PREVIEW / futures_30min / 2014-03-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-20.parquet
  size:    76 KB
  rows:    2,886

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
2014-03-20 00:00:00	ES	Futures	1917.93	1918.97	1917.15	1917.93	2503.0
2014-03-20 00:30:00	ES	Futures	1917.93	1920.79	1917.41	1920.79	3004.0
2014-03-20 01:00:00	ES	Futures	1920.79	1921.57	1918.97	1920.53	3531.0
2014-03-20 01:30:00	ES	Futures	1920.53	1921.05	1919.23	1919.75	1908.0
2014-03-20 02:00:00	ES	Futures	1919.75	1921.05	1917.93	1918.71	3404.0
2014-03-20 02:30:00	ES	Futures	1918.71	1920.01	1917.67	1919.49	2285.0
2014-03-20 03:00:00	ES	Futures	1919.49	1920.53	1917.93	1919.75	6617.0
2014-03-20 03:30:00	ES	Futures	1920.01	1921.83	1919.49	1921.83	6374.0
2014-03-20 04:00:00	ES	Futures	1922.09	1923.9	1921.31	1923.9	19486.0
2014-03-20 04:30:00	ES	Futures	1923.64	1924.68	1921.57	1922.61	11717.0
2014-03-20 05:00:00	ES	Futures	1922.35	1922.87	1920.01	1922.61	9260.0
2014-03-20 05:30:00	ES	Futures	1922.61	1923.12	1921.31	1921.57	8798.0
2014-03-20 06:00:00	ES	Futures	1921.57	1921.83	1917.93	1919.49	14164.0
2014-03-20 06:30:00	ES	Futures	1919.23	1919.49	1916.11	1917.67	19288.0
2014-03-20 07:00:00	ES	Futures	1917.67	1920.79	1917.41	1920.27	13793.0
2014-03-20 07:30:00	ES	Futures	1920.27	1921.57	1918.97	1920.27	12827.0
2014-03-20 08:00:00	ES	Futures	1920.27	1921.31	1919.75	1919.75	14551.0
2014-03-20 08:30:00	ES	Futures	1920.27	1920.53	1918.45	1918.71	18043.0
2014-03-20 09:00:00	ES	Futures	1918.71	1921.31	1917.41	1921.05	28502.0
2014-03-20 09:30:00	ES	Futures	1921.31	1924.16	1917.67	1921.57	156855.0
2014-03-20 10:00:00	ES	Futures	1921.31	1931.95	1919.23	1929.88	213355.0
2014-03-20 10:30:00	ES	Futures	1929.62	1932.21	1928.32	1928.84	92143.0
2014-03-20 11:00:00	ES	Futures	1928.84	1929.88	1925.98	1929.36	95301.0
2014-03-20 11:30:00	ES	Futures	1929.1	1931.17	1928.06	1930.91	74077.0
2014-03-20 12:00:00	ES	Futures	1930.66	1935.85	1929.36	1935.59	94087.0
2014-03-20 12:30:00	ES	Futures	1935.85	1937.41	1934.81	1936.89	73164.0
2014-03-20 13:00:00	ES	Futures	1936.63	1938.19	1934.81	1935.33	51740.0
2014-03-20 13:30:00	ES	Futures	1935.33	1937.15	1934.55	1937.15	37225.0
2014-03-20 14:00:00	ES	Futures	1937.15	1938.19	1936.11	1937.93	32135.0
2014-03-20 14:30:00	ES	Futures	1937.93	1938.19	1935.85	1935.85	24848.0
2014-03-20 15:00:00	ES	Futures	1935.85	1936.11	1932.47	1932.99	62855.0
2014-03-20 15:30:00	ES	Futures	1932.99	1936.89	1932.73	1936.89	120182.0
2014-03-20 16:00:00	ES	Futures	1936.63	1938.71	1936.37	1938.45	75512.0
2014-03-20 16:30:00	ES	Futures	1938.19	1938.71	1937.15	1937.41	8168.0
2014-03-20 17:00:00	ES	Futures	1937.41	1937.93	1937.15	1937.15	3274.0
2014-03-20 18:00:00	ES	Futures	1936.89	1937.15	1935.33	1935.85	4112.0
2014-03-20 18:30:00	ES	Futures	1935.59	1936.63	1934.81	1936.37	2666.0
2014-03-20 19:00:00	ES	Futures	1936.37	1936.63	1935.59	1935.59	1064.0
2014-03-20 19:30:00	ES	Futures	1935.85	1936.63	1935.33	1936.63	1458.0
2014-03-20 20:00:00	ES	Futures	1936.37	1936.89	1936.11	1936.37	848.0
2014-03-20 20:30:00	ES	Futures	1936.37	1936.63	1936.11	1936.63	538.0
2014-03-20 21:00:00	ES	Futures	1936.63	1936.89	1936.37	1936.89	632.0
2014-03-20 21:30:00	ES	Futures	1936.63	1937.41	1935.59	1936.11	1964.0
2014-03-20 22:00:00	ES	Futures	1935.85	1936.89	1935.85	1936.63	516.0
2014-03-20 22:30:00	ES	Futures	1936.89	1937.41	1936.37	1937.15	1558.0
2014-03-20 23:00:00	ES	Futures	1937.15	1938.71	1937.15	1937.67	1918.0
2014-03-20 23:30:00	ES	Futures	1937.67	1938.19	1937.41	1938.19	429.0
2014-03-20 00:00:00	NQ	Futures	4266.99	4269.32	4265.53	4267.57	258.0
2014-03-20 00:30:00	NQ	Futures	4266.7	4273.69	4265.53	4273.69	466.0
2014-03-20 01:00:00	NQ	Futures	4273.69	4275.73	4269.61	4273.98	466.0

> showing 50 of 2,886 rows — these rows as CSV

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