PREVIEW / futures_30min / 2014-01-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-22.parquet
  size:    76 KB
  rows:    2,944

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
2014-01-22 00:00:00	ES	Futures	1903.95	1907.05	1903.95	1906.79	8231.0
2014-01-22 00:30:00	ES	Futures	1906.79	1906.79	1904.98	1905.24	3093.0
2014-01-22 01:00:00	ES	Futures	1905.5	1905.5	1904.46	1904.72	1233.0
2014-01-22 01:30:00	ES	Futures	1904.72	1905.5	1904.21	1904.21	1348.0
2014-01-22 02:00:00	ES	Futures	1903.95	1904.46	1903.43	1903.95	2676.0
2014-01-22 02:30:00	ES	Futures	1903.95	1904.46	1903.43	1904.46	2067.0
2014-01-22 03:00:00	ES	Futures	1904.46	1905.5	1903.17	1904.46	10617.0
2014-01-22 03:30:00	ES	Futures	1904.46	1904.72	1902.14	1902.91	6038.0
2014-01-22 04:00:00	ES	Futures	1902.65	1903.43	1902.14	1902.65	4748.0
2014-01-22 04:30:00	ES	Futures	1902.65	1902.91	1900.84	1901.1	10856.0
2014-01-22 05:00:00	ES	Futures	1901.1	1902.14	1900.58	1900.84	5791.0
2014-01-22 05:30:00	ES	Futures	1900.84	1901.1	1899.29	1900.07	6971.0
2014-01-22 06:00:00	ES	Futures	1900.07	1900.58	1898.26	1900.33	13878.0
2014-01-22 06:30:00	ES	Futures	1900.33	1900.84	1900.07	1900.84	4302.0
2014-01-22 07:00:00	ES	Futures	1900.58	1901.62	1900.07	1901.36	5832.0
2014-01-22 07:30:00	ES	Futures	1901.62	1901.62	1899.81	1900.07	5200.0
2014-01-22 08:00:00	ES	Futures	1900.07	1900.84	1899.55	1900.84	8708.0
2014-01-22 08:30:00	ES	Futures	1900.84	1903.43	1900.58	1902.91	11297.0
2014-01-22 09:00:00	ES	Futures	1902.91	1906.02	1902.65	1904.72	34843.0
2014-01-22 09:30:00	ES	Futures	1904.98	1905.24	1900.58	1902.14	117045.0
2014-01-22 10:00:00	ES	Futures	1902.14	1904.46	1899.81	1903.95	90212.0
2014-01-22 10:30:00	ES	Futures	1903.95	1903.95	1898.77	1899.55	81211.0
2014-01-22 11:00:00	ES	Futures	1899.55	1900.84	1898.52	1900.58	56193.0
2014-01-22 11:30:00	ES	Futures	1900.58	1901.88	1899.29	1900.33	42450.0
2014-01-22 12:00:00	ES	Futures	1900.58	1904.21	1899.81	1903.43	50261.0
2014-01-22 12:30:00	ES	Futures	1903.43	1903.43	1902.39	1903.17	20375.0
2014-01-22 13:00:00	ES	Futures	1903.43	1905.24	1902.65	1904.21	31881.0
2014-01-22 13:30:00	ES	Futures	1904.21	1904.21	1900.58	1901.88	38390.0
2014-01-22 14:00:00	ES	Futures	1901.88	1903.95	1901.88	1903.17	23698.0
2014-01-22 14:30:00	ES	Futures	1903.17	1903.69	1901.62	1903.17	33179.0
2014-01-22 15:00:00	ES	Futures	1902.91	1904.98	1902.91	1903.69	36992.0
2014-01-22 15:30:00	ES	Futures	1903.69	1905.5	1902.65	1902.91	81053.0
2014-01-22 16:00:00	ES	Futures	1903.17	1903.69	1901.88	1902.65	61106.0
2014-01-22 16:30:00	ES	Futures	1902.91	1904.21	1902.65	1902.91	4669.0
2014-01-22 17:00:00	ES	Futures	1902.65	1903.17	1902.14	1902.39	2229.0
2014-01-22 18:00:00	ES	Futures	1902.65	1904.98	1902.39	1904.72	3490.0
2014-01-22 18:30:00	ES	Futures	1904.98	1907.83	1904.72	1907.05	8534.0
2014-01-22 19:00:00	ES	Futures	1907.05	1907.05	1905.5	1906.79	3107.0
2014-01-22 19:30:00	ES	Futures	1906.53	1906.79	1904.72	1905.24	2155.0
2014-01-22 20:00:00	ES	Futures	1905.24	1906.02	1904.72	1906.02	2693.0
2014-01-22 20:30:00	ES	Futures	1905.76	1906.27	1899.55	1901.1	13104.0
2014-01-22 21:00:00	ES	Futures	1901.36	1901.36	1899.03	1900.07	5363.0
2014-01-22 21:30:00	ES	Futures	1899.81	1900.58	1899.29	1899.55	2908.0
2014-01-22 22:00:00	ES	Futures	1899.55	1899.81	1893.6	1894.89	16240.0
2014-01-22 22:30:00	ES	Futures	1894.89	1895.15	1892.05	1893.86	12236.0
2014-01-22 23:00:00	ES	Futures	1894.12	1896.19	1893.6	1894.89	6191.0
2014-01-22 23:30:00	ES	Futures	1894.89	1895.93	1894.64	1895.67	2491.0
2014-01-22 00:00:00	NQ	Futures	4202.14	4210.28	4202.14	4209.41	1970.0
2014-01-22 00:30:00	NQ	Futures	4209.41	4209.41	4205.92	4206.5	240.0
2014-01-22 01:00:00	NQ	Futures	4206.5	4206.5	4204.46	4205.05	164.0

> showing 50 of 2,944 rows — these rows as CSV

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