PREVIEW / futures_30min / 2014-01-14

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-14.parquet
  size:    78 KB
  rows:    2,937

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
2014-01-14 00:00:00	ES	Futures	1878.08	1878.34	1877.05	1877.56	2773.0
2014-01-14 00:30:00	ES	Futures	1877.56	1878.08	1877.31	1877.82	1689.0
2014-01-14 01:00:00	ES	Futures	1877.56	1878.34	1877.56	1877.56	1611.0
2014-01-14 01:30:00	ES	Futures	1877.56	1877.82	1877.31	1877.56	1197.0
2014-01-14 02:00:00	ES	Futures	1877.56	1878.08	1876.53	1876.79	5424.0
2014-01-14 02:30:00	ES	Futures	1877.05	1878.08	1876.79	1878.08	4871.0
2014-01-14 03:00:00	ES	Futures	1877.82	1879.37	1875.49	1878.6	21357.0
2014-01-14 03:30:00	ES	Futures	1878.6	1880.15	1878.6	1879.89	10661.0
2014-01-14 04:00:00	ES	Futures	1879.63	1880.67	1879.37	1879.63	6985.0
2014-01-14 04:30:00	ES	Futures	1879.89	1880.67	1878.86	1879.12	5030.0
2014-01-14 05:00:00	ES	Futures	1878.86	1879.89	1878.34	1879.37	5676.0
2014-01-14 05:30:00	ES	Futures	1879.37	1880.15	1878.86	1879.37	4220.0
2014-01-14 06:00:00	ES	Futures	1879.63	1881.44	1879.37	1880.67	8086.0
2014-01-14 06:30:00	ES	Futures	1880.67	1881.19	1879.89	1880.67	5644.0
2014-01-14 07:00:00	ES	Futures	1880.67	1881.19	1879.12	1881.19	12942.0
2014-01-14 07:30:00	ES	Futures	1881.19	1882.22	1880.93	1881.7	12571.0
2014-01-14 08:00:00	ES	Futures	1881.44	1882.22	1879.63	1879.89	15836.0
2014-01-14 08:30:00	ES	Futures	1879.89	1883.0	1879.89	1882.48	29026.0
2014-01-14 09:00:00	ES	Futures	1882.74	1882.74	1881.19	1881.96	26473.0
2014-01-14 09:30:00	ES	Futures	1882.22	1884.81	1878.6	1880.93	202883.0
2014-01-14 10:00:00	ES	Futures	1880.93	1885.84	1880.93	1884.29	146629.0
2014-01-14 10:30:00	ES	Futures	1884.29	1888.94	1883.77	1888.17	104120.0
2014-01-14 11:00:00	ES	Futures	1888.17	1892.57	1887.39	1890.24	143846.0
2014-01-14 11:30:00	ES	Futures	1890.24	1891.53	1889.46	1891.01	57651.0
2014-01-14 12:00:00	ES	Futures	1890.76	1894.89	1890.24	1893.6	87324.0
2014-01-14 12:30:00	ES	Futures	1893.86	1895.41	1892.57	1892.82	95008.0
2014-01-14 13:00:00	ES	Futures	1893.08	1895.15	1892.31	1893.08	75905.0
2014-01-14 13:30:00	ES	Futures	1893.08	1895.93	1892.57	1893.34	59170.0
2014-01-14 14:00:00	ES	Futures	1893.34	1894.64	1891.79	1894.64	83374.0
2014-01-14 14:30:00	ES	Futures	1894.64	1896.19	1893.86	1894.38	61768.0
2014-01-14 15:00:00	ES	Futures	1894.38	1897.48	1893.86	1897.48	54747.0
2014-01-14 15:30:00	ES	Futures	1897.48	1897.74	1894.64	1896.7	114556.0
2014-01-14 16:00:00	ES	Futures	1896.7	1896.96	1895.67	1896.45	78484.0
2014-01-14 16:30:00	ES	Futures	1896.45	1896.45	1895.93	1896.19	8994.0
2014-01-14 17:00:00	ES	Futures	1895.93	1896.7	1895.93	1896.19	3906.0
2014-01-14 18:00:00	ES	Futures	1896.45	1897.74	1895.15	1897.22	4889.0
2014-01-14 18:30:00	ES	Futures	1897.22	1897.74	1896.45	1896.45	1374.0
2014-01-14 19:00:00	ES	Futures	1896.45	1896.96	1895.67	1896.19	2681.0
2014-01-14 19:30:00	ES	Futures	1896.45	1896.45	1895.67	1896.45	1001.0
2014-01-14 20:00:00	ES	Futures	1896.19	1896.96	1895.93	1896.45	1703.0
2014-01-14 20:30:00	ES	Futures	1896.19	1896.19	1894.89	1894.89	2387.0
2014-01-14 21:00:00	ES	Futures	1895.15	1895.93	1894.89	1895.41	1502.0
2014-01-14 21:30:00	ES	Futures	1895.41	1896.19	1895.15	1895.41	984.0
2014-01-14 22:00:00	ES	Futures	1895.67	1895.93	1895.15	1895.67	1047.0
2014-01-14 22:30:00	ES	Futures	1895.41	1895.67	1895.15	1895.41	863.0
2014-01-14 23:00:00	ES	Futures	1895.41	1896.19	1895.41	1895.67	861.0
2014-01-14 23:30:00	ES	Futures	1895.93	1896.45	1895.67	1896.19	1368.0
2014-01-14 00:00:00	NQ	Futures	4079.18	4079.47	4076.85	4078.02	218.0
2014-01-14 00:30:00	NQ	Futures	4078.31	4078.6	4077.43	4078.6	309.0
2014-01-14 01:00:00	NQ	Futures	4078.31	4079.18	4077.73	4077.73	168.0

> showing 50 of 2,937 rows — these rows as CSV

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