PREVIEW / futures_30min / 2014-01-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-20.parquet
  size:    52 KB
  rows:    2,019

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
2014-01-20 00:00:00	ES	Futures	1897.22	1898.26	1896.7	1897.74	1400.0
2014-01-20 00:30:00	ES	Futures	1897.48	1898.0	1896.96	1897.22	576.0
2014-01-20 01:00:00	ES	Futures	1897.22	1898.0	1896.96	1897.48	736.0
2014-01-20 01:30:00	ES	Futures	1897.48	1897.48	1896.7	1896.7	360.0
2014-01-20 02:00:00	ES	Futures	1896.7	1896.96	1895.15	1896.19	2590.0
2014-01-20 02:30:00	ES	Futures	1895.93	1896.96	1895.67	1895.67	1907.0
2014-01-20 03:00:00	ES	Futures	1895.67	1896.19	1894.12	1894.89	9370.0
2014-01-20 03:30:00	ES	Futures	1894.89	1897.22	1894.89	1896.96	5044.0
2014-01-20 04:00:00	ES	Futures	1896.96	1897.22	1895.93	1896.7	4542.0
2014-01-20 04:30:00	ES	Futures	1896.7	1897.22	1896.19	1896.7	3180.0
2014-01-20 05:00:00	ES	Futures	1896.96	1897.48	1896.7	1897.22	2347.0
2014-01-20 05:30:00	ES	Futures	1897.22	1897.74	1896.96	1897.48	1947.0
2014-01-20 06:00:00	ES	Futures	1897.74	1897.74	1897.22	1897.22	1828.0
2014-01-20 06:30:00	ES	Futures	1897.22	1897.74	1896.7	1897.48	2390.0
2014-01-20 07:00:00	ES	Futures	1897.48	1898.0	1896.7	1896.96	2107.0
2014-01-20 07:30:00	ES	Futures	1896.7	1897.48	1896.7	1896.96	1415.0
2014-01-20 08:00:00	ES	Futures	1896.96	1897.48	1896.45	1896.7	3322.0
2014-01-20 08:30:00	ES	Futures	1896.96	1897.74	1896.19	1896.96	2950.0
2014-01-20 09:00:00	ES	Futures	1897.22	1898.0	1896.7	1897.48	3047.0
2014-01-20 09:30:00	ES	Futures	1897.48	1897.48	1896.96	1897.48	1653.0
2014-01-20 10:00:00	ES	Futures	1897.48	1897.48	1896.96	1896.96	1985.0
2014-01-20 10:30:00	ES	Futures	1896.96	1897.22	1896.45	1896.45	2379.0
2014-01-20 11:00:00	ES	Futures	1896.45	1897.74	1896.45	1897.74	6019.0
2014-01-20 18:00:00	ES	Futures	1897.48	1897.74	1896.96	1897.48	1493.0
2014-01-20 18:30:00	ES	Futures	1897.48	1897.48	1896.96	1897.22	481.0
2014-01-20 19:00:00	ES	Futures	1897.22	1901.62	1897.22	1900.84	6171.0
2014-01-20 19:30:00	ES	Futures	1900.84	1900.84	1900.33	1900.58	1792.0
2014-01-20 20:00:00	ES	Futures	1900.33	1903.43	1900.07	1903.17	4790.0
2014-01-20 20:30:00	ES	Futures	1903.17	1906.79	1902.65	1905.24	10832.0
2014-01-20 21:00:00	ES	Futures	1905.24	1906.02	1904.46	1904.46	2873.0
2014-01-20 21:30:00	ES	Futures	1904.46	1905.5	1904.46	1905.5	2394.0
2014-01-20 22:00:00	ES	Futures	1905.24	1905.76	1905.24	1905.24	1153.0
2014-01-20 22:30:00	ES	Futures	1905.24	1905.24	1904.72	1904.98	1097.0
2014-01-20 23:00:00	ES	Futures	1904.98	1905.76	1904.72	1905.5	1550.0
2014-01-20 23:30:00	ES	Futures	1905.24	1905.76	1905.24	1905.76	643.0
2014-01-20 00:00:00	NQ	Futures	4166.68	4168.42	4165.8	4167.55	103.0
2014-01-20 00:30:00	NQ	Futures	4167.55	4167.84	4166.09	4166.97	78.0
2014-01-20 01:00:00	NQ	Futures	4166.97	4168.42	4166.68	4167.55	61.0
2014-01-20 01:30:00	NQ	Futures	4166.97	4167.26	4165.51	4165.51	24.0
2014-01-20 02:00:00	NQ	Futures	4165.51	4166.68	4161.73	4164.06	335.0
2014-01-20 02:30:00	NQ	Futures	4164.06	4166.09	4163.19	4163.19	87.0
2014-01-20 03:00:00	NQ	Futures	4162.9	4165.51	4159.99	4162.02	913.0
2014-01-20 03:30:00	NQ	Futures	4161.73	4166.97	4161.73	4166.09	406.0
2014-01-20 04:00:00	NQ	Futures	4166.38	4167.84	4164.64	4166.09	365.0
2014-01-20 04:30:00	NQ	Futures	4166.38	4167.55	4165.22	4167.55	283.0
2014-01-20 05:00:00	NQ	Futures	4167.84	4169.0	4166.97	4168.13	299.0
2014-01-20 05:30:00	NQ	Futures	4168.42	4169.87	4168.42	4169.58	239.0
2014-01-20 06:00:00	NQ	Futures	4169.58	4170.45	4168.71	4168.71	154.0
2014-01-20 06:30:00	NQ	Futures	4168.71	4169.87	4168.13	4169.87	427.0
2014-01-20 07:00:00	NQ	Futures	4169.87	4170.45	4167.26	4167.55	254.0

> showing 50 of 2,019 rows — these rows as CSV

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