PREVIEW / futures_30min / 2014-03-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-21.parquet
  size:    66 KB
  rows:    2,358

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
2014-03-21 00:00:00	ES	Futures	1938.19	1938.19	1937.67	1938.19	384.0
2014-03-21 00:30:00	ES	Futures	1938.19	1938.71	1937.67	1938.71	601.0
2014-03-21 01:00:00	ES	Futures	1938.45	1939.74	1938.19	1938.96	3671.0
2014-03-21 01:30:00	ES	Futures	1939.22	1939.74	1938.45	1939.22	1084.0
2014-03-21 02:00:00	ES	Futures	1938.96	1942.34	1938.71	1942.08	6131.0
2014-03-21 02:30:00	ES	Futures	1941.82	1942.08	1940.78	1941.04	2388.0
2014-03-21 03:00:00	ES	Futures	1940.78	1942.08	1940.26	1941.04	3837.0
2014-03-21 03:30:00	ES	Futures	1941.3	1942.08	1940.78	1941.56	3404.0
2014-03-21 04:00:00	ES	Futures	1941.56	1944.16	1940.0	1942.08	23113.0
2014-03-21 04:30:00	ES	Futures	1942.08	1944.94	1941.82	1943.9	16216.0
2014-03-21 05:00:00	ES	Futures	1943.9	1944.68	1942.08	1943.12	9830.0
2014-03-21 05:30:00	ES	Futures	1942.86	1944.16	1942.34	1944.16	6868.0
2014-03-21 06:00:00	ES	Futures	1944.16	1944.42	1943.12	1943.38	8077.0
2014-03-21 06:30:00	ES	Futures	1943.64	1944.16	1942.08	1943.12	12507.0
2014-03-21 07:00:00	ES	Futures	1943.12	1943.9	1942.08	1943.64	12071.0
2014-03-21 07:30:00	ES	Futures	1943.64	1944.16	1942.6	1942.6	14239.0
2014-03-21 08:00:00	ES	Futures	1942.86	1942.86	1941.56	1942.08	14237.0
2014-03-21 08:30:00	ES	Futures	1942.34	1943.64	1941.3	1943.38	23066.0
2014-03-21 09:00:00	ES	Futures	1943.38	1946.24	1942.34	1944.68	64376.0
2014-03-21 09:30:00	ES	Futures	1944.94	1949.35	1944.16	1944.42	237586.0
2014-03-21 10:00:00	ES	Futures	1944.42	1945.72	1940.26	1941.56	149304.0
2014-03-21 10:30:00	ES	Futures	1941.82	1945.98	1940.26	1945.2	84329.0
2014-03-21 11:00:00	ES	Futures	1945.2	1947.01	1944.16	1947.01	52528.0
2014-03-21 11:30:00	ES	Futures	1946.75	1948.05	1944.68	1945.2	71315.0
2014-03-21 12:00:00	ES	Futures	1945.46	1946.5	1944.42	1944.68	40931.0
2014-03-21 12:30:00	ES	Futures	1944.68	1944.68	1941.82	1942.08	64592.0
2014-03-21 13:00:00	ES	Futures	1942.08	1942.86	1935.85	1936.89	104545.0
2014-03-21 13:30:00	ES	Futures	1936.89	1938.19	1934.29	1935.33	98761.0
2014-03-21 14:00:00	ES	Futures	1935.59	1937.15	1930.91	1931.17	109260.0
2014-03-21 14:30:00	ES	Futures	1931.17	1934.81	1928.58	1933.51	98096.0
2014-03-21 15:00:00	ES	Futures	1933.77	1934.29	1929.36	1934.03	94962.0
2014-03-21 15:30:00	ES	Futures	1934.03	1934.03	1927.28	1929.36	172811.0
2014-03-21 16:00:00	ES	Futures	1929.1	1929.88	1928.06	1928.84	88775.0
2014-03-21 16:30:00	ES	Futures	1929.1	1930.66	1928.58	1930.66	12356.0
2014-03-21 17:00:00	ES	Futures	1930.4	1930.66	1929.1	1929.1	4169.0
2014-03-21 00:00:00	NQ	Futures	4300.77	4301.35	4300.19	4301.06	27.0
2014-03-21 00:30:00	NQ	Futures	4301.06	4302.81	4301.06	4302.52	78.0
2014-03-21 01:00:00	NQ	Futures	4302.52	4304.85	4301.64	4303.97	348.0
2014-03-21 01:30:00	NQ	Futures	4303.68	4305.43	4302.23	4304.27	133.0
2014-03-21 02:00:00	NQ	Futures	4303.97	4311.55	4303.39	4309.8	752.0
2014-03-21 02:30:00	NQ	Futures	4310.09	4310.38	4307.76	4307.76	283.0
2014-03-21 03:00:00	NQ	Futures	4307.76	4310.09	4306.3	4308.34	455.0
2014-03-21 03:30:00	NQ	Futures	4308.63	4310.09	4307.18	4309.51	327.0
2014-03-21 04:00:00	NQ	Futures	4309.22	4314.17	4305.14	4309.51	3230.0
2014-03-21 04:30:00	NQ	Futures	4309.51	4317.66	4308.92	4315.33	2341.0
2014-03-21 05:00:00	NQ	Futures	4314.75	4315.91	4310.67	4313.0	1164.0
2014-03-21 05:30:00	NQ	Futures	4312.71	4315.62	4311.25	4314.75	704.0
2014-03-21 06:00:00	NQ	Futures	4315.04	4315.62	4312.13	4313.0	1001.0
2014-03-21 06:30:00	NQ	Futures	4313.0	4314.75	4310.09	4311.84	1337.0
2014-03-21 07:00:00	NQ	Futures	4311.84	4314.17	4310.09	4313.29	1302.0

> showing 50 of 2,358 rows — these rows as CSV

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