PREVIEW / futures_30min / 2014-03-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-11.parquet
  size:    70 KB
  rows:    2,676

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
2014-03-11 00:00:00	ES	Futures	1941.45	1941.71	1940.93	1941.45	1333.0
2014-03-11 00:30:00	ES	Futures	1941.19	1941.45	1940.16	1940.42	1548.0
2014-03-11 01:00:00	ES	Futures	1940.42	1940.93	1939.9	1940.42	1227.0
2014-03-11 01:30:00	ES	Futures	1940.68	1940.93	1940.42	1940.68	651.0
2014-03-11 02:00:00	ES	Futures	1940.68	1941.45	1940.42	1941.45	757.0
2014-03-11 02:30:00	ES	Futures	1941.45	1942.49	1941.19	1941.71	1559.0
2014-03-11 03:00:00	ES	Futures	1941.71	1943.26	1941.45	1942.23	4349.0
2014-03-11 03:30:00	ES	Futures	1942.23	1942.49	1940.93	1941.71	2671.0
2014-03-11 04:00:00	ES	Futures	1941.45	1942.49	1940.42	1940.68	14712.0
2014-03-11 04:30:00	ES	Futures	1940.42	1942.23	1940.16	1941.19	9523.0
2014-03-11 05:00:00	ES	Futures	1941.45	1941.71	1940.16	1940.68	8742.0
2014-03-11 05:30:00	ES	Futures	1940.68	1941.45	1938.61	1939.9	11045.0
2014-03-11 06:00:00	ES	Futures	1940.16	1940.93	1939.12	1940.68	5141.0
2014-03-11 06:30:00	ES	Futures	1940.42	1941.71	1939.12	1940.93	12430.0
2014-03-11 07:00:00	ES	Futures	1940.93	1941.97	1940.16	1941.45	8622.0
2014-03-11 07:30:00	ES	Futures	1941.19	1941.71	1939.64	1940.68	7931.0
2014-03-11 08:00:00	ES	Futures	1940.68	1941.97	1940.16	1941.45	10852.0
2014-03-11 08:30:00	ES	Futures	1941.19	1944.56	1941.19	1943.78	23032.0
2014-03-11 09:00:00	ES	Futures	1943.52	1945.85	1942.74	1944.3	27946.0
2014-03-11 09:30:00	ES	Futures	1944.56	1945.07	1936.54	1939.12	167419.0
2014-03-11 10:00:00	ES	Futures	1939.38	1942.74	1936.28	1942.23	105608.0
2014-03-11 10:30:00	ES	Futures	1942.23	1947.4	1942.23	1945.85	101531.0
2014-03-11 11:00:00	ES	Futures	1945.85	1946.62	1943.26	1943.26	64022.0
2014-03-11 11:30:00	ES	Futures	1943.52	1943.78	1938.09	1939.38	87878.0
2014-03-11 12:00:00	ES	Futures	1939.12	1939.64	1933.43	1935.5	132058.0
2014-03-11 12:30:00	ES	Futures	1935.5	1937.83	1934.99	1936.28	57472.0
2014-03-11 13:00:00	ES	Futures	1936.28	1937.05	1932.66	1932.92	75780.0
2014-03-11 13:30:00	ES	Futures	1932.92	1937.57	1932.14	1937.31	74572.0
2014-03-11 14:00:00	ES	Futures	1937.31	1938.09	1932.92	1933.95	48678.0
2014-03-11 14:30:00	ES	Futures	1933.69	1934.21	1930.59	1931.11	83821.0
2014-03-11 15:00:00	ES	Futures	1931.36	1931.62	1927.48	1930.07	121051.0
2014-03-11 15:30:00	ES	Futures	1930.07	1932.66	1928.78	1931.36	135606.0
2014-03-11 16:00:00	ES	Futures	1931.62	1932.4	1929.55	1929.55	60240.0
2014-03-11 16:30:00	ES	Futures	1929.81	1930.59	1928.78	1929.04	11307.0
2014-03-11 17:00:00	ES	Futures	1928.78	1929.29	1928.78	1929.29	1299.0
2014-03-11 18:00:00	ES	Futures	1929.29	1930.59	1928.78	1929.81	3886.0
2014-03-11 18:30:00	ES	Futures	1929.81	1930.33	1929.29	1929.55	837.0
2014-03-11 19:00:00	ES	Futures	1929.55	1929.81	1929.04	1929.55	893.0
2014-03-11 19:30:00	ES	Futures	1929.55	1929.55	1926.71	1928.26	4128.0
2014-03-11 20:00:00	ES	Futures	1928.26	1929.29	1927.74	1928.52	3644.0
2014-03-11 20:30:00	ES	Futures	1928.52	1929.55	1928.0	1929.04	2950.0
2014-03-11 21:00:00	ES	Futures	1929.04	1929.04	1925.67	1927.48	6928.0
2014-03-11 21:30:00	ES	Futures	1927.48	1928.52	1925.93	1926.45	5619.0
2014-03-11 22:00:00	ES	Futures	1926.45	1928.0	1926.19	1927.48	3105.0
2014-03-11 22:30:00	ES	Futures	1927.48	1929.04	1927.23	1928.26	3548.0
2014-03-11 23:00:00	ES	Futures	1928.26	1928.78	1927.74	1927.74	1913.0
2014-03-11 23:30:00	ES	Futures	1927.74	1928.52	1926.97	1928.0	1209.0
2014-03-11 00:00:00	NQ	Futures	4311.44	4311.73	4310.27	4311.15	176.0
2014-03-11 00:30:00	NQ	Futures	4310.85	4311.15	4308.24	4309.11	260.0
2014-03-11 01:00:00	NQ	Futures	4309.11	4309.98	4307.66	4308.82	210.0

> showing 50 of 2,676 rows — these rows as CSV

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