PREVIEW / futures_30min / 2014-01-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-27.parquet
  size:    79 KB
  rows:    2,928

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
2014-01-27 00:00:00	ES	Futures	1848.34	1848.59	1846.27	1847.82	2962.0
2014-01-27 00:30:00	ES	Futures	1847.82	1847.82	1846.01	1846.53	1924.0
2014-01-27 01:00:00	ES	Futures	1846.78	1847.04	1843.94	1844.46	4192.0
2014-01-27 01:30:00	ES	Futures	1844.46	1847.04	1844.46	1846.01	3025.0
2014-01-27 02:00:00	ES	Futures	1846.01	1849.89	1846.01	1849.11	10829.0
2014-01-27 02:30:00	ES	Futures	1849.11	1851.96	1848.08	1851.7	13824.0
2014-01-27 03:00:00	ES	Futures	1851.7	1851.96	1847.3	1848.08	29297.0
2014-01-27 03:30:00	ES	Futures	1848.08	1851.18	1848.08	1850.41	18035.0
2014-01-27 04:00:00	ES	Futures	1850.41	1850.66	1846.27	1847.3	22614.0
2014-01-27 04:30:00	ES	Futures	1847.3	1849.37	1846.78	1848.85	20294.0
2014-01-27 05:00:00	ES	Futures	1848.59	1849.37	1844.46	1845.49	16530.0
2014-01-27 05:30:00	ES	Futures	1845.49	1849.37	1843.94	1848.85	22854.0
2014-01-27 06:00:00	ES	Futures	1848.59	1849.11	1846.01	1848.34	14966.0
2014-01-27 06:30:00	ES	Futures	1848.34	1852.73	1848.34	1851.96	23980.0
2014-01-27 07:00:00	ES	Futures	1851.96	1852.99	1851.18	1852.73	17739.0
2014-01-27 07:30:00	ES	Futures	1852.47	1854.03	1850.15	1850.66	31094.0
2014-01-27 08:00:00	ES	Futures	1850.41	1852.73	1850.15	1851.44	21292.0
2014-01-27 08:30:00	ES	Futures	1851.44	1852.73	1849.11	1850.92	25831.0
2014-01-27 09:00:00	ES	Futures	1850.92	1850.92	1848.08	1848.08	31048.0
2014-01-27 09:30:00	ES	Futures	1848.34	1852.99	1846.27	1850.92	256933.0
2014-01-27 10:00:00	ES	Futures	1850.92	1851.7	1838.51	1839.02	249305.0
2014-01-27 10:30:00	ES	Futures	1839.28	1844.97	1837.99	1841.09	212964.0
2014-01-27 11:00:00	ES	Futures	1841.09	1843.68	1838.51	1840.84	184530.0
2014-01-27 11:30:00	ES	Futures	1840.84	1841.09	1834.63	1835.66	185829.0
2014-01-27 12:00:00	ES	Futures	1835.66	1835.66	1828.16	1832.04	239577.0
2014-01-27 12:30:00	ES	Futures	1832.04	1835.66	1829.97	1833.08	126633.0
2014-01-27 13:00:00	ES	Futures	1832.82	1839.54	1831.78	1838.25	113976.0
2014-01-27 13:30:00	ES	Futures	1838.25	1844.97	1836.44	1841.87	125136.0
2014-01-27 14:00:00	ES	Futures	1841.61	1846.27	1841.61	1845.49	104299.0
2014-01-27 14:30:00	ES	Futures	1845.49	1850.41	1844.72	1849.37	104328.0
2014-01-27 15:00:00	ES	Futures	1849.63	1850.15	1844.97	1844.97	89308.0
2014-01-27 15:30:00	ES	Futures	1844.97	1846.78	1836.7	1837.21	199902.0
2014-01-27 16:00:00	ES	Futures	1837.21	1838.25	1834.37	1836.96	110419.0
2014-01-27 16:30:00	ES	Futures	1836.7	1837.99	1832.04	1834.37	24107.0
2014-01-27 17:00:00	ES	Futures	1834.37	1835.14	1832.3	1833.59	7701.0
2014-01-27 18:00:00	ES	Futures	1832.56	1837.99	1832.3	1837.73	11850.0
2014-01-27 18:30:00	ES	Futures	1837.73	1838.25	1836.44	1836.96	3691.0
2014-01-27 19:00:00	ES	Futures	1836.96	1837.47	1835.92	1837.21	2857.0
2014-01-27 19:30:00	ES	Futures	1836.96	1837.99	1836.96	1837.73	3224.0
2014-01-27 20:00:00	ES	Futures	1837.47	1839.28	1836.96	1838.77	4685.0
2014-01-27 20:30:00	ES	Futures	1838.51	1840.06	1838.25	1839.8	4294.0
2014-01-27 21:00:00	ES	Futures	1839.8	1840.32	1838.51	1839.02	3098.0
2014-01-27 21:30:00	ES	Futures	1839.28	1840.32	1839.02	1839.54	1380.0
2014-01-27 22:00:00	ES	Futures	1839.8	1843.68	1839.54	1842.9	8081.0
2014-01-27 22:30:00	ES	Futures	1842.65	1842.9	1841.35	1842.65	2937.0
2014-01-27 23:00:00	ES	Futures	1842.9	1842.9	1842.13	1842.65	1316.0
2014-01-27 23:30:00	ES	Futures	1842.65	1842.9	1842.13	1842.39	1424.0
2014-01-27 00:00:00	NQ	Futures	4112.61	4112.9	4106.21	4109.99	670.0
2014-01-27 00:30:00	NQ	Futures	4109.99	4111.15	4107.08	4108.54	335.0
2014-01-27 01:00:00	NQ	Futures	4109.41	4109.41	4102.72	4104.18	606.0

> showing 50 of 2,928 rows — these rows as CSV

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