PREVIEW / futures_30min / 2014-03-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-10.parquet
  size:    64 KB
  rows:    2,508

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
2014-03-10 00:00:00	ES	Futures	1937.57	1938.61	1937.57	1938.09	1303.0
2014-03-10 00:30:00	ES	Futures	1938.35	1938.35	1936.54	1937.05	1519.0
2014-03-10 01:00:00	ES	Futures	1937.05	1937.57	1936.02	1936.02	2881.0
2014-03-10 01:30:00	ES	Futures	1936.02	1936.8	1935.24	1935.76	2862.0
2014-03-10 02:00:00	ES	Futures	1935.76	1937.05	1935.76	1936.28	2072.0
2014-03-10 02:30:00	ES	Futures	1936.28	1936.54	1934.99	1935.24	2819.0
2014-03-10 03:00:00	ES	Futures	1935.5	1935.5	1932.4	1933.95	12603.0
2014-03-10 03:30:00	ES	Futures	1933.95	1936.28	1933.17	1936.02	6420.0
2014-03-10 04:00:00	ES	Futures	1936.02	1939.12	1935.5	1938.35	20240.0
2014-03-10 04:30:00	ES	Futures	1938.35	1941.71	1937.57	1941.45	14655.0
2014-03-10 05:00:00	ES	Futures	1941.71	1943.78	1941.19	1942.49	17884.0
2014-03-10 05:30:00	ES	Futures	1942.23	1943.0	1941.71	1941.97	6972.0
2014-03-10 06:00:00	ES	Futures	1941.97	1942.49	1940.68	1941.71	6247.0
2014-03-10 06:30:00	ES	Futures	1941.97	1942.23	1940.93	1941.19	6577.0
2014-03-10 07:00:00	ES	Futures	1940.93	1941.71	1939.9	1940.93	11673.0
2014-03-10 07:30:00	ES	Futures	1940.68	1942.49	1939.38	1941.19	11165.0
2014-03-10 08:00:00	ES	Futures	1940.93	1941.19	1939.12	1939.9	12626.0
2014-03-10 08:30:00	ES	Futures	1939.64	1940.16	1936.8	1938.86	18895.0
2014-03-10 09:00:00	ES	Futures	1938.86	1940.68	1938.35	1939.12	20829.0
2014-03-10 09:30:00	ES	Futures	1939.38	1942.23	1936.8	1941.19	136729.0
2014-03-10 10:00:00	ES	Futures	1941.19	1941.45	1934.21	1935.76	100016.0
2014-03-10 10:30:00	ES	Futures	1935.76	1935.76	1930.33	1932.14	132497.0
2014-03-10 11:00:00	ES	Futures	1932.14	1938.35	1930.85	1937.83	93727.0
2014-03-10 11:30:00	ES	Futures	1937.57	1938.61	1934.99	1935.5	57913.0
2014-03-10 12:00:00	ES	Futures	1935.24	1937.83	1934.47	1937.05	52041.0
2014-03-10 12:30:00	ES	Futures	1937.31	1940.16	1936.02	1939.64	45478.0
2014-03-10 13:00:00	ES	Futures	1939.64	1939.9	1937.83	1938.61	33884.0
2014-03-10 13:30:00	ES	Futures	1938.61	1938.86	1934.99	1935.76	28152.0
2014-03-10 14:00:00	ES	Futures	1936.02	1937.31	1934.73	1936.8	24705.0
2014-03-10 14:30:00	ES	Futures	1936.8	1939.38	1936.54	1938.86	29627.0
2014-03-10 15:00:00	ES	Futures	1939.12	1939.12	1936.54	1938.61	30193.0
2014-03-10 15:30:00	ES	Futures	1938.35	1942.49	1937.83	1941.71	91861.0
2014-03-10 16:00:00	ES	Futures	1941.97	1942.74	1940.93	1941.97	38916.0
2014-03-10 16:30:00	ES	Futures	1941.97	1943.78	1941.71	1942.74	9713.0
2014-03-10 17:00:00	ES	Futures	1942.74	1942.74	1941.45	1941.71	5185.0
2014-03-10 18:00:00	ES	Futures	1941.19	1941.71	1940.93	1941.19	2004.0
2014-03-10 18:30:00	ES	Futures	1941.45	1941.45	1940.68	1940.93	767.0
2014-03-10 19:00:00	ES	Futures	1940.93	1941.45	1940.68	1941.19	886.0
2014-03-10 19:30:00	ES	Futures	1940.93	1941.45	1940.93	1941.19	530.0
2014-03-10 20:00:00	ES	Futures	1941.19	1942.23	1940.93	1941.97	2241.0
2014-03-10 20:30:00	ES	Futures	1941.97	1941.97	1940.93	1941.45	1289.0
2014-03-10 21:00:00	ES	Futures	1941.19	1942.23	1941.19	1941.71	999.0
2014-03-10 21:30:00	ES	Futures	1941.71	1944.04	1941.45	1943.26	3280.0
2014-03-10 22:00:00	ES	Futures	1943.26	1943.78	1941.97	1942.49	2089.0
2014-03-10 22:30:00	ES	Futures	1942.23	1943.52	1942.23	1943.26	1651.0
2014-03-10 23:00:00	ES	Futures	1943.52	1943.52	1941.19	1941.45	2884.0
2014-03-10 23:30:00	ES	Futures	1941.45	1941.71	1941.19	1941.71	1208.0
2014-03-10 00:00:00	NQ	Futures	4299.23	4301.55	4298.94	4300.1	213.0
2014-03-10 00:30:00	NQ	Futures	4300.1	4300.97	4296.61	4297.77	240.0
2014-03-10 01:00:00	NQ	Futures	4297.77	4298.06	4295.16	4295.74	308.0

> showing 50 of 2,508 rows — these rows as CSV

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