PREVIEW / futures_30min / 2014-05-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-28.parquet
  size:    72 KB
  rows:    2,847

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
2014-05-28 00:00:00	ES	Futures	1983.63	1983.89	1983.37	1983.63	425.0
2014-05-28 00:30:00	ES	Futures	1983.63	1984.15	1983.63	1983.89	352.0
2014-05-28 01:00:00	ES	Futures	1983.89	1985.45	1983.63	1985.19	2616.0
2014-05-28 01:30:00	ES	Futures	1984.93	1985.71	1984.67	1985.19	2162.0
2014-05-28 02:00:00	ES	Futures	1985.19	1986.22	1984.67	1985.97	7640.0
2014-05-28 02:30:00	ES	Futures	1985.97	1986.22	1984.15	1984.67	4824.0
2014-05-28 03:00:00	ES	Futures	1984.41	1984.67	1983.37	1984.67	9306.0
2014-05-28 03:30:00	ES	Futures	1984.41	1984.67	1983.11	1983.89	8210.0
2014-05-28 04:00:00	ES	Futures	1983.89	1984.67	1983.37	1984.67	3804.0
2014-05-28 04:30:00	ES	Futures	1984.41	1985.45	1984.15	1984.67	5741.0
2014-05-28 05:00:00	ES	Futures	1984.41	1984.93	1983.89	1984.93	5129.0
2014-05-28 05:30:00	ES	Futures	1984.93	1986.74	1984.93	1986.48	8021.0
2014-05-28 06:00:00	ES	Futures	1986.74	1987.26	1986.48	1987.26	6918.0
2014-05-28 06:30:00	ES	Futures	1987.26	1988.04	1986.48	1986.48	10134.0
2014-05-28 07:00:00	ES	Futures	1986.74	1987.26	1985.71	1985.97	8997.0
2014-05-28 07:30:00	ES	Futures	1986.22	1986.48	1985.71	1986.22	6975.0
2014-05-28 08:00:00	ES	Futures	1985.97	1986.74	1985.71	1985.97	7423.0
2014-05-28 08:30:00	ES	Futures	1985.71	1985.97	1982.07	1982.33	35854.0
2014-05-28 09:00:00	ES	Futures	1982.59	1984.15	1982.33	1983.37	22552.0
2014-05-28 09:30:00	ES	Futures	1983.11	1985.45	1981.29	1982.07	162755.0
2014-05-28 10:00:00	ES	Futures	1981.81	1982.33	1978.95	1981.55	126323.0
2014-05-28 10:30:00	ES	Futures	1981.55	1981.81	1978.18	1981.03	87651.0
2014-05-28 11:00:00	ES	Futures	1981.03	1983.37	1980.77	1982.33	59517.0
2014-05-28 11:30:00	ES	Futures	1982.59	1984.93	1982.33	1983.63	45414.0
2014-05-28 12:00:00	ES	Futures	1983.63	1985.45	1982.59	1982.85	46176.0
2014-05-28 12:30:00	ES	Futures	1982.59	1983.63	1982.07	1983.37	20300.0
2014-05-28 13:00:00	ES	Futures	1983.37	1985.45	1982.85	1984.41	29517.0
2014-05-28 13:30:00	ES	Futures	1984.67	1986.48	1983.89	1985.45	35197.0
2014-05-28 14:00:00	ES	Futures	1985.71	1986.22	1984.15	1984.41	38929.0
2014-05-28 14:30:00	ES	Futures	1984.41	1985.19	1983.11	1984.67	32066.0
2014-05-28 15:00:00	ES	Futures	1984.67	1985.97	1984.15	1984.93	30586.0
2014-05-28 15:30:00	ES	Futures	1985.19	1985.71	1981.03	1981.29	95301.0
2014-05-28 16:00:00	ES	Futures	1981.29	1983.89	1981.03	1983.37	64087.0
2014-05-28 16:30:00	ES	Futures	1983.37	1983.89	1982.59	1983.11	4725.0
2014-05-28 17:00:00	ES	Futures	1983.11	1983.37	1982.85	1983.37	2138.0
2014-05-28 18:00:00	ES	Futures	1983.63	1983.63	1982.33	1982.59	2399.0
2014-05-28 18:30:00	ES	Futures	1982.59	1983.37	1982.59	1982.85	796.0
2014-05-28 19:00:00	ES	Futures	1982.85	1982.85	1982.07	1982.33	707.0
2014-05-28 19:30:00	ES	Futures	1982.07	1982.59	1982.07	1982.33	467.0
2014-05-28 20:00:00	ES	Futures	1982.33	1983.37	1982.33	1983.37	1325.0
2014-05-28 20:30:00	ES	Futures	1983.37	1983.37	1982.85	1983.11	533.0
2014-05-28 21:00:00	ES	Futures	1982.85	1983.37	1982.85	1983.11	1163.0
2014-05-28 21:30:00	ES	Futures	1982.85	1983.37	1981.81	1982.07	2228.0
2014-05-28 22:00:00	ES	Futures	1982.33	1983.63	1982.07	1983.37	1439.0
2014-05-28 22:30:00	ES	Futures	1983.37	1983.89	1982.85	1983.89	757.0
2014-05-28 23:00:00	ES	Futures	1983.89	1984.15	1983.63	1983.89	400.0
2014-05-28 23:30:00	ES	Futures	1983.63	1984.93	1983.63	1984.67	1468.0
2014-05-28 00:00:00	NQ	Futures	4337.76	4338.63	4337.76	4338.34	144.0
2014-05-28 00:30:00	NQ	Futures	4338.63	4338.63	4337.76	4338.34	272.0
2014-05-28 01:00:00	NQ	Futures	4338.34	4342.42	4337.46	4342.12	592.0

> showing 50 of 2,847 rows — these rows as CSV

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