PREVIEW / futures_30min / 2014-03-31

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-31.parquet
  size:    74 KB
  rows:    2,832

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
2014-03-31 00:00:00	ES	Futures	1929.1	1929.62	1928.84	1929.36	795.0
2014-03-31 00:30:00	ES	Futures	1929.1	1929.36	1928.84	1928.84	810.0
2014-03-31 01:00:00	ES	Futures	1928.84	1929.36	1927.8	1928.32	1969.0
2014-03-31 01:30:00	ES	Futures	1928.32	1929.88	1928.32	1929.62	1913.0
2014-03-31 02:00:00	ES	Futures	1929.62	1929.88	1927.54	1927.54	4210.0
2014-03-31 02:30:00	ES	Futures	1927.54	1929.1	1927.54	1928.84	2117.0
2014-03-31 03:00:00	ES	Futures	1928.84	1930.4	1928.32	1930.14	9800.0
2014-03-31 03:30:00	ES	Futures	1930.4	1930.4	1928.32	1929.1	4515.0
2014-03-31 04:00:00	ES	Futures	1929.1	1929.62	1928.06	1928.32	6497.0
2014-03-31 04:30:00	ES	Futures	1928.32	1930.14	1928.06	1929.1	6152.0
2014-03-31 05:00:00	ES	Futures	1929.1	1929.88	1927.8	1928.06	6751.0
2014-03-31 05:30:00	ES	Futures	1928.06	1929.36	1927.8	1928.84	5122.0
2014-03-31 06:00:00	ES	Futures	1928.84	1929.62	1926.76	1927.54	8587.0
2014-03-31 06:30:00	ES	Futures	1927.54	1928.32	1926.76	1928.32	4968.0
2014-03-31 07:00:00	ES	Futures	1928.32	1928.84	1927.28	1928.58	5025.0
2014-03-31 07:30:00	ES	Futures	1928.58	1930.4	1928.32	1929.88	8294.0
2014-03-31 08:00:00	ES	Futures	1930.14	1930.4	1929.1	1929.36	11010.0
2014-03-31 08:30:00	ES	Futures	1929.62	1933.77	1929.36	1932.99	28588.0
2014-03-31 09:00:00	ES	Futures	1932.99	1933.77	1931.95	1933.25	24606.0
2014-03-31 09:30:00	ES	Futures	1933.25	1938.19	1932.99	1937.41	230281.0
2014-03-31 10:00:00	ES	Futures	1937.41	1938.96	1934.81	1936.63	153368.0
2014-03-31 10:30:00	ES	Futures	1936.89	1938.19	1935.33	1936.37	92259.0
2014-03-31 11:00:00	ES	Futures	1936.37	1936.63	1931.43	1933.77	90595.0
2014-03-31 11:30:00	ES	Futures	1933.77	1935.33	1932.21	1934.81	67496.0
2014-03-31 12:00:00	ES	Futures	1935.07	1939.74	1934.55	1938.96	104957.0
2014-03-31 12:30:00	ES	Futures	1938.96	1940.26	1937.67	1938.71	46587.0
2014-03-31 13:00:00	ES	Futures	1938.96	1939.48	1936.89	1937.93	41921.0
2014-03-31 13:30:00	ES	Futures	1937.93	1938.19	1933.77	1934.81	56677.0
2014-03-31 14:00:00	ES	Futures	1934.81	1938.19	1934.55	1936.63	58608.0
2014-03-31 14:30:00	ES	Futures	1936.63	1938.71	1935.85	1937.93	41456.0
2014-03-31 15:00:00	ES	Futures	1937.93	1938.45	1936.11	1937.67	59719.0
2014-03-31 15:30:00	ES	Futures	1937.93	1939.48	1935.85	1937.15	214952.0
2014-03-31 16:00:00	ES	Futures	1937.15	1937.67	1934.55	1935.07	121611.0
2014-03-31 16:30:00	ES	Futures	1935.07	1936.11	1934.81	1936.11	10052.0
2014-03-31 17:00:00	ES	Futures	1935.85	1936.37	1935.85	1936.11	2000.0
2014-03-31 18:00:00	ES	Futures	1936.63	1937.41	1936.37	1936.89	3018.0
2014-03-31 18:30:00	ES	Futures	1936.63	1936.89	1936.11	1936.11	1294.0
2014-03-31 19:00:00	ES	Futures	1936.11	1936.63	1935.33	1935.85	2587.0
2014-03-31 19:30:00	ES	Futures	1935.33	1936.37	1935.33	1935.85	962.0
2014-03-31 20:00:00	ES	Futures	1935.85	1936.11	1935.33	1936.11	2730.0
2014-03-31 20:30:00	ES	Futures	1935.85	1936.37	1934.29	1936.11	4296.0
2014-03-31 21:00:00	ES	Futures	1936.11	1938.96	1936.11	1937.93	6306.0
2014-03-31 21:30:00	ES	Futures	1938.19	1938.45	1936.89	1937.67	3205.0
2014-03-31 22:00:00	ES	Futures	1937.67	1937.93	1936.89	1937.15	1120.0
2014-03-31 22:30:00	ES	Futures	1937.15	1937.67	1936.37	1937.67	1222.0
2014-03-31 23:00:00	ES	Futures	1937.93	1937.93	1937.41	1937.41	556.0
2014-03-31 23:30:00	ES	Futures	1937.41	1938.19	1937.41	1938.19	1273.0
2014-03-31 00:00:00	NQ	Futures	4168.85	4169.43	4168.26	4168.56	106.0
2014-03-31 00:30:00	NQ	Futures	4168.85	4169.14	4167.68	4168.56	125.0
2014-03-31 01:00:00	NQ	Futures	4168.26	4168.56	4165.64	4166.52	142.0

> showing 50 of 2,832 rows — these rows as CSV

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