PREVIEW / futures_30min / 2014-05-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-22.parquet
  size:    71 KB
  rows:    2,874

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
2014-05-22 00:00:00	ES	Futures	1961.82	1963.63	1961.56	1962.85	6291.0
2014-05-22 00:30:00	ES	Futures	1962.85	1962.85	1962.34	1962.59	618.0
2014-05-22 01:00:00	ES	Futures	1962.59	1962.85	1961.82	1962.34	1568.0
2014-05-22 01:30:00	ES	Futures	1962.34	1962.59	1961.3	1962.34	1687.0
2014-05-22 02:00:00	ES	Futures	1962.08	1962.34	1961.04	1961.3	3504.0
2014-05-22 02:30:00	ES	Futures	1961.3	1961.82	1961.04	1961.56	2382.0
2014-05-22 03:00:00	ES	Futures	1961.3	1961.82	1960.0	1960.52	13635.0
2014-05-22 03:30:00	ES	Futures	1960.52	1960.78	1958.7	1959.22	11343.0
2014-05-22 04:00:00	ES	Futures	1959.48	1960.26	1959.22	1959.74	5354.0
2014-05-22 04:30:00	ES	Futures	1960.0	1960.78	1958.96	1958.96	6679.0
2014-05-22 05:00:00	ES	Futures	1958.96	1959.74	1958.18	1959.74	8336.0
2014-05-22 05:30:00	ES	Futures	1959.48	1960.0	1958.7	1958.7	5044.0
2014-05-22 06:00:00	ES	Futures	1958.7	1960.26	1957.92	1959.22	7627.0
2014-05-22 06:30:00	ES	Futures	1959.48	1959.74	1958.44	1958.7	5787.0
2014-05-22 07:00:00	ES	Futures	1958.7	1959.22	1957.66	1957.92	7190.0
2014-05-22 07:30:00	ES	Futures	1957.92	1958.7	1956.88	1958.18	10290.0
2014-05-22 08:00:00	ES	Futures	1958.44	1960.26	1957.92	1960.0	15230.0
2014-05-22 08:30:00	ES	Futures	1959.74	1960.0	1957.66	1959.22	22451.0
2014-05-22 09:00:00	ES	Futures	1958.96	1960.0	1958.18	1958.7	16471.0
2014-05-22 09:30:00	ES	Futures	1958.7	1962.85	1955.58	1961.3	166522.0
2014-05-22 10:00:00	ES	Futures	1961.3	1962.34	1958.18	1960.52	112713.0
2014-05-22 10:30:00	ES	Futures	1960.52	1964.41	1960.26	1963.63	73295.0
2014-05-22 11:00:00	ES	Futures	1963.37	1965.97	1962.59	1965.19	72461.0
2014-05-22 11:30:00	ES	Futures	1965.45	1967.01	1964.41	1964.93	66863.0
2014-05-22 12:00:00	ES	Futures	1965.19	1965.45	1963.89	1964.93	29842.0
2014-05-22 12:30:00	ES	Futures	1964.93	1965.71	1963.63	1964.15	23424.0
2014-05-22 13:00:00	ES	Futures	1964.15	1966.23	1963.89	1966.23	31082.0
2014-05-22 13:30:00	ES	Futures	1966.23	1967.01	1965.71	1965.97	26965.0
2014-05-22 14:00:00	ES	Futures	1965.97	1966.49	1965.71	1966.23	17556.0
2014-05-22 14:30:00	ES	Futures	1966.49	1967.27	1965.71	1967.27	29177.0
2014-05-22 15:00:00	ES	Futures	1967.01	1967.01	1964.15	1964.93	44969.0
2014-05-22 15:30:00	ES	Futures	1964.93	1965.19	1962.85	1963.37	85605.0
2014-05-22 16:00:00	ES	Futures	1963.11	1963.63	1962.59	1963.11	44334.0
2014-05-22 16:30:00	ES	Futures	1963.63	1963.63	1963.11	1963.37	5600.0
2014-05-22 17:00:00	ES	Futures	1963.37	1963.63	1962.85	1963.37	1180.0
2014-05-22 18:00:00	ES	Futures	1963.37	1963.63	1962.85	1963.11	1102.0
2014-05-22 18:30:00	ES	Futures	1963.11	1963.89	1963.11	1963.63	457.0
2014-05-22 19:00:00	ES	Futures	1963.63	1963.89	1963.37	1963.63	198.0
2014-05-22 19:30:00	ES	Futures	1963.63	1963.89	1963.11	1963.63	832.0
2014-05-22 20:00:00	ES	Futures	1963.63	1963.89	1962.59	1962.59	2175.0
2014-05-22 20:30:00	ES	Futures	1962.85	1963.37	1962.59	1962.85	772.0
2014-05-22 21:00:00	ES	Futures	1963.11	1964.15	1962.59	1963.63	2258.0
2014-05-22 21:30:00	ES	Futures	1963.63	1964.41	1963.37	1963.89	1801.0
2014-05-22 22:00:00	ES	Futures	1963.89	1964.93	1963.89	1964.67	1480.0
2014-05-22 22:30:00	ES	Futures	1964.67	1965.19	1964.41	1964.93	811.0
2014-05-22 23:00:00	ES	Futures	1964.93	1965.19	1963.89	1963.89	1487.0
2014-05-22 23:30:00	ES	Futures	1963.89	1964.67	1963.63	1964.15	801.0
2014-05-22 00:00:00	NQ	Futures	4241.65	4246.02	4241.65	4243.98	752.0
2014-05-22 00:30:00	NQ	Futures	4243.98	4244.56	4243.11	4243.4	47.0
2014-05-22 01:00:00	NQ	Futures	4243.4	4243.98	4242.53	4242.53	159.0

> showing 50 of 2,874 rows — these rows as CSV

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