PREVIEW / futures_30min / 2014-03-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-18.parquet
  size:    75 KB
  rows:    2,848

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
2014-03-18 00:00:00	ES	Futures	1924.42	1924.42	1923.64	1924.16	747.0
2014-03-18 00:30:00	ES	Futures	1924.16	1924.68	1923.64	1924.42	738.0
2014-03-18 01:00:00	ES	Futures	1924.68	1925.2	1923.64	1923.9	1319.0
2014-03-18 01:30:00	ES	Futures	1923.9	1923.9	1922.87	1922.87	1279.0
2014-03-18 02:00:00	ES	Futures	1923.12	1923.12	1921.57	1922.35	2532.0
2014-03-18 02:30:00	ES	Futures	1922.35	1922.35	1921.57	1921.57	1741.0
2014-03-18 03:00:00	ES	Futures	1921.57	1922.09	1920.01	1920.79	5160.0
2014-03-18 03:30:00	ES	Futures	1920.53	1922.09	1920.53	1922.09	2687.0
2014-03-18 04:00:00	ES	Futures	1922.09	1922.35	1918.71	1919.23	16267.0
2014-03-18 04:30:00	ES	Futures	1919.23	1920.01	1917.41	1919.49	10915.0
2014-03-18 05:00:00	ES	Futures	1919.75	1920.01	1918.19	1918.71	7731.0
2014-03-18 05:30:00	ES	Futures	1918.45	1919.49	1918.19	1918.71	4076.0
2014-03-18 06:00:00	ES	Futures	1918.71	1921.05	1918.19	1920.01	6698.0
2014-03-18 06:30:00	ES	Futures	1920.27	1922.61	1917.93	1918.19	18265.0
2014-03-18 07:00:00	ES	Futures	1918.19	1921.31	1916.89	1921.31	19422.0
2014-03-18 07:30:00	ES	Futures	1921.31	1931.43	1921.05	1929.36	68212.0
2014-03-18 08:00:00	ES	Futures	1929.1	1930.66	1927.8	1928.32	20324.0
2014-03-18 08:30:00	ES	Futures	1928.06	1930.14	1927.54	1927.8	16751.0
2014-03-18 09:00:00	ES	Futures	1927.8	1928.32	1925.2	1926.5	37954.0
2014-03-18 09:30:00	ES	Futures	1926.5	1932.73	1924.42	1931.69	183741.0
2014-03-18 10:00:00	ES	Futures	1931.43	1936.63	1930.14	1936.37	128446.0
2014-03-18 10:30:00	ES	Futures	1936.11	1937.41	1931.43	1931.95	153686.0
2014-03-18 11:00:00	ES	Futures	1931.95	1935.85	1931.69	1935.33	88130.0
2014-03-18 11:30:00	ES	Futures	1935.33	1936.63	1932.21	1935.59	73963.0
2014-03-18 12:00:00	ES	Futures	1935.59	1936.89	1932.99	1934.03	61917.0
2014-03-18 12:30:00	ES	Futures	1934.03	1935.07	1932.73	1934.55	42531.0
2014-03-18 13:00:00	ES	Futures	1934.29	1937.41	1933.77	1936.37	33576.0
2014-03-18 13:30:00	ES	Futures	1936.63	1938.96	1935.33	1937.41	58820.0
2014-03-18 14:00:00	ES	Futures	1937.41	1938.19	1936.37	1937.67	25961.0
2014-03-18 14:30:00	ES	Futures	1937.93	1939.22	1936.89	1937.93	36621.0
2014-03-18 15:00:00	ES	Futures	1938.19	1938.45	1936.37	1937.15	53038.0
2014-03-18 15:30:00	ES	Futures	1937.15	1937.67	1935.33	1936.89	96435.0
2014-03-18 16:00:00	ES	Futures	1936.89	1937.67	1935.07	1935.85	72135.0
2014-03-18 16:30:00	ES	Futures	1935.85	1936.63	1935.59	1935.85	6747.0
2014-03-18 17:00:00	ES	Futures	1935.85	1936.89	1935.85	1936.37	2161.0
2014-03-18 18:00:00	ES	Futures	1936.11	1936.11	1934.55	1934.81	2096.0
2014-03-18 18:30:00	ES	Futures	1934.55	1935.33	1934.29	1935.07	1223.0
2014-03-18 19:00:00	ES	Futures	1935.07	1935.59	1934.81	1935.33	865.0
2014-03-18 19:30:00	ES	Futures	1935.59	1937.15	1935.33	1936.89	1658.0
2014-03-18 20:00:00	ES	Futures	1936.89	1937.41	1936.11	1936.37	1793.0
2014-03-18 20:30:00	ES	Futures	1936.37	1936.63	1935.33	1935.59	2027.0
2014-03-18 21:00:00	ES	Futures	1935.59	1935.85	1935.07	1935.59	1529.0
2014-03-18 21:30:00	ES	Futures	1935.59	1935.85	1933.77	1933.77	3501.0
2014-03-18 22:00:00	ES	Futures	1933.77	1934.55	1933.51	1934.03	2007.0
2014-03-18 22:30:00	ES	Futures	1934.03	1934.03	1933.51	1934.03	2004.0
2014-03-18 23:00:00	ES	Futures	1934.03	1934.03	1933.51	1933.51	918.0
2014-03-18 23:30:00	ES	Futures	1933.51	1934.03	1932.99	1933.51	2199.0
2014-03-18 00:00:00	NQ	Futures	4258.83	4259.13	4257.38	4257.67	81.0
2014-03-18 00:30:00	NQ	Futures	4257.67	4259.71	4257.09	4259.13	123.0
2014-03-18 01:00:00	NQ	Futures	4259.42	4260.29	4257.09	4257.67	251.0

> showing 50 of 2,848 rows — these rows as CSV

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