PREVIEW / futures_30min / 2014-03-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-03.parquet
  size:    78 KB
  rows:    2,909

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
2014-03-03 00:00:00	ES	Futures	1906.79	1909.64	1906.79	1908.86	4538.0
2014-03-03 00:30:00	ES	Futures	1909.12	1909.38	1907.31	1907.31	2851.0
2014-03-03 01:00:00	ES	Futures	1907.57	1908.6	1906.53	1906.53	2843.0
2014-03-03 01:30:00	ES	Futures	1906.79	1907.57	1905.5	1905.76	3579.0
2014-03-03 02:00:00	ES	Futures	1905.5	1906.27	1902.65	1905.5	12446.0
2014-03-03 02:30:00	ES	Futures	1905.5	1905.76	1902.91	1904.46	11065.0
2014-03-03 03:00:00	ES	Futures	1904.72	1906.53	1902.91	1903.95	40900.0
2014-03-03 03:30:00	ES	Futures	1904.21	1909.12	1904.21	1908.34	21017.0
2014-03-03 04:00:00	ES	Futures	1908.34	1908.6	1906.53	1907.83	13327.0
2014-03-03 04:30:00	ES	Futures	1907.83	1907.83	1904.46	1905.5	9721.0
2014-03-03 05:00:00	ES	Futures	1905.76	1907.57	1905.24	1906.53	8969.0
2014-03-03 05:30:00	ES	Futures	1906.27	1906.27	1902.91	1903.43	15606.0
2014-03-03 06:00:00	ES	Futures	1903.69	1904.21	1900.58	1901.88	19177.0
2014-03-03 06:30:00	ES	Futures	1901.62	1902.14	1899.55	1900.07	23661.0
2014-03-03 07:00:00	ES	Futures	1900.07	1902.14	1899.29	1900.58	29782.0
2014-03-03 07:30:00	ES	Futures	1900.58	1906.53	1900.58	1906.27	33183.0
2014-03-03 08:00:00	ES	Futures	1906.27	1908.34	1904.98	1905.76	28231.0
2014-03-03 08:30:00	ES	Futures	1905.76	1906.53	1901.88	1905.5	42270.0
2014-03-03 09:00:00	ES	Futures	1905.5	1907.83	1904.21	1905.5	40291.0
2014-03-03 09:30:00	ES	Futures	1905.5	1913.0	1902.65	1909.9	249997.0
2014-03-03 10:00:00	ES	Futures	1909.9	1913.52	1903.17	1907.05	242148.0
2014-03-03 10:30:00	ES	Futures	1907.05	1909.64	1904.46	1909.12	115239.0
2014-03-03 11:00:00	ES	Futures	1909.38	1909.64	1902.14	1903.95	147432.0
2014-03-03 11:30:00	ES	Futures	1904.21	1904.46	1898.77	1898.77	141864.0
2014-03-03 12:00:00	ES	Futures	1898.77	1903.43	1895.67	1901.36	239481.0
2014-03-03 12:30:00	ES	Futures	1901.62	1903.95	1900.58	1902.91	62688.0
2014-03-03 13:00:00	ES	Futures	1902.91	1907.31	1902.65	1905.24	63163.0
2014-03-03 13:30:00	ES	Futures	1905.5	1908.86	1903.43	1907.31	52111.0
2014-03-03 14:00:00	ES	Futures	1907.57	1909.12	1905.24	1905.5	65165.0
2014-03-03 14:30:00	ES	Futures	1905.5	1910.93	1903.95	1907.83	102790.0
2014-03-03 15:00:00	ES	Futures	1908.09	1908.34	1901.62	1904.21	126286.0
2014-03-03 15:30:00	ES	Futures	1904.21	1907.83	1902.91	1907.83	173338.0
2014-03-03 16:00:00	ES	Futures	1907.83	1908.6	1906.53	1907.05	73186.0
2014-03-03 16:30:00	ES	Futures	1907.05	1908.34	1906.53	1907.57	9050.0
2014-03-03 17:00:00	ES	Futures	1907.83	1907.83	1907.31	1907.57	1965.0
2014-03-03 18:00:00	ES	Futures	1907.57	1908.86	1907.31	1908.86	4206.0
2014-03-03 18:30:00	ES	Futures	1908.86	1908.86	1907.57	1908.34	1884.0
2014-03-03 19:00:00	ES	Futures	1908.34	1910.41	1908.34	1909.64	6554.0
2014-03-03 19:30:00	ES	Futures	1909.38	1909.9	1908.09	1909.64	2646.0
2014-03-03 20:00:00	ES	Futures	1909.38	1910.93	1908.86	1910.15	3898.0
2014-03-03 20:30:00	ES	Futures	1910.67	1911.19	1909.64	1910.41	3858.0
2014-03-03 21:00:00	ES	Futures	1910.67	1910.67	1909.64	1909.9	1800.0
2014-03-03 21:30:00	ES	Futures	1909.64	1910.15	1908.09	1908.34	1784.0
2014-03-03 22:00:00	ES	Futures	1908.34	1908.86	1907.83	1908.6	2544.0
2014-03-03 22:30:00	ES	Futures	1908.86	1909.64	1907.83	1909.64	2051.0
2014-03-03 23:00:00	ES	Futures	1909.38	1910.41	1909.38	1910.15	1112.0
2014-03-03 23:30:00	ES	Futures	1910.15	1911.71	1909.9	1910.15	4014.0
2014-03-03 00:00:00	NQ	Futures	4264.35	4270.16	4264.05	4268.71	694.0
2014-03-03 00:30:00	NQ	Futures	4269.29	4269.87	4265.51	4265.51	351.0
2014-03-03 01:00:00	NQ	Futures	4266.09	4268.41	4262.89	4263.18	288.0

> showing 50 of 2,909 rows — these rows as CSV

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