PREVIEW / futures_30min / 2014-05-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-29.parquet
  size:    70 KB
  rows:    2,807

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
2014-05-29 00:00:00	ES	Futures	1984.67	1985.45	1984.67	1985.19	1794.0
2014-05-29 00:30:00	ES	Futures	1985.45	1985.45	1984.67	1984.93	375.0
2014-05-29 01:00:00	ES	Futures	1984.93	1985.19	1984.93	1985.19	416.0
2014-05-29 01:30:00	ES	Futures	1985.19	1985.71	1984.93	1985.45	1302.0
2014-05-29 02:00:00	ES	Futures	1985.45	1985.71	1984.41	1985.19	1885.0
2014-05-29 02:30:00	ES	Futures	1985.19	1985.19	1984.67	1984.67	1225.0
2014-05-29 03:00:00	ES	Futures	1984.93	1985.97	1983.11	1983.37	11032.0
2014-05-29 03:30:00	ES	Futures	1983.63	1984.41	1983.11	1984.15	5767.0
2014-05-29 04:00:00	ES	Futures	1984.15	1984.67	1982.85	1984.41	4853.0
2014-05-29 04:30:00	ES	Futures	1984.41	1984.67	1983.89	1984.41	2225.0
2014-05-29 05:00:00	ES	Futures	1984.41	1984.67	1983.63	1984.15	3292.0
2014-05-29 05:30:00	ES	Futures	1984.15	1984.67	1983.89	1984.15	1538.0
2014-05-29 06:00:00	ES	Futures	1983.89	1984.41	1983.37	1983.63	2298.0
2014-05-29 06:30:00	ES	Futures	1983.37	1984.93	1983.11	1984.41	4668.0
2014-05-29 07:00:00	ES	Futures	1984.41	1984.67	1983.63	1984.15	4374.0
2014-05-29 07:30:00	ES	Futures	1984.15	1984.93	1983.63	1983.63	4443.0
2014-05-29 08:00:00	ES	Futures	1983.63	1985.71	1983.63	1984.41	10340.0
2014-05-29 08:30:00	ES	Futures	1984.41	1985.97	1982.59	1985.71	34379.0
2014-05-29 09:00:00	ES	Futures	1985.71	1987.0	1984.93	1986.22	25115.0
2014-05-29 09:30:00	ES	Futures	1986.22	1987.78	1984.41	1986.22	118703.0
2014-05-29 10:00:00	ES	Futures	1986.22	1987.0	1981.03	1983.63	115780.0
2014-05-29 10:30:00	ES	Futures	1983.37	1985.97	1982.59	1985.71	65602.0
2014-05-29 11:00:00	ES	Futures	1985.45	1986.74	1984.41	1986.22	52248.0
2014-05-29 11:30:00	ES	Futures	1986.22	1987.26	1984.93	1985.45	40941.0
2014-05-29 12:00:00	ES	Futures	1985.45	1987.0	1984.93	1985.71	32936.0
2014-05-29 12:30:00	ES	Futures	1985.45	1986.22	1985.45	1986.22	15732.0
2014-05-29 13:00:00	ES	Futures	1985.97	1986.48	1985.71	1985.97	14675.0
2014-05-29 13:30:00	ES	Futures	1985.97	1987.0	1985.45	1986.22	21749.0
2014-05-29 14:00:00	ES	Futures	1986.48	1988.04	1985.97	1987.52	27709.0
2014-05-29 14:30:00	ES	Futures	1987.52	1990.38	1987.52	1989.86	69709.0
2014-05-29 15:00:00	ES	Futures	1990.12	1991.68	1989.6	1991.42	65637.0
2014-05-29 15:30:00	ES	Futures	1991.42	1992.2	1989.86	1992.2	119732.0
2014-05-29 16:00:00	ES	Futures	1991.94	1992.2	1991.42	1991.68	62923.0
2014-05-29 16:30:00	ES	Futures	1991.68	1992.2	1991.42	1991.68	5609.0
2014-05-29 17:00:00	ES	Futures	1991.94	1991.94	1991.42	1991.94	2278.0
2014-05-29 18:00:00	ES	Futures	1991.16	1991.68	1990.9	1991.42	3156.0
2014-05-29 18:30:00	ES	Futures	1991.42	1991.94	1990.9	1991.16	908.0
2014-05-29 19:00:00	ES	Futures	1991.16	1991.16	1990.9	1990.9	727.0
2014-05-29 19:30:00	ES	Futures	1990.9	1991.42	1990.9	1990.9	515.0
2014-05-29 20:00:00	ES	Futures	1990.64	1991.16	1990.64	1990.9	1307.0
2014-05-29 20:30:00	ES	Futures	1991.16	1991.16	1989.34	1989.86	4156.0
2014-05-29 21:00:00	ES	Futures	1990.12	1990.38	1989.6	1989.86	889.0
2014-05-29 21:30:00	ES	Futures	1990.12	1990.9	1989.86	1990.38	1512.0
2014-05-29 22:00:00	ES	Futures	1990.38	1990.38	1988.56	1989.08	4309.0
2014-05-29 22:30:00	ES	Futures	1989.08	1989.08	1988.56	1988.82	1721.0
2014-05-29 23:00:00	ES	Futures	1988.56	1989.6	1988.56	1989.6	1232.0
2014-05-29 23:30:00	ES	Futures	1989.6	1989.86	1989.08	1989.34	900.0
2014-05-29 00:00:00	NQ	Futures	4331.64	4333.1	4331.64	4332.81	310.0
2014-05-29 00:30:00	NQ	Futures	4332.81	4332.81	4331.35	4332.22	224.0
2014-05-29 01:00:00	NQ	Futures	4332.51	4333.1	4332.22	4332.51	107.0

> showing 50 of 2,807 rows — these rows as CSV

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