1947.27	1947.79	1947.27	1947.27	1102.0
2014-05-19 00:30:00	ES	Futures	1947.01	1947.53	1947.01	1947.01	1231.0
2014-05-19 01:00:00	ES	Futures	1947.01	1947.27	1946.5	1946.75	1044.0
2014-05-19 01:30:00	ES	Futures	1946.75	1946.75	1944.94	1944.94	3591.0
2014-05-19 02:00:00	ES	Futures	1944.94	1945.98	1944.16	1944.68	4607.0
2014-05-19 02:30:00	ES	Futures	1944.42	1944.94	1944.16	1944.68	2329.0
2014-05-19 03:00:00	ES	Futures	1944.42	1945.98	1943.9	1944.16	14015.0
2014-05-19 03:30:00	ES	Futures	1944.16	1944.42	1942.6	1944.42	9269.0
2014-05-19 04:00:00	ES	Futures	1944.16	1944.16	1940.0	1940.0	16188.0
2014-05-19 04:30:00	ES	Futures	1940.0	1940.26	1938.45	1940.0	19105.0
2014-05-19 05:00:00	ES	Futures	1939.74	1940.26	1938.71	1939.48	9815.0
2014-05-19 05:30:00	ES	Futures	1939.22	1940.0	1937.93	1939.48	12737.0
2014-05-19 06:00:00	ES	Futures	1939.48	1941.56	1938.96	1941.3	11245.0
2014-05-19 06:30:00	ES	Futures	1941.3	1942.08	1940.0	1940.52	10051.0
2014-05-19 07:00:00	ES	Futures	1940.78	1942.08	1940.52	1941.3	7741.0
2014-05-19 07:30:00	ES	Futures	1941.56	1945.2	1941.3	1944.68	20951.0
2014-05-19 08:00:00	ES	Futures	1944.68	1945.46	1942.86	1943.12	18357.0
2014-05-19 08:30:00	ES	Futures	1943.12	1943.64	1941.82	1942.08	12415.0
2014-05-19 09:00:00	ES	Futures	1942.08	1944.16	1942.08	1943.38	22495.0
2014-05-19 09:30:00	ES	Futures	1943.38	1950.65	1941.56	1949.09	177691.0
2014-05-19 10:00:00	ES	Futures	1948.83	1951.43	1946.24	1950.13	110540.0
2014-05-19 10:30:00	ES	Futures	1950.39	1950.65	1948.57	1949.87	56291.0
2014-05-19 11:00:00	ES	Futures	1949.87	1954.54	1949.61	1953.25	90772.0
2014-05-19 11:30:00	ES	Futures	1953.51	1954.03	1952.47	1953.51	32858.0
2014-05-19 12:00:00	ES	Futures	1953.51	1954.8	1953.25	1953.77	28853.0
2014-05-19 12:30:00	ES	Futures	1954.03	1954.03	1951.17	1951.95	39901.0
2014-05-19 13:00:00	ES	Futures	1952.21	1953.25	1951.69	1952.21	23130.0
2014-05-19 13:30:00	ES	Futures	1952.21	1954.29	1951.43	1953.51	25414.0
2014-05-19 14:00:00	ES	Futures	1953.51	1955.58	1952.99	1954.54	33845.0
2014-05-19 14:30:00	ES	Futures	1954.8	1955.06	1953.25	1953.77	24189.0
2014-05-19 15:00:00	ES	Futures	1953.77	1954.54	1951.95	1954.03	33634.0
2014-05-19 15:30:00	ES	Futures	1954.03	1955.84	1954.03	1954.29	80190.0
2014-05-19 16:00:00	ES	Futures	1954.54	1955.84	1954.03	1955.32	49835.0
2014-05-19 16:30:00	ES	Futures	1954.8	1955.06	1954.29	1954.29	7049.0
2014-05-19 17:00:00	ES	Futures	1954.54	1954.54	1954.29	1954.54	1237.0
2014-05-19 18:00:00	ES	Futures	1954.29	1954.29	1952.47	1952.73	4960.0
2014-05-19 18:30:00	ES	Futures	1952.73	1953.25	1952.47	1952.99	1367.0
2014-05-19 19:00:00	ES	Futures	1953.25	1953.51	1952.99	1953.25	506.0
2014-05-19 19:30:00	ES	Futures	1952.99	1953.25	1952.73	1953.25	508.0
2014-05-19 20:00:00	ES	Futures	1952.99	1953.25	1951.95	1952.21	2428.0
2014-05-19 20:30:00	ES	Futures	1952.47	1952.99	1951.95	1952.73	1467.0
2014-05-19 21:00:00	ES	Futures	1952.47	1953.51	1952.47	1953.25	1401.0
2014-05-19 21:30:00	ES	Futures	1952.99	1954.54	1952.73	1954.54	1590.0
2014-05-19 22:00:00	ES	Futures	1954.54	1954.8	1954.03	1954.54	1062.0
2014-05-19 22:30:00	ES	Futures	1954.54	1954.8	1954.03	1954.54	1091.0
2014-05-19 23:00:00	ES	Futures	1954.29	1954.8	1954.29	1954.8	355.0
2014-05-19 23:30:00	ES	Futures	1954.8	1955.06	1954.8	1954.8	853.0
2014-05-19 00:00:00	NQ	Futures	4175.25	4177.0	4174.67	4174.67	132.0
2014-05-19 00:30:00	NQ	Futures	4174.38	4175.84	4174.38	4174.96	120.0
2014-05-19 01:00:00	NQ	Futures	4174.96	4175.25	4172.92	4173.51	233.0

> showing 50 of 2,824 rows — these rows as CSV

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