PREVIEW / futures_30min / 2014-03-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-13.parquet
  size:    80 KB
  rows:    2,873

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
2014-03-13 00:00:00	ES	Futures	1937.83	1938.09	1937.05	1937.57	1031.0
2014-03-13 00:30:00	ES	Futures	1937.57	1938.61	1937.05	1938.35	1376.0
2014-03-13 01:00:00	ES	Futures	1938.09	1939.38	1937.83	1938.86	2236.0
2014-03-13 01:30:00	ES	Futures	1938.61	1938.86	1935.24	1937.31	4986.0
2014-03-13 02:00:00	ES	Futures	1937.31	1937.57	1934.99	1936.8	4068.0
2014-03-13 02:30:00	ES	Futures	1936.8	1937.31	1934.99	1935.24	2034.0
2014-03-13 03:00:00	ES	Futures	1935.24	1936.02	1933.69	1935.24	5409.0
2014-03-13 03:30:00	ES	Futures	1935.5	1937.05	1934.73	1936.02	6039.0
2014-03-13 04:00:00	ES	Futures	1936.02	1936.28	1932.66	1933.69	20099.0
2014-03-13 04:30:00	ES	Futures	1933.43	1936.02	1932.92	1936.02	9667.0
2014-03-13 05:00:00	ES	Futures	1936.28	1938.09	1935.76	1937.83	11175.0
2014-03-13 05:30:00	ES	Futures	1937.83	1938.61	1935.76	1937.05	8447.0
2014-03-13 06:00:00	ES	Futures	1937.05	1938.61	1936.8	1937.57	6566.0
2014-03-13 06:30:00	ES	Futures	1937.57	1938.61	1935.5	1936.02	10565.0
2014-03-13 07:00:00	ES	Futures	1935.76	1937.05	1934.99	1936.8	8306.0
2014-03-13 07:30:00	ES	Futures	1936.54	1937.05	1935.24	1936.28	5874.0
2014-03-13 08:00:00	ES	Futures	1936.28	1936.54	1934.99	1936.02	9992.0
2014-03-13 08:30:00	ES	Futures	1936.28	1938.09	1935.76	1936.54	21543.0
2014-03-13 09:00:00	ES	Futures	1936.54	1938.86	1936.28	1938.35	36699.0
2014-03-13 09:30:00	ES	Futures	1938.35	1939.9	1934.73	1936.02	113909.0
2014-03-13 10:00:00	ES	Futures	1935.76	1937.05	1933.17	1934.99	89139.0
2014-03-13 10:30:00	ES	Futures	1934.73	1936.02	1928.26	1928.78	119759.0
2014-03-13 11:00:00	ES	Futures	1928.78	1931.11	1925.67	1926.19	116388.0
2014-03-13 11:30:00	ES	Futures	1926.19	1928.52	1924.12	1924.64	102435.0
2014-03-13 12:00:00	ES	Futures	1924.9	1925.93	1919.47	1919.98	126270.0
2014-03-13 12:30:00	ES	Futures	1919.98	1920.5	1915.33	1916.1	145475.0
2014-03-13 13:00:00	ES	Futures	1916.36	1917.4	1909.38	1917.14	201569.0
2014-03-13 13:30:00	ES	Futures	1917.14	1917.4	1912.74	1914.81	94264.0
2014-03-13 14:00:00	ES	Futures	1914.81	1915.59	1909.9	1911.71	85925.0
2014-03-13 14:30:00	ES	Futures	1911.96	1914.81	1908.6	1910.15	93860.0
2014-03-13 15:00:00	ES	Futures	1910.15	1912.48	1905.24	1908.6	140703.0
2014-03-13 15:30:00	ES	Futures	1908.6	1912.48	1906.79	1910.93	139606.0
2014-03-13 16:00:00	ES	Futures	1910.93	1913.26	1909.9	1910.41	63337.0
2014-03-13 16:30:00	ES	Futures	1910.67	1911.96	1910.41	1911.96	6459.0
2014-03-13 17:00:00	ES	Futures	1911.71	1911.96	1911.45	1911.96	1418.0
2014-03-13 18:00:00	ES	Futures	1911.19	1911.96	1910.15	1910.41	2694.0
2014-03-13 18:30:00	ES	Futures	1910.41	1912.48	1910.15	1912.22	2077.0
2014-03-13 19:00:00	ES	Futures	1912.22	1912.48	1911.71	1912.22	988.0
2014-03-13 19:30:00	ES	Futures	1912.22	1912.74	1910.15	1911.96	2504.0
2014-03-13 20:00:00	ES	Futures	1911.96	1912.48	1911.45	1912.48	2496.0
2014-03-13 20:30:00	ES	Futures	1912.48	1913.78	1912.22	1912.74	3927.0
2014-03-13 21:00:00	ES	Futures	1912.74	1914.03	1912.48	1913.26	3185.0
2014-03-13 21:30:00	ES	Futures	1913.26	1914.81	1913.26	1914.81	2839.0
2014-03-13 22:00:00	ES	Futures	1914.81	1914.81	1913.26	1914.29	1860.0
2014-03-13 22:30:00	ES	Futures	1914.55	1914.55	1913.26	1913.52	1385.0
2014-03-13 23:00:00	ES	Futures	1913.26	1913.52	1911.19	1911.96	2493.0
2014-03-13 23:30:00	ES	Futures	1912.22	1914.03	1911.45	1913.52	3041.0
2014-03-13 00:00:00	NQ	Futures	4323.35	4323.35	4321.32	4322.48	345.0
2014-03-13 00:30:00	NQ	Futures	4322.48	4324.52	4321.32	4324.23	125.0
2014-03-13 01:00:00	NQ	Futures	4323.94	4325.68	4323.06	4324.81	246.0

> showing 50 of 2,873 rows — these rows as CSV

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