PREVIEW / futures_30min / 2014-05-30

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-30.parquet
  size:    62 KB
  rows:    2,343

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
2014-05-30 00:00:00	ES	Futures	1989.34	1989.6	1989.34	1989.34	451.0
2014-05-30 00:30:00	ES	Futures	1989.34	1989.6	1989.08	1989.34	803.0
2014-05-30 01:00:00	ES	Futures	1989.6	1990.38	1989.08	1990.12	1861.0
2014-05-30 01:30:00	ES	Futures	1989.86	1990.12	1988.82	1989.08	2198.0
2014-05-30 02:00:00	ES	Futures	1989.08	1989.34	1988.56	1989.08	3242.0
2014-05-30 02:30:00	ES	Futures	1988.82	1989.08	1988.3	1988.56	2062.0
2014-05-30 03:00:00	ES	Futures	1988.56	1990.12	1988.3	1989.34	9195.0
2014-05-30 03:30:00	ES	Futures	1989.6	1989.86	1988.3	1989.34	7651.0
2014-05-30 04:00:00	ES	Futures	1989.34	1990.38	1989.08	1989.6	9113.0
2014-05-30 04:30:00	ES	Futures	1989.6	1990.12	1989.34	1990.12	3454.0
2014-05-30 05:00:00	ES	Futures	1990.12	1991.16	1990.12	1990.64	6841.0
2014-05-30 05:30:00	ES	Futures	1990.38	1990.64	1989.34	1989.86	4506.0
2014-05-30 06:00:00	ES	Futures	1989.86	1989.86	1988.82	1989.34	4551.0
2014-05-30 06:30:00	ES	Futures	1989.34	1990.64	1988.82	1990.38	4763.0
2014-05-30 07:00:00	ES	Futures	1990.38	1990.9	1990.12	1990.9	4880.0
2014-05-30 07:30:00	ES	Futures	1990.64	1991.42	1990.38	1990.38	5441.0
2014-05-30 08:00:00	ES	Futures	1990.64	1990.9	1990.12	1990.64	4370.0
2014-05-30 08:30:00	ES	Futures	1990.64	1991.16	1989.34	1990.12	13762.0
2014-05-30 09:00:00	ES	Futures	1990.12	1990.64	1988.82	1990.12	13388.0
2014-05-30 09:30:00	ES	Futures	1989.86	1991.16	1988.3	1990.38	116603.0
2014-05-30 10:00:00	ES	Futures	1990.38	1993.5	1989.6	1992.72	90648.0
2014-05-30 10:30:00	ES	Futures	1992.46	1993.24	1991.42	1992.98	54240.0
2014-05-30 11:00:00	ES	Futures	1992.72	1993.76	1991.68	1992.2	49444.0
2014-05-30 11:30:00	ES	Futures	1991.94	1994.02	1991.94	1992.98	35363.0
2014-05-30 12:00:00	ES	Futures	1992.98	1993.5	1991.94	1992.72	38248.0
2014-05-30 12:30:00	ES	Futures	1992.46	1992.72	1988.82	1990.38	75177.0
2014-05-30 13:00:00	ES	Futures	1990.38	1991.42	1989.34	1990.64	37041.0
2014-05-30 13:30:00	ES	Futures	1990.64	1991.42	1989.34	1991.16	45139.0
2014-05-30 14:00:00	ES	Futures	1991.16	1993.76	1990.9	1993.76	51254.0
2014-05-30 14:30:00	ES	Futures	1993.76	1994.79	1992.46	1992.46	59545.0
2014-05-30 15:00:00	ES	Futures	1992.72	1993.5	1991.42	1992.46	46720.0
2014-05-30 15:30:00	ES	Futures	1992.72	1996.61	1992.46	1995.05	211253.0
2014-05-30 16:00:00	ES	Futures	1995.05	1995.31	1993.76	1994.53	119522.0
2014-05-30 16:30:00	ES	Futures	1994.53	1994.79	1992.72	1993.5	11043.0
2014-05-30 17:00:00	ES	Futures	1993.24	1993.76	1993.24	1993.24	2068.0
2014-05-30 00:00:00	NQ	Futures	4346.78	4347.66	4346.78	4347.07	64.0
2014-05-30 00:30:00	NQ	Futures	4347.07	4347.37	4346.78	4347.07	95.0
2014-05-30 01:00:00	NQ	Futures	4346.78	4349.7	4346.2	4348.24	243.0
2014-05-30 01:30:00	NQ	Futures	4347.95	4348.24	4345.91	4346.78	226.0
2014-05-30 02:00:00	NQ	Futures	4346.49	4347.07	4345.33	4345.91	282.0
2014-05-30 02:30:00	NQ	Futures	4345.62	4346.49	4344.75	4345.04	205.0
2014-05-30 03:00:00	NQ	Futures	4344.75	4348.24	4343.58	4347.07	1099.0
2014-05-30 03:30:00	NQ	Futures	4346.78	4349.11	4345.33	4347.95	760.0
2014-05-30 04:00:00	NQ	Futures	4347.66	4350.28	4347.37	4347.95	885.0
2014-05-30 04:30:00	NQ	Futures	4347.95	4349.4	4347.37	4348.82	396.0
2014-05-30 05:00:00	NQ	Futures	4349.11	4352.03	4348.82	4350.86	1362.0
2014-05-30 05:30:00	NQ	Futures	4350.86	4350.86	4347.66	4349.7	680.0
2014-05-30 06:00:00	NQ	Futures	4349.7	4349.99	4347.66	4348.82	682.0
2014-05-30 06:30:00	NQ	Futures	4348.82	4350.86	4347.37	4349.99	742.0
2014-05-30 07:00:00	NQ	Futures	4349.99	4350.86	4349.4	4350.57	707.0

> showing 50 of 2,343 rows — these rows as CSV

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