PREVIEW / futures_30min / 2014-01-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-06.parquet
  size:    74 KB
  rows:    2,818

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
2014-01-06 00:00:00	ES	Futures	1888.43	1888.69	1887.65	1887.91	1546.0
2014-01-06 00:30:00	ES	Futures	1887.91	1888.17	1887.65	1887.65	890.0
2014-01-06 01:00:00	ES	Futures	1887.65	1887.91	1886.62	1887.13	1910.0
2014-01-06 01:30:00	ES	Futures	1887.13	1888.17	1886.88	1887.91	1003.0
2014-01-06 02:00:00	ES	Futures	1887.65	1888.69	1887.65	1888.17	1907.0
2014-01-06 02:30:00	ES	Futures	1888.17	1888.43	1887.13	1887.65	2471.0
2014-01-06 03:00:00	ES	Futures	1887.39	1890.5	1886.62	1890.5	12051.0
2014-01-06 03:30:00	ES	Futures	1890.5	1890.76	1886.36	1887.13	10970.0
2014-01-06 04:00:00	ES	Futures	1887.13	1888.69	1886.36	1888.43	6262.0
2014-01-06 04:30:00	ES	Futures	1888.43	1889.46	1888.43	1889.2	6427.0
2014-01-06 05:00:00	ES	Futures	1889.46	1890.24	1888.94	1889.98	6508.0
2014-01-06 05:30:00	ES	Futures	1889.98	1890.5	1889.2	1889.46	2993.0
2014-01-06 06:00:00	ES	Futures	1889.46	1891.27	1889.2	1891.01	3927.0
2014-01-06 06:30:00	ES	Futures	1891.27	1891.53	1890.5	1890.5	2831.0
2014-01-06 07:00:00	ES	Futures	1890.5	1892.82	1889.98	1892.57	6381.0
2014-01-06 07:30:00	ES	Futures	1892.57	1893.34	1891.53	1892.05	7182.0
2014-01-06 08:00:00	ES	Futures	1891.79	1893.08	1891.53	1892.82	8331.0
2014-01-06 08:30:00	ES	Futures	1892.57	1893.08	1891.27	1892.57	6930.0
2014-01-06 09:00:00	ES	Futures	1892.82	1895.15	1892.82	1894.89	27198.0
2014-01-06 09:30:00	ES	Futures	1894.64	1895.93	1886.88	1889.72	162961.0
2014-01-06 10:00:00	ES	Futures	1889.46	1891.01	1886.62	1889.98	115385.0
2014-01-06 10:30:00	ES	Futures	1890.24	1891.01	1885.07	1885.58	101080.0
2014-01-06 11:00:00	ES	Futures	1885.58	1886.62	1880.15	1882.48	144670.0
2014-01-06 11:30:00	ES	Futures	1882.22	1883.51	1880.93	1883.51	65569.0
2014-01-06 12:00:00	ES	Futures	1883.51	1884.29	1881.96	1882.48	62146.0
2014-01-06 12:30:00	ES	Futures	1882.74	1884.03	1880.93	1883.0	63256.0
2014-01-06 13:00:00	ES	Futures	1883.25	1884.03	1881.44	1882.74	53766.0
2014-01-06 13:30:00	ES	Futures	1882.74	1887.91	1881.96	1886.36	61255.0
2014-01-06 14:00:00	ES	Futures	1886.62	1887.65	1885.07	1886.36	66145.0
2014-01-06 14:30:00	ES	Futures	1886.1	1889.2	1886.1	1888.43	62837.0
2014-01-06 15:00:00	ES	Futures	1888.17	1888.69	1886.1	1887.91	58292.0
2014-01-06 15:30:00	ES	Futures	1887.91	1888.17	1883.0	1883.77	110186.0
2014-01-06 16:00:00	ES	Futures	1883.77	1884.29	1883.0	1883.51	72134.0
2014-01-06 16:30:00	ES	Futures	1883.51	1883.51	1882.22	1882.74	8618.0
2014-01-06 17:00:00	ES	Futures	1882.74	1883.25	1882.48	1883.0	1955.0
2014-01-06 18:00:00	ES	Futures	1882.74	1884.03	1882.48	1883.77	4507.0
2014-01-06 18:30:00	ES	Futures	1884.03	1884.03	1883.51	1883.51	1527.0
2014-01-06 19:00:00	ES	Futures	1883.77	1884.03	1883.25	1883.51	2217.0
2014-01-06 19:30:00	ES	Futures	1883.25	1884.03	1883.0	1883.77	2596.0
2014-01-06 20:00:00	ES	Futures	1883.51	1884.29	1883.25	1884.03	2258.0
2014-01-06 20:30:00	ES	Futures	1884.03	1885.32	1884.03	1884.81	4074.0
2014-01-06 21:00:00	ES	Futures	1885.07	1885.84	1884.81	1885.84	2506.0
2014-01-06 21:30:00	ES	Futures	1885.84	1887.13	1885.58	1886.62	2828.0
2014-01-06 22:00:00	ES	Futures	1886.62	1887.13	1886.62	1887.13	1547.0
2014-01-06 22:30:00	ES	Futures	1887.13	1887.65	1886.88	1887.65	2080.0
2014-01-06 23:00:00	ES	Futures	1887.39	1887.65	1886.88	1886.88	1210.0
2014-01-06 23:30:00	ES	Futures	1887.13	1887.13	1886.1	1886.88	1012.0
2014-01-06 00:00:00	NQ	Futures	4108.54	4108.83	4107.08	4107.38	219.0
2014-01-06 00:30:00	NQ	Futures	4107.38	4108.25	4106.5	4107.38	157.0
2014-01-06 01:00:00	NQ	Futures	4107.08	4107.08	4104.47	4105.34	269.0

> showing 50 of 2,818 rows — these rows as CSV

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