PREVIEW / futures_30min / 2014-05-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-23.parquet
  size:    61 KB
  rows:    2,333

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
2014-05-23 00:00:00	ES	Futures	1964.41	1964.93	1964.15	1964.67	340.0
2014-05-23 00:30:00	ES	Futures	1964.93	1964.93	1964.41	1964.67	295.0
2014-05-23 01:00:00	ES	Futures	1964.67	1964.93	1964.41	1964.67	405.0
2014-05-23 01:30:00	ES	Futures	1964.93	1964.93	1964.15	1964.41	853.0
2014-05-23 02:00:00	ES	Futures	1964.41	1964.93	1963.63	1964.15	2426.0
2014-05-23 02:30:00	ES	Futures	1964.15	1964.93	1963.89	1964.93	1776.0
2014-05-23 03:00:00	ES	Futures	1964.93	1964.93	1963.11	1963.89	9505.0
2014-05-23 03:30:00	ES	Futures	1963.89	1964.67	1962.85	1964.41	7383.0
2014-05-23 04:00:00	ES	Futures	1964.41	1965.19	1963.63	1964.41	6044.0
2014-05-23 04:30:00	ES	Futures	1964.41	1965.45	1964.15	1964.67	6116.0
2014-05-23 05:00:00	ES	Futures	1964.93	1964.93	1964.15	1964.93	3360.0
2014-05-23 05:30:00	ES	Futures	1964.67	1965.97	1964.41	1965.45	3600.0
2014-05-23 06:00:00	ES	Futures	1965.71	1966.23	1964.67	1964.67	4067.0
2014-05-23 06:30:00	ES	Futures	1964.67	1965.19	1963.89	1965.19	7143.0
2014-05-23 07:00:00	ES	Futures	1964.93	1965.71	1964.41	1965.19	6332.0
2014-05-23 07:30:00	ES	Futures	1965.19	1965.71	1964.41	1964.93	5475.0
2014-05-23 08:00:00	ES	Futures	1964.93	1965.19	1964.15	1964.67	4300.0
2014-05-23 08:30:00	ES	Futures	1964.67	1964.93	1964.15	1964.15	5577.0
2014-05-23 09:00:00	ES	Futures	1964.15	1964.93	1962.85	1964.93	14539.0
2014-05-23 09:30:00	ES	Futures	1964.67	1966.49	1963.89	1965.71	97478.0
2014-05-23 10:00:00	ES	Futures	1965.97	1968.83	1965.19	1968.83	76535.0
2014-05-23 10:30:00	ES	Futures	1968.57	1969.61	1968.31	1969.35	65457.0
2014-05-23 11:00:00	ES	Futures	1969.09	1970.13	1968.31	1968.57	60950.0
2014-05-23 11:30:00	ES	Futures	1968.57	1970.13	1968.57	1969.35	37815.0
2014-05-23 12:00:00	ES	Futures	1969.35	1970.38	1969.35	1969.87	26452.0
2014-05-23 12:30:00	ES	Futures	1969.87	1971.16	1969.87	1970.13	29130.0
2014-05-23 13:00:00	ES	Futures	1970.38	1970.38	1969.09	1969.61	16638.0
2014-05-23 13:30:00	ES	Futures	1969.61	1970.38	1969.09	1970.13	23350.0
2014-05-23 14:00:00	ES	Futures	1970.13	1970.64	1969.35	1970.13	17196.0
2014-05-23 14:30:00	ES	Futures	1970.13	1971.16	1969.87	1970.64	20575.0
2014-05-23 15:00:00	ES	Futures	1970.9	1972.2	1970.64	1971.94	33442.0
2014-05-23 15:30:00	ES	Futures	1971.68	1972.72	1971.16	1971.42	76563.0
2014-05-23 16:00:00	ES	Futures	1971.42	1971.42	1969.87	1970.38	59496.0
2014-05-23 16:30:00	ES	Futures	1970.13	1970.9	1969.87	1970.9	4485.0
2014-05-23 17:00:00	ES	Futures	1970.64	1970.9	1969.61	1969.87	2111.0
2014-05-23 00:00:00	NQ	Futures	4251.85	4253.59	4251.55	4253.3	45.0
2014-05-23 00:30:00	NQ	Futures	4253.59	4254.17	4253.3	4253.88	135.0
2014-05-23 01:00:00	NQ	Futures	4253.59	4254.17	4252.72	4253.88	102.0
2014-05-23 01:30:00	NQ	Futures	4253.88	4254.47	4253.01	4253.3	155.0
2014-05-23 02:00:00	NQ	Futures	4253.59	4255.34	4251.85	4252.14	414.0
2014-05-23 02:30:00	NQ	Futures	4252.14	4253.01	4251.85	4253.01	232.0
2014-05-23 03:00:00	NQ	Futures	4253.3	4254.47	4248.93	4251.55	1173.0
2014-05-23 03:30:00	NQ	Futures	4250.97	4253.88	4249.22	4253.59	938.0
2014-05-23 04:00:00	NQ	Futures	4253.59	4255.05	4251.85	4254.47	842.0
2014-05-23 04:30:00	NQ	Futures	4254.17	4256.21	4253.01	4254.76	667.0
2014-05-23 05:00:00	NQ	Futures	4254.76	4255.34	4253.01	4255.05	297.0
2014-05-23 05:30:00	NQ	Futures	4255.05	4257.67	4255.05	4257.09	732.0
2014-05-23 06:00:00	NQ	Futures	4257.09	4257.96	4255.05	4255.34	601.0
2014-05-23 06:30:00	NQ	Futures	4255.34	4256.5	4253.88	4256.21	866.0
2014-05-23 07:00:00	NQ	Futures	4256.21	4256.8	4254.17	4255.92	782.0

> showing 50 of 2,333 rows — these rows as CSV

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