PREVIEW / futures_30min / 2014-03-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-05.parquet
  size:    73 KB
  rows:    2,867

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
2014-03-05 00:00:00	ES	Futures	1935.76	1936.02	1934.73	1935.24	1184.0
2014-03-05 00:30:00	ES	Futures	1935.24	1935.5	1934.73	1934.73	675.0
2014-03-05 01:00:00	ES	Futures	1934.99	1935.5	1933.69	1933.69	1887.0
2014-03-05 01:30:00	ES	Futures	1933.69	1933.95	1932.4	1933.69	3082.0
2014-03-05 02:00:00	ES	Futures	1933.43	1934.47	1933.17	1934.21	3417.0
2014-03-05 02:30:00	ES	Futures	1934.21	1934.73	1933.69	1934.73	3082.0
2014-03-05 03:00:00	ES	Futures	1934.73	1937.31	1933.43	1936.8	17078.0
2014-03-05 03:30:00	ES	Futures	1936.54	1938.09	1934.99	1937.83	10980.0
2014-03-05 04:00:00	ES	Futures	1937.57	1937.57	1935.24	1936.02	9557.0
2014-03-05 04:30:00	ES	Futures	1936.02	1936.8	1935.5	1935.76	5917.0
2014-03-05 05:00:00	ES	Futures	1935.76	1936.28	1934.99	1935.24	6023.0
2014-03-05 05:30:00	ES	Futures	1935.24	1936.54	1934.99	1936.02	3973.0
2014-03-05 06:00:00	ES	Futures	1936.02	1936.28	1934.99	1934.99	3310.0
2014-03-05 06:30:00	ES	Futures	1935.24	1937.31	1934.73	1936.28	7350.0
2014-03-05 07:00:00	ES	Futures	1936.28	1937.57	1935.5	1937.31	13545.0
2014-03-05 07:30:00	ES	Futures	1937.31	1939.64	1937.31	1939.12	22724.0
2014-03-05 08:00:00	ES	Futures	1939.12	1939.64	1936.02	1937.31	29572.0
2014-03-05 08:30:00	ES	Futures	1937.57	1937.83	1936.28	1936.8	16119.0
2014-03-05 09:00:00	ES	Futures	1936.8	1937.57	1935.76	1936.8	19645.0
2014-03-05 09:30:00	ES	Futures	1937.05	1938.86	1934.21	1935.5	195307.0
2014-03-05 10:00:00	ES	Futures	1935.5	1939.9	1933.95	1938.61	119159.0
2014-03-05 10:30:00	ES	Futures	1938.61	1939.38	1935.24	1937.57	78079.0
2014-03-05 11:00:00	ES	Futures	1937.57	1940.42	1935.24	1935.76	87244.0
2014-03-05 11:30:00	ES	Futures	1935.76	1938.86	1935.24	1937.57	65750.0
2014-03-05 12:00:00	ES	Futures	1937.31	1938.09	1935.24	1936.02	40084.0
2014-03-05 12:30:00	ES	Futures	1936.28	1938.35	1935.76	1937.31	27739.0
2014-03-05 13:00:00	ES	Futures	1937.31	1939.64	1937.31	1938.35	44522.0
2014-03-05 13:30:00	ES	Futures	1938.35	1938.35	1935.24	1936.28	51694.0
2014-03-05 14:00:00	ES	Futures	1936.54	1938.35	1935.76	1936.28	53687.0
2014-03-05 14:30:00	ES	Futures	1936.54	1937.57	1935.5	1936.02	61482.0
2014-03-05 15:00:00	ES	Futures	1936.28	1936.54	1934.21	1936.54	55099.0
2014-03-05 15:30:00	ES	Futures	1936.54	1937.83	1934.99	1937.05	93709.0
2014-03-05 16:00:00	ES	Futures	1937.05	1937.57	1935.76	1937.05	49696.0
2014-03-05 16:30:00	ES	Futures	1937.31	1938.35	1937.05	1937.57	3922.0
2014-03-05 17:00:00	ES	Futures	1937.57	1938.86	1937.31	1938.86	3369.0
2014-03-05 18:00:00	ES	Futures	1938.61	1938.86	1935.76	1936.54	5262.0
2014-03-05 18:30:00	ES	Futures	1936.54	1937.31	1936.28	1937.31	934.0
2014-03-05 19:00:00	ES	Futures	1937.31	1937.31	1936.28	1936.54	1386.0
2014-03-05 19:30:00	ES	Futures	1936.54	1937.31	1936.54	1937.31	943.0
2014-03-05 20:00:00	ES	Futures	1937.05	1937.83	1936.8	1937.05	1705.0
2014-03-05 20:30:00	ES	Futures	1937.31	1938.09	1936.54	1937.31	1818.0
2014-03-05 21:00:00	ES	Futures	1937.57	1937.83	1936.8	1937.57	1670.0
2014-03-05 21:30:00	ES	Futures	1937.57	1938.09	1937.05	1937.31	775.0
2014-03-05 22:00:00	ES	Futures	1937.31	1938.86	1937.05	1938.35	1242.0
2014-03-05 22:30:00	ES	Futures	1938.35	1939.9	1938.35	1939.9	3705.0
2014-03-05 23:00:00	ES	Futures	1939.9	1940.42	1939.38	1939.9	2219.0
2014-03-05 23:30:00	ES	Futures	1939.9	1941.19	1939.9	1940.68	3169.0
2014-03-05 00:00:00	NQ	Futures	4324.23	4324.23	4321.9	4323.06	82.0
2014-03-05 00:30:00	NQ	Futures	4323.35	4323.35	4321.61	4321.9	98.0
2014-03-05 01:00:00	NQ	Futures	4321.9	4322.77	4318.99	4318.99	167.0

> showing 50 of 2,867 rows — these rows as CSV

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