PREVIEW / futures_30min / 2014-02-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-24.parquet
  size:    74 KB
  rows:    2,820

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
2014-02-24 00:00:00	ES	Futures	1893.6	1895.93	1893.6	1895.41	2089.0
2014-02-24 00:30:00	ES	Futures	1895.15	1896.96	1894.89	1896.7	1639.0
2014-02-24 01:00:00	ES	Futures	1896.7	1896.96	1895.93	1896.45	731.0
2014-02-24 01:30:00	ES	Futures	1896.7	1897.74	1896.45	1897.74	1493.0
2014-02-24 02:00:00	ES	Futures	1897.48	1898.0	1896.96	1897.48	3945.0
2014-02-24 02:30:00	ES	Futures	1897.22	1898.0	1896.96	1897.74	2883.0
2014-02-24 03:00:00	ES	Futures	1897.74	1898.77	1896.96	1898.52	15283.0
2014-02-24 03:30:00	ES	Futures	1898.52	1900.84	1898.52	1900.07	10865.0
2014-02-24 04:00:00	ES	Futures	1900.07	1903.17	1899.03	1902.39	17770.0
2014-02-24 04:30:00	ES	Futures	1902.39	1902.65	1899.81	1900.33	7319.0
2014-02-24 05:00:00	ES	Futures	1900.07	1900.33	1897.74	1898.77	8782.0
2014-02-24 05:30:00	ES	Futures	1898.77	1899.29	1898.26	1898.52	3715.0
2014-02-24 06:00:00	ES	Futures	1898.26	1899.29	1898.26	1898.52	4702.0
2014-02-24 06:30:00	ES	Futures	1898.52	1901.88	1898.52	1901.62	6983.0
2014-02-24 07:00:00	ES	Futures	1901.62	1903.17	1901.36	1902.14	8618.0
2014-02-24 07:30:00	ES	Futures	1902.39	1902.91	1901.88	1902.14	7176.0
2014-02-24 08:00:00	ES	Futures	1902.39	1904.72	1901.88	1903.69	14868.0
2014-02-24 08:30:00	ES	Futures	1903.69	1903.69	1901.62	1901.88	11953.0
2014-02-24 09:00:00	ES	Futures	1901.88	1902.65	1900.33	1901.36	13700.0
2014-02-24 09:30:00	ES	Futures	1901.36	1913.52	1900.58	1912.74	261583.0
2014-02-24 10:00:00	ES	Futures	1912.48	1913.78	1910.41	1912.22	108195.0
2014-02-24 10:30:00	ES	Futures	1912.22	1915.84	1911.71	1914.81	116423.0
2014-02-24 11:00:00	ES	Futures	1914.81	1916.88	1913.52	1916.88	86942.0
2014-02-24 11:30:00	ES	Futures	1916.88	1920.5	1916.36	1919.98	117397.0
2014-02-24 12:00:00	ES	Futures	1919.98	1921.02	1919.72	1919.98	54635.0
2014-02-24 12:30:00	ES	Futures	1920.24	1920.24	1918.43	1918.95	42512.0
2014-02-24 13:00:00	ES	Futures	1918.69	1918.95	1917.91	1918.69	28495.0
2014-02-24 13:30:00	ES	Futures	1918.43	1919.47	1916.62	1916.62	52180.0
2014-02-24 14:00:00	ES	Futures	1916.62	1918.95	1916.62	1917.91	35730.0
2014-02-24 14:30:00	ES	Futures	1917.91	1918.43	1916.36	1916.36	33950.0
2014-02-24 15:00:00	ES	Futures	1916.62	1916.62	1911.45	1911.71	98649.0
2014-02-24 15:30:00	ES	Futures	1911.96	1914.29	1908.6	1908.86	221035.0
2014-02-24 16:00:00	ES	Futures	1908.6	1910.15	1905.76	1909.9	142763.0
2014-02-24 16:30:00	ES	Futures	1909.64	1909.9	1908.34	1908.86	13467.0
2014-02-24 17:00:00	ES	Futures	1908.6	1909.12	1908.34	1908.34	3386.0
2014-02-24 18:00:00	ES	Futures	1908.6	1908.6	1907.05	1908.09	4306.0
2014-02-24 18:30:00	ES	Futures	1908.09	1909.12	1908.09	1908.86	1409.0
2014-02-24 19:00:00	ES	Futures	1909.12	1909.9	1908.86	1909.12	3008.0
2014-02-24 19:30:00	ES	Futures	1909.38	1909.9	1909.12	1909.64	1082.0
2014-02-24 20:00:00	ES	Futures	1909.9	1910.67	1909.9	1910.41	2980.0
2014-02-24 20:30:00	ES	Futures	1910.15	1910.67	1908.09	1908.09	3395.0
2014-02-24 21:00:00	ES	Futures	1908.34	1908.6	1908.09	1908.09	1137.0
2014-02-24 21:30:00	ES	Futures	1908.09	1908.86	1908.09	1908.34	1077.0
2014-02-24 22:00:00	ES	Futures	1908.34	1909.38	1908.34	1909.38	1342.0
2014-02-24 22:30:00	ES	Futures	1909.12	1909.38	1908.6	1909.12	1411.0
2014-02-24 23:00:00	ES	Futures	1909.38	1909.38	1908.6	1909.12	529.0
2014-02-24 23:30:00	ES	Futures	1909.38	1909.38	1908.6	1909.12	1458.0
2014-02-24 00:00:00	NQ	Futures	4252.14	4257.08	4251.85	4255.33	188.0
2014-02-24 00:30:00	NQ	Futures	4255.04	4259.69	4254.75	4259.11	308.0
2014-02-24 01:00:00	NQ	Futures	4259.11	4259.69	4257.95	4258.82	79.0

> showing 50 of 2,820 rows — these rows as CSV

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