PREVIEW / futures_30min / 2014-01-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-28.parquet
  size:    78 KB
  rows:    2,951

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
2014-01-28 00:00:00	ES	Futures	1842.39	1842.39	1842.13	1842.39	1106.0
2014-01-28 00:30:00	ES	Futures	1842.39	1843.42	1842.13	1842.9	2310.0
2014-01-28 01:00:00	ES	Futures	1842.9	1842.9	1841.35	1841.35	2750.0
2014-01-28 01:30:00	ES	Futures	1841.35	1841.87	1840.58	1841.09	1529.0
2014-01-28 02:00:00	ES	Futures	1840.84	1845.23	1840.84	1844.72	11878.0
2014-01-28 02:30:00	ES	Futures	1844.97	1846.27	1844.72	1845.49	8960.0
2014-01-28 03:00:00	ES	Futures	1845.49	1846.53	1843.42	1844.46	22705.0
2014-01-28 03:30:00	ES	Futures	1844.46	1846.78	1844.46	1845.75	15378.0
2014-01-28 04:00:00	ES	Futures	1845.49	1847.56	1845.49	1846.78	11819.0
2014-01-28 04:30:00	ES	Futures	1847.04	1848.34	1846.27	1847.04	12629.0
2014-01-28 05:00:00	ES	Futures	1847.04	1847.3	1845.75	1846.27	9606.0
2014-01-28 05:30:00	ES	Futures	1846.27	1847.3	1846.01	1846.53	6921.0
2014-01-28 06:00:00	ES	Futures	1846.53	1847.04	1844.46	1844.72	8096.0
2014-01-28 06:30:00	ES	Futures	1844.46	1846.27	1843.94	1845.75	8646.0
2014-01-28 07:00:00	ES	Futures	1845.75	1846.01	1843.94	1844.2	13750.0
2014-01-28 07:30:00	ES	Futures	1844.2	1844.72	1841.87	1842.13	18299.0
2014-01-28 08:00:00	ES	Futures	1842.39	1845.75	1842.13	1845.49	19539.0
2014-01-28 08:30:00	ES	Futures	1845.75	1845.75	1836.96	1843.42	95971.0
2014-01-28 09:00:00	ES	Futures	1843.42	1843.42	1837.47	1838.77	46543.0
2014-01-28 09:30:00	ES	Futures	1838.77	1847.04	1838.25	1846.53	213128.0
2014-01-28 10:00:00	ES	Futures	1846.01	1850.15	1844.72	1846.78	151631.0
2014-01-28 10:30:00	ES	Futures	1846.78	1849.63	1846.01	1848.08	119956.0
2014-01-28 11:00:00	ES	Futures	1848.08	1850.66	1843.68	1844.46	116771.0
2014-01-28 11:30:00	ES	Futures	1844.46	1845.49	1839.8	1843.16	123010.0
2014-01-28 12:00:00	ES	Futures	1843.16	1845.49	1841.87	1845.49	61774.0
2014-01-28 12:30:00	ES	Futures	1845.49	1847.56	1843.68	1845.49	49945.0
2014-01-28 13:00:00	ES	Futures	1845.75	1848.34	1844.46	1847.04	44433.0
2014-01-28 13:30:00	ES	Futures	1847.3	1848.08	1844.72	1846.01	57796.0
2014-01-28 14:00:00	ES	Futures	1846.01	1848.59	1844.97	1847.3	39654.0
2014-01-28 14:30:00	ES	Futures	1847.04	1849.37	1847.04	1848.59	61203.0
2014-01-28 15:00:00	ES	Futures	1848.59	1849.11	1846.53	1848.34	51723.0
2014-01-28 15:30:00	ES	Futures	1848.34	1850.15	1846.53	1848.08	131953.0
2014-01-28 16:00:00	ES	Futures	1847.82	1850.66	1847.82	1849.89	72025.0
2014-01-28 16:30:00	ES	Futures	1849.89	1850.92	1849.63	1850.41	6195.0
2014-01-28 17:00:00	ES	Futures	1850.41	1859.2	1850.41	1856.61	50433.0
2014-01-28 18:00:00	ES	Futures	1858.17	1863.6	1857.13	1858.42	31416.0
2014-01-28 18:30:00	ES	Futures	1858.17	1858.94	1856.61	1857.39	6613.0
2014-01-28 19:00:00	ES	Futures	1857.65	1860.23	1857.39	1859.2	5665.0
2014-01-28 19:30:00	ES	Futures	1859.2	1859.72	1858.42	1859.72	2987.0
2014-01-28 20:00:00	ES	Futures	1859.72	1860.23	1859.2	1859.72	2327.0
2014-01-28 20:30:00	ES	Futures	1859.98	1860.49	1859.46	1860.49	2298.0
2014-01-28 21:00:00	ES	Futures	1860.23	1860.49	1859.2	1859.46	2230.0
2014-01-28 21:30:00	ES	Futures	1859.46	1859.72	1859.2	1859.72	1204.0
2014-01-28 22:00:00	ES	Futures	1859.72	1860.49	1859.46	1859.98	2217.0
2014-01-28 22:30:00	ES	Futures	1859.98	1861.79	1859.72	1860.23	4526.0
2014-01-28 23:00:00	ES	Futures	1859.98	1860.23	1858.42	1859.2	3874.0
2014-01-28 23:30:00	ES	Futures	1859.2	1859.98	1858.94	1859.72	2088.0
2014-01-28 00:00:00	NQ	Futures	4046.33	4046.33	4044.88	4045.75	409.0
2014-01-28 00:30:00	NQ	Futures	4045.46	4047.2	4044.88	4046.62	405.0
2014-01-28 01:00:00	NQ	Futures	4046.33	4046.91	4044.59	4044.59	216.0

> showing 50 of 2,951 rows — these rows as CSV

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