PREVIEW / futures_30min / 2014-01-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-15.parquet
  size:    76 KB
  rows:    2,921

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
2014-01-15 00:00:00	ES	Futures	1896.45	1896.7	1896.19	1896.19	1112.0
2014-01-15 00:30:00	ES	Futures	1896.45	1896.96	1896.19	1896.45	1264.0
2014-01-15 01:00:00	ES	Futures	1896.45	1896.96	1896.45	1896.7	1107.0
2014-01-15 01:30:00	ES	Futures	1896.7	1897.22	1896.7	1896.96	810.0
2014-01-15 02:00:00	ES	Futures	1897.22	1897.22	1895.93	1896.96	2899.0
2014-01-15 02:30:00	ES	Futures	1896.96	1896.96	1895.93	1896.45	3404.0
2014-01-15 03:00:00	ES	Futures	1896.19	1900.33	1895.41	1900.33	21873.0
2014-01-15 03:30:00	ES	Futures	1900.07	1900.84	1899.29	1899.55	9258.0
2014-01-15 04:00:00	ES	Futures	1899.55	1899.55	1898.52	1899.55	4753.0
2014-01-15 04:30:00	ES	Futures	1899.55	1899.81	1898.26	1898.52	5421.0
2014-01-15 05:00:00	ES	Futures	1898.52	1899.03	1898.0	1899.03	3517.0
2014-01-15 05:30:00	ES	Futures	1899.03	1899.55	1898.77	1899.29	2671.0
2014-01-15 06:00:00	ES	Futures	1899.29	1900.07	1899.29	1900.07	4551.0
2014-01-15 06:30:00	ES	Futures	1899.81	1901.36	1899.81	1900.58	7939.0
2014-01-15 07:00:00	ES	Futures	1900.33	1901.1	1899.55	1900.58	7838.0
2014-01-15 07:30:00	ES	Futures	1900.58	1900.84	1899.55	1899.81	10413.0
2014-01-15 08:00:00	ES	Futures	1899.55	1900.07	1899.03	1900.07	8447.0
2014-01-15 08:30:00	ES	Futures	1900.07	1900.58	1897.74	1900.07	22270.0
2014-01-15 09:00:00	ES	Futures	1899.81	1901.88	1899.55	1900.84	23490.0
2014-01-15 09:30:00	ES	Futures	1900.84	1903.17	1900.07	1902.39	136921.0
2014-01-15 10:00:00	ES	Futures	1902.39	1906.79	1902.14	1906.02	151889.0
2014-01-15 10:30:00	ES	Futures	1906.27	1907.05	1903.95	1905.24	89050.0
2014-01-15 11:00:00	ES	Futures	1905.24	1909.64	1904.46	1905.24	134597.0
2014-01-15 11:30:00	ES	Futures	1905.24	1906.79	1904.72	1906.02	43525.0
2014-01-15 12:00:00	ES	Futures	1906.02	1908.34	1906.02	1907.57	41030.0
2014-01-15 12:30:00	ES	Futures	1907.57	1907.83	1905.24	1906.79	38693.0
2014-01-15 13:00:00	ES	Futures	1906.79	1907.57	1904.21	1904.98	37651.0
2014-01-15 13:30:00	ES	Futures	1905.24	1906.02	1903.95	1904.46	75321.0
2014-01-15 14:00:00	ES	Futures	1904.46	1907.83	1903.43	1906.53	69157.0
2014-01-15 14:30:00	ES	Futures	1906.79	1908.34	1906.02	1907.83	40571.0
2014-01-15 15:00:00	ES	Futures	1908.09	1908.6	1904.46	1906.02	48576.0
2014-01-15 15:30:00	ES	Futures	1906.02	1907.57	1905.5	1906.79	96418.0
2014-01-15 16:00:00	ES	Futures	1906.79	1906.79	1904.72	1905.24	82417.0
2014-01-15 16:30:00	ES	Futures	1905.24	1906.02	1904.98	1905.24	4684.0
2014-01-15 17:00:00	ES	Futures	1905.24	1905.76	1904.98	1905.24	1728.0
2014-01-15 18:00:00	ES	Futures	1905.24	1905.76	1904.46	1905.5	3395.0
2014-01-15 18:30:00	ES	Futures	1905.24	1906.27	1905.24	1906.02	1292.0
2014-01-15 19:00:00	ES	Futures	1906.27	1907.31	1906.02	1907.31	1822.0
2014-01-15 19:30:00	ES	Futures	1907.05	1907.31	1906.53	1906.79	1911.0
2014-01-15 20:00:00	ES	Futures	1907.05	1907.57	1906.53	1907.05	1513.0
2014-01-15 20:30:00	ES	Futures	1907.05	1907.05	1905.5	1906.53	1911.0
2014-01-15 21:00:00	ES	Futures	1906.53	1907.05	1906.27	1906.79	602.0
2014-01-15 21:30:00	ES	Futures	1906.79	1906.79	1906.53	1906.79	434.0
2014-01-15 22:00:00	ES	Futures	1906.79	1907.05	1906.53	1906.79	301.0
2014-01-15 22:30:00	ES	Futures	1906.79	1907.57	1906.53	1907.31	1994.0
2014-01-15 23:00:00	ES	Futures	1907.05	1907.57	1906.79	1907.31	1122.0
2014-01-15 23:30:00	ES	Futures	1907.57	1907.57	1906.79	1907.31	1270.0
2014-01-15 00:00:00	NQ	Futures	4154.18	4155.34	4154.18	4154.76	113.0
2014-01-15 00:30:00	NQ	Futures	4154.47	4155.92	4154.18	4155.34	184.0
2014-01-15 01:00:00	NQ	Futures	4155.05	4155.92	4154.47	4155.34	98.0

> showing 50 of 2,921 rows — these rows as CSV

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