PREVIEW / futures_30min / 2014-05-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-26.parquet
  size:    42 KB
  rows:    1,710

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
2014-05-26 00:00:00	ES	Futures	1970.9	1971.42	1970.64	1970.64	460.0
2014-05-26 00:30:00	ES	Futures	1970.64	1971.16	1970.64	1970.9	177.0
2014-05-26 01:00:00	ES	Futures	1970.9	1971.68	1970.9	1971.42	458.0
2014-05-26 01:30:00	ES	Futures	1971.42	1971.94	1971.16	1971.68	718.0
2014-05-26 02:00:00	ES	Futures	1971.68	1972.46	1971.42	1971.94	1953.0
2014-05-26 02:30:00	ES	Futures	1971.68	1973.24	1971.16	1972.98	2625.0
2014-05-26 03:00:00	ES	Futures	1972.72	1976.36	1972.2	1975.84	11562.0
2014-05-26 03:30:00	ES	Futures	1975.84	1976.62	1975.32	1975.58	5665.0
2014-05-26 04:00:00	ES	Futures	1975.58	1976.1	1975.06	1975.58	2790.0
2014-05-26 04:30:00	ES	Futures	1975.84	1976.36	1974.54	1975.06	3287.0
2014-05-26 05:00:00	ES	Futures	1974.8	1975.06	1974.02	1974.28	1065.0
2014-05-26 05:30:00	ES	Futures	1974.28	1974.8	1974.28	1974.28	562.0
2014-05-26 06:00:00	ES	Futures	1974.54	1975.06	1974.28	1974.54	1197.0
2014-05-26 06:30:00	ES	Futures	1974.54	1975.06	1974.54	1974.54	479.0
2014-05-26 07:00:00	ES	Futures	1974.8	1975.32	1974.54	1975.32	702.0
2014-05-26 07:30:00	ES	Futures	1975.06	1975.32	1974.8	1975.06	1000.0
2014-05-26 08:00:00	ES	Futures	1974.8	1976.1	1974.8	1976.1	1855.0
2014-05-26 08:30:00	ES	Futures	1976.1	1976.62	1975.84	1976.62	2444.0
2014-05-26 09:00:00	ES	Futures	1976.62	1976.62	1975.84	1975.84	1651.0
2014-05-26 09:30:00	ES	Futures	1975.84	1976.62	1975.32	1976.36	3673.0
2014-05-26 10:00:00	ES	Futures	1976.36	1977.66	1976.36	1977.14	4175.0
2014-05-26 10:30:00	ES	Futures	1976.88	1977.92	1976.88	1977.92	3708.0
2014-05-26 11:00:00	ES	Futures	1977.92	1977.92	1977.14	1977.66	4189.0
2014-05-26 11:30:00	ES	Futures	1977.66	1977.92	1977.14	1977.4	1981.0
2014-05-26 12:00:00	ES	Futures	1977.4	1978.18	1977.4	1978.18	1894.0
2014-05-26 12:30:00	ES	Futures	1977.92	1978.43	1977.14	1977.66	2190.0
2014-05-26 18:00:00	ES	Futures	1976.88	1977.14	1976.1	1976.1	1478.0
2014-05-26 18:30:00	ES	Futures	1976.36	1976.62	1976.1	1976.36	649.0
2014-05-26 19:00:00	ES	Futures	1976.36	1976.62	1975.84	1976.1	1078.0
2014-05-26 19:30:00	ES	Futures	1976.36	1976.36	1975.84	1975.84	546.0
2014-05-26 20:00:00	ES	Futures	1976.1	1977.14	1975.84	1977.14	3106.0
2014-05-26 20:30:00	ES	Futures	1976.88	1977.14	1976.36	1976.62	2066.0
2014-05-26 21:00:00	ES	Futures	1976.36	1976.88	1976.36	1976.36	626.0
2014-05-26 21:30:00	ES	Futures	1976.36	1976.88	1976.36	1976.88	1711.0
2014-05-26 22:00:00	ES	Futures	1976.88	1977.14	1976.62	1976.62	574.0
2014-05-26 22:30:00	ES	Futures	1976.88	1977.14	1976.36	1976.88	1145.0
2014-05-26 23:00:00	ES	Futures	1976.62	1977.14	1976.62	1977.14	818.0
2014-05-26 23:30:00	ES	Futures	1976.88	1977.14	1976.62	1976.62	497.0
2014-05-26 00:00:00	NQ	Futures	4285.34	4286.21	4285.34	4285.63	74.0
2014-05-26 00:30:00	NQ	Futures	4285.92	4286.5	4285.63	4286.21	58.0
2014-05-26 01:00:00	NQ	Futures	4286.21	4287.96	4285.92	4287.37	100.0
2014-05-26 01:30:00	NQ	Futures	4287.67	4287.96	4286.79	4287.67	114.0
2014-05-26 02:00:00	NQ	Futures	4287.37	4288.25	4286.5	4286.79	216.0
2014-05-26 02:30:00	NQ	Futures	4286.5	4290.58	4285.63	4288.83	438.0
2014-05-26 03:00:00	NQ	Futures	4288.54	4296.11	4287.96	4294.36	1281.0
2014-05-26 03:30:00	NQ	Futures	4294.36	4295.24	4291.74	4292.33	952.0
2014-05-26 04:00:00	NQ	Futures	4292.62	4294.95	4292.33	4293.78	510.0
2014-05-26 04:30:00	NQ	Futures	4294.07	4295.53	4292.03	4292.91	228.0
2014-05-26 05:00:00	NQ	Futures	4292.62	4292.62	4290.87	4291.74	105.0
2014-05-26 05:30:00	NQ	Futures	4292.03	4292.91	4291.45	4291.74	61.0

> showing 50 of 1,710 rows — these rows as CSV

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