PREVIEW / futures_30min / 2014-02-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-02-28.parquet
  size:    68 KB
  rows:    2,400

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
2014-02-28 00:00:00	ES	Futures	1914.81	1916.36	1914.03	1915.84	3822.0
2014-02-28 00:30:00	ES	Futures	1915.84	1917.14	1915.33	1916.1	3002.0
2014-02-28 01:00:00	ES	Futures	1916.1	1916.88	1915.59	1916.88	1530.0
2014-02-28 01:30:00	ES	Futures	1916.88	1918.17	1916.88	1917.4	2221.0
2014-02-28 02:00:00	ES	Futures	1917.4	1917.91	1915.33	1915.84	3617.0
2014-02-28 02:30:00	ES	Futures	1915.59	1916.36	1914.81	1916.36	2994.0
2014-02-28 03:00:00	ES	Futures	1916.1	1917.66	1914.81	1915.84	16975.0
2014-02-28 03:30:00	ES	Futures	1915.84	1916.88	1915.59	1916.36	7987.0
2014-02-28 04:00:00	ES	Futures	1916.62	1916.62	1913.26	1913.52	15639.0
2014-02-28 04:30:00	ES	Futures	1913.52	1916.1	1913.0	1916.1	13289.0
2014-02-28 05:00:00	ES	Futures	1915.84	1916.62	1914.55	1915.33	11857.0
2014-02-28 05:30:00	ES	Futures	1915.33	1917.14	1914.81	1916.36	8765.0
2014-02-28 06:00:00	ES	Futures	1916.36	1916.62	1914.81	1915.33	12025.0
2014-02-28 06:30:00	ES	Futures	1915.33	1915.84	1914.29	1915.84	10470.0
2014-02-28 07:00:00	ES	Futures	1915.59	1916.1	1913.52	1916.1	14689.0
2014-02-28 07:30:00	ES	Futures	1916.1	1917.14	1915.33	1915.33	12880.0
2014-02-28 08:00:00	ES	Futures	1915.59	1917.4	1914.81	1916.36	11972.0
2014-02-28 08:30:00	ES	Futures	1916.36	1916.88	1914.29	1916.1	24706.0
2014-02-28 09:00:00	ES	Futures	1916.1	1917.91	1915.59	1916.88	24345.0
2014-02-28 09:30:00	ES	Futures	1916.88	1923.86	1916.36	1923.09	187827.0
2014-02-28 10:00:00	ES	Futures	1923.09	1929.04	1922.83	1927.74	206886.0
2014-02-28 10:30:00	ES	Futures	1928.0	1929.29	1925.67	1927.48	100653.0
2014-02-28 11:00:00	ES	Futures	1927.48	1927.48	1924.9	1926.45	68507.0
2014-02-28 11:30:00	ES	Futures	1926.45	1931.11	1926.19	1929.81	96975.0
2014-02-28 12:00:00	ES	Futures	1930.07	1930.07	1928.78	1929.81	39964.0
2014-02-28 12:30:00	ES	Futures	1930.07	1930.85	1929.04	1929.55	26901.0
2014-02-28 13:00:00	ES	Futures	1929.55	1930.85	1929.04	1930.59	39389.0
2014-02-28 13:30:00	ES	Futures	1930.33	1930.85	1927.74	1928.0	55849.0
2014-02-28 14:00:00	ES	Futures	1928.0	1928.26	1925.67	1927.23	60274.0
2014-02-28 14:30:00	ES	Futures	1927.23	1927.23	1918.69	1919.47	176398.0
2014-02-28 15:00:00	ES	Futures	1919.47	1919.72	1909.12	1916.36	320989.0
2014-02-28 15:30:00	ES	Futures	1916.36	1923.35	1916.36	1922.57	316737.0
2014-02-28 16:00:00	ES	Futures	1922.57	1926.97	1920.76	1924.9	153800.0
2014-02-28 16:30:00	ES	Futures	1924.9	1925.16	1924.12	1924.64	8973.0
2014-02-28 17:00:00	ES	Futures	1924.64	1925.16	1923.6	1925.16	4040.0
2014-02-28 00:00:00	NQ	Futures	4299.23	4302.13	4297.77	4301.84	390.0
2014-02-28 00:30:00	NQ	Futures	4302.13	4304.17	4300.1	4302.13	281.0
2014-02-28 01:00:00	NQ	Futures	4301.84	4303.3	4301.55	4303.3	101.0
2014-02-28 01:30:00	NQ	Futures	4303.59	4306.2	4303.59	4303.88	294.0
2014-02-28 02:00:00	NQ	Futures	4305.04	4305.33	4300.1	4300.39	332.0
2014-02-28 02:30:00	NQ	Futures	4300.1	4301.26	4298.06	4300.68	351.0
2014-02-28 03:00:00	NQ	Futures	4300.39	4304.46	4298.06	4300.1	1432.0
2014-02-28 03:30:00	NQ	Futures	4299.52	4300.68	4297.19	4298.36	1635.0
2014-02-28 04:00:00	NQ	Futures	4298.94	4298.94	4292.54	4293.12	1748.0
2014-02-28 04:30:00	NQ	Futures	4293.12	4298.36	4292.54	4298.06	1246.0
2014-02-28 05:00:00	NQ	Futures	4298.36	4299.52	4295.16	4296.9	1127.0
2014-02-28 05:30:00	NQ	Futures	4296.9	4299.81	4296.32	4298.94	1133.0
2014-02-28 06:00:00	NQ	Futures	4298.94	4299.23	4295.45	4297.19	1012.0
2014-02-28 06:30:00	NQ	Futures	4297.19	4299.23	4295.16	4298.65	864.0
2014-02-28 07:00:00	NQ	Futures	4298.65	4299.23	4293.41	4297.48	1656.0

> showing 50 of 2,400 rows — these rows as CSV

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