PREVIEW / futures_30min / 2014-05-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-27.parquet
  size:    70 KB
  rows:    2,788

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
2014-05-27 00:00:00	ES	Futures	1976.62	1976.88	1976.62	1976.62	373.0
2014-05-27 00:30:00	ES	Futures	1976.88	1977.14	1976.36	1976.88	579.0
2014-05-27 01:00:00	ES	Futures	1976.88	1977.4	1976.88	1977.4	704.0
2014-05-27 01:30:00	ES	Futures	1977.14	1977.4	1976.88	1976.88	1292.0
2014-05-27 02:00:00	ES	Futures	1976.88	1977.4	1975.58	1975.84	3842.0
2014-05-27 02:30:00	ES	Futures	1975.84	1976.62	1975.84	1975.84	1704.0
2014-05-27 03:00:00	ES	Futures	1976.1	1977.4	1975.84	1976.1	9613.0
2014-05-27 03:30:00	ES	Futures	1976.36	1977.4	1975.84	1977.4	4362.0
2014-05-27 04:00:00	ES	Futures	1977.14	1977.66	1976.62	1977.66	4752.0
2014-05-27 04:30:00	ES	Futures	1977.4	1979.73	1977.4	1979.47	10055.0
2014-05-27 05:00:00	ES	Futures	1979.47	1979.73	1978.95	1978.95	5557.0
2014-05-27 05:30:00	ES	Futures	1978.95	1979.21	1977.92	1978.95	4827.0
2014-05-27 06:00:00	ES	Futures	1978.95	1979.73	1978.69	1979.47	3437.0
2014-05-27 06:30:00	ES	Futures	1979.73	1979.73	1978.43	1978.69	4659.0
2014-05-27 07:00:00	ES	Futures	1978.69	1978.95	1977.66	1978.18	5508.0
2014-05-27 07:30:00	ES	Futures	1977.92	1978.43	1976.88	1977.4	5283.0
2014-05-27 08:00:00	ES	Futures	1977.4	1978.18	1976.62	1977.66	6412.0
2014-05-27 08:30:00	ES	Futures	1977.66	1979.21	1977.66	1978.43	15317.0
2014-05-27 09:00:00	ES	Futures	1978.69	1979.21	1977.92	1978.43	19744.0
2014-05-27 09:30:00	ES	Futures	1978.43	1980.77	1977.14	1978.95	130047.0
2014-05-27 10:00:00	ES	Futures	1978.69	1982.85	1978.69	1982.59	97931.0
2014-05-27 10:30:00	ES	Futures	1982.59	1983.11	1981.29	1982.33	63837.0
2014-05-27 11:00:00	ES	Futures	1982.07	1982.85	1980.25	1980.51	32826.0
2014-05-27 11:30:00	ES	Futures	1980.25	1981.55	1979.99	1980.51	45154.0
2014-05-27 12:00:00	ES	Futures	1980.77	1981.55	1978.43	1979.21	41359.0
2014-05-27 12:30:00	ES	Futures	1978.95	1980.77	1978.95	1980.25	23386.0
2014-05-27 13:00:00	ES	Futures	1980.25	1980.77	1979.21	1979.73	18191.0
2014-05-27 13:30:00	ES	Futures	1979.73	1981.03	1978.43	1981.03	33808.0
2014-05-27 14:00:00	ES	Futures	1980.77	1981.55	1979.99	1981.29	19058.0
2014-05-27 14:30:00	ES	Futures	1981.55	1981.55	1979.99	1981.03	25696.0
2014-05-27 15:00:00	ES	Futures	1981.03	1982.85	1981.03	1982.33	31955.0
2014-05-27 15:30:00	ES	Futures	1982.59	1983.89	1981.29	1983.11	96323.0
2014-05-27 16:00:00	ES	Futures	1983.11	1983.37	1982.59	1982.85	52896.0
2014-05-27 16:30:00	ES	Futures	1982.85	1983.89	1982.85	1983.63	6888.0
2014-05-27 17:00:00	ES	Futures	1983.37	1983.63	1982.85	1983.37	2786.0
2014-05-27 18:00:00	ES	Futures	1983.63	1983.63	1982.07	1982.59	2763.0
2014-05-27 18:30:00	ES	Futures	1982.33	1982.85	1982.33	1982.59	393.0
2014-05-27 19:00:00	ES	Futures	1982.85	1983.37	1982.59	1983.11	762.0
2014-05-27 19:30:00	ES	Futures	1983.37	1983.37	1982.59	1983.11	687.0
2014-05-27 20:00:00	ES	Futures	1982.85	1983.37	1982.33	1983.11	1258.0
2014-05-27 20:30:00	ES	Futures	1983.11	1983.63	1982.85	1983.11	1921.0
2014-05-27 21:00:00	ES	Futures	1983.11	1984.15	1983.11	1983.63	2377.0
2014-05-27 21:30:00	ES	Futures	1983.89	1984.41	1983.37	1983.89	2265.0
2014-05-27 22:00:00	ES	Futures	1984.15	1984.15	1983.11	1983.89	1084.0
2014-05-27 22:30:00	ES	Futures	1983.89	1983.89	1983.11	1983.37	1074.0
2014-05-27 23:00:00	ES	Futures	1983.37	1983.37	1982.85	1982.85	1394.0
2014-05-27 23:30:00	ES	Futures	1982.85	1983.63	1982.85	1983.37	534.0
2014-05-27 00:00:00	NQ	Futures	4295.82	4296.4	4295.53	4295.53	59.0
2014-05-27 00:30:00	NQ	Futures	4295.53	4296.11	4294.95	4295.82	127.0
2014-05-27 01:00:00	NQ	Futures	4296.11	4296.98	4295.82	4296.98	88.0

> showing 50 of 2,788 rows — these rows as CSV

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