PREVIEW / futures_30min / 2014-02-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-19.parquet
  size:    79 KB
  rows:    2,907

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
2014-02-19 00:00:00	ES	Futures	1898.77	1899.55	1898.26	1898.26	2443.0
2014-02-19 00:30:00	ES	Futures	1898.52	1898.77	1898.0	1898.26	1199.0
2014-02-19 01:00:00	ES	Futures	1898.26	1898.77	1898.0	1898.26	895.0
2014-02-19 01:30:00	ES	Futures	1898.26	1899.03	1898.26	1898.52	866.0
2014-02-19 02:00:00	ES	Futures	1898.77	1900.07	1898.26	1899.29	3387.0
2014-02-19 02:30:00	ES	Futures	1899.55	1899.55	1897.74	1898.0	3014.0
2014-02-19 03:00:00	ES	Futures	1898.0	1900.84	1898.0	1899.29	11282.0
2014-02-19 03:30:00	ES	Futures	1899.29	1900.58	1897.48	1898.52	10584.0
2014-02-19 04:00:00	ES	Futures	1898.52	1899.55	1898.0	1899.03	7715.0
2014-02-19 04:30:00	ES	Futures	1898.77	1899.55	1898.52	1898.77	5183.0
2014-02-19 05:00:00	ES	Futures	1898.52	1899.55	1896.96	1897.22	7836.0
2014-02-19 05:30:00	ES	Futures	1897.22	1898.0	1896.19	1896.45	9708.0
2014-02-19 06:00:00	ES	Futures	1896.45	1897.22	1895.67	1895.67	6014.0
2014-02-19 06:30:00	ES	Futures	1895.93	1895.93	1893.34	1894.38	20988.0
2014-02-19 07:00:00	ES	Futures	1894.64	1895.15	1893.34	1895.15	11678.0
2014-02-19 07:30:00	ES	Futures	1895.15	1895.15	1893.6	1894.64	9390.0
2014-02-19 08:00:00	ES	Futures	1894.64	1896.19	1893.86	1895.15	12683.0
2014-02-19 08:30:00	ES	Futures	1894.89	1897.48	1893.6	1896.19	31148.0
2014-02-19 09:00:00	ES	Futures	1896.19	1896.45	1894.64	1895.93	20741.0
2014-02-19 09:30:00	ES	Futures	1895.67	1903.17	1894.38	1903.17	189634.0
2014-02-19 10:00:00	ES	Futures	1903.17	1908.34	1900.84	1907.57	187895.0
2014-02-19 10:30:00	ES	Futures	1907.57	1908.34	1904.98	1905.5	94359.0
2014-02-19 11:00:00	ES	Futures	1905.5	1906.02	1903.95	1904.46	67547.0
2014-02-19 11:30:00	ES	Futures	1904.46	1906.02	1899.55	1899.55	85582.0
2014-02-19 12:00:00	ES	Futures	1899.55	1900.33	1893.86	1895.67	146390.0
2014-02-19 12:30:00	ES	Futures	1895.67	1897.48	1895.41	1897.22	66159.0
2014-02-19 13:00:00	ES	Futures	1897.22	1901.1	1896.7	1900.07	49988.0
2014-02-19 13:30:00	ES	Futures	1900.07	1901.1	1898.26	1898.52	32007.0
2014-02-19 14:00:00	ES	Futures	1898.52	1902.65	1895.41	1899.55	137339.0
2014-02-19 14:30:00	ES	Futures	1899.55	1899.81	1894.64	1896.96	94669.0
2014-02-19 15:00:00	ES	Futures	1896.96	1898.0	1890.24	1890.5	120044.0
2014-02-19 15:30:00	ES	Futures	1890.24	1891.27	1886.36	1888.17	194450.0
2014-02-19 16:00:00	ES	Futures	1888.43	1889.46	1887.65	1888.43	79773.0
2014-02-19 16:30:00	ES	Futures	1888.94	1891.01	1888.94	1889.2	12714.0
2014-02-19 17:00:00	ES	Futures	1889.46	1889.98	1889.2	1889.46	1704.0
2014-02-19 18:00:00	ES	Futures	1889.2	1892.05	1888.94	1891.79	5093.0
2014-02-19 18:30:00	ES	Futures	1891.79	1891.79	1889.98	1890.5	2348.0
2014-02-19 19:00:00	ES	Futures	1890.5	1891.79	1890.24	1891.01	3137.0
2014-02-19 19:30:00	ES	Futures	1891.01	1891.79	1890.24	1891.27	1759.0
2014-02-19 20:00:00	ES	Futures	1891.01	1892.05	1890.76	1891.79	1620.0
2014-02-19 20:30:00	ES	Futures	1891.53	1892.57	1880.15	1882.74	30458.0
2014-02-19 21:00:00	ES	Futures	1883.0	1884.29	1880.67	1882.74	11344.0
2014-02-19 21:30:00	ES	Futures	1882.74	1883.51	1882.22	1882.74	3126.0
2014-02-19 22:00:00	ES	Futures	1882.48	1883.77	1881.7	1883.51	2883.0
2014-02-19 22:30:00	ES	Futures	1883.25	1883.25	1880.93	1881.44	4993.0
2014-02-19 23:00:00	ES	Futures	1881.44	1881.96	1880.67	1881.19	4344.0
2014-02-19 23:30:00	ES	Futures	1881.19	1882.74	1880.67	1882.74	2901.0
2014-02-19 00:00:00	NQ	Futures	4270.45	4272.77	4269.87	4270.16	270.0
2014-02-19 00:30:00	NQ	Futures	4270.16	4271.03	4269.87	4270.16	203.0
2014-02-19 01:00:00	NQ	Futures	4270.45	4270.74	4270.16	4270.45	85.0

> showing 50 of 2,907 rows — these rows as CSV

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