PREVIEW / futures_30min / 2014-05-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-21.parquet
  size:    77 KB
  rows:    2,922

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
2014-05-21 00:00:00	ES	Futures	1939.74	1940.26	1939.22	1940.0	944.0
2014-05-21 00:30:00	ES	Futures	1940.26	1940.78	1940.0	1940.26	1304.0
2014-05-21 01:00:00	ES	Futures	1940.26	1941.82	1940.0	1941.04	2128.0
2014-05-21 01:30:00	ES	Futures	1941.04	1942.08	1940.78	1941.82	1219.0
2014-05-21 02:00:00	ES	Futures	1942.08	1943.9	1940.78	1943.9	7525.0
2014-05-21 02:30:00	ES	Futures	1943.9	1943.9	1940.26	1941.82	5960.0
2014-05-21 03:00:00	ES	Futures	1941.82	1942.08	1939.74	1940.78	16542.0
2014-05-21 03:30:00	ES	Futures	1940.78	1945.46	1940.78	1943.9	16377.0
2014-05-21 04:00:00	ES	Futures	1943.9	1944.68	1943.12	1943.38	5134.0
2014-05-21 04:30:00	ES	Futures	1943.64	1944.42	1942.6	1944.42	6224.0
2014-05-21 05:00:00	ES	Futures	1944.42	1945.98	1943.9	1945.72	10659.0
2014-05-21 05:30:00	ES	Futures	1945.72	1946.75	1944.68	1945.2	10076.0
2014-05-21 06:00:00	ES	Futures	1944.94	1945.98	1944.94	1945.46	6432.0
2014-05-21 06:30:00	ES	Futures	1945.46	1945.46	1942.6	1943.12	8925.0
2014-05-21 07:00:00	ES	Futures	1943.38	1944.94	1943.12	1944.42	6109.0
2014-05-21 07:30:00	ES	Futures	1944.42	1945.72	1944.42	1945.2	6568.0
2014-05-21 08:00:00	ES	Futures	1945.2	1945.72	1943.9	1945.2	13740.0
2014-05-21 08:30:00	ES	Futures	1945.2	1948.31	1944.42	1947.53	30315.0
2014-05-21 09:00:00	ES	Futures	1947.79	1948.31	1947.01	1947.53	27664.0
2014-05-21 09:30:00	ES	Futures	1947.53	1955.32	1947.01	1953.25	222471.0
2014-05-21 10:00:00	ES	Futures	1953.51	1954.8	1952.73	1954.03	80003.0
2014-05-21 10:30:00	ES	Futures	1953.77	1956.36	1953.77	1954.29	89239.0
2014-05-21 11:00:00	ES	Futures	1954.03	1955.32	1951.43	1951.95	85118.0
2014-05-21 11:30:00	ES	Futures	1951.69	1952.73	1949.35	1950.91	86437.0
2014-05-21 12:00:00	ES	Futures	1950.91	1952.73	1950.13	1952.73	45007.0
2014-05-21 12:30:00	ES	Futures	1952.73	1954.8	1952.47	1954.03	44550.0
2014-05-21 13:00:00	ES	Futures	1954.29	1955.84	1954.03	1954.29	40762.0
2014-05-21 13:30:00	ES	Futures	1954.29	1955.32	1953.25	1954.54	24831.0
2014-05-21 14:00:00	ES	Futures	1954.8	1957.92	1951.69	1955.32	123708.0
2014-05-21 14:30:00	ES	Futures	1955.32	1957.4	1954.54	1956.62	62038.0
2014-05-21 15:00:00	ES	Futures	1956.62	1959.48	1955.58	1958.18	67927.0
2014-05-21 15:30:00	ES	Futures	1958.18	1958.7	1956.88	1958.18	84719.0
2014-05-21 16:00:00	ES	Futures	1957.92	1958.7	1957.4	1958.44	67904.0
2014-05-21 16:30:00	ES	Futures	1958.18	1958.44	1956.36	1956.36	7675.0
2014-05-21 17:00:00	ES	Futures	1956.36	1956.88	1955.84	1956.36	3129.0
2014-05-21 18:00:00	ES	Futures	1956.62	1957.14	1956.1	1956.62	1304.0
2014-05-21 18:30:00	ES	Futures	1956.88	1957.4	1956.36	1956.88	1173.0
2014-05-21 19:00:00	ES	Futures	1956.88	1957.4	1956.36	1956.88	579.0
2014-05-21 19:30:00	ES	Futures	1956.62	1957.92	1956.36	1957.4	1612.0
2014-05-21 20:00:00	ES	Futures	1957.4	1957.4	1955.84	1956.1	2412.0
2014-05-21 20:30:00	ES	Futures	1956.1	1957.14	1955.84	1956.88	899.0
2014-05-21 21:00:00	ES	Futures	1956.88	1957.4	1956.36	1956.88	1439.0
2014-05-21 21:30:00	ES	Futures	1956.88	1961.82	1956.88	1959.74	15633.0
2014-05-21 22:00:00	ES	Futures	1959.74	1960.78	1959.48	1960.52	3047.0
2014-05-21 22:30:00	ES	Futures	1960.52	1961.56	1960.26	1961.3	2683.0
2014-05-21 23:00:00	ES	Futures	1961.04	1961.56	1960.78	1961.3	1198.0
2014-05-21 23:30:00	ES	Futures	1961.3	1961.82	1961.04	1961.56	1883.0
2014-05-21 00:00:00	NQ	Futures	4188.36	4189.81	4187.19	4189.52	126.0
2014-05-21 00:30:00	NQ	Futures	4189.52	4191.27	4189.23	4189.81	247.0
2014-05-21 01:00:00	NQ	Futures	4190.11	4194.18	4189.52	4191.85	354.0

> showing 50 of 2,922 rows — these rows as CSV

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