PREVIEW / futures_30min / 2014-03-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-28.parquet
  size:    65 KB
  rows:    2,324

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
2014-03-28 00:00:00	ES	Futures	1915.59	1916.37	1914.82	1915.85	1311.0
2014-03-28 00:30:00	ES	Futures	1915.59	1916.37	1915.07	1916.11	1233.0
2014-03-28 01:00:00	ES	Futures	1916.11	1916.37	1915.33	1915.59	1782.0
2014-03-28 01:30:00	ES	Futures	1915.33	1916.37	1915.33	1916.11	2029.0
2014-03-28 02:00:00	ES	Futures	1915.85	1916.37	1914.56	1915.33	1695.0
2014-03-28 02:30:00	ES	Futures	1915.33	1915.59	1914.04	1914.82	1197.0
2014-03-28 03:00:00	ES	Futures	1914.82	1916.11	1914.3	1915.07	3685.0
2014-03-28 03:30:00	ES	Futures	1915.07	1916.37	1914.82	1916.11	3079.0
2014-03-28 04:00:00	ES	Futures	1916.11	1917.41	1915.07	1916.63	11835.0
2014-03-28 04:30:00	ES	Futures	1916.63	1918.71	1916.63	1917.67	7865.0
2014-03-28 05:00:00	ES	Futures	1917.67	1918.71	1917.41	1917.93	6848.0
2014-03-28 05:30:00	ES	Futures	1917.93	1918.97	1917.41	1918.19	7740.0
2014-03-28 06:00:00	ES	Futures	1918.19	1918.97	1917.67	1917.67	7581.0
2014-03-28 06:30:00	ES	Futures	1917.67	1918.71	1916.63	1916.89	8922.0
2014-03-28 07:00:00	ES	Futures	1917.15	1917.67	1915.07	1915.85	11106.0
2014-03-28 07:30:00	ES	Futures	1915.85	1918.19	1915.85	1917.67	8056.0
2014-03-28 08:00:00	ES	Futures	1917.93	1919.23	1916.63	1917.41	15634.0
2014-03-28 08:30:00	ES	Futures	1917.41	1917.67	1915.07	1916.89	10903.0
2014-03-28 09:00:00	ES	Futures	1916.63	1917.93	1915.85	1917.41	13838.0
2014-03-28 09:30:00	ES	Futures	1917.41	1927.54	1916.63	1926.76	251213.0
2014-03-28 10:00:00	ES	Futures	1926.5	1929.88	1926.24	1927.02	154451.0
2014-03-28 10:30:00	ES	Futures	1927.28	1931.43	1926.24	1930.66	112814.0
2014-03-28 11:00:00	ES	Futures	1930.4	1930.91	1928.06	1928.06	74677.0
2014-03-28 11:30:00	ES	Futures	1928.32	1929.1	1924.94	1927.8	85138.0
2014-03-28 12:00:00	ES	Futures	1927.8	1929.1	1926.5	1926.76	50250.0
2014-03-28 12:30:00	ES	Futures	1926.5	1928.58	1925.98	1926.5	33652.0
2014-03-28 13:00:00	ES	Futures	1926.5	1927.02	1922.09	1924.16	79858.0
2014-03-28 13:30:00	ES	Futures	1924.16	1925.46	1922.61	1923.12	43639.0
2014-03-28 14:00:00	ES	Futures	1923.38	1923.38	1916.37	1920.01	125907.0
2014-03-28 14:30:00	ES	Futures	1920.01	1920.53	1916.37	1920.27	77218.0
2014-03-28 15:00:00	ES	Futures	1920.27	1921.31	1917.15	1919.75	63095.0
2014-03-28 15:30:00	ES	Futures	1919.75	1921.31	1918.45	1921.05	99672.0
2014-03-28 16:00:00	ES	Futures	1920.79	1922.35	1919.75	1922.09	88310.0
2014-03-28 16:30:00	ES	Futures	1921.83	1922.09	1921.57	1921.57	5173.0
2014-03-28 17:00:00	ES	Futures	1921.83	1921.83	1921.31	1921.57	2006.0
2014-03-28 00:00:00	NQ	Futures	4147.01	4148.75	4145.26	4147.59	297.0
2014-03-28 00:30:00	NQ	Futures	4147.3	4149.33	4146.71	4148.46	202.0
2014-03-28 01:00:00	NQ	Futures	4147.88	4149.33	4147.3	4147.3	152.0
2014-03-28 01:30:00	NQ	Futures	4147.3	4149.33	4147.3	4149.33	316.0
2014-03-28 02:00:00	NQ	Futures	4149.33	4149.92	4144.68	4147.3	280.0
2014-03-28 02:30:00	NQ	Futures	4147.01	4147.3	4144.68	4146.13	136.0
2014-03-28 03:00:00	NQ	Futures	4146.42	4150.79	4144.68	4147.59	727.0
2014-03-28 03:30:00	NQ	Futures	4147.88	4151.96	4147.01	4151.66	541.0
2014-03-28 04:00:00	NQ	Futures	4151.08	4154.58	4148.75	4153.7	1641.0
2014-03-28 04:30:00	NQ	Futures	4153.99	4158.65	4153.7	4156.62	1131.0
2014-03-28 05:00:00	NQ	Futures	4156.91	4159.24	4155.74	4158.07	1231.0
2014-03-28 05:30:00	NQ	Futures	4158.07	4161.86	4157.49	4160.98	1722.0
2014-03-28 06:00:00	NQ	Futures	4160.98	4162.15	4157.49	4158.65	1699.0
2014-03-28 06:30:00	NQ	Futures	4158.36	4159.82	4154.87	4156.32	1707.0
2014-03-28 07:00:00	NQ	Futures	4156.32	4157.78	4151.66	4153.99	2060.0

> showing 50 of 2,324 rows — these rows as CSV

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