PREVIEW / futures_30min / 2014-03-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-12.parquet
  size:    74 KB
  rows:    2,765

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
2014-03-12 00:00:00	ES	Futures	1928.0	1929.04	1927.48	1928.78	1321.0
2014-03-12 00:30:00	ES	Futures	1929.04	1929.29	1928.78	1928.78	1352.0
2014-03-12 01:00:00	ES	Futures	1929.29	1929.29	1927.74	1928.26	1770.0
2014-03-12 01:30:00	ES	Futures	1928.26	1928.78	1927.48	1928.0	1588.0
2014-03-12 02:00:00	ES	Futures	1928.0	1928.26	1926.97	1927.23	1820.0
2014-03-12 02:30:00	ES	Futures	1927.23	1928.52	1926.97	1928.26	1629.0
2014-03-12 03:00:00	ES	Futures	1928.26	1928.52	1925.41	1928.0	8556.0
2014-03-12 03:30:00	ES	Futures	1928.26	1929.55	1927.74	1929.29	6219.0
2014-03-12 04:00:00	ES	Futures	1929.55	1931.11	1928.52	1930.33	22949.0
2014-03-12 04:30:00	ES	Futures	1930.33	1930.59	1928.78	1929.29	11175.0
2014-03-12 05:00:00	ES	Futures	1929.29	1929.29	1926.19	1926.97	20023.0
2014-03-12 05:30:00	ES	Futures	1926.97	1928.26	1926.71	1927.23	8371.0
2014-03-12 06:00:00	ES	Futures	1926.97	1927.48	1924.64	1925.16	15372.0
2014-03-12 06:30:00	ES	Futures	1925.16	1926.71	1923.35	1923.6	19105.0
2014-03-12 07:00:00	ES	Futures	1923.86	1925.16	1923.35	1924.64	16158.0
2014-03-12 07:30:00	ES	Futures	1924.64	1926.45	1924.12	1926.45	12418.0
2014-03-12 08:00:00	ES	Futures	1926.19	1926.71	1924.64	1924.64	11415.0
2014-03-12 08:30:00	ES	Futures	1924.9	1925.16	1921.79	1923.6	31448.0
2014-03-12 09:00:00	ES	Futures	1923.35	1924.9	1921.54	1922.57	25222.0
2014-03-12 09:30:00	ES	Futures	1922.57	1925.67	1917.91	1922.31	267727.0
2014-03-12 10:00:00	ES	Futures	1922.05	1927.48	1921.54	1925.16	137395.0
2014-03-12 10:30:00	ES	Futures	1925.16	1929.55	1923.35	1929.29	132287.0
2014-03-12 11:00:00	ES	Futures	1929.29	1933.17	1927.48	1932.14	111927.0
2014-03-12 11:30:00	ES	Futures	1932.14	1932.66	1928.26	1928.26	55328.0
2014-03-12 12:00:00	ES	Futures	1928.52	1930.59	1927.48	1928.52	57826.0
2014-03-12 12:30:00	ES	Futures	1928.26	1931.62	1926.97	1931.36	59759.0
2014-03-12 13:00:00	ES	Futures	1931.36	1931.36	1926.97	1928.26	37825.0
2014-03-12 13:30:00	ES	Futures	1928.26	1930.59	1927.74	1929.55	29976.0
2014-03-12 14:00:00	ES	Futures	1929.55	1931.88	1928.0	1930.85	47478.0
2014-03-12 14:30:00	ES	Futures	1930.85	1931.36	1928.52	1928.78	34766.0
2014-03-12 15:00:00	ES	Futures	1928.52	1930.07	1927.23	1927.74	64476.0
2014-03-12 15:30:00	ES	Futures	1928.0	1933.17	1926.97	1932.14	129369.0
2014-03-12 16:00:00	ES	Futures	1932.14	1933.17	1931.36	1932.4	70972.0
2014-03-12 16:30:00	ES	Futures	1932.92	1933.69	1932.66	1933.43	7106.0
2014-03-12 17:00:00	ES	Futures	1933.69	1933.69	1933.17	1933.43	1310.0
2014-03-12 18:00:00	ES	Futures	1933.43	1933.43	1931.62	1932.14	2922.0
2014-03-12 18:30:00	ES	Futures	1931.88	1932.66	1931.88	1932.4	792.0
2014-03-12 19:00:00	ES	Futures	1932.4	1933.95	1932.4	1933.43	2390.0
2014-03-12 19:30:00	ES	Futures	1933.43	1934.73	1933.43	1934.47	2912.0
2014-03-12 20:00:00	ES	Futures	1934.21	1934.99	1934.21	1934.21	2914.0
2014-03-12 20:30:00	ES	Futures	1934.21	1936.28	1934.21	1935.5	4527.0
2014-03-12 21:00:00	ES	Futures	1935.5	1936.54	1934.99	1936.02	2510.0
2014-03-12 21:30:00	ES	Futures	1936.02	1936.28	1935.5	1936.28	1475.0
2014-03-12 22:00:00	ES	Futures	1936.28	1936.28	1935.24	1936.02	1662.0
2014-03-12 22:30:00	ES	Futures	1935.76	1939.64	1935.76	1939.12	9406.0
2014-03-12 23:00:00	ES	Futures	1939.12	1939.38	1938.09	1938.09	2551.0
2014-03-12 23:30:00	ES	Futures	1938.35	1938.61	1937.83	1938.09	1428.0
2014-03-12 00:00:00	NQ	Futures	4284.69	4287.02	4283.24	4286.44	167.0
2014-03-12 00:30:00	NQ	Futures	4286.73	4287.6	4286.15	4287.02	73.0
2014-03-12 01:00:00	NQ	Futures	4287.6	4287.6	4284.4	4284.98	158.0

> showing 50 of 2,765 rows — these rows as CSV

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