PREVIEW / futures_30min / 2014-02-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-04.parquet
  size:    81 KB
  rows:    2,997

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
2014-02-04 00:00:00	ES	Futures	1800.74	1801.26	1799.45	1799.97	2860.0
2014-02-04 00:30:00	ES	Futures	1800.23	1800.74	1798.16	1798.67	3788.0
2014-02-04 01:00:00	ES	Futures	1798.67	1798.67	1794.02	1797.12	12182.0
2014-02-04 01:30:00	ES	Futures	1797.38	1799.71	1796.35	1798.67	4846.0
2014-02-04 02:00:00	ES	Futures	1798.93	1800.23	1798.42	1799.19	6588.0
2014-02-04 02:30:00	ES	Futures	1799.45	1801.78	1798.16	1801.52	7313.0
2014-02-04 03:00:00	ES	Futures	1801.52	1802.04	1799.19	1799.45	28994.0
2014-02-04 03:30:00	ES	Futures	1799.19	1802.81	1799.19	1801.78	23211.0
2014-02-04 04:00:00	ES	Futures	1802.04	1802.3	1800.23	1801.78	15563.0
2014-02-04 04:30:00	ES	Futures	1801.78	1804.11	1801.78	1802.55	23509.0
2014-02-04 05:00:00	ES	Futures	1802.55	1803.07	1800.23	1800.49	16359.0
2014-02-04 05:30:00	ES	Futures	1800.74	1800.74	1797.9	1798.93	16805.0
2014-02-04 06:00:00	ES	Futures	1798.93	1799.45	1797.38	1798.93	12639.0
2014-02-04 06:30:00	ES	Futures	1798.67	1801.0	1798.42	1799.19	18749.0
2014-02-04 07:00:00	ES	Futures	1799.19	1800.74	1798.42	1799.45	19283.0
2014-02-04 07:30:00	ES	Futures	1799.19	1800.49	1797.9	1799.45	20506.0
2014-02-04 08:00:00	ES	Futures	1799.71	1805.14	1799.19	1804.37	43514.0
2014-02-04 08:30:00	ES	Futures	1804.37	1806.43	1802.55	1805.66	39352.0
2014-02-04 09:00:00	ES	Futures	1805.92	1806.43	1803.33	1805.14	43683.0
2014-02-04 09:30:00	ES	Futures	1805.14	1808.76	1798.93	1807.21	295251.0
2014-02-04 10:00:00	ES	Futures	1807.21	1808.5	1802.3	1804.88	217077.0
2014-02-04 10:30:00	ES	Futures	1804.62	1808.25	1801.78	1803.33	151248.0
2014-02-04 11:00:00	ES	Futures	1803.33	1809.28	1802.3	1806.43	159630.0
2014-02-04 11:30:00	ES	Futures	1806.69	1811.61	1805.66	1811.61	152108.0
2014-02-04 12:00:00	ES	Futures	1811.35	1812.9	1809.54	1810.83	131506.0
2014-02-04 12:30:00	ES	Futures	1811.09	1813.42	1810.31	1812.12	61288.0
2014-02-04 13:00:00	ES	Futures	1812.12	1814.19	1809.02	1811.35	74170.0
2014-02-04 13:30:00	ES	Futures	1811.35	1812.12	1805.66	1806.43	93381.0
2014-02-04 14:00:00	ES	Futures	1806.69	1810.31	1804.88	1809.28	73791.0
2014-02-04 14:30:00	ES	Futures	1809.02	1811.87	1808.25	1811.09	67730.0
2014-02-04 15:00:00	ES	Futures	1810.83	1812.12	1804.11	1804.62	112339.0
2014-02-04 15:30:00	ES	Futures	1804.88	1812.12	1803.59	1809.54	195385.0
2014-02-04 16:00:00	ES	Futures	1809.28	1809.8	1803.85	1804.37	103890.0
2014-02-04 16:30:00	ES	Futures	1805.14	1806.43	1804.62	1804.88	9721.0
2014-02-04 17:00:00	ES	Futures	1804.88	1804.88	1803.59	1803.85	3676.0
2014-02-04 18:00:00	ES	Futures	1804.62	1806.43	1804.37	1805.66	5107.0
2014-02-04 18:30:00	ES	Futures	1805.66	1806.43	1805.4	1806.18	1798.0
2014-02-04 19:00:00	ES	Futures	1806.18	1806.18	1802.81	1804.37	5408.0
2014-02-04 19:30:00	ES	Futures	1804.11	1805.14	1802.81	1804.88	2376.0
2014-02-04 20:00:00	ES	Futures	1804.88	1805.14	1803.33	1804.37	2267.0
2014-02-04 20:30:00	ES	Futures	1804.37	1804.37	1802.81	1803.07	2165.0
2014-02-04 21:00:00	ES	Futures	1803.07	1803.59	1798.93	1799.71	8647.0
2014-02-04 21:30:00	ES	Futures	1799.71	1800.23	1797.12	1799.19	7948.0
2014-02-04 22:00:00	ES	Futures	1799.19	1799.19	1798.16	1798.67	3518.0
2014-02-04 22:30:00	ES	Futures	1798.67	1801.0	1797.64	1799.71	6171.0
2014-02-04 23:00:00	ES	Futures	1799.97	1801.52	1798.42	1799.45	3444.0
2014-02-04 23:30:00	ES	Futures	1799.71	1800.74	1798.93	1799.71	1515.0
2014-02-04 00:00:00	NQ	Futures	4004.47	4005.05	4000.98	4002.44	167.0
2014-02-04 00:30:00	NQ	Futures	4002.73	4003.89	3998.66	3998.66	515.0
2014-02-04 01:00:00	NQ	Futures	3998.66	3998.66	3989.94	3996.33	1125.0

> showing 50 of 2,997 rows — these rows as CSV

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