PREVIEW / futures_30min / 2014-01-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-29.parquet
  size:    86 KB
  rows:    2,996

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
2014-01-29 00:00:00	ES	Futures	1859.98	1860.49	1858.42	1858.68	2655.0
2014-01-29 00:30:00	ES	Futures	1858.94	1859.46	1858.94	1859.2	1482.0
2014-01-29 01:00:00	ES	Futures	1859.2	1860.49	1858.94	1859.72	2362.0
2014-01-29 01:30:00	ES	Futures	1859.72	1859.98	1858.94	1859.2	1168.0
2014-01-29 02:00:00	ES	Futures	1859.2	1860.49	1857.65	1859.98	7457.0
2014-01-29 02:30:00	ES	Futures	1859.98	1859.98	1857.39	1857.91	5236.0
2014-01-29 03:00:00	ES	Futures	1858.17	1862.04	1857.65	1861.01	28745.0
2014-01-29 03:30:00	ES	Futures	1860.75	1861.27	1857.65	1858.68	13213.0
2014-01-29 04:00:00	ES	Futures	1858.42	1858.94	1851.44	1854.54	33340.0
2014-01-29 04:30:00	ES	Futures	1854.29	1856.1	1852.99	1855.06	9769.0
2014-01-29 05:00:00	ES	Futures	1854.8	1855.58	1852.99	1854.03	6759.0
2014-01-29 05:30:00	ES	Futures	1854.03	1854.29	1849.89	1851.44	17474.0
2014-01-29 06:00:00	ES	Futures	1851.18	1851.44	1849.63	1851.18	16313.0
2014-01-29 06:30:00	ES	Futures	1851.18	1851.44	1845.49	1849.37	31119.0
2014-01-29 07:00:00	ES	Futures	1849.11	1852.99	1845.23	1846.27	34837.0
2014-01-29 07:30:00	ES	Futures	1846.27	1848.08	1840.58	1844.46	47774.0
2014-01-29 08:00:00	ES	Futures	1844.2	1847.04	1839.8	1840.84	53320.0
2014-01-29 08:30:00	ES	Futures	1840.84	1842.13	1833.59	1836.96	104804.0
2014-01-29 09:00:00	ES	Futures	1836.96	1837.21	1829.97	1832.3	122977.0
2014-01-29 09:30:00	ES	Futures	1832.56	1839.28	1829.71	1836.7	294833.0
2014-01-29 10:00:00	ES	Futures	1836.44	1840.84	1832.56	1835.14	217890.0
2014-01-29 10:30:00	ES	Futures	1835.14	1839.8	1834.37	1837.73	114470.0
2014-01-29 11:00:00	ES	Futures	1837.99	1842.65	1837.99	1842.13	103723.0
2014-01-29 11:30:00	ES	Futures	1842.13	1842.65	1838.77	1842.13	98015.0
2014-01-29 12:00:00	ES	Futures	1841.87	1842.65	1836.96	1837.21	58744.0
2014-01-29 12:30:00	ES	Futures	1837.21	1837.99	1834.63	1837.47	47694.0
2014-01-29 13:00:00	ES	Futures	1837.21	1837.47	1834.63	1835.66	51039.0
2014-01-29 13:30:00	ES	Futures	1835.92	1837.73	1833.33	1836.7	82873.0
2014-01-29 14:00:00	ES	Futures	1836.96	1842.65	1825.06	1834.37	382923.0
2014-01-29 14:30:00	ES	Futures	1834.11	1839.28	1828.42	1829.2	190702.0
2014-01-29 15:00:00	ES	Futures	1829.2	1831.27	1825.83	1828.16	165744.0
2014-01-29 15:30:00	ES	Futures	1828.16	1833.85	1825.83	1829.97	206563.0
2014-01-29 16:00:00	ES	Futures	1829.97	1835.66	1829.2	1832.82	91972.0
2014-01-29 16:30:00	ES	Futures	1832.3	1832.3	1829.97	1831.01	11921.0
2014-01-29 17:00:00	ES	Futures	1831.27	1832.82	1830.75	1831.52	3783.0
2014-01-29 18:00:00	ES	Futures	1831.27	1836.44	1831.27	1835.14	9559.0
2014-01-29 18:30:00	ES	Futures	1835.14	1837.47	1834.63	1836.7	4541.0
2014-01-29 19:00:00	ES	Futures	1836.7	1836.96	1835.4	1835.66	4500.0
2014-01-29 19:30:00	ES	Futures	1835.4	1836.44	1833.33	1835.66	4298.0
2014-01-29 20:00:00	ES	Futures	1835.66	1836.7	1835.14	1836.44	2693.0
2014-01-29 20:30:00	ES	Futures	1836.7	1836.7	1829.45	1831.78	9575.0
2014-01-29 21:00:00	ES	Futures	1831.78	1832.82	1828.94	1829.71	4732.0
2014-01-29 21:30:00	ES	Futures	1829.45	1831.01	1828.94	1830.75	2997.0
2014-01-29 22:00:00	ES	Futures	1831.01	1835.14	1830.75	1835.14	5368.0
2014-01-29 22:30:00	ES	Futures	1835.14	1836.18	1834.63	1835.92	2803.0
2014-01-29 23:00:00	ES	Futures	1835.66	1837.47	1835.66	1836.18	2969.0
2014-01-29 23:30:00	ES	Futures	1835.92	1837.21	1835.4	1836.18	2237.0
2014-01-29 00:00:00	NQ	Futures	4093.42	4094.59	4090.52	4091.39	433.0
2014-01-29 00:30:00	NQ	Futures	4091.68	4093.13	4091.68	4093.13	213.0
2014-01-29 01:00:00	NQ	Futures	4092.55	4095.46	4092.55	4094.0	450.0

> showing 50 of 2,996 rows — these rows as CSV

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