PREVIEW / futures_30min / 2014-01-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-03.parquet
  size:    67 KB
  rows:    2,393

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
2014-01-03 00:00:00	ES	Futures	1888.69	1888.69	1886.88	1887.91	2964.0
2014-01-03 00:30:00	ES	Futures	1887.91	1887.91	1885.58	1885.58	2954.0
2014-01-03 01:00:00	ES	Futures	1885.58	1885.84	1884.29	1884.55	3213.0
2014-01-03 01:30:00	ES	Futures	1884.55	1884.81	1883.51	1884.55	3406.0
2014-01-03 02:00:00	ES	Futures	1884.81	1887.39	1884.81	1887.39	4528.0
2014-01-03 02:30:00	ES	Futures	1887.13	1888.17	1886.88	1887.91	2514.0
2014-01-03 03:00:00	ES	Futures	1887.91	1888.43	1885.58	1886.36	8573.0
2014-01-03 03:30:00	ES	Futures	1886.36	1888.43	1885.84	1888.43	4668.0
2014-01-03 04:00:00	ES	Futures	1888.43	1890.76	1887.91	1889.46	8343.0
2014-01-03 04:30:00	ES	Futures	1889.72	1891.27	1889.46	1891.01	6056.0
2014-01-03 05:00:00	ES	Futures	1891.01	1892.05	1890.5	1892.05	4498.0
2014-01-03 05:30:00	ES	Futures	1891.79	1892.05	1890.76	1891.27	3486.0
2014-01-03 06:00:00	ES	Futures	1891.27	1891.79	1890.5	1890.76	2190.0
2014-01-03 06:30:00	ES	Futures	1890.76	1891.79	1890.24	1890.5	4180.0
2014-01-03 07:00:00	ES	Futures	1890.76	1891.53	1890.5	1891.27	3501.0
2014-01-03 07:30:00	ES	Futures	1891.27	1893.6	1891.01	1893.08	10977.0
2014-01-03 08:00:00	ES	Futures	1892.82	1895.41	1892.57	1894.12	17026.0
2014-01-03 08:30:00	ES	Futures	1894.12	1894.38	1892.57	1893.08	14668.0
2014-01-03 09:00:00	ES	Futures	1893.34	1893.6	1891.53	1892.31	11595.0
2014-01-03 09:30:00	ES	Futures	1892.05	1895.67	1891.27	1894.64	132787.0
2014-01-03 10:00:00	ES	Futures	1894.89	1896.45	1893.34	1894.12	73376.0
2014-01-03 10:30:00	ES	Futures	1894.12	1895.67	1892.57	1893.6	52481.0
2014-01-03 11:00:00	ES	Futures	1893.86	1894.89	1888.94	1889.2	68810.0
2014-01-03 11:30:00	ES	Futures	1889.2	1889.98	1886.62	1887.39	71254.0
2014-01-03 12:00:00	ES	Futures	1887.65	1888.94	1886.1	1888.69	41902.0
2014-01-03 12:30:00	ES	Futures	1888.94	1889.98	1888.43	1888.69	30646.0
2014-01-03 13:00:00	ES	Futures	1888.69	1889.72	1887.91	1888.94	21245.0
2014-01-03 13:30:00	ES	Futures	1888.69	1888.94	1886.62	1888.17	25636.0
2014-01-03 14:00:00	ES	Futures	1888.17	1889.72	1887.91	1888.94	23354.0
2014-01-03 14:30:00	ES	Futures	1889.2	1893.34	1888.43	1892.31	61210.0
2014-01-03 15:00:00	ES	Futures	1892.31	1895.41	1891.53	1893.86	47734.0
2014-01-03 15:30:00	ES	Futures	1893.86	1894.64	1887.65	1887.91	107032.0
2014-01-03 16:00:00	ES	Futures	1887.65	1889.46	1887.65	1888.43	57277.0
2014-01-03 16:30:00	ES	Futures	1888.43	1888.43	1886.62	1886.62	5407.0
2014-01-03 17:00:00	ES	Futures	1886.62	1887.39	1886.1	1886.36	3133.0
2014-01-03 00:00:00	NQ	Futures	4135.86	4136.15	4132.37	4133.83	410.0
2014-01-03 00:30:00	NQ	Futures	4133.54	4133.54	4129.47	4129.47	488.0
2014-01-03 01:00:00	NQ	Futures	4129.47	4129.47	4124.24	4124.82	1055.0
2014-01-03 01:30:00	NQ	Futures	4124.82	4125.11	4123.07	4124.82	582.0
2014-01-03 02:00:00	NQ	Futures	4124.82	4128.3	4124.53	4128.01	1135.0
2014-01-03 02:30:00	NQ	Futures	4128.01	4129.76	4127.14	4129.47	632.0
2014-01-03 03:00:00	NQ	Futures	4129.76	4132.08	4124.53	4127.14	1249.0
2014-01-03 03:30:00	NQ	Futures	4127.14	4131.79	4125.11	4131.5	822.0
2014-01-03 04:00:00	NQ	Futures	4131.21	4137.32	4131.21	4134.7	1183.0
2014-01-03 04:30:00	NQ	Futures	4134.99	4137.9	4134.99	4137.9	771.0
2014-01-03 05:00:00	NQ	Futures	4137.61	4139.93	4136.44	4139.64	522.0
2014-01-03 05:30:00	NQ	Futures	4139.64	4140.22	4137.61	4139.06	439.0
2014-01-03 06:00:00	NQ	Futures	4139.06	4140.51	4138.19	4138.48	590.0
2014-01-03 06:30:00	NQ	Futures	4138.48	4140.51	4137.9	4138.77	561.0
2014-01-03 07:00:00	NQ	Futures	4138.77	4140.51	4138.48	4139.93	546.0

> showing 50 of 2,393 rows — these rows as CSV

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