PREVIEW / futures_30min / 2014-03-07

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-07.parquet
  size:    66 KB
  rows:    2,350

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
2014-03-07 00:00:00	ES	Futures	1942.74	1943.78	1942.74	1943.52	1198.0
2014-03-07 00:30:00	ES	Futures	1943.52	1944.81	1943.26	1944.56	2059.0
2014-03-07 01:00:00	ES	Futures	1944.81	1944.81	1943.26	1944.04	1504.0
2014-03-07 01:30:00	ES	Futures	1944.3	1945.33	1944.3	1944.81	2993.0
2014-03-07 02:00:00	ES	Futures	1944.56	1945.33	1943.52	1943.78	2454.0
2014-03-07 02:30:00	ES	Futures	1943.78	1944.04	1943.26	1944.04	2093.0
2014-03-07 03:00:00	ES	Futures	1943.78	1944.3	1941.97	1942.49	12237.0
2014-03-07 03:30:00	ES	Futures	1942.49	1942.74	1940.93	1941.97	12507.0
2014-03-07 04:00:00	ES	Futures	1941.97	1942.49	1940.42	1941.71	9309.0
2014-03-07 04:30:00	ES	Futures	1941.45	1943.26	1941.19	1942.49	7069.0
2014-03-07 05:00:00	ES	Futures	1942.49	1942.74	1941.71	1941.97	3513.0
2014-03-07 05:30:00	ES	Futures	1941.97	1943.26	1941.97	1942.74	5795.0
2014-03-07 06:00:00	ES	Futures	1942.49	1944.81	1941.97	1944.3	6166.0
2014-03-07 06:30:00	ES	Futures	1944.3	1944.81	1942.49	1943.0	8523.0
2014-03-07 07:00:00	ES	Futures	1943.0	1943.52	1941.97	1942.74	7010.0
2014-03-07 07:30:00	ES	Futures	1943.0	1943.78	1942.49	1943.0	8806.0
2014-03-07 08:00:00	ES	Futures	1943.0	1944.04	1941.71	1943.52	13533.0
2014-03-07 08:30:00	ES	Futures	1943.52	1952.83	1943.52	1951.02	121016.0
2014-03-07 09:00:00	ES	Futures	1951.02	1951.28	1947.4	1948.69	51810.0
2014-03-07 09:30:00	ES	Futures	1948.95	1949.99	1938.86	1941.97	315151.0
2014-03-07 10:00:00	ES	Futures	1941.97	1946.37	1938.86	1944.04	175544.0
2014-03-07 10:30:00	ES	Futures	1944.04	1945.85	1939.9	1940.42	124814.0
2014-03-07 11:00:00	ES	Futures	1940.42	1940.68	1933.95	1937.83	168313.0
2014-03-07 11:30:00	ES	Futures	1937.57	1941.97	1936.54	1941.19	106945.0
2014-03-07 12:00:00	ES	Futures	1941.19	1942.74	1938.86	1942.23	46545.0
2014-03-07 12:30:00	ES	Futures	1942.23	1942.49	1939.9	1940.16	31744.0
2014-03-07 13:00:00	ES	Futures	1940.16	1940.68	1937.31	1938.61	58798.0
2014-03-07 13:30:00	ES	Futures	1938.61	1939.64	1936.54	1938.86	39958.0
2014-03-07 14:00:00	ES	Futures	1939.12	1939.64	1934.99	1936.8	52349.0
2014-03-07 14:30:00	ES	Futures	1936.8	1940.93	1936.02	1939.38	61764.0
2014-03-07 15:00:00	ES	Futures	1939.64	1941.45	1938.86	1939.9	44355.0
2014-03-07 15:30:00	ES	Futures	1939.9	1942.23	1936.54	1941.97	125218.0
2014-03-07 16:00:00	ES	Futures	1942.23	1943.52	1940.93	1942.74	70061.0
2014-03-07 16:30:00	ES	Futures	1942.74	1942.74	1941.97	1942.49	7647.0
2014-03-07 17:00:00	ES	Futures	1942.49	1942.49	1941.45	1941.71	1731.0
2014-03-07 00:00:00	NQ	Futures	4329.17	4331.2	4329.17	4331.2	104.0
2014-03-07 00:30:00	NQ	Futures	4331.2	4333.82	4330.33	4332.95	183.0
2014-03-07 01:00:00	NQ	Futures	4333.53	4333.53	4330.62	4332.07	96.0
2014-03-07 01:30:00	NQ	Futures	4332.37	4333.82	4332.37	4333.53	140.0
2014-03-07 02:00:00	NQ	Futures	4333.24	4334.11	4331.2	4331.78	200.0
2014-03-07 02:30:00	NQ	Futures	4331.78	4332.66	4330.62	4332.37	232.0
2014-03-07 03:00:00	NQ	Futures	4332.37	4333.24	4327.71	4328.59	881.0
2014-03-07 03:30:00	NQ	Futures	4328.59	4328.88	4325.1	4327.42	1023.0
2014-03-07 04:00:00	NQ	Futures	4327.13	4328.3	4323.35	4325.39	924.0
2014-03-07 04:30:00	NQ	Futures	4325.39	4329.46	4324.81	4328.3	603.0
2014-03-07 05:00:00	NQ	Futures	4328.3	4328.3	4325.68	4326.84	329.0
2014-03-07 05:30:00	NQ	Futures	4326.55	4328.59	4326.55	4327.42	549.0
2014-03-07 06:00:00	NQ	Futures	4327.71	4333.53	4326.55	4332.95	701.0
2014-03-07 06:30:00	NQ	Futures	4332.95	4333.24	4329.17	4332.07	1029.0
2014-03-07 07:00:00	NQ	Futures	4331.78	4332.37	4329.75	4330.62	1324.0

> showing 50 of 2,350 rows — these rows as CSV

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