PREVIEW / futures_30min / 2014-01-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-17.parquet
  size:    65 KB
  rows:    2,349

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
2014-01-17 00:00:00	ES	Futures	1901.88	1902.39	1901.36	1901.62	1161.0
2014-01-17 00:30:00	ES	Futures	1901.62	1902.14	1901.36	1901.36	854.0
2014-01-17 01:00:00	ES	Futures	1901.36	1901.88	1901.36	1901.36	686.0
2014-01-17 01:30:00	ES	Futures	1901.36	1902.39	1901.1	1902.14	1009.0
2014-01-17 02:00:00	ES	Futures	1902.14	1902.39	1900.33	1900.33	3730.0
2014-01-17 02:30:00	ES	Futures	1900.33	1901.1	1900.07	1900.84	1724.0
2014-01-17 03:00:00	ES	Futures	1900.84	1902.14	1900.33	1900.33	10382.0
2014-01-17 03:30:00	ES	Futures	1900.33	1901.62	1900.07	1901.36	6269.0
2014-01-17 04:00:00	ES	Futures	1901.1	1902.14	1900.58	1901.62	5044.0
2014-01-17 04:30:00	ES	Futures	1901.62	1902.65	1901.36	1902.65	3569.0
2014-01-17 05:00:00	ES	Futures	1902.65	1905.76	1902.65	1905.76	12043.0
2014-01-17 05:30:00	ES	Futures	1905.5	1906.53	1904.98	1905.24	9868.0
2014-01-17 06:00:00	ES	Futures	1905.24	1906.02	1904.98	1905.24	4509.0
2014-01-17 06:30:00	ES	Futures	1905.5	1906.27	1905.24	1906.27	4822.0
2014-01-17 07:00:00	ES	Futures	1906.02	1906.27	1904.21	1904.46	13516.0
2014-01-17 07:30:00	ES	Futures	1904.46	1905.24	1903.43	1903.69	6930.0
2014-01-17 08:00:00	ES	Futures	1903.69	1903.95	1901.36	1902.65	16862.0
2014-01-17 08:30:00	ES	Futures	1902.65	1902.91	1899.81	1901.62	26200.0
2014-01-17 09:00:00	ES	Futures	1901.62	1902.39	1900.33	1900.58	26165.0
2014-01-17 09:30:00	ES	Futures	1900.84	1902.65	1897.22	1899.55	189222.0
2014-01-17 10:00:00	ES	Futures	1899.55	1901.62	1897.74	1900.07	89262.0
2014-01-17 10:30:00	ES	Futures	1900.33	1901.88	1900.07	1901.62	41657.0
2014-01-17 11:00:00	ES	Futures	1901.88	1903.43	1901.62	1902.39	53563.0
2014-01-17 11:30:00	ES	Futures	1902.39	1903.17	1901.36	1902.39	33481.0
2014-01-17 12:00:00	ES	Futures	1902.65	1904.21	1902.14	1903.69	38130.0
2014-01-17 12:30:00	ES	Futures	1903.95	1903.95	1901.88	1901.88	18756.0
2014-01-17 13:00:00	ES	Futures	1902.14	1902.65	1898.26	1899.81	67794.0
2014-01-17 13:30:00	ES	Futures	1899.81	1900.84	1898.52	1900.33	31677.0
2014-01-17 14:00:00	ES	Futures	1900.58	1901.36	1899.29	1900.33	40413.0
2014-01-17 14:30:00	ES	Futures	1900.33	1900.58	1898.0	1898.77	29757.0
2014-01-17 15:00:00	ES	Futures	1899.03	1900.07	1894.64	1895.15	78579.0
2014-01-17 15:30:00	ES	Futures	1895.41	1897.22	1892.57	1895.67	181883.0
2014-01-17 16:00:00	ES	Futures	1895.41	1898.0	1894.64	1897.74	80408.0
2014-01-17 16:30:00	ES	Futures	1897.74	1898.0	1897.22	1897.22	8024.0
2014-01-17 17:00:00	ES	Futures	1897.22	1897.48	1896.96	1897.22	2241.0
2014-01-17 00:00:00	NQ	Futures	4184.7	4185.86	4183.83	4184.41	181.0
2014-01-17 00:30:00	NQ	Futures	4184.41	4184.7	4183.53	4184.12	149.0
2014-01-17 01:00:00	NQ	Futures	4184.12	4184.7	4183.83	4184.12	119.0
2014-01-17 01:30:00	NQ	Futures	4184.12	4185.86	4182.95	4184.99	112.0
2014-01-17 02:00:00	NQ	Futures	4185.57	4185.86	4181.5	4181.5	220.0
2014-01-17 02:30:00	NQ	Futures	4181.5	4183.24	4180.63	4182.95	165.0
2014-01-17 03:00:00	NQ	Futures	4182.95	4185.86	4181.21	4181.21	1108.0
2014-01-17 03:30:00	NQ	Futures	4181.21	4183.83	4181.21	4182.95	467.0
2014-01-17 04:00:00	NQ	Futures	4182.95	4184.99	4181.21	4184.41	502.0
2014-01-17 04:30:00	NQ	Futures	4184.41	4186.44	4183.53	4186.44	439.0
2014-01-17 05:00:00	NQ	Futures	4186.73	4194.0	4186.73	4193.71	1653.0
2014-01-17 05:30:00	NQ	Futures	4193.71	4196.32	4192.84	4193.13	1271.0
2014-01-17 06:00:00	NQ	Futures	4193.13	4194.87	4192.26	4193.71	629.0
2014-01-17 06:30:00	NQ	Futures	4193.42	4194.0	4192.26	4193.42	975.0
2014-01-17 07:00:00	NQ	Futures	4193.42	4193.42	4188.77	4188.77	2287.0

> showing 50 of 2,349 rows — these rows as CSV

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