PREVIEW / futures_30min / 2014-01-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-21.parquet
  size:    75 KB
  rows:    2,899

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
2014-01-21 00:00:00	ES	Futures	1905.76	1906.02	1904.98	1905.24	1589.0
2014-01-21 00:30:00	ES	Futures	1905.24	1905.5	1904.72	1904.98	839.0
2014-01-21 01:00:00	ES	Futures	1904.72	1904.98	1903.95	1903.95	1469.0
2014-01-21 01:30:00	ES	Futures	1903.95	1904.72	1903.95	1904.21	1597.0
2014-01-21 02:00:00	ES	Futures	1904.21	1904.98	1903.17	1903.95	3438.0
2014-01-21 02:30:00	ES	Futures	1903.95	1904.21	1902.91	1902.91	2292.0
2014-01-21 03:00:00	ES	Futures	1902.91	1903.17	1901.62	1902.91	10218.0
2014-01-21 03:30:00	ES	Futures	1902.91	1904.21	1901.62	1902.14	8893.0
2014-01-21 04:00:00	ES	Futures	1902.39	1902.91	1902.14	1902.65	4244.0
2014-01-21 04:30:00	ES	Futures	1902.39	1902.65	1900.84	1900.84	4623.0
2014-01-21 05:00:00	ES	Futures	1900.84	1902.65	1900.58	1902.65	5389.0
2014-01-21 05:30:00	ES	Futures	1902.65	1903.43	1901.88	1902.39	3054.0
2014-01-21 06:00:00	ES	Futures	1902.39	1903.69	1902.14	1903.43	4354.0
2014-01-21 06:30:00	ES	Futures	1903.69	1903.95	1902.65	1902.91	5027.0
2014-01-21 07:00:00	ES	Futures	1903.17	1903.17	1901.88	1902.65	5831.0
2014-01-21 07:30:00	ES	Futures	1902.65	1904.72	1901.88	1903.95	7562.0
2014-01-21 08:00:00	ES	Futures	1903.69	1904.46	1903.43	1904.21	7013.0
2014-01-21 08:30:00	ES	Futures	1904.21	1905.76	1904.21	1905.5	15320.0
2014-01-21 09:00:00	ES	Futures	1905.24	1907.57	1905.24	1906.79	26696.0
2014-01-21 09:30:00	ES	Futures	1906.79	1907.83	1904.72	1906.02	139741.0
2014-01-21 10:00:00	ES	Futures	1905.76	1906.27	1898.77	1899.81	142028.0
2014-01-21 10:30:00	ES	Futures	1900.07	1900.07	1897.74	1899.81	89653.0
2014-01-21 11:00:00	ES	Futures	1899.81	1900.33	1890.24	1892.57	148657.0
2014-01-21 11:30:00	ES	Futures	1892.57	1894.12	1891.27	1893.08	72953.0
2014-01-21 12:00:00	ES	Futures	1892.82	1895.93	1889.46	1895.41	66714.0
2014-01-21 12:30:00	ES	Futures	1895.41	1896.96	1895.15	1896.7	31726.0
2014-01-21 13:00:00	ES	Futures	1896.7	1898.52	1896.7	1898.26	40116.0
2014-01-21 13:30:00	ES	Futures	1898.26	1901.62	1898.0	1900.33	59327.0
2014-01-21 14:00:00	ES	Futures	1900.33	1901.1	1899.03	1899.81	30500.0
2014-01-21 14:30:00	ES	Futures	1899.81	1902.14	1898.77	1900.33	39743.0
2014-01-21 15:00:00	ES	Futures	1900.33	1900.84	1898.52	1898.77	45350.0
2014-01-21 15:30:00	ES	Futures	1899.03	1902.14	1898.77	1901.88	104367.0
2014-01-21 16:00:00	ES	Futures	1901.88	1902.65	1900.33	1902.14	68061.0
2014-01-21 16:30:00	ES	Futures	1901.62	1901.62	1900.58	1900.84	6452.0
2014-01-21 17:00:00	ES	Futures	1900.84	1901.36	1900.58	1901.1	2539.0
2014-01-21 18:00:00	ES	Futures	1901.1	1901.36	1899.55	1900.07	3714.0
2014-01-21 18:30:00	ES	Futures	1900.07	1900.33	1899.81	1900.07	1413.0
2014-01-21 19:00:00	ES	Futures	1899.81	1901.1	1899.81	1901.1	1245.0
2014-01-21 19:30:00	ES	Futures	1901.1	1901.36	1900.58	1901.1	999.0
2014-01-21 20:00:00	ES	Futures	1901.1	1901.88	1900.84	1901.36	1472.0
2014-01-21 20:30:00	ES	Futures	1901.36	1901.88	1901.1	1901.62	819.0
2014-01-21 21:00:00	ES	Futures	1901.62	1901.62	1900.84	1901.1	864.0
2014-01-21 21:30:00	ES	Futures	1901.1	1901.36	1901.1	1901.36	592.0
2014-01-21 22:00:00	ES	Futures	1901.36	1901.88	1900.58	1901.36	1798.0
2014-01-21 22:30:00	ES	Futures	1901.36	1901.88	1900.07	1900.58	1528.0
2014-01-21 23:00:00	ES	Futures	1900.58	1901.36	1899.81	1901.36	1536.0
2014-01-21 23:30:00	ES	Futures	1901.36	1904.21	1901.1	1903.95	4966.0
2014-01-21 00:00:00	NQ	Futures	4194.0	4196.03	4192.84	4193.13	578.0
2014-01-21 00:30:00	NQ	Futures	4193.13	4194.58	4192.55	4192.84	346.0
2014-01-21 01:00:00	NQ	Futures	4192.26	4192.26	4190.51	4190.51	189.0

> showing 50 of 2,899 rows — these rows as CSV

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