PREVIEW / futures_30min / 2014-01-08

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-08.parquet
  size:    76 KB
  rows:    2,920

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
2014-01-08 00:00:00	ES	Futures	1895.41	1896.19	1895.41	1895.67	1527.0
2014-01-08 00:30:00	ES	Futures	1895.93	1896.19	1895.67	1896.19	812.0
2014-01-08 01:00:00	ES	Futures	1895.93	1896.19	1895.67	1895.93	537.0
2014-01-08 01:30:00	ES	Futures	1895.67	1896.19	1895.41	1895.67	794.0
2014-01-08 02:00:00	ES	Futures	1895.67	1896.7	1895.15	1896.19	4412.0
2014-01-08 02:30:00	ES	Futures	1896.19	1896.7	1895.67	1896.19	2954.0
2014-01-08 03:00:00	ES	Futures	1896.45	1896.45	1892.82	1893.6	10320.0
2014-01-08 03:30:00	ES	Futures	1893.34	1895.15	1893.34	1894.89	6122.0
2014-01-08 04:00:00	ES	Futures	1894.64	1895.41	1893.6	1893.86	3999.0
2014-01-08 04:30:00	ES	Futures	1893.86	1894.12	1892.82	1892.82	3356.0
2014-01-08 05:00:00	ES	Futures	1892.82	1893.34	1892.31	1892.57	4359.0
2014-01-08 05:30:00	ES	Futures	1892.57	1892.82	1891.01	1891.79	6171.0
2014-01-08 06:00:00	ES	Futures	1892.05	1892.82	1891.79	1892.31	2735.0
2014-01-08 06:30:00	ES	Futures	1892.31	1892.31	1891.01	1891.27	3340.0
2014-01-08 07:00:00	ES	Futures	1891.01	1892.57	1891.01	1892.31	3619.0
2014-01-08 07:30:00	ES	Futures	1892.31	1893.34	1892.05	1892.31	3365.0
2014-01-08 08:00:00	ES	Futures	1892.31	1893.6	1890.5	1891.01	21188.0
2014-01-08 08:30:00	ES	Futures	1890.76	1894.38	1890.76	1893.08	24515.0
2014-01-08 09:00:00	ES	Futures	1893.08	1894.64	1892.57	1894.38	13644.0
2014-01-08 09:30:00	ES	Futures	1894.64	1895.93	1888.69	1892.31	170440.0
2014-01-08 10:00:00	ES	Futures	1892.31	1897.74	1890.76	1896.7	115198.0
2014-01-08 10:30:00	ES	Futures	1896.7	1898.26	1895.15	1895.93	86677.0
2014-01-08 11:00:00	ES	Futures	1895.93	1896.45	1893.6	1894.38	60760.0
2014-01-08 11:30:00	ES	Futures	1894.38	1897.74	1894.38	1896.96	55555.0
2014-01-08 12:00:00	ES	Futures	1897.22	1897.74	1895.15	1895.41	33383.0
2014-01-08 12:30:00	ES	Futures	1895.67	1896.19	1894.12	1894.89	40887.0
2014-01-08 13:00:00	ES	Futures	1894.64	1896.45	1893.08	1894.89	65860.0
2014-01-08 13:30:00	ES	Futures	1894.89	1896.7	1894.38	1895.67	54733.0
2014-01-08 14:00:00	ES	Futures	1895.67	1897.48	1892.05	1894.12	164233.0
2014-01-08 14:30:00	ES	Futures	1894.12	1895.67	1892.57	1893.86	63171.0
2014-01-08 15:00:00	ES	Futures	1893.6	1894.64	1889.46	1889.98	77571.0
2014-01-08 15:30:00	ES	Futures	1889.72	1895.93	1889.46	1895.15	137314.0
2014-01-08 16:00:00	ES	Futures	1895.15	1896.96	1894.38	1895.67	63633.0
2014-01-08 16:30:00	ES	Futures	1895.67	1896.19	1895.41	1895.41	5059.0
2014-01-08 17:00:00	ES	Futures	1895.67	1895.67	1895.15	1895.67	1616.0
2014-01-08 18:00:00	ES	Futures	1895.15	1895.41	1894.38	1894.64	3798.0
2014-01-08 18:30:00	ES	Futures	1894.64	1894.89	1893.86	1893.86	1614.0
2014-01-08 19:00:00	ES	Futures	1894.12	1894.64	1893.86	1894.12	1956.0
2014-01-08 19:30:00	ES	Futures	1893.86	1894.64	1893.86	1894.38	1509.0
2014-01-08 20:00:00	ES	Futures	1894.12	1895.15	1894.12	1895.15	946.0
2014-01-08 20:30:00	ES	Futures	1895.15	1896.19	1894.64	1895.15	3019.0
2014-01-08 21:00:00	ES	Futures	1895.15	1895.67	1895.15	1895.67	983.0
2014-01-08 21:30:00	ES	Futures	1895.67	1896.19	1895.41	1896.19	1020.0
2014-01-08 22:00:00	ES	Futures	1895.93	1896.19	1895.15	1895.67	1073.0
2014-01-08 22:30:00	ES	Futures	1895.41	1895.93	1895.15	1895.67	1357.0
2014-01-08 23:00:00	ES	Futures	1895.41	1895.67	1894.89	1895.41	1345.0
2014-01-08 23:30:00	ES	Futures	1895.41	1897.22	1895.41	1896.19	2587.0
2014-01-08 00:00:00	NQ	Futures	4129.18	4130.05	4128.89	4130.05	209.0
2014-01-08 00:30:00	NQ	Futures	4130.05	4131.21	4130.05	4130.63	246.0
2014-01-08 01:00:00	NQ	Futures	4130.34	4130.92	4130.34	4130.34	23.0

> showing 50 of 2,920 rows — these rows as CSV

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