PREVIEW / futures_30min / 2014-03-14

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-14.parquet
  size:    67 KB
  rows:    2,325

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
2014-03-14 00:00:00	ES	Futures	1913.52	1913.78	1913.52	1913.52	1157.0
2014-03-14 00:30:00	ES	Futures	1913.52	1913.78	1912.74	1912.74	725.0
2014-03-14 01:00:00	ES	Futures	1912.74	1912.74	1909.88	1911.18	2704.0
2014-03-14 01:30:00	ES	Futures	1910.92	1911.96	1910.92	1910.92	1275.0
2014-03-14 02:00:00	ES	Futures	1910.92	1911.18	1909.36	1909.36	2053.0
2014-03-14 02:30:00	ES	Futures	1909.36	1911.7	1909.36	1910.4	1420.0
2014-03-14 03:00:00	ES	Futures	1910.4	1911.44	1908.84	1910.66	4518.0
2014-03-14 03:30:00	ES	Futures	1910.66	1911.7	1908.84	1911.44	5847.0
2014-03-14 04:00:00	ES	Futures	1911.44	1914.82	1911.18	1914.04	19771.0
2014-03-14 04:30:00	ES	Futures	1914.3	1914.3	1910.66	1912.22	7868.0
2014-03-14 05:00:00	ES	Futures	1912.22	1914.3	1911.7	1913.52	9408.0
2014-03-14 05:30:00	ES	Futures	1913.52	1914.56	1912.74	1914.56	6558.0
2014-03-14 06:00:00	ES	Futures	1914.3	1915.33	1913.78	1913.78	4012.0
2014-03-14 06:30:00	ES	Futures	1913.78	1914.82	1912.74	1914.04	8896.0
2014-03-14 07:00:00	ES	Futures	1914.04	1914.3	1911.7	1912.48	9637.0
2014-03-14 07:30:00	ES	Futures	1912.48	1913.26	1909.62	1909.88	16379.0
2014-03-14 08:00:00	ES	Futures	1910.14	1910.4	1906.25	1907.54	29511.0
2014-03-14 08:30:00	ES	Futures	1907.54	1910.14	1903.13	1909.1	48395.0
2014-03-14 09:00:00	ES	Futures	1909.1	1910.66	1905.73	1907.03	38503.0
2014-03-14 09:30:00	ES	Futures	1907.28	1916.63	1907.03	1909.88	173325.0
2014-03-14 10:00:00	ES	Futures	1909.88	1917.67	1909.88	1913.26	137123.0
2014-03-14 10:30:00	ES	Futures	1913.52	1914.82	1908.84	1909.62	91794.0
2014-03-14 11:00:00	ES	Futures	1909.36	1910.14	1904.17	1906.77	106281.0
2014-03-14 11:30:00	ES	Futures	1906.51	1916.89	1905.73	1915.07	230121.0
2014-03-14 12:00:00	ES	Futures	1914.82	1915.59	1910.14	1910.4	79582.0
2014-03-14 12:30:00	ES	Futures	1910.4	1914.04	1908.32	1913.26	93825.0
2014-03-14 13:00:00	ES	Futures	1913.52	1914.3	1909.1	1910.66	48623.0
2014-03-14 13:30:00	ES	Futures	1910.4	1911.7	1907.8	1910.4	49008.0
2014-03-14 14:00:00	ES	Futures	1910.14	1911.18	1908.58	1910.4	37303.0
2014-03-14 14:30:00	ES	Futures	1910.4	1910.4	1904.43	1904.69	52719.0
2014-03-14 15:00:00	ES	Futures	1904.69	1907.54	1904.43	1906.25	73125.0
2014-03-14 15:30:00	ES	Futures	1906.51	1908.84	1902.87	1904.69	123101.0
2014-03-14 16:00:00	ES	Futures	1904.95	1905.47	1902.87	1903.65	48796.0
2014-03-14 16:30:00	ES	Futures	1903.65	1904.43	1902.87	1903.39	8800.0
2014-03-14 17:00:00	ES	Futures	1903.65	1904.17	1903.39	1903.39	1194.0
2014-03-14 00:00:00	NQ	Futures	4252.14	4252.72	4250.68	4250.97	79.0
2014-03-14 00:30:00	NQ	Futures	4250.68	4251.26	4248.93	4249.22	256.0
2014-03-14 01:00:00	NQ	Futures	4249.22	4249.22	4243.11	4246.31	637.0
2014-03-14 01:30:00	NQ	Futures	4246.31	4247.48	4246.02	4246.02	180.0
2014-03-14 02:00:00	NQ	Futures	4245.73	4246.6	4241.94	4242.82	387.0
2014-03-14 02:30:00	NQ	Futures	4242.82	4248.06	4242.82	4245.15	306.0
2014-03-14 03:00:00	NQ	Futures	4245.15	4246.89	4242.23	4245.44	988.0
2014-03-14 03:30:00	NQ	Futures	4245.15	4247.19	4241.65	4246.89	1048.0
2014-03-14 04:00:00	NQ	Futures	4246.6	4254.47	4246.6	4253.01	2639.0
2014-03-14 04:30:00	NQ	Futures	4253.01	4253.3	4244.56	4248.64	1064.0
2014-03-14 05:00:00	NQ	Futures	4248.35	4253.01	4247.19	4251.26	1349.0
2014-03-14 05:30:00	NQ	Futures	4251.26	4254.76	4249.22	4254.17	1264.0
2014-03-14 06:00:00	NQ	Futures	4254.17	4255.92	4252.43	4252.43	812.0
2014-03-14 06:30:00	NQ	Futures	4252.72	4254.47	4249.81	4253.3	1125.0
2014-03-14 07:00:00	NQ	Futures	4253.3	4254.17	4248.64	4250.39	1295.0

> showing 50 of 2,325 rows — these rows as CSV

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