PREVIEW / futures_30min / 2014-02-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-27.parquet
  size:    77 KB
  rows:    2,907

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
2014-02-27 00:00:00	ES	Futures	1909.12	1909.9	1908.6	1909.64	2657.0
2014-02-27 00:30:00	ES	Futures	1909.64	1910.41	1909.64	1909.9	1863.0
2014-02-27 01:00:00	ES	Futures	1910.15	1910.41	1908.86	1909.9	2077.0
2014-02-27 01:30:00	ES	Futures	1909.9	1910.41	1909.9	1910.15	676.0
2014-02-27 02:00:00	ES	Futures	1909.9	1910.67	1909.38	1910.41	3224.0
2014-02-27 02:30:00	ES	Futures	1910.67	1910.67	1909.9	1910.15	2130.0
2014-02-27 03:00:00	ES	Futures	1910.15	1910.67	1907.83	1908.34	19408.0
2014-02-27 03:30:00	ES	Futures	1908.6	1910.67	1908.34	1909.38	6781.0
2014-02-27 04:00:00	ES	Futures	1909.64	1909.9	1903.43	1905.5	30966.0
2014-02-27 04:30:00	ES	Futures	1905.24	1905.76	1899.81	1900.33	34051.0
2014-02-27 05:00:00	ES	Futures	1900.33	1902.39	1899.03	1900.58	26486.0
2014-02-27 05:30:00	ES	Futures	1900.84	1900.84	1896.19	1897.74	27773.0
2014-02-27 06:00:00	ES	Futures	1897.74	1899.81	1896.7	1898.26	23083.0
2014-02-27 06:30:00	ES	Futures	1898.26	1900.84	1897.22	1899.81	18318.0
2014-02-27 07:00:00	ES	Futures	1900.07	1902.14	1899.29	1901.36	13742.0
2014-02-27 07:30:00	ES	Futures	1901.62	1902.65	1899.03	1902.39	19273.0
2014-02-27 08:00:00	ES	Futures	1902.39	1902.91	1900.58	1901.88	16696.0
2014-02-27 08:30:00	ES	Futures	1901.88	1906.27	1901.62	1904.46	38480.0
2014-02-27 09:00:00	ES	Futures	1904.46	1906.27	1903.17	1904.21	25644.0
2014-02-27 09:30:00	ES	Futures	1904.46	1909.12	1902.14	1905.5	163590.0
2014-02-27 10:00:00	ES	Futures	1905.5	1908.09	1902.65	1905.76	138121.0
2014-02-27 10:30:00	ES	Futures	1905.76	1909.64	1905.5	1908.6	119151.0
2014-02-27 11:00:00	ES	Futures	1908.6	1913.52	1907.31	1913.0	134310.0
2014-02-27 11:30:00	ES	Futures	1913.26	1913.26	1909.9	1911.19	59143.0
2014-02-27 12:00:00	ES	Futures	1910.93	1912.48	1908.86	1911.45	41262.0
2014-02-27 12:30:00	ES	Futures	1911.45	1911.71	1909.64	1911.45	43266.0
2014-02-27 13:00:00	ES	Futures	1911.45	1914.81	1910.93	1914.55	54916.0
2014-02-27 13:30:00	ES	Futures	1914.55	1917.14	1914.03	1915.59	70771.0
2014-02-27 14:00:00	ES	Futures	1915.59	1916.62	1912.22	1912.48	60438.0
2014-02-27 14:30:00	ES	Futures	1912.22	1914.29	1911.71	1913.52	45054.0
2014-02-27 15:00:00	ES	Futures	1913.52	1916.1	1912.22	1915.59	100707.0
2014-02-27 15:30:00	ES	Futures	1915.59	1917.66	1911.96	1917.4	115831.0
2014-02-27 16:00:00	ES	Futures	1917.66	1918.43	1916.1	1918.17	90828.0
2014-02-27 16:30:00	ES	Futures	1918.17	1919.72	1917.66	1919.47	17777.0
2014-02-27 17:00:00	ES	Futures	1919.21	1919.98	1918.95	1918.95	3644.0
2014-02-27 18:00:00	ES	Futures	1918.69	1918.69	1917.14	1917.4	3647.0
2014-02-27 18:30:00	ES	Futures	1917.4	1917.91	1916.88	1917.14	1692.0
2014-02-27 19:00:00	ES	Futures	1917.14	1918.43	1916.88	1918.17	1667.0
2014-02-27 19:30:00	ES	Futures	1918.17	1918.17	1916.88	1917.14	1785.0
2014-02-27 20:00:00	ES	Futures	1917.4	1919.21	1917.14	1918.95	2843.0
2014-02-27 20:30:00	ES	Futures	1918.95	1919.47	1918.17	1919.21	1951.0
2014-02-27 21:00:00	ES	Futures	1919.47	1919.98	1918.69	1919.47	2385.0
2014-02-27 21:30:00	ES	Futures	1919.21	1919.47	1918.43	1919.21	1245.0
2014-02-27 22:00:00	ES	Futures	1918.95	1918.95	1916.62	1916.62	4142.0
2014-02-27 22:30:00	ES	Futures	1916.88	1917.66	1916.1	1917.14	4552.0
2014-02-27 23:00:00	ES	Futures	1917.14	1917.66	1915.33	1915.33	2295.0
2014-02-27 23:30:00	ES	Futures	1915.33	1915.84	1914.81	1914.81	2508.0
2014-02-27 00:00:00	NQ	Futures	4284.69	4286.15	4283.53	4285.86	261.0
2014-02-27 00:30:00	NQ	Futures	4285.86	4287.6	4285.57	4287.02	165.0
2014-02-27 01:00:00	NQ	Futures	4286.73	4287.31	4284.98	4287.31	150.0

> showing 50 of 2,907 rows — these rows as CSV

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