PREVIEW / futures_30min / 2014-03-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-06.parquet
  size:    75 KB
  rows:    2,851

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
2014-03-06 00:00:00	ES	Futures	1940.42	1940.93	1939.64	1939.64	2640.0
2014-03-06 00:30:00	ES	Futures	1939.9	1940.16	1938.61	1939.12	2080.0
2014-03-06 01:00:00	ES	Futures	1939.38	1939.38	1938.09	1938.86	1755.0
2014-03-06 01:30:00	ES	Futures	1938.61	1939.38	1938.35	1938.86	1443.0
2014-03-06 02:00:00	ES	Futures	1938.86	1939.9	1938.61	1939.12	2434.0
2014-03-06 02:30:00	ES	Futures	1939.38	1941.19	1939.12	1940.93	4643.0
2014-03-06 03:00:00	ES	Futures	1940.93	1941.97	1940.42	1941.71	13096.0
2014-03-06 03:30:00	ES	Futures	1941.71	1942.74	1941.19	1942.49	7417.0
2014-03-06 04:00:00	ES	Futures	1942.49	1942.49	1940.68	1940.68	6327.0
2014-03-06 04:30:00	ES	Futures	1940.93	1941.19	1940.42	1940.42	4636.0
2014-03-06 05:00:00	ES	Futures	1940.68	1941.45	1939.9	1940.16	7685.0
2014-03-06 05:30:00	ES	Futures	1940.42	1941.19	1939.9	1940.68	7939.0
2014-03-06 06:00:00	ES	Futures	1940.68	1941.45	1939.9	1940.16	9977.0
2014-03-06 06:30:00	ES	Futures	1940.16	1940.68	1938.86	1939.9	12364.0
2014-03-06 07:00:00	ES	Futures	1939.9	1941.19	1939.38	1940.68	9923.0
2014-03-06 07:30:00	ES	Futures	1940.68	1941.19	1938.35	1939.9	17805.0
2014-03-06 08:00:00	ES	Futures	1940.16	1942.49	1939.9	1941.71	9787.0
2014-03-06 08:30:00	ES	Futures	1941.45	1942.49	1938.61	1940.68	54786.0
2014-03-06 09:00:00	ES	Futures	1940.68	1943.0	1940.42	1941.97	30127.0
2014-03-06 09:30:00	ES	Futures	1941.97	1946.11	1941.19	1945.59	169631.0
2014-03-06 10:00:00	ES	Futures	1945.59	1945.85	1940.93	1943.78	134161.0
2014-03-06 10:30:00	ES	Futures	1943.78	1945.33	1942.74	1944.56	56572.0
2014-03-06 11:00:00	ES	Futures	1944.81	1945.33	1943.26	1944.04	41599.0
2014-03-06 11:30:00	ES	Futures	1944.04	1945.33	1943.78	1945.07	39943.0
2014-03-06 12:00:00	ES	Futures	1944.81	1946.11	1944.3	1944.56	49681.0
2014-03-06 12:30:00	ES	Futures	1944.81	1945.33	1944.56	1945.33	25973.0
2014-03-06 13:00:00	ES	Futures	1945.33	1945.59	1942.74	1943.0	48671.0
2014-03-06 13:30:00	ES	Futures	1943.0	1943.78	1938.86	1939.38	103269.0
2014-03-06 14:00:00	ES	Futures	1939.38	1942.74	1938.61	1942.49	71940.0
2014-03-06 14:30:00	ES	Futures	1942.49	1943.52	1941.19	1942.49	47595.0
2014-03-06 15:00:00	ES	Futures	1942.74	1943.26	1941.45	1943.0	21830.0
2014-03-06 15:30:00	ES	Futures	1943.0	1944.3	1939.64	1941.71	135009.0
2014-03-06 16:00:00	ES	Futures	1941.71	1941.97	1940.42	1941.45	58923.0
2014-03-06 16:30:00	ES	Futures	1941.19	1941.71	1940.93	1941.71	6853.0
2014-03-06 17:00:00	ES	Futures	1941.71	1941.97	1941.45	1941.97	2463.0
2014-03-06 18:00:00	ES	Futures	1941.19	1943.26	1941.19	1943.0	3026.0
2014-03-06 18:30:00	ES	Futures	1943.0	1943.52	1942.23	1942.49	2068.0
2014-03-06 19:00:00	ES	Futures	1942.74	1943.52	1942.49	1942.49	1567.0
2014-03-06 19:30:00	ES	Futures	1942.49	1943.26	1942.23	1942.23	1087.0
2014-03-06 20:00:00	ES	Futures	1942.23	1943.26	1941.97	1942.74	1418.0
2014-03-06 20:30:00	ES	Futures	1942.74	1944.04	1942.74	1943.26	2550.0
2014-03-06 21:00:00	ES	Futures	1943.26	1943.78	1943.0	1943.0	621.0
2014-03-06 21:30:00	ES	Futures	1943.0	1943.26	1942.49	1942.74	379.0
2014-03-06 22:00:00	ES	Futures	1942.74	1943.0	1941.71	1941.97	733.0
2014-03-06 22:30:00	ES	Futures	1941.71	1942.49	1941.19	1942.23	1494.0
2014-03-06 23:00:00	ES	Futures	1942.49	1942.49	1941.45	1941.97	636.0
2014-03-06 23:30:00	ES	Futures	1941.97	1943.0	1941.71	1943.0	1266.0
2014-03-06 00:00:00	NQ	Futures	4341.09	4341.67	4339.34	4339.34	214.0
2014-03-06 00:30:00	NQ	Futures	4339.63	4340.21	4337.6	4338.76	253.0
2014-03-06 01:00:00	NQ	Futures	4339.34	4339.34	4337.02	4337.6	198.0

> showing 50 of 2,851 rows — these rows as CSV

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