PREVIEW / futures_30min / 2014-03-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-17.parquet
  size:    75 KB
  rows:    2,810

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
2014-03-17 00:00:00	ES	Futures	1904.43	1904.69	1903.13	1903.65	676.0
2014-03-17 00:30:00	ES	Futures	1903.39	1904.17	1902.09	1902.61	1097.0
2014-03-17 01:00:00	ES	Futures	1902.61	1903.39	1902.09	1903.13	1787.0
2014-03-17 01:30:00	ES	Futures	1902.87	1903.39	1901.31	1902.87	3026.0
2014-03-17 02:00:00	ES	Futures	1902.61	1904.69	1902.61	1903.65	2633.0
2014-03-17 02:30:00	ES	Futures	1903.39	1904.95	1903.39	1904.95	2330.0
2014-03-17 03:00:00	ES	Futures	1904.95	1907.8	1904.69	1907.54	9743.0
2014-03-17 03:30:00	ES	Futures	1907.54	1908.32	1905.99	1906.51	5397.0
2014-03-17 04:00:00	ES	Futures	1906.51	1911.18	1905.47	1910.66	20855.0
2014-03-17 04:30:00	ES	Futures	1910.66	1915.85	1910.66	1914.82	18624.0
2014-03-17 05:00:00	ES	Futures	1915.07	1917.15	1914.56	1915.59	12460.0
2014-03-17 05:30:00	ES	Futures	1915.59	1915.59	1913.0	1915.07	8111.0
2014-03-17 06:00:00	ES	Futures	1915.07	1915.85	1913.78	1915.85	5655.0
2014-03-17 06:30:00	ES	Futures	1915.85	1916.11	1913.26	1913.52	12080.0
2014-03-17 07:00:00	ES	Futures	1913.26	1914.04	1912.48	1912.74	11713.0
2014-03-17 07:30:00	ES	Futures	1912.74	1915.07	1912.74	1913.78	13333.0
2014-03-17 08:00:00	ES	Futures	1913.78	1915.07	1911.44	1911.96	18286.0
2014-03-17 08:30:00	ES	Futures	1911.96	1913.52	1911.18	1912.48	15513.0
2014-03-17 09:00:00	ES	Futures	1912.48	1916.11	1912.48	1914.82	26912.0
2014-03-17 09:30:00	ES	Futures	1915.07	1924.94	1914.04	1923.64	181852.0
2014-03-17 10:00:00	ES	Futures	1923.38	1927.54	1922.09	1922.61	134558.0
2014-03-17 10:30:00	ES	Futures	1922.87	1923.38	1918.71	1919.75	131578.0
2014-03-17 11:00:00	ES	Futures	1920.01	1923.12	1918.19	1918.97	87149.0
2014-03-17 11:30:00	ES	Futures	1918.97	1922.09	1917.15	1921.83	58117.0
2014-03-17 12:00:00	ES	Futures	1922.09	1925.46	1920.79	1924.68	68239.0
2014-03-17 12:30:00	ES	Futures	1924.68	1925.72	1921.83	1923.38	52752.0
2014-03-17 13:00:00	ES	Futures	1923.12	1924.42	1920.79	1921.83	36801.0
2014-03-17 13:30:00	ES	Futures	1921.83	1924.16	1921.31	1923.12	23177.0
2014-03-17 14:00:00	ES	Futures	1923.12	1926.24	1921.57	1925.72	49855.0
2014-03-17 14:30:00	ES	Futures	1925.72	1925.72	1922.87	1924.42	32377.0
2014-03-17 15:00:00	ES	Futures	1924.42	1925.98	1923.12	1923.9	34159.0
2014-03-17 15:30:00	ES	Futures	1924.16	1924.68	1920.53	1922.61	133926.0
2014-03-17 16:00:00	ES	Futures	1922.87	1923.38	1921.31	1922.61	69680.0
2014-03-17 16:30:00	ES	Futures	1922.61	1923.64	1922.35	1923.38	6966.0
2014-03-17 17:00:00	ES	Futures	1923.38	1923.9	1923.12	1923.64	1952.0
2014-03-17 18:00:00	ES	Futures	1923.38	1924.16	1923.12	1923.64	1997.0
2014-03-17 18:30:00	ES	Futures	1923.38	1924.42	1923.38	1923.9	762.0
2014-03-17 19:00:00	ES	Futures	1924.16	1924.16	1923.64	1924.16	698.0
2014-03-17 19:30:00	ES	Futures	1923.9	1924.16	1922.87	1923.12	1395.0
2014-03-17 20:00:00	ES	Futures	1922.87	1923.12	1921.57	1922.09	3271.0
2014-03-17 20:30:00	ES	Futures	1921.83	1922.35	1920.79	1921.57	2211.0
2014-03-17 21:00:00	ES	Futures	1921.31	1921.83	1921.31	1921.57	1089.0
2014-03-17 21:30:00	ES	Futures	1921.83	1921.83	1920.79	1921.05	1292.0
2014-03-17 22:00:00	ES	Futures	1921.05	1924.68	1920.79	1924.16	4589.0
2014-03-17 22:30:00	ES	Futures	1924.42	1924.42	1923.12	1924.16	1565.0
2014-03-17 23:00:00	ES	Futures	1923.9	1925.46	1923.9	1925.2	1807.0
2014-03-17 23:30:00	ES	Futures	1925.46	1925.72	1924.42	1924.42	1725.0
2014-03-17 00:00:00	NQ	Futures	4217.48	4218.06	4214.57	4215.44	161.0
2014-03-17 00:30:00	NQ	Futures	4216.61	4216.9	4212.82	4213.99	236.0
2014-03-17 01:00:00	NQ	Futures	4214.28	4216.32	4212.82	4215.15	375.0

> showing 50 of 2,810 rows — these rows as CSV

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