PREVIEW / futures_30min / 2014-01-07

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-07.parquet
  size:    75 KB
  rows:    2,927

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
2014-01-07 00:00:00	ES	Futures	1886.88	1888.17	1886.1	1887.65	2077.0
2014-01-07 00:30:00	ES	Futures	1887.65	1887.91	1886.88	1887.39	768.0
2014-01-07 01:00:00	ES	Futures	1887.13	1887.39	1886.1	1886.36	867.0
2014-01-07 01:30:00	ES	Futures	1886.36	1886.62	1885.58	1885.84	1730.0
2014-01-07 02:00:00	ES	Futures	1885.58	1887.65	1885.58	1887.13	2685.0
2014-01-07 02:30:00	ES	Futures	1887.13	1887.91	1886.88	1886.88	2179.0
2014-01-07 03:00:00	ES	Futures	1886.62	1887.13	1885.07	1886.1	9348.0
2014-01-07 03:30:00	ES	Futures	1885.84	1888.17	1885.58	1888.17	5919.0
2014-01-07 04:00:00	ES	Futures	1887.91	1889.2	1887.91	1888.43	10112.0
2014-01-07 04:30:00	ES	Futures	1888.69	1889.2	1887.91	1889.2	3533.0
2014-01-07 05:00:00	ES	Futures	1889.2	1891.27	1888.69	1891.01	9874.0
2014-01-07 05:30:00	ES	Futures	1890.76	1891.53	1890.5	1891.27	4821.0
2014-01-07 06:00:00	ES	Futures	1891.01	1891.27	1889.2	1889.46	5363.0
2014-01-07 06:30:00	ES	Futures	1889.72	1890.5	1889.2	1889.46	4966.0
2014-01-07 07:00:00	ES	Futures	1889.46	1891.27	1889.2	1891.27	5452.0
2014-01-07 07:30:00	ES	Futures	1891.01	1892.05	1889.72	1889.98	10365.0
2014-01-07 08:00:00	ES	Futures	1889.98	1891.27	1889.72	1891.27	7225.0
2014-01-07 08:30:00	ES	Futures	1891.27	1891.27	1889.46	1891.27	10732.0
2014-01-07 09:00:00	ES	Futures	1891.27	1891.53	1889.98	1890.76	16283.0
2014-01-07 09:30:00	ES	Futures	1891.01	1895.41	1889.46	1895.15	185993.0
2014-01-07 10:00:00	ES	Futures	1895.41	1896.7	1894.64	1895.67	96577.0
2014-01-07 10:30:00	ES	Futures	1895.67	1898.26	1895.41	1896.7	85029.0
2014-01-07 11:00:00	ES	Futures	1896.7	1896.96	1894.64	1895.15	41703.0
2014-01-07 11:30:00	ES	Futures	1894.89	1895.93	1893.6	1894.38	44571.0
2014-01-07 12:00:00	ES	Futures	1894.12	1894.89	1893.34	1894.38	32499.0
2014-01-07 12:30:00	ES	Futures	1894.64	1896.19	1894.12	1895.93	38413.0
2014-01-07 13:00:00	ES	Futures	1896.19	1896.19	1895.41	1895.93	22634.0
2014-01-07 13:30:00	ES	Futures	1895.93	1896.7	1893.34	1893.6	41097.0
2014-01-07 14:00:00	ES	Futures	1893.6	1894.12	1891.27	1893.86	102173.0
2014-01-07 14:30:00	ES	Futures	1894.12	1895.67	1893.86	1895.15	46851.0
2014-01-07 15:00:00	ES	Futures	1895.15	1896.7	1894.89	1896.19	54465.0
2014-01-07 15:30:00	ES	Futures	1896.19	1897.74	1894.38	1894.64	140314.0
2014-01-07 16:00:00	ES	Futures	1894.64	1894.89	1893.86	1893.86	66010.0
2014-01-07 16:30:00	ES	Futures	1894.12	1894.12	1893.34	1893.6	6110.0
2014-01-07 17:00:00	ES	Futures	1893.6	1894.12	1893.6	1893.86	2041.0
2014-01-07 18:00:00	ES	Futures	1894.12	1894.38	1893.86	1894.12	1954.0
2014-01-07 18:30:00	ES	Futures	1894.12	1894.38	1893.6	1893.86	1392.0
2014-01-07 19:00:00	ES	Futures	1893.6	1893.86	1892.57	1893.34	2438.0
2014-01-07 19:30:00	ES	Futures	1893.6	1893.6	1892.57	1893.08	1027.0
2014-01-07 20:00:00	ES	Futures	1893.08	1893.6	1892.82	1893.34	1016.0
2014-01-07 20:30:00	ES	Futures	1893.34	1894.12	1893.08	1893.34	1625.0
2014-01-07 21:00:00	ES	Futures	1893.34	1894.38	1893.08	1894.12	934.0
2014-01-07 21:30:00	ES	Futures	1894.12	1894.12	1893.86	1893.86	238.0
2014-01-07 22:00:00	ES	Futures	1893.86	1894.12	1893.6	1893.86	718.0
2014-01-07 22:30:00	ES	Futures	1893.86	1895.15	1893.86	1894.64	2088.0
2014-01-07 23:00:00	ES	Futures	1894.38	1894.89	1894.38	1894.89	514.0
2014-01-07 23:30:00	ES	Futures	1894.64	1895.93	1894.64	1895.67	1769.0
2014-01-07 00:00:00	NQ	Futures	4097.2	4099.53	4096.33	4098.95	288.0
2014-01-07 00:30:00	NQ	Futures	4099.24	4099.24	4097.49	4098.36	132.0
2014-01-07 01:00:00	NQ	Futures	4098.36	4098.36	4096.33	4097.2	111.0

> showing 50 of 2,927 rows — these rows as CSV

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