PREVIEW / futures_30min / 2014-02-25

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-25.parquet
  size:    74 KB
  rows:    2,884

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
2014-02-25 00:00:00	ES	Futures	1909.12	1909.12	1908.34	1908.6	853.0
2014-02-25 00:30:00	ES	Futures	1908.6	1909.38	1907.83	1908.09	1775.0
2014-02-25 01:00:00	ES	Futures	1908.09	1908.09	1906.79	1907.57	3445.0
2014-02-25 01:30:00	ES	Futures	1907.57	1908.86	1907.31	1908.6	2241.0
2014-02-25 02:00:00	ES	Futures	1908.6	1909.38	1907.05	1907.57	6056.0
2014-02-25 02:30:00	ES	Futures	1907.83	1908.6	1907.57	1908.34	2071.0
2014-02-25 03:00:00	ES	Futures	1908.34	1908.6	1906.27	1907.05	16345.0
2014-02-25 03:30:00	ES	Futures	1906.79	1907.31	1905.5	1906.79	11188.0
2014-02-25 04:00:00	ES	Futures	1906.79	1907.83	1906.27	1907.05	6730.0
2014-02-25 04:30:00	ES	Futures	1907.05	1907.57	1906.02	1906.27	6370.0
2014-02-25 05:00:00	ES	Futures	1906.27	1907.31	1906.02	1907.05	5635.0
2014-02-25 05:30:00	ES	Futures	1907.31	1907.31	1906.27	1907.05	5899.0
2014-02-25 06:00:00	ES	Futures	1906.79	1907.05	1904.72	1906.27	10606.0
2014-02-25 06:30:00	ES	Futures	1906.27	1906.79	1904.98	1906.02	10659.0
2014-02-25 07:00:00	ES	Futures	1906.27	1907.31	1905.24	1905.5	8920.0
2014-02-25 07:30:00	ES	Futures	1905.24	1906.27	1904.72	1905.76	8863.0
2014-02-25 08:00:00	ES	Futures	1905.76	1906.79	1905.24	1906.53	8140.0
2014-02-25 08:30:00	ES	Futures	1906.53	1909.38	1906.27	1908.09	24397.0
2014-02-25 09:00:00	ES	Futures	1908.34	1909.64	1907.83	1909.12	18752.0
2014-02-25 09:30:00	ES	Futures	1909.12	1911.71	1901.36	1903.17	215063.0
2014-02-25 10:00:00	ES	Futures	1903.17	1909.38	1900.84	1904.98	192211.0
2014-02-25 10:30:00	ES	Futures	1905.24	1909.9	1904.46	1908.86	100462.0
2014-02-25 11:00:00	ES	Futures	1908.86	1914.81	1907.05	1914.81	97344.0
2014-02-25 11:30:00	ES	Futures	1914.81	1915.07	1908.86	1908.86	111404.0
2014-02-25 12:00:00	ES	Futures	1909.12	1910.41	1907.83	1909.38	64535.0
2014-02-25 12:30:00	ES	Futures	1909.38	1910.93	1908.34	1910.41	49375.0
2014-02-25 13:00:00	ES	Futures	1910.41	1912.48	1909.38	1911.71	34092.0
2014-02-25 13:30:00	ES	Futures	1911.45	1913.0	1908.86	1909.64	59501.0
2014-02-25 14:00:00	ES	Futures	1909.64	1910.93	1906.02	1909.38	76236.0
2014-02-25 14:30:00	ES	Futures	1909.38	1909.64	1906.79	1908.09	45333.0
2014-02-25 15:00:00	ES	Futures	1908.09	1908.09	1903.43	1903.95	84908.0
2014-02-25 15:30:00	ES	Futures	1903.95	1907.31	1903.43	1906.79	143316.0
2014-02-25 16:00:00	ES	Futures	1906.79	1910.67	1906.53	1910.15	90700.0
2014-02-25 16:30:00	ES	Futures	1910.67	1911.19	1910.15	1910.93	11928.0
2014-02-25 17:00:00	ES	Futures	1910.93	1911.71	1910.67	1911.45	2775.0
2014-02-25 18:00:00	ES	Futures	1911.45	1911.96	1910.93	1911.45	2420.0
2014-02-25 18:30:00	ES	Futures	1911.45	1911.71	1910.93	1910.93	1521.0
2014-02-25 19:00:00	ES	Futures	1911.19	1913.0	1910.93	1912.22	3547.0
2014-02-25 19:30:00	ES	Futures	1912.48	1913.0	1911.71	1912.22	2877.0
2014-02-25 20:00:00	ES	Futures	1911.96	1912.74	1911.71	1912.48	2341.0
2014-02-25 20:30:00	ES	Futures	1912.48	1914.03	1912.22	1912.48	5363.0
2014-02-25 21:00:00	ES	Futures	1912.48	1914.03	1912.48	1913.0	2541.0
2014-02-25 21:30:00	ES	Futures	1913.0	1915.07	1912.48	1914.03	4799.0
2014-02-25 22:00:00	ES	Futures	1914.03	1914.81	1913.52	1914.81	3555.0
2014-02-25 22:30:00	ES	Futures	1915.07	1916.62	1914.55	1915.33	7283.0
2014-02-25 23:00:00	ES	Futures	1915.33	1915.33	1914.29	1915.07	1554.0
2014-02-25 23:30:00	ES	Futures	1915.07	1915.59	1914.55	1915.33	1266.0
2014-02-25 00:00:00	NQ	Futures	4287.6	4287.89	4286.44	4287.02	40.0
2014-02-25 00:30:00	NQ	Futures	4287.31	4289.05	4285.57	4285.86	181.0
2014-02-25 01:00:00	NQ	Futures	4285.57	4285.57	4282.95	4284.4	274.0

> showing 50 of 2,884 rows — these rows as CSV

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