PREVIEW / futures_30min / 2014-04-01

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-01.parquet
  size:    75 KB
  rows:    2,884

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
2014-04-01 00:00:00	ES	Futures	1937.93	1938.19	1937.15	1937.41	643.0
2014-04-01 00:30:00	ES	Futures	1937.41	1938.45	1937.41	1938.19	795.0
2014-04-01 01:00:00	ES	Futures	1938.19	1938.71	1937.93	1938.19	1059.0
2014-04-01 01:30:00	ES	Futures	1938.19	1938.45	1937.67	1938.19	1038.0
2014-04-01 02:00:00	ES	Futures	1938.19	1939.22	1938.19	1938.71	2952.0
2014-04-01 02:30:00	ES	Futures	1938.96	1939.22	1937.67	1938.96	3482.0
2014-04-01 03:00:00	ES	Futures	1938.96	1939.48	1937.15	1937.67	9527.0
2014-04-01 03:30:00	ES	Futures	1937.41	1939.22	1937.41	1939.22	5615.0
2014-04-01 04:00:00	ES	Futures	1939.22	1940.26	1938.45	1938.71	6656.0
2014-04-01 04:30:00	ES	Futures	1938.71	1940.0	1938.71	1939.74	2913.0
2014-04-01 05:00:00	ES	Futures	1939.48	1939.74	1938.45	1938.71	1718.0
2014-04-01 05:30:00	ES	Futures	1938.71	1940.0	1938.71	1939.48	5491.0
2014-04-01 06:00:00	ES	Futures	1939.48	1939.74	1938.71	1939.74	5094.0
2014-04-01 06:30:00	ES	Futures	1939.74	1942.34	1939.48	1941.82	14091.0
2014-04-01 07:00:00	ES	Futures	1941.82	1942.08	1940.26	1941.3	8406.0
2014-04-01 07:30:00	ES	Futures	1941.3	1942.08	1940.52	1942.08	5347.0
2014-04-01 08:00:00	ES	Futures	1942.08	1942.34	1941.3	1941.56	6868.0
2014-04-01 08:30:00	ES	Futures	1941.82	1942.08	1940.78	1941.3	10738.0
2014-04-01 09:00:00	ES	Futures	1941.04	1943.9	1941.04	1943.64	27000.0
2014-04-01 09:30:00	ES	Futures	1943.64	1947.53	1942.6	1947.27	187397.0
2014-04-01 10:00:00	ES	Futures	1947.27	1949.87	1946.5	1947.79	132009.0
2014-04-01 10:30:00	ES	Futures	1948.05	1949.35	1944.16	1945.46	99633.0
2014-04-01 11:00:00	ES	Futures	1945.2	1945.72	1943.12	1944.42	73354.0
2014-04-01 11:30:00	ES	Futures	1944.42	1946.24	1943.12	1943.38	50196.0
2014-04-01 12:00:00	ES	Futures	1943.38	1944.68	1941.56	1944.42	71101.0
2014-04-01 12:30:00	ES	Futures	1944.68	1945.46	1943.64	1944.42	27823.0
2014-04-01 13:00:00	ES	Futures	1944.16	1944.42	1942.34	1944.16	43414.0
2014-04-01 13:30:00	ES	Futures	1944.42	1946.24	1943.12	1945.98	36422.0
2014-04-01 14:00:00	ES	Futures	1945.98	1947.53	1945.46	1947.01	38621.0
2014-04-01 14:30:00	ES	Futures	1947.27	1948.05	1945.98	1947.53	36402.0
2014-04-01 15:00:00	ES	Futures	1947.53	1949.09	1946.5	1949.09	45058.0
2014-04-01 15:30:00	ES	Futures	1949.09	1951.17	1947.27	1950.13	138297.0
2014-04-01 16:00:00	ES	Futures	1950.13	1951.43	1949.61	1950.39	75576.0
2014-04-01 16:30:00	ES	Futures	1950.39	1951.17	1950.39	1950.91	6467.0
2014-04-01 17:00:00	ES	Futures	1950.65	1951.17	1950.13	1950.91	2881.0
2014-04-01 18:00:00	ES	Futures	1950.39	1951.43	1949.61	1950.91	4063.0
2014-04-01 18:30:00	ES	Futures	1950.65	1951.17	1949.87	1949.87	1012.0
2014-04-01 19:00:00	ES	Futures	1950.13	1950.39	1949.61	1950.13	1431.0
2014-04-01 19:30:00	ES	Futures	1950.13	1950.65	1949.61	1950.39	1043.0
2014-04-01 20:00:00	ES	Futures	1950.39	1951.43	1950.13	1951.17	1841.0
2014-04-01 20:30:00	ES	Futures	1950.91	1952.21	1950.39	1951.95	1956.0
2014-04-01 21:00:00	ES	Futures	1951.95	1956.36	1951.43	1953.77	15431.0
2014-04-01 21:30:00	ES	Futures	1953.77	1954.8	1953.25	1953.51	3304.0
2014-04-01 22:00:00	ES	Futures	1953.51	1953.51	1951.95	1952.99	2636.0
2014-04-01 22:30:00	ES	Futures	1952.73	1953.77	1952.47	1953.51	1176.0
2014-04-01 23:00:00	ES	Futures	1953.51	1953.77	1952.99	1953.77	1535.0
2014-04-01 23:30:00	ES	Futures	1953.51	1954.03	1953.51	1953.51	1137.0
2014-04-01 00:00:00	NQ	Futures	4178.46	4178.75	4177.0	4177.58	138.0
2014-04-01 00:30:00	NQ	Futures	4177.29	4178.75	4177.0	4178.17	103.0
2014-04-01 01:00:00	NQ	Futures	4178.17	4179.33	4177.58	4178.17	151.0

> showing 50 of 2,884 rows — these rows as CSV

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