PREVIEW / futures_30min / 2014-01-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-10.parquet
  size:    68 KB
  rows:    2,387

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
2014-01-10 00:00:00	ES	Futures	1898.52	1899.03	1898.52	1899.03	1700.0
2014-01-10 00:30:00	ES	Futures	1899.03	1899.29	1898.77	1899.29	926.0
2014-01-10 01:00:00	ES	Futures	1899.03	1899.55	1899.03	1899.29	1227.0
2014-01-10 01:30:00	ES	Futures	1899.29	1899.55	1899.03	1899.55	1070.0
2014-01-10 02:00:00	ES	Futures	1899.29	1900.33	1899.03	1899.03	3799.0
2014-01-10 02:30:00	ES	Futures	1899.03	1899.55	1898.52	1899.55	1792.0
2014-01-10 03:00:00	ES	Futures	1899.55	1901.1	1899.29	1900.58	9212.0
2014-01-10 03:30:00	ES	Futures	1900.58	1901.1	1900.33	1900.84	5248.0
2014-01-10 04:00:00	ES	Futures	1900.84	1901.62	1900.07	1901.36	6860.0
2014-01-10 04:30:00	ES	Futures	1901.36	1901.88	1900.84	1901.1	5654.0
2014-01-10 05:00:00	ES	Futures	1901.1	1902.14	1900.84	1901.36	3973.0
2014-01-10 05:30:00	ES	Futures	1901.36	1903.17	1900.84	1903.17	6004.0
2014-01-10 06:00:00	ES	Futures	1902.91	1903.17	1902.39	1902.65	5188.0
2014-01-10 06:30:00	ES	Futures	1902.91	1903.43	1902.14	1902.65	5520.0
2014-01-10 07:00:00	ES	Futures	1902.91	1903.95	1902.39	1903.69	7192.0
2014-01-10 07:30:00	ES	Futures	1903.69	1904.46	1903.17	1903.95	11300.0
2014-01-10 08:00:00	ES	Futures	1903.95	1906.27	1903.69	1904.46	27311.0
2014-01-10 08:30:00	ES	Futures	1904.46	1905.76	1892.31	1901.62	189233.0
2014-01-10 09:00:00	ES	Futures	1901.36	1901.62	1898.52	1899.55	40887.0
2014-01-10 09:30:00	ES	Futures	1899.55	1902.39	1896.45	1896.45	166279.0
2014-01-10 10:00:00	ES	Futures	1896.7	1896.7	1890.76	1894.64	178212.0
2014-01-10 10:30:00	ES	Futures	1894.89	1895.41	1891.79	1894.89	101626.0
2014-01-10 11:00:00	ES	Futures	1894.89	1895.41	1890.24	1891.53	79920.0
2014-01-10 11:30:00	ES	Futures	1891.53	1892.31	1889.46	1891.27	81495.0
2014-01-10 12:00:00	ES	Futures	1891.27	1894.64	1890.24	1893.86	55993.0
2014-01-10 12:30:00	ES	Futures	1893.86	1897.22	1893.34	1893.86	67493.0
2014-01-10 13:00:00	ES	Futures	1894.12	1896.45	1893.6	1895.41	29749.0
2014-01-10 13:30:00	ES	Futures	1895.67	1896.96	1893.34	1893.86	47251.0
2014-01-10 14:00:00	ES	Futures	1894.12	1896.45	1893.86	1894.89	32570.0
2014-01-10 14:30:00	ES	Futures	1894.89	1896.7	1894.64	1895.15	33375.0
2014-01-10 15:00:00	ES	Futures	1895.15	1899.81	1894.89	1899.29	67528.0
2014-01-10 15:30:00	ES	Futures	1899.29	1900.84	1898.52	1900.84	94324.0
2014-01-10 16:00:00	ES	Futures	1900.84	1901.88	1900.33	1901.1	63652.0
2014-01-10 16:30:00	ES	Futures	1901.1	1902.39	1901.1	1902.14	4954.0
2014-01-10 17:00:00	ES	Futures	1902.14	1902.39	1901.88	1902.14	1171.0
2014-01-10 00:00:00	NQ	Futures	4131.5	4132.37	4131.21	4132.08	333.0
2014-01-10 00:30:00	NQ	Futures	4131.79	4132.37	4131.21	4132.37	60.0
2014-01-10 01:00:00	NQ	Futures	4132.37	4133.25	4132.37	4133.25	107.0
2014-01-10 01:30:00	NQ	Futures	4133.25	4134.7	4133.25	4134.12	275.0
2014-01-10 02:00:00	NQ	Futures	4134.41	4135.86	4133.83	4133.83	218.0
2014-01-10 02:30:00	NQ	Futures	4133.83	4133.83	4132.66	4133.83	122.0
2014-01-10 03:00:00	NQ	Futures	4134.12	4137.32	4134.12	4137.03	1031.0
2014-01-10 03:30:00	NQ	Futures	4137.32	4139.64	4137.03	4139.35	923.0
2014-01-10 04:00:00	NQ	Futures	4138.77	4141.39	4137.9	4140.22	1204.0
2014-01-10 04:30:00	NQ	Futures	4140.22	4141.09	4138.19	4139.35	618.0
2014-01-10 05:00:00	NQ	Futures	4139.06	4142.84	4139.06	4141.39	624.0
2014-01-10 05:30:00	NQ	Futures	4141.39	4145.75	4140.8	4145.46	1074.0
2014-01-10 06:00:00	NQ	Futures	4145.16	4146.33	4144.29	4145.16	942.0
2014-01-10 06:30:00	NQ	Futures	4145.16	4148.07	4145.16	4146.62	833.0
2014-01-10 07:00:00	NQ	Futures	4146.62	4148.65	4145.75	4148.07	654.0

> showing 50 of 2,387 rows — these rows as CSV

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