PREVIEW / futures_30min / 2014-02-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-20.parquet
  size:    78 KB
  rows:    2,892

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
2014-02-20 00:00:00	ES	Futures	1882.74	1883.0	1881.7	1882.22	3207.0
2014-02-20 00:30:00	ES	Futures	1882.22	1883.0	1881.7	1882.22	2059.0
2014-02-20 01:00:00	ES	Futures	1881.96	1882.22	1880.67	1881.44	2593.0
2014-02-20 01:30:00	ES	Futures	1881.44	1883.77	1880.41	1883.51	4912.0
2014-02-20 02:00:00	ES	Futures	1883.51	1884.55	1883.25	1884.29	6158.0
2014-02-20 02:30:00	ES	Futures	1884.03	1884.03	1880.41	1881.19	10080.0
2014-02-20 03:00:00	ES	Futures	1881.19	1884.81	1880.93	1884.55	25212.0
2014-02-20 03:30:00	ES	Futures	1884.81	1886.62	1884.29	1885.32	15810.0
2014-02-20 04:00:00	ES	Futures	1885.32	1887.39	1884.55	1885.84	14817.0
2014-02-20 04:30:00	ES	Futures	1885.84	1887.39	1884.81	1884.81	11095.0
2014-02-20 05:00:00	ES	Futures	1885.07	1886.62	1884.81	1886.62	8640.0
2014-02-20 05:30:00	ES	Futures	1886.62	1888.94	1886.36	1887.13	12701.0
2014-02-20 06:00:00	ES	Futures	1887.39	1887.39	1885.58	1886.36	7688.0
2014-02-20 06:30:00	ES	Futures	1886.36	1887.13	1885.07	1886.88	10066.0
2014-02-20 07:00:00	ES	Futures	1886.88	1888.17	1882.48	1882.74	23498.0
2014-02-20 07:30:00	ES	Futures	1883.0	1884.03	1881.96	1883.51	9553.0
2014-02-20 08:00:00	ES	Futures	1883.51	1885.07	1882.22	1882.74	15939.0
2014-02-20 08:30:00	ES	Futures	1882.74	1892.82	1882.74	1890.5	52979.0
2014-02-20 09:00:00	ES	Futures	1890.76	1892.31	1889.46	1890.76	52657.0
2014-02-20 09:30:00	ES	Futures	1890.76	1894.64	1886.36	1887.65	187593.0
2014-02-20 10:00:00	ES	Futures	1887.65	1893.08	1884.03	1891.53	201161.0
2014-02-20 10:30:00	ES	Futures	1891.79	1896.96	1891.53	1895.41	116170.0
2014-02-20 11:00:00	ES	Futures	1895.15	1897.74	1893.6	1894.64	71416.0
2014-02-20 11:30:00	ES	Futures	1894.64	1896.96	1894.12	1895.67	65824.0
2014-02-20 12:00:00	ES	Futures	1895.67	1900.58	1895.15	1900.33	75887.0
2014-02-20 12:30:00	ES	Futures	1900.33	1901.36	1899.29	1900.07	52182.0
2014-02-20 13:00:00	ES	Futures	1900.07	1901.1	1899.55	1899.81	25456.0
2014-02-20 13:30:00	ES	Futures	1900.07	1901.36	1899.55	1900.58	34680.0
2014-02-20 14:00:00	ES	Futures	1900.58	1902.39	1898.26	1900.58	88622.0
2014-02-20 14:30:00	ES	Futures	1900.58	1902.14	1899.03	1901.88	53980.0
2014-02-20 15:00:00	ES	Futures	1901.88	1902.91	1900.58	1901.62	53888.0
2014-02-20 15:30:00	ES	Futures	1901.62	1903.95	1900.07	1900.07	113256.0
2014-02-20 16:00:00	ES	Futures	1900.07	1900.33	1898.52	1899.55	87094.0
2014-02-20 16:30:00	ES	Futures	1899.81	1900.84	1899.03	1899.03	6147.0
2014-02-20 17:00:00	ES	Futures	1899.03	1899.55	1898.77	1899.55	1013.0
2014-02-20 18:00:00	ES	Futures	1899.55	1899.81	1898.77	1899.03	2495.0
2014-02-20 18:30:00	ES	Futures	1899.29	1900.07	1898.77	1899.81	2075.0
2014-02-20 19:00:00	ES	Futures	1899.81	1902.39	1899.81	1902.14	5188.0
2014-02-20 19:30:00	ES	Futures	1902.39	1902.91	1902.14	1902.39	2545.0
2014-02-20 20:00:00	ES	Futures	1902.39	1902.65	1901.88	1902.14	1370.0
2014-02-20 20:30:00	ES	Futures	1902.39	1902.39	1901.36	1901.62	1454.0
2014-02-20 21:00:00	ES	Futures	1901.88	1903.69	1901.88	1903.17	3221.0
2014-02-20 21:30:00	ES	Futures	1903.43	1904.98	1902.65	1904.72	4601.0
2014-02-20 22:00:00	ES	Futures	1904.72	1904.98	1903.17	1903.17	2053.0
2014-02-20 22:30:00	ES	Futures	1903.17	1904.72	1903.17	1904.21	2834.0
2014-02-20 23:00:00	ES	Futures	1904.21	1904.72	1903.69	1904.46	1320.0
2014-02-20 23:30:00	ES	Futures	1904.46	1904.98	1904.21	1904.98	1158.0
2014-02-20 00:00:00	NQ	Futures	4237.02	4237.6	4234.7	4236.44	556.0
2014-02-20 00:30:00	NQ	Futures	4236.44	4237.6	4234.99	4235.57	337.0
2014-02-20 01:00:00	NQ	Futures	4235.28	4235.28	4232.66	4234.11	271.0

> showing 50 of 2,892 rows — these rows as CSV

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