PREVIEW / futures_30min / 2014-02-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-26.parquet
  size:    77 KB
  rows:    2,913

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
2014-02-26 00:00:00	ES	Futures	1915.33	1915.84	1914.81	1915.59	2182.0
2014-02-26 00:30:00	ES	Futures	1915.59	1915.84	1915.07	1915.33	1892.0
2014-02-26 01:00:00	ES	Futures	1915.07	1915.84	1914.55	1915.59	2103.0
2014-02-26 01:30:00	ES	Futures	1915.59	1916.62	1915.33	1916.1	2299.0
2014-02-26 02:00:00	ES	Futures	1916.36	1916.62	1915.33	1915.59	3562.0
2014-02-26 02:30:00	ES	Futures	1915.59	1916.88	1915.33	1916.62	3791.0
2014-02-26 03:00:00	ES	Futures	1916.62	1917.4	1914.03	1914.55	18297.0
2014-02-26 03:30:00	ES	Futures	1914.81	1915.59	1914.03	1914.29	7217.0
2014-02-26 04:00:00	ES	Futures	1914.03	1915.07	1913.26	1913.78	9892.0
2014-02-26 04:30:00	ES	Futures	1913.78	1913.78	1912.48	1913.52	9043.0
2014-02-26 05:00:00	ES	Futures	1913.26	1914.55	1913.26	1914.55	4504.0
2014-02-26 05:30:00	ES	Futures	1914.55	1914.81	1913.52	1914.29	4974.0
2014-02-26 06:00:00	ES	Futures	1914.29	1914.29	1913.26	1914.03	3697.0
2014-02-26 06:30:00	ES	Futures	1914.29	1914.81	1913.26	1913.26	9542.0
2014-02-26 07:00:00	ES	Futures	1913.52	1914.29	1913.0	1913.0	7047.0
2014-02-26 07:30:00	ES	Futures	1913.26	1913.78	1911.45	1913.26	13769.0
2014-02-26 08:00:00	ES	Futures	1913.0	1913.0	1911.71	1911.96	11770.0
2014-02-26 08:30:00	ES	Futures	1911.96	1913.52	1911.45	1912.22	10368.0
2014-02-26 09:00:00	ES	Futures	1912.22	1912.74	1909.38	1909.9	24721.0
2014-02-26 09:30:00	ES	Futures	1910.15	1912.48	1903.95	1904.98	176371.0
2014-02-26 10:00:00	ES	Futures	1905.24	1913.52	1904.98	1912.74	177783.0
2014-02-26 10:30:00	ES	Futures	1912.74	1915.07	1910.41	1911.45	111129.0
2014-02-26 11:00:00	ES	Futures	1911.45	1914.29	1910.41	1914.29	56216.0
2014-02-26 11:30:00	ES	Futures	1914.03	1914.81	1909.9	1911.45	65108.0
2014-02-26 12:00:00	ES	Futures	1911.45	1913.26	1911.19	1912.48	45472.0
2014-02-26 12:30:00	ES	Futures	1912.74	1914.29	1912.48	1912.74	32291.0
2014-02-26 13:00:00	ES	Futures	1912.48	1912.74	1909.64	1912.22	44955.0
2014-02-26 13:30:00	ES	Futures	1912.22	1914.03	1909.9	1910.41	49636.0
2014-02-26 14:00:00	ES	Futures	1910.41	1911.45	1902.65	1902.65	128107.0
2014-02-26 14:30:00	ES	Futures	1902.91	1906.27	1901.62	1906.02	91221.0
2014-02-26 15:00:00	ES	Futures	1906.02	1906.53	1901.88	1904.72	104044.0
2014-02-26 15:30:00	ES	Futures	1904.72	1908.09	1904.46	1907.05	122909.0
2014-02-26 16:00:00	ES	Futures	1907.05	1907.31	1904.98	1905.5	58714.0
2014-02-26 16:30:00	ES	Futures	1905.5	1906.53	1904.98	1906.53	4479.0
2014-02-26 17:00:00	ES	Futures	1906.53	1908.86	1906.53	1908.09	5036.0
2014-02-26 18:00:00	ES	Futures	1907.57	1908.34	1906.27	1907.31	3104.0
2014-02-26 18:30:00	ES	Futures	1907.31	1907.57	1906.79	1907.05	929.0
2014-02-26 19:00:00	ES	Futures	1907.05	1908.09	1906.27	1907.57	2296.0
2014-02-26 19:30:00	ES	Futures	1907.31	1907.57	1905.76	1907.31	2665.0
2014-02-26 20:00:00	ES	Futures	1907.57	1908.6	1906.27	1908.09	2537.0
2014-02-26 20:30:00	ES	Futures	1908.09	1909.9	1907.05	1909.64	3607.0
2014-02-26 21:00:00	ES	Futures	1909.38	1910.67	1909.12	1909.9	4115.0
2014-02-26 21:30:00	ES	Futures	1909.64	1909.9	1909.12	1909.38	1963.0
2014-02-26 22:00:00	ES	Futures	1909.38	1909.9	1908.34	1909.9	1356.0
2014-02-26 22:30:00	ES	Futures	1909.9	1910.93	1909.38	1910.41	2520.0
2014-02-26 23:00:00	ES	Futures	1910.41	1910.67	1909.38	1909.64	1200.0
2014-02-26 23:30:00	ES	Futures	1909.9	1909.9	1909.12	1909.38	867.0
2014-02-26 00:00:00	NQ	Futures	4298.06	4299.23	4296.9	4298.94	194.0
2014-02-26 00:30:00	NQ	Futures	4298.36	4299.23	4297.48	4298.06	177.0
2014-02-26 01:00:00	NQ	Futures	4297.77	4298.94	4296.03	4298.94	253.0

> showing 50 of 2,913 rows — these rows as CSV

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