PREVIEW / futures_30min / 2014-05-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-20.parquet
  size:    74 KB
  rows:    2,883

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
2014-05-20 00:00:00	ES	Futures	1955.06	1955.06	1954.54	1955.06	274.0
2014-05-20 00:30:00	ES	Futures	1954.8	1955.06	1954.29	1954.54	436.0
2014-05-20 01:00:00	ES	Futures	1954.8	1954.8	1954.54	1954.8	263.0
2014-05-20 01:30:00	ES	Futures	1954.54	1954.8	1954.03	1954.03	849.0
2014-05-20 02:00:00	ES	Futures	1954.03	1954.29	1953.25	1953.25	2292.0
2014-05-20 02:30:00	ES	Futures	1953.51	1954.03	1952.73	1953.25	3824.0
2014-05-20 03:00:00	ES	Futures	1952.99	1955.84	1952.47	1955.84	16610.0
2014-05-20 03:30:00	ES	Futures	1955.58	1957.4	1955.06	1955.58	16455.0
2014-05-20 04:00:00	ES	Futures	1955.32	1955.58	1952.73	1953.25	15461.0
2014-05-20 04:30:00	ES	Futures	1953.25	1953.77	1951.69	1952.47	15809.0
2014-05-20 05:00:00	ES	Futures	1952.47	1953.77	1952.21	1953.77	6409.0
2014-05-20 05:30:00	ES	Futures	1953.51	1954.03	1952.47	1952.73	6591.0
2014-05-20 06:00:00	ES	Futures	1952.73	1954.29	1952.47	1953.77	9450.0
2014-05-20 06:30:00	ES	Futures	1953.51	1954.29	1952.47	1954.03	12804.0
2014-05-20 07:00:00	ES	Futures	1953.77	1956.1	1953.77	1955.84	13406.0
2014-05-20 07:30:00	ES	Futures	1955.84	1955.84	1954.29	1955.06	11663.0
2014-05-20 08:00:00	ES	Futures	1955.06	1956.1	1954.03	1955.32	12643.0
2014-05-20 08:30:00	ES	Futures	1955.32	1955.32	1952.99	1953.51	15159.0
2014-05-20 09:00:00	ES	Futures	1953.25	1953.51	1952.21	1953.25	17166.0
2014-05-20 09:30:00	ES	Futures	1953.25	1953.51	1946.5	1947.53	188691.0
2014-05-20 10:00:00	ES	Futures	1947.53	1950.91	1946.5	1947.53	115552.0
2014-05-20 10:30:00	ES	Futures	1947.53	1952.73	1947.01	1952.21	97407.0
2014-05-20 11:00:00	ES	Futures	1952.47	1952.73	1949.61	1949.61	64478.0
2014-05-20 11:30:00	ES	Futures	1949.61	1952.73	1949.35	1949.87	69508.0
2014-05-20 12:00:00	ES	Futures	1950.13	1950.13	1943.12	1944.42	140898.0
2014-05-20 12:30:00	ES	Futures	1944.42	1945.2	1942.34	1944.68	60609.0
2014-05-20 13:00:00	ES	Futures	1944.42	1944.68	1939.74	1941.82	99688.0
2014-05-20 13:30:00	ES	Futures	1941.82	1942.08	1936.89	1937.15	99042.0
2014-05-20 14:00:00	ES	Futures	1936.89	1941.56	1936.89	1940.0	91412.0
2014-05-20 14:30:00	ES	Futures	1940.0	1940.52	1937.67	1938.96	58278.0
2014-05-20 15:00:00	ES	Futures	1938.96	1942.86	1938.45	1941.3	66716.0
2014-05-20 15:30:00	ES	Futures	1941.56	1945.46	1941.3	1941.56	134174.0
2014-05-20 16:00:00	ES	Futures	1941.56	1942.08	1940.0	1940.52	68478.0
2014-05-20 16:30:00	ES	Futures	1940.52	1941.3	1940.26	1941.04	7303.0
2014-05-20 17:00:00	ES	Futures	1941.3	1941.3	1940.78	1940.78	1233.0
2014-05-20 18:00:00	ES	Futures	1940.78	1941.04	1940.0	1940.0	3810.0
2014-05-20 18:30:00	ES	Futures	1940.26	1940.26	1939.48	1939.74	1281.0
2014-05-20 19:00:00	ES	Futures	1939.74	1940.0	1938.71	1939.22	1348.0
2014-05-20 19:30:00	ES	Futures	1938.96	1939.74	1938.96	1939.48	677.0
2014-05-20 20:00:00	ES	Futures	1939.48	1940.26	1939.48	1939.74	2284.0
2014-05-20 20:30:00	ES	Futures	1939.74	1940.26	1939.48	1939.74	934.0
2014-05-20 21:00:00	ES	Futures	1939.74	1940.0	1938.96	1939.48	856.0
2014-05-20 21:30:00	ES	Futures	1939.48	1940.26	1938.71	1940.26	1977.0
2014-05-20 22:00:00	ES	Futures	1940.26	1941.04	1939.74	1941.04	1984.0
2014-05-20 22:30:00	ES	Futures	1940.78	1941.82	1940.0	1940.26	2646.0
2014-05-20 23:00:00	ES	Futures	1940.26	1940.78	1939.22	1940.52	1868.0
2014-05-20 23:30:00	ES	Futures	1940.78	1941.04	1939.48	1939.48	1943.0
2014-05-20 00:00:00	NQ	Futures	4211.37	4211.37	4210.2	4211.07	128.0
2014-05-20 00:30:00	NQ	Futures	4211.07	4211.07	4209.91	4210.2	103.0
2014-05-20 01:00:00	NQ	Futures	4210.2	4211.07	4209.91	4210.78	95.0

> showing 50 of 2,883 rows — these rows as CSV

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