PREVIEW / futures_30min / 2014-01-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-09.parquet
  size:    75 KB
  rows:    2,896

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
2014-01-09 00:00:00	ES	Futures	1896.19	1896.96	1894.89	1896.45	2421.0
2014-01-09 00:30:00	ES	Futures	1896.7	1896.7	1895.93	1896.19	840.0
2014-01-09 01:00:00	ES	Futures	1896.19	1897.48	1896.19	1896.7	1621.0
2014-01-09 01:30:00	ES	Futures	1896.96	1896.96	1895.93	1896.19	1507.0
2014-01-09 02:00:00	ES	Futures	1896.19	1896.19	1895.15	1895.67	2233.0
2014-01-09 02:30:00	ES	Futures	1895.67	1895.67	1894.12	1895.41	3610.0
2014-01-09 03:00:00	ES	Futures	1895.41	1896.45	1893.34	1893.34	8628.0
2014-01-09 03:30:00	ES	Futures	1893.34	1893.6	1892.05	1893.6	10023.0
2014-01-09 04:00:00	ES	Futures	1893.34	1901.36	1893.34	1900.33	25876.0
2014-01-09 04:30:00	ES	Futures	1900.58	1901.62	1900.07	1901.62	5503.0
2014-01-09 05:00:00	ES	Futures	1901.36	1902.65	1900.84	1901.88	7667.0
2014-01-09 05:30:00	ES	Futures	1901.88	1902.39	1901.36	1901.62	3642.0
2014-01-09 06:00:00	ES	Futures	1901.62	1902.14	1900.84	1901.1	3289.0
2014-01-09 06:30:00	ES	Futures	1901.1	1901.62	1900.58	1900.58	3418.0
2014-01-09 07:00:00	ES	Futures	1900.84	1901.62	1900.58	1901.1	5082.0
2014-01-09 07:30:00	ES	Futures	1901.1	1901.36	1900.58	1900.58	5437.0
2014-01-09 08:00:00	ES	Futures	1900.58	1900.84	1899.03	1899.29	12547.0
2014-01-09 08:30:00	ES	Futures	1899.29	1901.62	1898.77	1899.29	23569.0
2014-01-09 09:00:00	ES	Futures	1899.03	1901.36	1899.03	1901.1	11425.0
2014-01-09 09:30:00	ES	Futures	1901.36	1901.62	1897.74	1900.33	103805.0
2014-01-09 10:00:00	ES	Futures	1900.07	1901.1	1894.89	1895.41	134407.0
2014-01-09 10:30:00	ES	Futures	1895.41	1896.45	1888.69	1891.01	155758.0
2014-01-09 11:00:00	ES	Futures	1890.76	1891.01	1887.39	1889.98	153656.0
2014-01-09 11:30:00	ES	Futures	1890.24	1891.79	1889.2	1891.53	51799.0
2014-01-09 12:00:00	ES	Futures	1891.27	1892.82	1890.76	1892.82	35612.0
2014-01-09 12:30:00	ES	Futures	1892.57	1895.67	1892.57	1895.67	67851.0
2014-01-09 13:00:00	ES	Futures	1895.41	1895.93	1893.6	1894.89	44392.0
2014-01-09 13:30:00	ES	Futures	1894.89	1895.67	1892.05	1892.31	50840.0
2014-01-09 14:00:00	ES	Futures	1892.31	1892.82	1889.2	1892.31	54566.0
2014-01-09 14:30:00	ES	Futures	1892.31	1895.41	1890.76	1893.86	68569.0
2014-01-09 15:00:00	ES	Futures	1894.12	1897.48	1893.34	1896.7	75546.0
2014-01-09 15:30:00	ES	Futures	1896.45	1897.74	1894.64	1896.19	113186.0
2014-01-09 16:00:00	ES	Futures	1896.19	1896.7	1895.93	1896.45	45281.0
2014-01-09 16:30:00	ES	Futures	1896.45	1897.22	1896.19	1896.96	7444.0
2014-01-09 17:00:00	ES	Futures	1896.96	1897.22	1896.7	1896.96	1290.0
2014-01-09 18:00:00	ES	Futures	1896.7	1896.96	1895.93	1896.45	1831.0
2014-01-09 18:30:00	ES	Futures	1896.19	1896.96	1896.19	1896.45	604.0
2014-01-09 19:00:00	ES	Futures	1896.19	1897.22	1896.19	1896.96	1310.0
2014-01-09 19:30:00	ES	Futures	1896.7	1897.48	1896.7	1896.96	1972.0
2014-01-09 20:00:00	ES	Futures	1896.7	1897.48	1896.45	1897.48	1008.0
2014-01-09 20:30:00	ES	Futures	1897.48	1898.0	1897.22	1897.22	1740.0
2014-01-09 21:00:00	ES	Futures	1897.48	1898.0	1897.22	1898.0	1053.0
2014-01-09 21:30:00	ES	Futures	1898.0	1898.52	1897.74	1898.26	1130.0
2014-01-09 22:00:00	ES	Futures	1898.26	1898.52	1898.26	1898.26	965.0
2014-01-09 22:30:00	ES	Futures	1898.52	1898.52	1898.0	1898.52	1329.0
2014-01-09 23:00:00	ES	Futures	1898.26	1898.52	1897.74	1898.52	1203.0
2014-01-09 23:30:00	ES	Futures	1898.52	1898.52	1898.0	1898.52	581.0
2014-01-09 00:00:00	NQ	Futures	4145.16	4146.91	4143.42	4146.04	323.0
2014-01-09 00:30:00	NQ	Futures	4146.33	4146.62	4145.16	4145.75	111.0
2014-01-09 01:00:00	NQ	Futures	4145.75	4147.78	4145.46	4147.2	171.0

> showing 50 of 2,896 rows — these rows as CSV

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