PREVIEW / futures_30min / 2014-01-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-16.parquet
  size:    74 KB
  rows:    2,945

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
2014-01-16 00:00:00	ES	Futures	1907.05	1907.05	1905.76	1905.76	2021.0
2014-01-16 00:30:00	ES	Futures	1906.02	1906.79	1905.5	1906.27	1828.0
2014-01-16 01:00:00	ES	Futures	1906.53	1906.79	1905.5	1906.02	2387.0
2014-01-16 01:30:00	ES	Futures	1906.02	1906.02	1905.24	1905.24	718.0
2014-01-16 02:00:00	ES	Futures	1905.5	1905.5	1903.69	1903.95	3959.0
2014-01-16 02:30:00	ES	Futures	1904.21	1905.24	1903.95	1904.21	3070.0
2014-01-16 03:00:00	ES	Futures	1904.21	1904.72	1901.88	1902.39	15844.0
2014-01-16 03:30:00	ES	Futures	1902.39	1903.17	1901.88	1902.39	8027.0
2014-01-16 04:00:00	ES	Futures	1902.14	1903.69	1902.14	1902.39	8363.0
2014-01-16 04:30:00	ES	Futures	1902.65	1903.69	1902.14	1903.43	4914.0
2014-01-16 05:00:00	ES	Futures	1903.17	1903.69	1902.39	1902.65	4103.0
2014-01-16 05:30:00	ES	Futures	1902.65	1903.95	1902.39	1903.95	3708.0
2014-01-16 06:00:00	ES	Futures	1903.95	1903.95	1903.17	1903.43	4719.0
2014-01-16 06:30:00	ES	Futures	1903.43	1903.69	1902.14	1902.65	4449.0
2014-01-16 07:00:00	ES	Futures	1902.91	1904.21	1902.39	1902.65	8922.0
2014-01-16 07:30:00	ES	Futures	1902.65	1903.17	1901.1	1902.14	16028.0
2014-01-16 08:00:00	ES	Futures	1902.14	1902.14	1900.58	1900.84	14096.0
2014-01-16 08:30:00	ES	Futures	1900.84	1902.14	1900.33	1901.62	22009.0
2014-01-16 09:00:00	ES	Futures	1901.36	1902.91	1901.1	1902.39	15265.0
2014-01-16 09:30:00	ES	Futures	1902.65	1904.72	1899.81	1902.91	142387.0
2014-01-16 10:00:00	ES	Futures	1902.91	1904.46	1901.1	1902.91	75982.0
2014-01-16 10:30:00	ES	Futures	1902.91	1903.43	1898.26	1899.29	78355.0
2014-01-16 11:00:00	ES	Futures	1899.29	1901.36	1898.0	1900.58	71144.0
2014-01-16 11:30:00	ES	Futures	1900.84	1903.43	1900.33	1902.65	47402.0
2014-01-16 12:00:00	ES	Futures	1902.65	1902.91	1900.07	1901.62	33532.0
2014-01-16 12:30:00	ES	Futures	1901.88	1902.91	1901.36	1902.65	16739.0
2014-01-16 13:00:00	ES	Futures	1902.39	1904.72	1901.1	1903.95	39325.0
2014-01-16 13:30:00	ES	Futures	1904.21	1904.21	1902.14	1902.39	19481.0
2014-01-16 14:00:00	ES	Futures	1902.39	1903.43	1901.36	1902.39	28875.0
2014-01-16 14:30:00	ES	Futures	1902.14	1903.69	1901.62	1902.91	27941.0
2014-01-16 15:00:00	ES	Futures	1902.91	1903.43	1901.62	1902.65	30989.0
2014-01-16 15:30:00	ES	Futures	1902.65	1904.21	1900.33	1903.95	89543.0
2014-01-16 16:00:00	ES	Futures	1903.69	1904.21	1899.55	1899.81	80999.0
2014-01-16 16:30:00	ES	Futures	1899.81	1901.1	1899.81	1900.58	5550.0
2014-01-16 17:00:00	ES	Futures	1900.58	1901.36	1900.58	1900.84	1155.0
2014-01-16 18:00:00	ES	Futures	1901.62	1901.62	1900.07	1900.33	2762.0
2014-01-16 18:30:00	ES	Futures	1900.33	1900.33	1899.29	1899.81	1273.0
2014-01-16 19:00:00	ES	Futures	1899.55	1900.84	1899.55	1900.84	998.0
2014-01-16 19:30:00	ES	Futures	1900.84	1900.84	1900.33	1900.84	445.0
2014-01-16 20:00:00	ES	Futures	1900.84	1901.1	1900.58	1900.84	966.0
2014-01-16 20:30:00	ES	Futures	1900.84	1901.36	1899.55	1900.07	1921.0
2014-01-16 21:00:00	ES	Futures	1900.07	1900.33	1899.03	1899.55	1496.0
2014-01-16 21:30:00	ES	Futures	1899.55	1900.07	1899.55	1899.81	674.0
2014-01-16 22:00:00	ES	Futures	1900.07	1900.58	1899.81	1900.33	2110.0
2014-01-16 22:30:00	ES	Futures	1900.33	1901.62	1900.07	1901.36	1972.0
2014-01-16 23:00:00	ES	Futures	1901.62	1901.88	1901.36	1901.62	680.0
2014-01-16 23:30:00	ES	Futures	1901.62	1902.14	1901.36	1902.14	1024.0
2014-01-16 00:00:00	NQ	Futures	4189.64	4189.64	4186.44	4186.44	377.0
2014-01-16 00:30:00	NQ	Futures	4186.44	4188.19	4186.15	4187.6	150.0
2014-01-16 01:00:00	NQ	Futures	4187.9	4188.48	4185.86	4187.02	94.0

> showing 50 of 2,945 rows — these rows as CSV

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