PREVIEW / futures_30min / 2014-02-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-18.parquet
  size:    75 KB
  rows:    2,854

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
2014-02-18 00:00:00	ES	Futures	1900.84	1902.65	1900.58	1902.39	2918.0
2014-02-18 00:30:00	ES	Futures	1902.39	1902.91	1901.88	1901.88	1509.0
2014-02-18 01:00:00	ES	Futures	1902.14	1902.39	1901.62	1902.14	1380.0
2014-02-18 01:30:00	ES	Futures	1902.14	1903.43	1901.88	1902.91	1569.0
2014-02-18 02:00:00	ES	Futures	1902.65	1903.43	1902.65	1902.65	2188.0
2014-02-18 02:30:00	ES	Futures	1902.65	1902.91	1901.62	1902.14	2800.0
2014-02-18 03:00:00	ES	Futures	1902.14	1902.14	1899.29	1899.81	14456.0
2014-02-18 03:30:00	ES	Futures	1900.07	1900.84	1899.03	1899.81	10713.0
2014-02-18 04:00:00	ES	Futures	1899.55	1899.81	1898.0	1898.77	10628.0
2014-02-18 04:30:00	ES	Futures	1898.52	1899.03	1895.93	1896.7	10128.0
2014-02-18 05:00:00	ES	Futures	1896.45	1898.26	1895.93	1897.74	10159.0
2014-02-18 05:30:00	ES	Futures	1897.74	1897.74	1896.45	1896.96	3902.0
2014-02-18 06:00:00	ES	Futures	1896.7	1897.22	1895.67	1895.93	5112.0
2014-02-18 06:30:00	ES	Futures	1895.93	1898.0	1895.67	1897.22	8203.0
2014-02-18 07:00:00	ES	Futures	1897.48	1901.36	1897.22	1900.84	16116.0
2014-02-18 07:30:00	ES	Futures	1901.1	1902.14	1900.33	1901.36	10819.0
2014-02-18 08:00:00	ES	Futures	1901.1	1901.36	1899.55	1900.07	8983.0
2014-02-18 08:30:00	ES	Futures	1899.81	1900.07	1897.22	1899.03	32240.0
2014-02-18 09:00:00	ES	Futures	1898.77	1901.36	1898.77	1900.58	20844.0
2014-02-18 09:30:00	ES	Futures	1900.58	1903.43	1897.48	1899.03	160554.0
2014-02-18 10:00:00	ES	Futures	1898.77	1900.84	1894.89	1900.58	128648.0
2014-02-18 10:30:00	ES	Futures	1900.33	1901.36	1899.55	1900.58	67180.0
2014-02-18 11:00:00	ES	Futures	1900.58	1903.17	1899.55	1903.17	67334.0
2014-02-18 11:30:00	ES	Futures	1902.91	1903.69	1900.58	1900.58	47459.0
2014-02-18 12:00:00	ES	Futures	1900.84	1902.39	1900.33	1901.88	31251.0
2014-02-18 12:30:00	ES	Futures	1901.88	1903.17	1901.1	1901.88	27706.0
2014-02-18 13:00:00	ES	Futures	1902.14	1902.65	1901.36	1901.88	24130.0
2014-02-18 13:30:00	ES	Futures	1901.88	1901.88	1899.55	1901.1	48167.0
2014-02-18 14:00:00	ES	Futures	1900.84	1902.65	1900.84	1901.36	37147.0
2014-02-18 14:30:00	ES	Futures	1901.1	1903.43	1900.84	1901.88	43544.0
2014-02-18 15:00:00	ES	Futures	1901.88	1903.43	1901.1	1903.17	31994.0
2014-02-18 15:30:00	ES	Futures	1902.91	1903.43	1900.33	1901.1	105757.0
2014-02-18 16:00:00	ES	Futures	1901.1	1901.88	1900.07	1901.1	59332.0
2014-02-18 16:30:00	ES	Futures	1901.1	1901.88	1901.1	1901.36	4785.0
2014-02-18 17:00:00	ES	Futures	1901.1	1901.62	1900.84	1901.1	2641.0
2014-02-18 18:00:00	ES	Futures	1900.84	1901.1	1898.52	1899.03	4567.0
2014-02-18 18:30:00	ES	Futures	1899.03	1899.03	1897.74	1898.0	2743.0
2014-02-18 19:00:00	ES	Futures	1898.0	1898.77	1897.48	1898.77	3330.0
2014-02-18 19:30:00	ES	Futures	1898.77	1899.55	1898.26	1898.52	3333.0
2014-02-18 20:00:00	ES	Futures	1898.52	1898.77	1897.74	1898.52	2533.0
2014-02-18 20:30:00	ES	Futures	1898.52	1900.58	1898.26	1900.33	2658.0
2014-02-18 21:00:00	ES	Futures	1900.33	1900.58	1898.0	1898.0	2460.0
2014-02-18 21:30:00	ES	Futures	1898.26	1899.29	1898.0	1899.29	1170.0
2014-02-18 22:00:00	ES	Futures	1899.29	1899.81	1899.03	1899.55	1067.0
2014-02-18 22:30:00	ES	Futures	1899.55	1899.81	1898.26	1898.26	1596.0
2014-02-18 23:00:00	ES	Futures	1898.52	1899.03	1898.26	1899.03	716.0
2014-02-18 23:30:00	ES	Futures	1899.03	1899.03	1898.26	1898.77	1234.0
2014-02-18 00:00:00	NQ	Futures	4264.05	4267.83	4264.05	4267.25	372.0
2014-02-18 00:30:00	NQ	Futures	4267.25	4267.54	4265.22	4265.51	246.0
2014-02-18 01:00:00	NQ	Futures	4265.22	4266.96	4264.35	4266.96	201.0

> showing 50 of 2,854 rows — these rows as CSV

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