PREVIEW / futures_30min / 2014-02-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-12.parquet
  size:    77 KB
  rows:    2,925

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
2014-02-12 00:00:00	ES	Futures	1876.79	1877.82	1876.53	1877.56	3235.0
2014-02-12 00:30:00	ES	Futures	1877.56	1880.67	1877.56	1880.67	7030.0
2014-02-12 01:00:00	ES	Futures	1880.41	1880.93	1879.37	1880.67	2122.0
2014-02-12 01:30:00	ES	Futures	1880.41	1880.67	1878.6	1879.12	1749.0
2014-02-12 02:00:00	ES	Futures	1879.37	1879.37	1878.34	1879.12	2591.0
2014-02-12 02:30:00	ES	Futures	1878.86	1880.41	1878.86	1879.63	4205.0
2014-02-12 03:00:00	ES	Futures	1879.89	1880.15	1878.08	1879.12	12778.0
2014-02-12 03:30:00	ES	Futures	1879.12	1879.89	1878.08	1879.63	8672.0
2014-02-12 04:00:00	ES	Futures	1879.37	1880.41	1878.86	1880.15	13240.0
2014-02-12 04:30:00	ES	Futures	1880.41	1881.44	1879.89	1881.44	5278.0
2014-02-12 05:00:00	ES	Futures	1881.19	1881.96	1880.15	1880.67	7931.0
2014-02-12 05:30:00	ES	Futures	1880.41	1880.93	1879.12	1879.37	9048.0
2014-02-12 06:00:00	ES	Futures	1879.37	1879.89	1877.05	1877.56	9984.0
2014-02-12 06:30:00	ES	Futures	1877.56	1878.08	1875.75	1876.01	12798.0
2014-02-12 07:00:00	ES	Futures	1876.01	1877.56	1875.75	1877.31	11070.0
2014-02-12 07:30:00	ES	Futures	1877.05	1877.31	1874.98	1876.01	10998.0
2014-02-12 08:00:00	ES	Futures	1876.27	1876.79	1874.72	1875.24	14442.0
2014-02-12 08:30:00	ES	Futures	1875.24	1877.56	1875.24	1877.56	14141.0
2014-02-12 09:00:00	ES	Futures	1877.56	1880.93	1877.31	1879.89	30777.0
2014-02-12 09:30:00	ES	Futures	1880.15	1886.36	1879.89	1885.58	185328.0
2014-02-12 10:00:00	ES	Futures	1885.84	1886.36	1879.37	1880.93	149691.0
2014-02-12 10:30:00	ES	Futures	1880.93	1881.19	1877.05	1878.34	127088.0
2014-02-12 11:00:00	ES	Futures	1878.6	1881.19	1876.79	1877.05	77171.0
2014-02-12 11:30:00	ES	Futures	1877.05	1878.34	1874.72	1876.79	86899.0
2014-02-12 12:00:00	ES	Futures	1877.05	1879.63	1875.75	1879.37	53045.0
2014-02-12 12:30:00	ES	Futures	1879.37	1880.41	1877.56	1879.63	33082.0
2014-02-12 13:00:00	ES	Futures	1879.63	1881.7	1878.34	1880.93	39590.0
2014-02-12 13:30:00	ES	Futures	1880.93	1881.96	1879.89	1880.41	49398.0
2014-02-12 14:00:00	ES	Futures	1880.41	1881.19	1878.08	1878.86	50106.0
2014-02-12 14:30:00	ES	Futures	1878.86	1878.86	1875.24	1876.53	73255.0
2014-02-12 15:00:00	ES	Futures	1876.53	1878.08	1875.49	1876.79	47521.0
2014-02-12 15:30:00	ES	Futures	1876.79	1879.37	1875.75	1878.86	99896.0
2014-02-12 16:00:00	ES	Futures	1878.86	1880.15	1878.6	1880.15	68489.0
2014-02-12 16:30:00	ES	Futures	1879.89	1880.41	1879.37	1879.63	5571.0
2014-02-12 17:00:00	ES	Futures	1879.63	1879.89	1879.37	1879.63	935.0
2014-02-12 18:00:00	ES	Futures	1879.63	1879.63	1877.56	1877.82	2866.0
2014-02-12 18:30:00	ES	Futures	1877.56	1878.6	1877.56	1878.08	961.0
2014-02-12 19:00:00	ES	Futures	1878.08	1879.37	1878.08	1878.86	1341.0
2014-02-12 19:30:00	ES	Futures	1878.86	1878.86	1877.05	1877.82	2788.0
2014-02-12 20:00:00	ES	Futures	1877.82	1878.34	1877.31	1877.82	1511.0
2014-02-12 20:30:00	ES	Futures	1877.56	1878.08	1875.49	1875.75	4392.0
2014-02-12 21:00:00	ES	Futures	1875.75	1877.05	1875.49	1876.79	2454.0
2014-02-12 21:30:00	ES	Futures	1876.79	1878.34	1876.53	1878.08	2308.0
2014-02-12 22:00:00	ES	Futures	1878.08	1878.08	1876.53	1876.53	2398.0
2014-02-12 22:30:00	ES	Futures	1876.53	1877.31	1875.49	1875.75	2826.0
2014-02-12 23:00:00	ES	Futures	1875.75	1876.01	1875.24	1875.24	1969.0
2014-02-12 23:30:00	ES	Futures	1875.24	1876.01	1874.72	1875.24	2250.0
2014-02-12 00:00:00	NQ	Futures	4204.46	4206.21	4204.17	4205.63	123.0
2014-02-12 00:30:00	NQ	Futures	4205.63	4210.28	4205.34	4209.99	604.0
2014-02-12 01:00:00	NQ	Futures	4209.99	4210.28	4208.24	4210.28	266.0

> showing 50 of 2,925 rows — these rows as CSV

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