PREVIEW / futures_30min / 2014-03-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-24.parquet
  size:    76 KB
  rows:    2,856

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
2014-03-24 00:00:00	ES	Futures	1930.4	1930.66	1929.1	1929.36	1244.0
2014-03-24 00:30:00	ES	Futures	1929.1	1929.62	1928.32	1928.84	1759.0
2014-03-24 01:00:00	ES	Futures	1928.84	1929.62	1928.32	1929.1	2501.0
2014-03-24 01:30:00	ES	Futures	1929.1	1929.36	1928.06	1928.58	2774.0
2014-03-24 02:00:00	ES	Futures	1928.58	1931.95	1928.06	1931.95	3984.0
2014-03-24 02:30:00	ES	Futures	1931.95	1933.77	1931.69	1933.77	3502.0
2014-03-24 03:00:00	ES	Futures	1933.77	1934.81	1932.99	1933.77	6068.0
2014-03-24 03:30:00	ES	Futures	1933.77	1935.85	1933.51	1934.81	7868.0
2014-03-24 04:00:00	ES	Futures	1934.81	1936.63	1933.25	1934.81	16897.0
2014-03-24 04:30:00	ES	Futures	1934.55	1934.81	1932.73	1934.03	9146.0
2014-03-24 05:00:00	ES	Futures	1934.29	1934.55	1931.43	1932.73	16632.0
2014-03-24 05:30:00	ES	Futures	1932.73	1933.51	1931.69	1932.99	8014.0
2014-03-24 06:00:00	ES	Futures	1933.25	1934.81	1932.47	1933.51	7925.0
2014-03-24 06:30:00	ES	Futures	1933.77	1934.29	1931.17	1932.47	13197.0
2014-03-24 07:00:00	ES	Futures	1932.47	1933.77	1932.21	1933.25	5213.0
2014-03-24 07:30:00	ES	Futures	1933.25	1934.03	1932.99	1933.25	7251.0
2014-03-24 08:00:00	ES	Futures	1933.51	1933.51	1931.43	1932.99	10286.0
2014-03-24 08:30:00	ES	Futures	1932.99	1934.81	1932.99	1934.03	11277.0
2014-03-24 09:00:00	ES	Futures	1934.03	1936.37	1932.99	1935.59	20471.0
2014-03-24 09:30:00	ES	Futures	1935.85	1938.19	1929.1	1930.14	197091.0
2014-03-24 10:00:00	ES	Futures	1930.14	1930.4	1922.09	1922.61	184975.0
2014-03-24 10:30:00	ES	Futures	1922.87	1923.12	1918.45	1919.23	179026.0
2014-03-24 11:00:00	ES	Futures	1919.49	1919.49	1913.78	1917.67	166742.0
2014-03-24 11:30:00	ES	Futures	1917.67	1918.97	1914.82	1916.63	104693.0
2014-03-24 12:00:00	ES	Futures	1916.63	1918.71	1914.56	1915.33	72548.0
2014-03-24 12:30:00	ES	Futures	1915.33	1916.37	1912.48	1915.07	105797.0
2014-03-24 13:00:00	ES	Futures	1914.82	1917.93	1914.82	1917.15	66924.0
2014-03-24 13:30:00	ES	Futures	1917.15	1921.31	1917.15	1921.05	78395.0
2014-03-24 14:00:00	ES	Futures	1921.05	1922.87	1918.71	1922.09	92187.0
2014-03-24 14:30:00	ES	Futures	1922.09	1924.16	1919.75	1921.57	78127.0
2014-03-24 15:00:00	ES	Futures	1921.57	1924.68	1918.19	1924.42	71469.0
2014-03-24 15:30:00	ES	Futures	1924.16	1926.5	1920.79	1921.05	162608.0
2014-03-24 16:00:00	ES	Futures	1921.05	1921.83	1920.27	1920.79	66431.0
2014-03-24 16:30:00	ES	Futures	1921.31	1922.09	1920.01	1922.09	6918.0
2014-03-24 17:00:00	ES	Futures	1922.09	1922.35	1921.57	1922.35	2238.0
2014-03-24 18:00:00	ES	Futures	1921.83	1923.12	1921.05	1921.57	2422.0
2014-03-24 18:30:00	ES	Futures	1921.83	1922.61	1920.79	1922.61	1327.0
2014-03-24 19:00:00	ES	Futures	1922.61	1923.64	1922.09	1923.12	1783.0
2014-03-24 19:30:00	ES	Futures	1922.87	1923.38	1922.35	1922.87	941.0
2014-03-24 20:00:00	ES	Futures	1922.87	1923.12	1922.09	1922.87	915.0
2014-03-24 20:30:00	ES	Futures	1923.12	1923.38	1921.57	1922.61	2168.0
2014-03-24 21:00:00	ES	Futures	1922.61	1923.64	1922.35	1922.61	2698.0
2014-03-24 21:30:00	ES	Futures	1922.35	1922.61	1920.79	1921.31	2029.0
2014-03-24 22:00:00	ES	Futures	1921.31	1922.35	1921.31	1922.09	969.0
2014-03-24 22:30:00	ES	Futures	1922.09	1922.87	1921.83	1922.61	687.0
2014-03-24 23:00:00	ES	Futures	1922.35	1923.9	1922.35	1923.12	1692.0
2014-03-24 23:30:00	ES	Futures	1923.12	1925.2	1923.12	1924.68	3862.0
2014-03-24 00:00:00	NQ	Futures	4241.94	4242.23	4213.4	4239.91	369.0
2014-03-24 00:30:00	NQ	Futures	4239.91	4240.2	4238.16	4238.74	321.0
2014-03-24 01:00:00	NQ	Futures	4239.03	4240.78	4237.87	4239.61	406.0

> showing 50 of 2,856 rows — these rows as CSV

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