PREVIEW / futures_30min / 2014-02-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-13.parquet
  size:    79 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
2014-02-13 00:00:00	ES	Futures	1874.98	1875.24	1871.36	1871.36	10911.0
2014-02-13 00:30:00	ES	Futures	1871.36	1872.13	1869.8	1870.06	9349.0
2014-02-13 01:00:00	ES	Futures	1870.06	1871.36	1869.55	1871.1	4833.0
2014-02-13 01:30:00	ES	Futures	1871.1	1871.87	1870.58	1870.84	2126.0
2014-02-13 02:00:00	ES	Futures	1870.84	1871.87	1870.58	1871.87	4439.0
2014-02-13 02:30:00	ES	Futures	1871.87	1872.65	1871.1	1872.39	4118.0
2014-02-13 03:00:00	ES	Futures	1872.39	1874.2	1871.87	1871.87	12666.0
2014-02-13 03:30:00	ES	Futures	1871.87	1873.94	1871.87	1872.91	8790.0
2014-02-13 04:00:00	ES	Futures	1872.91	1873.17	1869.55	1872.13	14440.0
2014-02-13 04:30:00	ES	Futures	1871.87	1872.91	1870.84	1871.36	5308.0
2014-02-13 05:00:00	ES	Futures	1871.36	1873.43	1871.1	1872.65	14670.0
2014-02-13 05:30:00	ES	Futures	1872.39	1873.94	1870.84	1871.36	10292.0
2014-02-13 06:00:00	ES	Futures	1871.36	1871.62	1869.03	1869.29	12511.0
2014-02-13 06:30:00	ES	Futures	1869.03	1870.58	1869.03	1870.32	10125.0
2014-02-13 07:00:00	ES	Futures	1870.06	1872.39	1870.06	1871.36	10316.0
2014-02-13 07:30:00	ES	Futures	1871.62	1872.13	1870.06	1870.84	10092.0
2014-02-13 08:00:00	ES	Futures	1870.84	1871.1	1867.99	1868.77	28695.0
2014-02-13 08:30:00	ES	Futures	1868.77	1870.06	1864.63	1868.51	76808.0
2014-02-13 09:00:00	ES	Futures	1868.51	1869.8	1865.67	1865.67	32417.0
2014-02-13 09:30:00	ES	Futures	1865.67	1873.68	1865.41	1872.91	192343.0
2014-02-13 10:00:00	ES	Futures	1873.17	1879.12	1871.87	1876.27	168908.0
2014-02-13 10:30:00	ES	Futures	1876.53	1882.48	1874.98	1881.44	126758.0
2014-02-13 11:00:00	ES	Futures	1881.19	1884.55	1879.89	1883.0	114949.0
2014-02-13 11:30:00	ES	Futures	1883.0	1884.81	1881.7	1882.22	59847.0
2014-02-13 12:00:00	ES	Futures	1882.48	1882.74	1880.93	1882.22	53071.0
2014-02-13 12:30:00	ES	Futures	1882.48	1884.55	1882.22	1883.77	54181.0
2014-02-13 13:00:00	ES	Futures	1883.77	1887.39	1883.51	1887.13	67669.0
2014-02-13 13:30:00	ES	Futures	1887.13	1888.94	1886.62	1888.94	62076.0
2014-02-13 14:00:00	ES	Futures	1888.69	1890.24	1886.88	1887.13	88277.0
2014-02-13 14:30:00	ES	Futures	1887.13	1890.24	1886.88	1889.72	67840.0
2014-02-13 15:00:00	ES	Futures	1889.46	1889.98	1887.39	1888.43	53657.0
2014-02-13 15:30:00	ES	Futures	1888.43	1889.98	1887.65	1888.69	122695.0
2014-02-13 16:00:00	ES	Futures	1888.69	1888.69	1886.1	1887.39	91712.0
2014-02-13 16:30:00	ES	Futures	1887.39	1888.43	1887.13	1887.91	5615.0
2014-02-13 17:00:00	ES	Futures	1888.17	1888.17	1887.13	1887.39	1780.0
2014-02-13 18:00:00	ES	Futures	1886.88	1887.13	1884.81	1885.58	5407.0
2014-02-13 18:30:00	ES	Futures	1885.58	1886.88	1885.58	1886.62	2033.0
2014-02-13 19:00:00	ES	Futures	1886.88	1888.69	1886.1	1887.91	4775.0
2014-02-13 19:30:00	ES	Futures	1887.91	1888.17	1887.13	1887.91	1563.0
2014-02-13 20:00:00	ES	Futures	1887.65	1890.76	1887.39	1889.72	4788.0
2014-02-13 20:30:00	ES	Futures	1889.98	1890.5	1888.69	1888.69	2625.0
2014-02-13 21:00:00	ES	Futures	1888.94	1889.2	1886.62	1886.88	3064.0
2014-02-13 21:30:00	ES	Futures	1886.88	1888.17	1885.07	1885.32	3153.0
2014-02-13 22:00:00	ES	Futures	1885.32	1885.58	1883.77	1884.29	5762.0
2014-02-13 22:30:00	ES	Futures	1884.29	1884.29	1881.96	1883.25	10419.0
2014-02-13 23:00:00	ES	Futures	1883.25	1884.29	1881.19	1881.7	5627.0
2014-02-13 23:30:00	ES	Futures	1881.7	1882.74	1880.93	1881.44	3645.0
2014-02-13 00:00:00	NQ	Futures	4202.43	4202.43	4195.74	4195.74	1715.0
2014-02-13 00:30:00	NQ	Futures	4195.74	4197.78	4194.0	4194.0	1143.0
2014-02-13 01:00:00	NQ	Futures	4194.29	4196.32	4193.71	4196.03	648.0

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

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