PREVIEW / futures_30min / 2014-03-26

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-26.parquet
  size:    75 KB
  rows:    2,844

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
2014-03-26 00:00:00	ES	Futures	1933.25	1933.77	1932.99	1933.77	460.0
2014-03-26 00:30:00	ES	Futures	1933.51	1934.03	1933.25	1933.25	436.0
2014-03-26 01:00:00	ES	Futures	1933.25	1934.03	1932.73	1933.25	1650.0
2014-03-26 01:30:00	ES	Futures	1933.25	1933.77	1932.99	1933.25	755.0
2014-03-26 02:00:00	ES	Futures	1933.25	1933.77	1932.21	1932.21	2627.0
2014-03-26 02:30:00	ES	Futures	1932.21	1933.77	1932.21	1933.77	1891.0
2014-03-26 03:00:00	ES	Futures	1933.51	1934.03	1931.95	1932.21	2583.0
2014-03-26 03:30:00	ES	Futures	1932.47	1932.73	1931.69	1932.21	3351.0
2014-03-26 04:00:00	ES	Futures	1932.21	1933.25	1930.91	1931.43	15420.0
2014-03-26 04:30:00	ES	Futures	1931.43	1932.99	1931.17	1932.99	8121.0
2014-03-26 05:00:00	ES	Futures	1932.99	1935.07	1932.47	1934.55	15681.0
2014-03-26 05:30:00	ES	Futures	1934.55	1935.59	1933.77	1934.03	11262.0
2014-03-26 06:00:00	ES	Futures	1934.03	1935.85	1934.03	1935.85	8492.0
2014-03-26 06:30:00	ES	Futures	1935.85	1937.67	1935.33	1937.67	14346.0
2014-03-26 07:00:00	ES	Futures	1937.67	1938.71	1937.15	1937.67	12241.0
2014-03-26 07:30:00	ES	Futures	1937.67	1938.19	1936.63	1937.93	11998.0
2014-03-26 08:00:00	ES	Futures	1937.93	1939.74	1937.93	1938.45	19150.0
2014-03-26 08:30:00	ES	Futures	1938.45	1939.22	1936.89	1938.45	19897.0
2014-03-26 09:00:00	ES	Futures	1938.71	1939.74	1937.41	1937.93	16439.0
2014-03-26 09:30:00	ES	Futures	1937.93	1941.04	1935.33	1936.63	207205.0
2014-03-26 10:00:00	ES	Futures	1936.37	1938.96	1933.25	1935.07	132645.0
2014-03-26 10:30:00	ES	Futures	1935.07	1936.89	1932.21	1932.73	92753.0
2014-03-26 11:00:00	ES	Futures	1932.47	1937.15	1931.95	1936.37	91833.0
2014-03-26 11:30:00	ES	Futures	1936.63	1936.63	1931.43	1934.55	89700.0
2014-03-26 12:00:00	ES	Futures	1934.29	1934.55	1931.17	1932.73	92368.0
2014-03-26 12:30:00	ES	Futures	1932.73	1935.33	1931.69	1935.07	69359.0
2014-03-26 13:00:00	ES	Futures	1935.07	1935.33	1927.28	1927.54	85352.0
2014-03-26 13:30:00	ES	Futures	1927.28	1927.54	1922.09	1925.72	195746.0
2014-03-26 14:00:00	ES	Futures	1925.72	1926.24	1920.79	1924.42	139877.0
2014-03-26 14:30:00	ES	Futures	1924.16	1927.54	1921.83	1927.02	87032.0
2014-03-26 15:00:00	ES	Futures	1927.28	1927.8	1921.05	1921.31	96502.0
2014-03-26 15:30:00	ES	Futures	1921.31	1923.38	1915.59	1916.11	202219.0
2014-03-26 16:00:00	ES	Futures	1915.85	1916.37	1912.74	1914.04	107257.0
2014-03-26 16:30:00	ES	Futures	1914.04	1915.59	1913.26	1915.59	12594.0
2014-03-26 17:00:00	ES	Futures	1915.59	1916.89	1915.33	1916.63	6918.0
2014-03-26 18:00:00	ES	Futures	1916.37	1916.89	1915.07	1915.07	4427.0
2014-03-26 18:30:00	ES	Futures	1915.33	1915.33	1914.04	1914.3	2086.0
2014-03-26 19:00:00	ES	Futures	1914.3	1916.11	1914.04	1915.33	2612.0
2014-03-26 19:30:00	ES	Futures	1915.33	1916.63	1915.07	1916.63	2124.0
2014-03-26 20:00:00	ES	Futures	1916.63	1916.89	1914.82	1915.07	4166.0
2014-03-26 20:30:00	ES	Futures	1915.07	1916.63	1914.82	1916.11	2521.0
2014-03-26 21:00:00	ES	Futures	1916.11	1916.63	1915.59	1916.11	1835.0
2014-03-26 21:30:00	ES	Futures	1915.85	1916.89	1915.33	1916.63	1746.0
2014-03-26 22:00:00	ES	Futures	1916.63	1916.89	1915.07	1915.33	2339.0
2014-03-26 22:30:00	ES	Futures	1915.07	1915.85	1914.3	1914.3	2463.0
2014-03-26 23:00:00	ES	Futures	1914.3	1915.33	1913.52	1915.07	2188.0
2014-03-26 23:30:00	ES	Futures	1914.82	1917.15	1914.04	1916.89	3534.0
2014-03-26 00:00:00	NQ	Futures	4225.93	4226.8	4225.93	4226.8	48.0
2014-03-26 00:30:00	NQ	Futures	4226.8	4227.09	4226.22	4226.51	59.0
2014-03-26 01:00:00	NQ	Futures	4226.51	4227.09	4223.89	4225.93	310.0

> showing 50 of 2,844 rows — these rows as CSV

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