PREVIEW / futures_30min / 2014-01-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-24.parquet
  size:    73 KB
  rows:    2,445

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
2014-01-24 00:00:00	ES	Futures	1885.32	1885.58	1883.25	1885.32	9157.0
2014-01-24 00:30:00	ES	Futures	1885.32	1886.36	1884.03	1886.36	4664.0
2014-01-24 01:00:00	ES	Futures	1886.36	1887.13	1886.1	1887.13	3480.0
2014-01-24 01:30:00	ES	Futures	1887.13	1888.69	1886.88	1887.91	2705.0
2014-01-24 02:00:00	ES	Futures	1887.91	1888.69	1887.13	1887.65	3665.0
2014-01-24 02:30:00	ES	Futures	1887.65	1888.17	1886.62	1886.88	3178.0
2014-01-24 03:00:00	ES	Futures	1886.62	1888.17	1885.07	1885.07	14923.0
2014-01-24 03:30:00	ES	Futures	1885.32	1885.58	1881.96	1882.22	26592.0
2014-01-24 04:00:00	ES	Futures	1882.48	1882.74	1879.89	1879.89	26375.0
2014-01-24 04:30:00	ES	Futures	1880.15	1882.48	1879.37	1880.67	16646.0
2014-01-24 05:00:00	ES	Futures	1880.67	1880.93	1877.05	1877.56	20386.0
2014-01-24 05:30:00	ES	Futures	1877.56	1878.34	1874.72	1874.72	21463.0
2014-01-24 06:00:00	ES	Futures	1874.72	1876.01	1870.58	1871.87	43862.0
2014-01-24 06:30:00	ES	Futures	1871.87	1876.53	1871.36	1876.27	34863.0
2014-01-24 07:00:00	ES	Futures	1876.27	1876.79	1872.65	1874.2	20048.0
2014-01-24 07:30:00	ES	Futures	1874.2	1876.79	1873.68	1874.98	21031.0
2014-01-24 08:00:00	ES	Futures	1874.98	1878.86	1873.43	1877.82	27041.0
2014-01-24 08:30:00	ES	Futures	1878.08	1878.86	1876.53	1877.05	18510.0
2014-01-24 09:00:00	ES	Futures	1877.05	1877.05	1873.94	1874.46	34470.0
2014-01-24 09:30:00	ES	Futures	1874.46	1874.98	1867.99	1871.62	242146.0
2014-01-24 10:00:00	ES	Futures	1871.87	1873.94	1867.74	1870.58	177985.0
2014-01-24 10:30:00	ES	Futures	1870.58	1870.58	1861.53	1864.63	230342.0
2014-01-24 11:00:00	ES	Futures	1864.63	1866.18	1856.87	1857.65	238384.0
2014-01-24 11:30:00	ES	Futures	1857.65	1864.11	1856.61	1863.6	155680.0
2014-01-24 12:00:00	ES	Futures	1863.6	1864.37	1859.98	1862.04	109570.0
2014-01-24 12:30:00	ES	Futures	1862.04	1862.82	1858.68	1861.27	62867.0
2014-01-24 13:00:00	ES	Futures	1861.27	1862.56	1859.46	1859.98	65768.0
2014-01-24 13:30:00	ES	Futures	1859.98	1861.27	1858.42	1859.46	61822.0
2014-01-24 14:00:00	ES	Futures	1859.2	1859.2	1852.47	1853.51	150127.0
2014-01-24 14:30:00	ES	Futures	1853.77	1856.61	1853.51	1854.54	62983.0
2014-01-24 15:00:00	ES	Futures	1854.29	1855.32	1849.37	1851.18	135349.0
2014-01-24 15:30:00	ES	Futures	1850.92	1852.73	1846.01	1846.27	264111.0
2014-01-24 16:00:00	ES	Futures	1846.53	1849.11	1842.9	1843.16	186058.0
2014-01-24 16:30:00	ES	Futures	1843.42	1844.97	1841.61	1842.39	18607.0
2014-01-24 17:00:00	ES	Futures	1842.39	1842.9	1841.61	1841.87	4039.0
2014-01-24 00:00:00	NQ	Futures	4197.2	4197.2	4192.84	4196.03	852.0
2014-01-24 00:30:00	NQ	Futures	4196.62	4199.23	4193.42	4198.65	1013.0
2014-01-24 01:00:00	NQ	Futures	4199.23	4202.14	4198.94	4201.56	421.0
2014-01-24 01:30:00	NQ	Futures	4201.56	4203.59	4200.39	4202.72	272.0
2014-01-24 02:00:00	NQ	Futures	4202.43	4203.59	4200.69	4202.43	371.0
2014-01-24 02:30:00	NQ	Futures	4202.14	4203.01	4200.1	4200.69	292.0
2014-01-24 03:00:00	NQ	Futures	4200.39	4202.43	4194.87	4194.87	1990.0
2014-01-24 03:30:00	NQ	Futures	4195.16	4195.45	4189.06	4190.22	3078.0
2014-01-24 04:00:00	NQ	Futures	4189.64	4190.51	4185.28	4185.86	3460.0
2014-01-24 04:30:00	NQ	Futures	4185.86	4192.55	4184.7	4187.6	1866.0
2014-01-24 05:00:00	NQ	Futures	4187.6	4187.6	4177.72	4178.88	2578.0
2014-01-24 05:30:00	NQ	Futures	4178.3	4181.79	4174.52	4174.81	2986.0
2014-01-24 06:00:00	NQ	Futures	4174.52	4178.01	4166.09	4169.87	4874.0
2014-01-24 06:30:00	NQ	Futures	4169.87	4178.01	4165.51	4177.43	3868.0
2014-01-24 07:00:00	NQ	Futures	4177.72	4177.72	4169.58	4172.49	2629.0

> showing 50 of 2,445 rows — these rows as CSV

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