PREVIEW / futures_30min / 2014-01-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-23.parquet
  size:    82 KB
  rows:    2,958

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
2014-01-23 00:00:00	ES	Futures	1895.41	1898.0	1895.15	1898.0	3730.0
2014-01-23 00:30:00	ES	Futures	1898.0	1898.26	1895.67	1895.93	3340.0
2014-01-23 01:00:00	ES	Futures	1895.93	1896.45	1895.15	1895.15	2309.0
2014-01-23 01:30:00	ES	Futures	1895.15	1896.96	1895.15	1896.45	1437.0
2014-01-23 02:00:00	ES	Futures	1896.7	1897.48	1896.19	1896.7	2816.0
2014-01-23 02:30:00	ES	Futures	1896.7	1896.96	1895.15	1895.67	4417.0
2014-01-23 03:00:00	ES	Futures	1895.93	1899.29	1895.67	1898.77	13260.0
2014-01-23 03:30:00	ES	Futures	1898.77	1900.84	1898.52	1900.07	11881.0
2014-01-23 04:00:00	ES	Futures	1900.07	1900.33	1895.93	1897.48	11964.0
2014-01-23 04:30:00	ES	Futures	1897.22	1898.77	1896.7	1898.0	4784.0
2014-01-23 05:00:00	ES	Futures	1897.74	1898.26	1896.96	1897.74	2361.0
2014-01-23 05:30:00	ES	Futures	1897.74	1898.52	1896.96	1897.48	3833.0
2014-01-23 06:00:00	ES	Futures	1897.22	1897.48	1895.15	1896.45	9149.0
2014-01-23 06:30:00	ES	Futures	1896.45	1896.7	1893.6	1894.38	10699.0
2014-01-23 07:00:00	ES	Futures	1894.38	1896.19	1893.6	1895.93	12719.0
2014-01-23 07:30:00	ES	Futures	1895.93	1896.96	1895.93	1896.7	6006.0
2014-01-23 08:00:00	ES	Futures	1896.7	1897.48	1896.19	1896.7	8496.0
2014-01-23 08:30:00	ES	Futures	1896.7	1897.22	1891.27	1891.53	45644.0
2014-01-23 09:00:00	ES	Futures	1891.53	1893.6	1889.72	1892.82	40427.0
2014-01-23 09:30:00	ES	Futures	1893.08	1893.34	1886.1	1887.13	236257.0
2014-01-23 10:00:00	ES	Futures	1887.13	1889.46	1883.77	1885.32	165332.0
2014-01-23 10:30:00	ES	Futures	1885.32	1886.62	1882.48	1883.77	127411.0
2014-01-23 11:00:00	ES	Futures	1883.77	1886.36	1881.19	1885.58	106091.0
2014-01-23 11:30:00	ES	Futures	1885.32	1886.36	1884.03	1886.1	60211.0
2014-01-23 12:00:00	ES	Futures	1886.1	1886.36	1881.7	1882.48	87683.0
2014-01-23 12:30:00	ES	Futures	1882.48	1884.81	1880.93	1883.51	84057.0
2014-01-23 13:00:00	ES	Futures	1883.51	1883.51	1880.15	1880.67	67479.0
2014-01-23 13:30:00	ES	Futures	1880.67	1881.44	1876.53	1877.05	98757.0
2014-01-23 14:00:00	ES	Futures	1877.05	1881.44	1876.79	1880.15	78600.0
2014-01-23 14:30:00	ES	Futures	1880.15	1883.25	1879.37	1883.0	53375.0
2014-01-23 15:00:00	ES	Futures	1883.0	1883.77	1881.19	1882.48	61139.0
2014-01-23 15:30:00	ES	Futures	1882.48	1886.88	1881.7	1886.62	177177.0
2014-01-23 16:00:00	ES	Futures	1886.62	1888.43	1886.36	1886.88	117320.0
2014-01-23 16:30:00	ES	Futures	1886.88	1888.17	1886.36	1887.91	6530.0
2014-01-23 17:00:00	ES	Futures	1888.17	1888.17	1886.62	1886.88	3900.0
2014-01-23 18:00:00	ES	Futures	1887.13	1888.17	1886.62	1887.65	3380.0
2014-01-23 18:30:00	ES	Futures	1887.65	1887.91	1886.62	1886.62	2424.0
2014-01-23 19:00:00	ES	Futures	1886.88	1888.69	1886.62	1888.17	4059.0
2014-01-23 19:30:00	ES	Futures	1888.43	1888.94	1887.13	1887.13	3090.0
2014-01-23 20:00:00	ES	Futures	1887.39	1888.43	1886.62	1888.43	2829.0
2014-01-23 20:30:00	ES	Futures	1888.43	1889.46	1887.65	1889.2	4534.0
2014-01-23 21:00:00	ES	Futures	1889.46	1889.72	1889.2	1889.46	3030.0
2014-01-23 21:30:00	ES	Futures	1889.46	1891.27	1889.2	1890.76	4557.0
2014-01-23 22:00:00	ES	Futures	1890.76	1891.01	1889.72	1889.98	3018.0
2014-01-23 22:30:00	ES	Futures	1890.24	1890.24	1889.2	1889.98	1961.0
2014-01-23 23:00:00	ES	Futures	1889.98	1889.98	1889.2	1889.72	1207.0
2014-01-23 23:30:00	ES	Futures	1889.46	1889.98	1885.07	1885.32	7781.0
2014-01-23 00:00:00	NQ	Futures	4206.21	4212.02	4205.92	4211.44	536.0
2014-01-23 00:30:00	NQ	Futures	4211.44	4213.48	4207.08	4207.37	568.0
2014-01-23 01:00:00	NQ	Futures	4207.08	4209.11	4205.34	4205.92	264.0

> showing 50 of 2,958 rows — these rows as CSV

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