PREVIEW / futures_30min / 2014-02-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-21.parquet
  size:    64 KB
  rows:    2,333

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
2014-02-21 00:00:00	ES	Futures	1904.98	1907.05	1904.72	1906.02	5743.0
2014-02-21 00:30:00	ES	Futures	1906.02	1907.05	1905.5	1906.02	3358.0
2014-02-21 01:00:00	ES	Futures	1905.76	1906.02	1904.72	1905.5	2348.0
2014-02-21 01:30:00	ES	Futures	1905.5	1906.27	1904.98	1906.02	1558.0
2014-02-21 02:00:00	ES	Futures	1906.02	1906.53	1904.98	1905.24	3034.0
2014-02-21 02:30:00	ES	Futures	1904.98	1906.53	1904.46	1906.02	5599.0
2014-02-21 03:00:00	ES	Futures	1905.76	1906.27	1903.95	1904.98	13783.0
2014-02-21 03:30:00	ES	Futures	1904.72	1904.98	1901.62	1903.43	14462.0
2014-02-21 04:00:00	ES	Futures	1903.17	1903.95	1901.88	1903.69	7696.0
2014-02-21 04:30:00	ES	Futures	1903.95	1904.46	1903.69	1903.95	4961.0
2014-02-21 05:00:00	ES	Futures	1903.95	1903.95	1902.65	1903.43	7130.0
2014-02-21 05:30:00	ES	Futures	1903.17	1903.95	1901.88	1902.91	8678.0
2014-02-21 06:00:00	ES	Futures	1902.65	1903.17	1901.88	1902.39	5268.0
2014-02-21 06:30:00	ES	Futures	1902.14	1904.21	1901.88	1903.95	9591.0
2014-02-21 07:00:00	ES	Futures	1903.95	1903.95	1902.91	1903.69	8291.0
2014-02-21 07:30:00	ES	Futures	1903.69	1904.46	1903.43	1903.95	6837.0
2014-02-21 08:00:00	ES	Futures	1903.95	1904.21	1902.65	1903.17	10140.0
2014-02-21 08:30:00	ES	Futures	1903.17	1903.17	1901.36	1901.88	15375.0
2014-02-21 09:00:00	ES	Futures	1901.88	1905.5	1901.62	1903.43	36571.0
2014-02-21 09:30:00	ES	Futures	1903.69	1906.02	1899.81	1904.72	176788.0
2014-02-21 10:00:00	ES	Futures	1904.46	1906.79	1900.84	1901.88	136308.0
2014-02-21 10:30:00	ES	Futures	1902.14	1906.79	1901.88	1905.76	93557.0
2014-02-21 11:00:00	ES	Futures	1906.02	1907.83	1903.69	1905.24	116910.0
2014-02-21 11:30:00	ES	Futures	1905.5	1907.31	1904.98	1905.24	56926.0
2014-02-21 12:00:00	ES	Futures	1905.24	1906.27	1904.72	1904.98	37155.0
2014-02-21 12:30:00	ES	Futures	1905.24	1905.5	1902.14	1903.95	38920.0
2014-02-21 13:00:00	ES	Futures	1903.95	1906.02	1903.17	1904.46	24530.0
2014-02-21 13:30:00	ES	Futures	1904.72	1905.24	1902.14	1902.91	31592.0
2014-02-21 14:00:00	ES	Futures	1903.17	1903.69	1899.81	1900.07	52330.0
2014-02-21 14:30:00	ES	Futures	1900.33	1900.84	1897.74	1899.81	76252.0
2014-02-21 15:00:00	ES	Futures	1900.07	1902.91	1899.55	1902.14	43773.0
2014-02-21 15:30:00	ES	Futures	1902.39	1902.91	1896.19	1897.48	136673.0
2014-02-21 16:00:00	ES	Futures	1897.48	1898.26	1896.7	1897.48	80495.0
2014-02-21 16:30:00	ES	Futures	1897.74	1898.52	1897.22	1897.22	4890.0
2014-02-21 17:00:00	ES	Futures	1897.22	1897.48	1896.7	1896.96	1469.0
2014-02-21 00:00:00	NQ	Futures	4279.75	4283.53	4279.46	4281.5	800.0
2014-02-21 00:30:00	NQ	Futures	4281.5	4282.95	4280.33	4280.62	295.0
2014-02-21 01:00:00	NQ	Futures	4280.91	4281.2	4278.59	4279.75	280.0
2014-02-21 01:30:00	NQ	Futures	4279.46	4282.66	4278.88	4282.08	284.0
2014-02-21 02:00:00	NQ	Futures	4281.79	4283.53	4279.46	4279.75	276.0
2014-02-21 02:30:00	NQ	Futures	4280.04	4282.37	4279.46	4281.2	266.0
2014-02-21 03:00:00	NQ	Futures	4281.2	4282.08	4276.26	4277.72	1363.0
2014-02-21 03:30:00	NQ	Futures	4277.72	4278.01	4271.03	4275.1	1332.0
2014-02-21 04:00:00	NQ	Futures	4275.39	4276.55	4272.48	4276.55	648.0
2014-02-21 04:30:00	NQ	Futures	4276.26	4278.59	4275.97	4277.14	413.0
2014-02-21 05:00:00	NQ	Futures	4276.84	4277.43	4274.52	4275.68	444.0
2014-02-21 05:30:00	NQ	Futures	4275.68	4277.43	4273.07	4274.81	411.0
2014-02-21 06:00:00	NQ	Futures	4274.52	4275.1	4272.77	4273.94	328.0
2014-02-21 06:30:00	NQ	Futures	4273.36	4277.72	4273.07	4277.14	595.0
2014-02-21 07:00:00	NQ	Futures	4276.84	4278.3	4274.81	4277.72	805.0

> showing 50 of 2,333 rows — these rows as CSV

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