PREVIEW / futures_30min / 2014-01-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-13.parquet
  size:    76 KB
  rows:    2,850

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
2014-01-13 00:00:00	ES	Futures	1896.96	1897.22	1896.45	1896.7	1260.0
2014-01-13 00:30:00	ES	Futures	1896.96	1897.48	1896.7	1896.7	467.0
2014-01-13 01:00:00	ES	Futures	1896.96	1897.48	1896.7	1897.22	679.0
2014-01-13 01:30:00	ES	Futures	1897.22	1897.74	1895.93	1896.45	1919.0
2014-01-13 02:00:00	ES	Futures	1896.19	1897.74	1896.19	1897.48	2451.0
2014-01-13 02:30:00	ES	Futures	1897.22	1898.52	1896.96	1898.26	1995.0
2014-01-13 03:00:00	ES	Futures	1898.52	1898.77	1896.19	1896.7	10428.0
2014-01-13 03:30:00	ES	Futures	1896.7	1898.77	1895.93	1896.19	7824.0
2014-01-13 04:00:00	ES	Futures	1895.93	1897.74	1895.67	1897.48	7503.0
2014-01-13 04:30:00	ES	Futures	1897.48	1898.26	1896.96	1898.26	2266.0
2014-01-13 05:00:00	ES	Futures	1898.0	1898.26	1896.45	1896.96	3931.0
2014-01-13 05:30:00	ES	Futures	1896.96	1896.96	1895.67	1896.7	4182.0
2014-01-13 06:00:00	ES	Futures	1896.7	1896.7	1894.64	1895.67	6342.0
2014-01-13 06:30:00	ES	Futures	1895.67	1895.67	1893.86	1895.15	5909.0
2014-01-13 07:00:00	ES	Futures	1895.15	1896.45	1894.64	1896.19	5994.0
2014-01-13 07:30:00	ES	Futures	1895.93	1897.74	1895.93	1897.22	6214.0
2014-01-13 08:00:00	ES	Futures	1897.22	1897.48	1896.19	1896.7	6292.0
2014-01-13 08:30:00	ES	Futures	1896.7	1897.48	1895.67	1895.93	11624.0
2014-01-13 09:00:00	ES	Futures	1895.93	1896.96	1894.89	1896.96	17585.0
2014-01-13 09:30:00	ES	Futures	1896.96	1899.81	1895.67	1897.48	145495.0
2014-01-13 10:00:00	ES	Futures	1897.74	1901.62	1897.48	1901.1	102793.0
2014-01-13 10:30:00	ES	Futures	1901.1	1901.88	1899.81	1900.07	56125.0
2014-01-13 11:00:00	ES	Futures	1899.81	1900.07	1897.74	1898.26	75303.0
2014-01-13 11:30:00	ES	Futures	1898.26	1900.07	1898.0	1899.03	40817.0
2014-01-13 12:00:00	ES	Futures	1899.03	1899.29	1893.6	1893.86	74412.0
2014-01-13 12:30:00	ES	Futures	1894.12	1894.12	1888.94	1888.94	121360.0
2014-01-13 13:00:00	ES	Futures	1889.2	1889.72	1885.32	1888.17	112478.0
2014-01-13 13:30:00	ES	Futures	1888.17	1888.43	1884.55	1887.13	90319.0
2014-01-13 14:00:00	ES	Futures	1886.88	1887.65	1882.22	1883.51	107723.0
2014-01-13 14:30:00	ES	Futures	1883.51	1883.77	1878.6	1879.89	163524.0
2014-01-13 15:00:00	ES	Futures	1880.15	1880.15	1874.2	1876.27	173999.0
2014-01-13 15:30:00	ES	Futures	1876.53	1876.53	1872.13	1876.27	197359.0
2014-01-13 16:00:00	ES	Futures	1876.27	1878.34	1875.24	1877.82	97972.0
2014-01-13 16:30:00	ES	Futures	1877.82	1878.08	1877.05	1877.56	8097.0
2014-01-13 17:00:00	ES	Futures	1877.82	1878.6	1877.56	1877.82	3522.0
2014-01-13 18:00:00	ES	Futures	1878.6	1879.12	1877.82	1878.08	5311.0
2014-01-13 18:30:00	ES	Futures	1878.08	1879.12	1877.82	1878.86	3147.0
2014-01-13 19:00:00	ES	Futures	1878.6	1879.12	1878.34	1878.6	3334.0
2014-01-13 19:30:00	ES	Futures	1878.86	1879.12	1878.08	1878.6	2131.0
2014-01-13 20:00:00	ES	Futures	1878.34	1879.12	1878.34	1878.6	1708.0
2014-01-13 20:30:00	ES	Futures	1878.6	1879.63	1878.34	1879.63	2129.0
2014-01-13 21:00:00	ES	Futures	1879.63	1879.89	1878.86	1879.12	1999.0
2014-01-13 21:30:00	ES	Futures	1879.37	1879.37	1878.34	1878.86	1620.0
2014-01-13 22:00:00	ES	Futures	1879.12	1879.89	1878.86	1879.37	2291.0
2014-01-13 22:30:00	ES	Futures	1879.37	1879.63	1878.6	1879.12	2530.0
2014-01-13 23:00:00	ES	Futures	1879.37	1879.63	1878.86	1878.86	1287.0
2014-01-13 23:30:00	ES	Futures	1878.86	1879.37	1877.82	1877.82	3541.0
2014-01-13 00:00:00	NQ	Futures	4131.79	4132.66	4131.79	4132.08	80.0
2014-01-13 00:30:00	NQ	Futures	4132.37	4133.54	4131.79	4131.79	53.0
2014-01-13 01:00:00	NQ	Futures	4132.37	4132.96	4131.79	4132.96	41.0

> showing 50 of 2,850 rows — these rows as CSV

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