PREVIEW / futures_30min / 2014-02-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-03.parquet
  size:    84 KB
  rows:    2,954

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
2014-02-03 00:00:00	ES	Futures	1842.13	1842.13	1840.32	1840.84	1486.0
2014-02-03 00:30:00	ES	Futures	1841.09	1841.87	1840.06	1840.32	1358.0
2014-02-03 01:00:00	ES	Futures	1840.58	1840.58	1836.18	1836.44	5565.0
2014-02-03 01:30:00	ES	Futures	1836.44	1836.96	1835.66	1836.7	1823.0
2014-02-03 02:00:00	ES	Futures	1836.7	1838.25	1835.92	1837.99	3551.0
2014-02-03 02:30:00	ES	Futures	1837.99	1839.28	1837.21	1838.51	2983.0
2014-02-03 03:00:00	ES	Futures	1838.25	1843.94	1836.96	1838.77	27671.0
2014-02-03 03:30:00	ES	Futures	1838.51	1840.58	1837.73	1839.8	11852.0
2014-02-03 04:00:00	ES	Futures	1840.06	1840.32	1834.63	1836.44	19589.0
2014-02-03 04:30:00	ES	Futures	1836.44	1837.47	1834.63	1835.66	7879.0
2014-02-03 05:00:00	ES	Futures	1835.66	1838.25	1833.85	1834.89	14604.0
2014-02-03 05:30:00	ES	Futures	1834.89	1835.4	1832.82	1833.33	9311.0
2014-02-03 06:00:00	ES	Futures	1833.33	1835.4	1832.82	1834.37	8976.0
2014-02-03 06:30:00	ES	Futures	1834.37	1839.02	1834.37	1837.21	13512.0
2014-02-03 07:00:00	ES	Futures	1837.47	1839.28	1836.7	1837.73	9121.0
2014-02-03 07:30:00	ES	Futures	1837.73	1842.39	1837.73	1842.13	16786.0
2014-02-03 08:00:00	ES	Futures	1842.13	1843.68	1841.09	1841.35	18893.0
2014-02-03 08:30:00	ES	Futures	1841.09	1841.61	1837.47	1837.99	22480.0
2014-02-03 09:00:00	ES	Futures	1838.25	1839.28	1835.92	1836.18	26476.0
2014-02-03 09:30:00	ES	Futures	1836.18	1840.58	1830.23	1833.08	199435.0
2014-02-03 10:00:00	ES	Futures	1833.08	1833.33	1818.07	1820.66	381623.0
2014-02-03 10:30:00	ES	Futures	1820.4	1825.06	1818.85	1820.92	194260.0
2014-02-03 11:00:00	ES	Futures	1820.66	1820.92	1812.38	1814.19	217846.0
2014-02-03 11:30:00	ES	Futures	1814.19	1816.78	1809.02	1809.8	193443.0
2014-02-03 12:00:00	ES	Futures	1809.8	1810.06	1805.4	1809.8	191232.0
2014-02-03 12:30:00	ES	Futures	1810.06	1811.87	1808.5	1808.5	115311.0
2014-02-03 13:00:00	ES	Futures	1808.5	1809.8	1801.0	1802.04	161041.0
2014-02-03 13:30:00	ES	Futures	1801.78	1804.37	1797.9	1800.23	207167.0
2014-02-03 14:00:00	ES	Futures	1800.49	1804.11	1799.45	1803.07	117880.0
2014-02-03 14:30:00	ES	Futures	1803.07	1803.33	1795.57	1795.83	161434.0
2014-02-03 15:00:00	ES	Futures	1795.83	1799.45	1795.05	1799.19	169891.0
2014-02-03 15:30:00	ES	Futures	1799.19	1800.23	1793.5	1797.12	262068.0
2014-02-03 16:00:00	ES	Futures	1797.12	1799.19	1792.21	1792.98	151207.0
2014-02-03 16:30:00	ES	Futures	1792.73	1798.67	1792.47	1797.12	24197.0
2014-02-03 17:00:00	ES	Futures	1796.86	1797.12	1796.09	1796.61	2885.0
2014-02-03 18:00:00	ES	Futures	1798.42	1798.67	1796.61	1798.42	6085.0
2014-02-03 18:30:00	ES	Futures	1798.67	1799.97	1798.16	1799.71	5864.0
2014-02-03 19:00:00	ES	Futures	1799.71	1799.71	1797.12	1797.64	4165.0
2014-02-03 19:30:00	ES	Futures	1797.64	1800.49	1797.38	1800.23	5946.0
2014-02-03 20:00:00	ES	Futures	1800.23	1800.74	1798.67	1799.71	4812.0
2014-02-03 20:30:00	ES	Futures	1799.97	1800.74	1797.38	1800.23	5750.0
2014-02-03 21:00:00	ES	Futures	1800.23	1803.07	1799.97	1801.26	10000.0
2014-02-03 21:30:00	ES	Futures	1801.52	1801.52	1797.9	1799.45	4584.0
2014-02-03 22:00:00	ES	Futures	1799.45	1800.23	1798.42	1799.45	2746.0
2014-02-03 22:30:00	ES	Futures	1799.19	1800.23	1797.38	1797.9	4153.0
2014-02-03 23:00:00	ES	Futures	1798.16	1799.71	1797.64	1799.19	2286.0
2014-02-03 23:30:00	ES	Futures	1799.45	1801.26	1798.16	1800.74	4619.0
2014-02-03 00:00:00	NQ	Futures	4093.42	4094.0	4088.77	4090.22	284.0
2014-02-03 00:30:00	NQ	Futures	4090.81	4094.0	4089.64	4089.93	291.0
2014-02-03 01:00:00	NQ	Futures	4090.22	4090.52	4081.5	4081.8	516.0

> showing 50 of 2,954 rows — these rows as CSV

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