PREVIEW / futures_30min / 2014-02-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-11.parquet
  size:    78 KB
  rows:    2,942

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
2014-02-11 00:00:00	ES	Futures	1862.3	1863.34	1861.53	1862.3	2529.0
2014-02-11 00:30:00	ES	Futures	1862.3	1862.82	1861.53	1862.04	889.0
2014-02-11 01:00:00	ES	Futures	1861.79	1862.04	1861.01	1861.01	2064.0
2014-02-11 01:30:00	ES	Futures	1861.01	1861.53	1860.75	1861.27	806.0
2014-02-11 02:00:00	ES	Futures	1861.27	1863.6	1861.01	1862.04	5970.0
2014-02-11 02:30:00	ES	Futures	1862.04	1862.56	1861.01	1861.79	3775.0
2014-02-11 03:00:00	ES	Futures	1861.79	1864.11	1861.01	1863.34	20268.0
2014-02-11 03:30:00	ES	Futures	1863.6	1865.92	1863.08	1864.63	21511.0
2014-02-11 04:00:00	ES	Futures	1864.89	1865.15	1863.86	1864.37	7639.0
2014-02-11 04:30:00	ES	Futures	1864.37	1865.92	1863.86	1865.41	7384.0
2014-02-11 05:00:00	ES	Futures	1865.15	1866.96	1864.63	1865.67	11675.0
2014-02-11 05:30:00	ES	Futures	1865.67	1865.67	1864.63	1864.63	5227.0
2014-02-11 06:00:00	ES	Futures	1864.63	1865.41	1863.34	1863.6	6998.0
2014-02-11 06:30:00	ES	Futures	1863.6	1864.11	1861.79	1861.79	11788.0
2014-02-11 07:00:00	ES	Futures	1862.04	1863.86	1861.79	1863.6	12256.0
2014-02-11 07:30:00	ES	Futures	1863.6	1863.86	1862.56	1863.34	8691.0
2014-02-11 08:00:00	ES	Futures	1863.34	1864.11	1862.3	1863.6	12674.0
2014-02-11 08:30:00	ES	Futures	1863.34	1865.41	1858.42	1859.2	102869.0
2014-02-11 09:00:00	ES	Futures	1859.2	1860.23	1857.13	1858.42	36665.0
2014-02-11 09:30:00	ES	Futures	1858.68	1864.63	1857.39	1862.04	183018.0
2014-02-11 10:00:00	ES	Futures	1862.04	1866.18	1860.75	1865.15	113985.0
2014-02-11 10:30:00	ES	Futures	1865.15	1866.44	1863.08	1864.89	114018.0
2014-02-11 11:00:00	ES	Futures	1864.89	1871.1	1864.63	1871.1	154820.0
2014-02-11 11:30:00	ES	Futures	1871.1	1872.65	1870.58	1872.39	119149.0
2014-02-11 12:00:00	ES	Futures	1872.39	1872.91	1870.58	1871.62	74788.0
2014-02-11 12:30:00	ES	Futures	1871.87	1873.68	1871.62	1873.43	55170.0
2014-02-11 13:00:00	ES	Futures	1873.43	1877.56	1873.17	1876.79	98325.0
2014-02-11 13:30:00	ES	Futures	1876.79	1877.82	1875.75	1875.75	56884.0
2014-02-11 14:00:00	ES	Futures	1876.01	1877.31	1874.98	1876.79	52074.0
2014-02-11 14:30:00	ES	Futures	1876.79	1880.15	1876.27	1879.89	78060.0
2014-02-11 15:00:00	ES	Futures	1879.63	1882.48	1879.63	1879.89	99489.0
2014-02-11 15:30:00	ES	Futures	1880.15	1880.67	1876.53	1877.31	144342.0
2014-02-11 16:00:00	ES	Futures	1877.31	1877.82	1875.24	1876.27	93003.0
2014-02-11 16:30:00	ES	Futures	1876.27	1876.53	1875.24	1875.24	6320.0
2014-02-11 17:00:00	ES	Futures	1875.24	1876.27	1875.24	1876.01	2531.0
2014-02-11 18:00:00	ES	Futures	1876.01	1876.27	1874.46	1874.98	4540.0
2014-02-11 18:30:00	ES	Futures	1875.24	1876.27	1874.72	1875.75	2431.0
2014-02-11 19:00:00	ES	Futures	1875.75	1876.01	1874.98	1875.24	2194.0
2014-02-11 19:30:00	ES	Futures	1874.98	1875.49	1874.72	1874.98	2553.0
2014-02-11 20:00:00	ES	Futures	1874.98	1875.49	1874.72	1874.98	2350.0
2014-02-11 20:30:00	ES	Futures	1874.72	1876.53	1874.72	1874.98	3368.0
2014-02-11 21:00:00	ES	Futures	1874.98	1877.82	1874.72	1875.75	10276.0
2014-02-11 21:30:00	ES	Futures	1875.75	1876.01	1873.94	1875.24	3875.0
2014-02-11 22:00:00	ES	Futures	1875.24	1876.79	1874.98	1876.53	2509.0
2014-02-11 22:30:00	ES	Futures	1876.27	1877.05	1875.75	1876.79	1852.0
2014-02-11 23:00:00	ES	Futures	1876.79	1877.56	1876.53	1877.31	1106.0
2014-02-11 23:30:00	ES	Futures	1877.05	1877.56	1876.53	1876.79	1147.0
2014-02-11 00:00:00	NQ	Futures	4170.74	4173.94	4170.74	4172.2	649.0
2014-02-11 00:30:00	NQ	Futures	4173.07	4174.52	4171.91	4172.78	224.0
2014-02-11 01:00:00	NQ	Futures	4172.2	4172.78	4170.45	4170.74	87.0

> showing 50 of 2,942 rows — these rows as CSV

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