PREVIEW / futures_30min / 2014-01-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-02.parquet
  size:    69 KB
  rows:    2,418

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
2014-01-02 06:00:00	ES	Futures	1901.36	1903.43	1897.74	1903.43	34060.0
2014-01-02 06:30:00	ES	Futures	1903.17	1904.46	1901.88	1902.39	13612.0
2014-01-02 07:00:00	ES	Futures	1902.39	1902.39	1900.84	1901.88	11237.0
2014-01-02 07:30:00	ES	Futures	1902.14	1902.65	1899.03	1899.29	12555.0
2014-01-02 08:00:00	ES	Futures	1899.55	1902.91	1899.03	1902.14	11849.0
2014-01-02 08:30:00	ES	Futures	1902.14	1902.39	1899.55	1900.07	14518.0
2014-01-02 09:00:00	ES	Futures	1900.07	1901.1	1899.29	1900.84	17377.0
2014-01-02 09:30:00	ES	Futures	1900.84	1901.62	1893.6	1896.19	214015.0
2014-01-02 10:00:00	ES	Futures	1896.45	1897.22	1891.53	1894.89	109567.0
2014-01-02 10:30:00	ES	Futures	1894.89	1897.48	1893.6	1895.67	75160.0
2014-01-02 11:00:00	ES	Futures	1895.41	1896.7	1893.86	1894.89	53523.0
2014-01-02 11:30:00	ES	Futures	1894.89	1895.15	1888.69	1890.5	90991.0
2014-01-02 12:00:00	ES	Futures	1890.76	1891.79	1888.69	1889.72	54715.0
2014-01-02 12:30:00	ES	Futures	1889.72	1890.5	1887.39	1890.5	62776.0
2014-01-02 13:00:00	ES	Futures	1890.5	1891.27	1888.43	1888.94	29440.0
2014-01-02 13:30:00	ES	Futures	1888.94	1891.01	1887.39	1889.98	56649.0
2014-01-02 14:00:00	ES	Futures	1889.98	1891.27	1884.81	1886.36	78171.0
2014-01-02 14:30:00	ES	Futures	1886.36	1889.46	1886.36	1887.91	38405.0
2014-01-02 15:00:00	ES	Futures	1887.65	1892.05	1887.39	1889.98	59770.0
2014-01-02 15:30:00	ES	Futures	1889.98	1892.57	1888.43	1889.46	114203.0
2014-01-02 16:00:00	ES	Futures	1889.46	1891.27	1889.2	1889.46	59688.0
2014-01-02 16:30:00	ES	Futures	1889.72	1889.98	1889.46	1889.98	5599.0
2014-01-02 17:00:00	ES	Futures	1889.98	1890.24	1889.72	1889.72	1432.0
2014-01-02 18:00:00	ES	Futures	1890.5	1891.01	1890.24	1890.5	1256.0
2014-01-02 18:30:00	ES	Futures	1890.5	1891.27	1890.24	1891.27	1328.0
2014-01-02 19:00:00	ES	Futures	1891.01	1891.53	1890.5	1891.01	727.0
2014-01-02 19:30:00	ES	Futures	1891.27	1891.53	1890.76	1891.27	1138.0
2014-01-02 20:00:00	ES	Futures	1891.27	1892.31	1891.27	1892.05	2007.0
2014-01-02 20:30:00	ES	Futures	1892.05	1892.82	1890.76	1891.01	2989.0
2014-01-02 21:00:00	ES	Futures	1891.01	1891.27	1889.46	1890.24	2637.0
2014-01-02 21:30:00	ES	Futures	1890.24	1890.24	1889.2	1889.72	1681.0
2014-01-02 22:00:00	ES	Futures	1889.72	1889.72	1888.94	1889.2	1023.0
2014-01-02 22:30:00	ES	Futures	1888.94	1889.72	1888.94	1889.46	782.0
2014-01-02 23:00:00	ES	Futures	1889.46	1889.98	1889.2	1889.98	260.0
2014-01-02 23:30:00	ES	Futures	1889.98	1889.98	1888.43	1888.69	1349.0
2014-01-02 06:00:00	NQ	Futures	4157.66	4159.7	4148.94	4157.66	4159.0
2014-01-02 06:30:00	NQ	Futures	4157.66	4161.44	4155.63	4156.21	1659.0
2014-01-02 07:00:00	NQ	Futures	4155.92	4158.54	4154.47	4157.66	1249.0
2014-01-02 07:30:00	NQ	Futures	4157.66	4158.25	4152.43	4153.3	1125.0
2014-01-02 08:00:00	NQ	Futures	4152.72	4159.41	4151.85	4157.37	1788.0
2014-01-02 08:30:00	NQ	Futures	4157.66	4157.95	4152.72	4153.3	2385.0
2014-01-02 09:00:00	NQ	Futures	4153.59	4156.5	4150.98	4153.59	2519.0
2014-01-02 09:30:00	NQ	Futures	4153.59	4155.05	4133.25	4135.57	43513.0
2014-01-02 10:00:00	NQ	Futures	4134.7	4141.39	4130.34	4135.28	23079.0
2014-01-02 10:30:00	NQ	Futures	4134.7	4145.16	4131.5	4140.51	13976.0
2014-01-02 11:00:00	NQ	Futures	4140.8	4147.78	4138.77	4144.87	10739.0
2014-01-02 11:30:00	NQ	Futures	4144.87	4144.87	4132.66	4134.99	12543.0
2014-01-02 12:00:00	NQ	Futures	4135.28	4138.77	4132.37	4134.7	7322.0
2014-01-02 12:30:00	NQ	Futures	4134.41	4140.22	4132.37	4139.93	6535.0
2014-01-02 13:00:00	NQ	Futures	4139.93	4140.8	4132.08	4132.66	7712.0

> showing 50 of 2,418 rows — these rows as CSV

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