PREVIEW / futures_30min / 2014-03-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-04.parquet
  size:    78 KB
  rows:    2,933

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
2014-03-04 00:00:00	ES	Futures	1910.15	1910.93	1910.15	1910.41	1315.0
2014-03-04 00:30:00	ES	Futures	1910.41	1913.0	1910.41	1912.22	4331.0
2014-03-04 01:00:00	ES	Futures	1911.96	1924.64	1911.71	1919.72	32787.0
2014-03-04 01:30:00	ES	Futures	1919.47	1921.28	1916.36	1918.43	9344.0
2014-03-04 02:00:00	ES	Futures	1918.17	1922.57	1917.91	1922.05	13734.0
2014-03-04 02:30:00	ES	Futures	1921.79	1922.05	1918.69	1919.21	8778.0
2014-03-04 03:00:00	ES	Futures	1918.95	1922.83	1918.69	1919.72	29923.0
2014-03-04 03:30:00	ES	Futures	1919.72	1921.02	1917.4	1919.98	18736.0
2014-03-04 04:00:00	ES	Futures	1920.24	1920.24	1918.17	1919.98	12474.0
2014-03-04 04:30:00	ES	Futures	1919.72	1920.5	1918.69	1919.72	7660.0
2014-03-04 05:00:00	ES	Futures	1919.72	1921.02	1918.43	1919.98	8720.0
2014-03-04 05:30:00	ES	Futures	1919.72	1928.52	1919.21	1926.97	39383.0
2014-03-04 06:00:00	ES	Futures	1926.71	1928.52	1925.16	1927.23	39540.0
2014-03-04 06:30:00	ES	Futures	1927.23	1929.55	1925.67	1926.45	24586.0
2014-03-04 07:00:00	ES	Futures	1926.45	1930.33	1926.19	1928.26	31369.0
2014-03-04 07:30:00	ES	Futures	1928.0	1928.78	1926.97	1926.97	20334.0
2014-03-04 08:00:00	ES	Futures	1927.23	1927.23	1924.12	1925.93	28766.0
2014-03-04 08:30:00	ES	Futures	1925.93	1926.71	1924.9	1925.93	18470.0
2014-03-04 09:00:00	ES	Futures	1925.93	1927.74	1924.64	1926.71	26534.0
2014-03-04 09:30:00	ES	Futures	1926.97	1932.4	1926.71	1931.62	230273.0
2014-03-04 10:00:00	ES	Futures	1931.62	1933.17	1929.04	1932.4	111654.0
2014-03-04 10:30:00	ES	Futures	1932.14	1934.73	1931.62	1933.43	107908.0
2014-03-04 11:00:00	ES	Futures	1933.43	1934.73	1932.92	1933.95	50030.0
2014-03-04 11:30:00	ES	Futures	1933.95	1933.95	1931.62	1933.17	63122.0
2014-03-04 12:00:00	ES	Futures	1933.17	1936.54	1932.92	1936.02	68184.0
2014-03-04 12:30:00	ES	Futures	1936.02	1936.54	1933.95	1935.24	66092.0
2014-03-04 13:00:00	ES	Futures	1935.24	1936.28	1933.95	1936.02	55279.0
2014-03-04 13:30:00	ES	Futures	1936.02	1936.8	1931.62	1933.17	95398.0
2014-03-04 14:00:00	ES	Futures	1933.17	1934.73	1930.85	1933.95	77558.0
2014-03-04 14:30:00	ES	Futures	1933.95	1937.05	1932.14	1936.02	82294.0
2014-03-04 15:00:00	ES	Futures	1936.02	1939.64	1935.5	1938.09	92202.0
2014-03-04 15:30:00	ES	Futures	1938.09	1939.64	1936.02	1936.54	136740.0
2014-03-04 16:00:00	ES	Futures	1936.54	1936.8	1934.21	1936.54	84868.0
2014-03-04 16:30:00	ES	Futures	1936.54	1937.83	1935.5	1935.76	8679.0
2014-03-04 17:00:00	ES	Futures	1935.76	1936.8	1935.5	1936.28	2389.0
2014-03-04 18:00:00	ES	Futures	1935.5	1935.76	1933.95	1934.73	4821.0
2014-03-04 18:30:00	ES	Futures	1934.47	1934.99	1933.95	1934.21	2033.0
2014-03-04 19:00:00	ES	Futures	1934.21	1934.73	1932.92	1933.43	4242.0
2014-03-04 19:30:00	ES	Futures	1933.69	1934.47	1933.43	1934.47	1306.0
2014-03-04 20:00:00	ES	Futures	1934.21	1935.5	1934.21	1934.99	2015.0
2014-03-04 20:30:00	ES	Futures	1935.24	1935.24	1933.43	1933.95	2283.0
2014-03-04 21:00:00	ES	Futures	1933.95	1934.47	1933.69	1934.47	1320.0
2014-03-04 21:30:00	ES	Futures	1934.47	1934.73	1933.69	1934.21	976.0
2014-03-04 22:00:00	ES	Futures	1934.21	1935.24	1933.69	1934.99	1637.0
2014-03-04 22:30:00	ES	Futures	1934.73	1934.73	1933.95	1934.21	871.0
2014-03-04 23:00:00	ES	Futures	1934.21	1935.76	1934.21	1935.5	1341.0
2014-03-04 23:30:00	ES	Futures	1935.76	1936.28	1935.5	1935.76	1918.0
2014-03-04 00:00:00	NQ	Futures	4274.52	4276.55	4274.23	4275.68	166.0
2014-03-04 00:30:00	NQ	Futures	4275.1	4281.5	4274.81	4278.88	827.0
2014-03-04 01:00:00	NQ	Futures	4278.88	4309.4	4278.88	4297.48	5164.0

> showing 50 of 2,933 rows — these rows as CSV

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