PREVIEW / futures_30min / 2014-02-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-17.parquet
  size:    51 KB
  rows:    1,965

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
2014-02-17 00:00:00	ES	Futures	1897.22	1898.0	1896.96	1897.22	847.0
2014-02-17 00:30:00	ES	Futures	1897.22	1898.0	1896.7	1897.22	1479.0
2014-02-17 01:00:00	ES	Futures	1897.22	1898.0	1896.45	1897.74	1062.0
2014-02-17 01:30:00	ES	Futures	1897.74	1898.77	1897.74	1898.26	1038.0
2014-02-17 02:00:00	ES	Futures	1898.26	1900.07	1898.0	1899.55	3264.0
2014-02-17 02:30:00	ES	Futures	1899.55	1899.81	1898.77	1899.55	893.0
2014-02-17 03:00:00	ES	Futures	1899.55	1903.69	1898.77	1901.88	16924.0
2014-02-17 03:30:00	ES	Futures	1901.88	1902.65	1899.29	1899.29	8944.0
2014-02-17 04:00:00	ES	Futures	1899.29	1900.84	1899.03	1900.84	7632.0
2014-02-17 04:30:00	ES	Futures	1900.84	1902.65	1900.58	1902.14	6596.0
2014-02-17 05:00:00	ES	Futures	1902.14	1903.69	1901.62	1902.91	7420.0
2014-02-17 05:30:00	ES	Futures	1903.17	1903.69	1902.39	1903.17	3599.0
2014-02-17 06:00:00	ES	Futures	1903.17	1903.95	1902.14	1902.65	4877.0
2014-02-17 06:30:00	ES	Futures	1902.39	1902.65	1901.36	1902.39	2790.0
2014-02-17 07:00:00	ES	Futures	1902.39	1903.17	1902.14	1903.17	2508.0
2014-02-17 07:30:00	ES	Futures	1903.17	1903.43	1902.65	1903.43	2791.0
2014-02-17 08:00:00	ES	Futures	1903.43	1903.69	1901.36	1901.62	3729.0
2014-02-17 08:30:00	ES	Futures	1901.62	1902.14	1901.36	1901.88	3425.0
2014-02-17 09:00:00	ES	Futures	1901.62	1902.39	1901.36	1902.14	2743.0
2014-02-17 09:30:00	ES	Futures	1901.88	1902.14	1901.36	1901.62	3353.0
2014-02-17 10:00:00	ES	Futures	1901.62	1901.88	1900.58	1900.84	2519.0
2014-02-17 10:30:00	ES	Futures	1900.84	1901.1	1900.33	1900.58	2733.0
2014-02-17 11:00:00	ES	Futures	1900.84	1901.1	1899.55	1900.58	5635.0
2014-02-17 18:00:00	ES	Futures	1899.81	1902.39	1899.81	1901.62	4586.0
2014-02-17 18:30:00	ES	Futures	1901.62	1901.62	1899.81	1900.33	1251.0
2014-02-17 19:00:00	ES	Futures	1900.33	1901.62	1900.07	1900.33	1400.0
2014-02-17 19:30:00	ES	Futures	1900.33	1901.88	1900.07	1900.84	1424.0
2014-02-17 20:00:00	ES	Futures	1901.1	1901.36	1900.07	1900.58	1529.0
2014-02-17 20:30:00	ES	Futures	1900.33	1900.58	1899.03	1899.03	2656.0
2014-02-17 21:00:00	ES	Futures	1899.29	1899.81	1898.77	1899.03	1936.0
2014-02-17 21:30:00	ES	Futures	1899.03	1899.29	1898.52	1898.77	855.0
2014-02-17 22:00:00	ES	Futures	1898.77	1899.81	1898.52	1898.52	1346.0
2014-02-17 22:30:00	ES	Futures	1898.77	1900.84	1898.77	1900.84	3640.0
2014-02-17 23:00:00	ES	Futures	1900.84	1901.62	1900.58	1901.36	2234.0
2014-02-17 23:30:00	ES	Futures	1901.1	1901.62	1900.58	1900.58	1052.0
2014-02-17 00:00:00	NQ	Futures	4255.33	4257.37	4254.46	4255.33	169.0
2014-02-17 00:30:00	NQ	Futures	4255.04	4256.79	4254.46	4255.92	145.0
2014-02-17 01:00:00	NQ	Futures	4255.62	4258.24	4255.04	4257.08	109.0
2014-02-17 01:30:00	NQ	Futures	4257.08	4258.82	4257.08	4258.82	80.0
2014-02-17 02:00:00	NQ	Futures	4258.53	4263.18	4258.24	4262.02	404.0
2014-02-17 02:30:00	NQ	Futures	4262.02	4262.6	4260.57	4262.02	87.0
2014-02-17 03:00:00	NQ	Futures	4262.31	4270.16	4260.57	4266.67	1850.0
2014-02-17 03:30:00	NQ	Futures	4266.67	4268.41	4261.15	4261.44	827.0
2014-02-17 04:00:00	NQ	Futures	4260.86	4263.18	4259.11	4263.18	787.0
2014-02-17 04:30:00	NQ	Futures	4262.89	4265.8	4262.31	4265.22	361.0
2014-02-17 05:00:00	NQ	Futures	4265.22	4269.0	4264.35	4268.12	479.0
2014-02-17 05:30:00	NQ	Futures	4267.83	4269.58	4266.67	4267.54	312.0
2014-02-17 06:00:00	NQ	Futures	4267.25	4269.58	4264.05	4265.51	513.0
2014-02-17 06:30:00	NQ	Futures	4265.22	4266.09	4262.6	4264.93	251.0
2014-02-17 07:00:00	NQ	Futures	4264.93	4265.8	4263.47	4265.8	247.0

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