PREVIEW / futures_30min / 2014-04-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-04.parquet
  size:    65 KB
  rows:    2,340

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
2014-04-04 00:00:00	ES	Futures	1958.44	1959.22	1958.18	1958.44	775.0
2014-04-04 00:30:00	ES	Futures	1958.44	1958.7	1958.18	1958.44	742.0
2014-04-04 01:00:00	ES	Futures	1958.7	1959.22	1958.44	1958.96	531.0
2014-04-04 01:30:00	ES	Futures	1959.22	1959.22	1958.7	1958.96	958.0
2014-04-04 02:00:00	ES	Futures	1958.7	1958.96	1957.14	1957.92	3715.0
2014-04-04 02:30:00	ES	Futures	1957.66	1957.92	1957.14	1957.66	1587.0
2014-04-04 03:00:00	ES	Futures	1957.66	1958.7	1957.4	1958.44	10002.0
2014-04-04 03:30:00	ES	Futures	1958.44	1958.96	1957.92	1958.7	2863.0
2014-04-04 04:00:00	ES	Futures	1958.7	1959.22	1957.92	1958.44	4104.0
2014-04-04 04:30:00	ES	Futures	1958.7	1959.48	1958.44	1959.22	4401.0
2014-04-04 05:00:00	ES	Futures	1958.96	1959.74	1958.96	1959.48	4799.0
2014-04-04 05:30:00	ES	Futures	1959.48	1960.0	1959.22	1959.74	2576.0
2014-04-04 06:00:00	ES	Futures	1959.74	1960.0	1958.7	1959.22	3764.0
2014-04-04 06:30:00	ES	Futures	1959.22	1959.22	1958.18	1958.7	4892.0
2014-04-04 07:00:00	ES	Futures	1958.44	1959.74	1958.44	1959.48	5131.0
2014-04-04 07:30:00	ES	Futures	1959.48	1960.0	1959.22	1959.22	4048.0
2014-04-04 08:00:00	ES	Futures	1959.22	1960.78	1957.92	1959.74	16974.0
2014-04-04 08:30:00	ES	Futures	1959.48	1965.19	1957.92	1963.63	114519.0
2014-04-04 09:00:00	ES	Futures	1963.37	1965.71	1962.85	1964.67	39158.0
2014-04-04 09:30:00	ES	Futures	1964.41	1965.45	1954.29	1957.66	295920.0
2014-04-04 10:00:00	ES	Futures	1957.66	1963.63	1957.66	1960.78	207996.0
2014-04-04 10:30:00	ES	Futures	1960.78	1963.63	1957.92	1958.44	143351.0
2014-04-04 11:00:00	ES	Futures	1958.7	1958.7	1949.87	1951.17	182500.0
2014-04-04 11:30:00	ES	Futures	1950.91	1953.51	1944.68	1947.79	174409.0
2014-04-04 12:00:00	ES	Futures	1947.79	1948.05	1940.0	1943.38	185056.0
2014-04-04 12:30:00	ES	Futures	1943.38	1945.2	1937.41	1938.96	104595.0
2014-04-04 13:00:00	ES	Futures	1938.96	1942.34	1936.63	1938.45	130910.0
2014-04-04 13:30:00	ES	Futures	1938.45	1939.48	1935.59	1936.89	112041.0
2014-04-04 14:00:00	ES	Futures	1936.63	1938.45	1932.99	1933.51	146406.0
2014-04-04 14:30:00	ES	Futures	1933.77	1934.81	1927.54	1932.73	166259.0
2014-04-04 15:00:00	ES	Futures	1932.73	1935.85	1928.58	1934.55	121321.0
2014-04-04 15:30:00	ES	Futures	1934.29	1935.07	1929.88	1930.91	163537.0
2014-04-04 16:00:00	ES	Futures	1930.91	1932.99	1930.66	1932.73	106010.0
2014-04-04 16:30:00	ES	Futures	1933.25	1935.07	1933.25	1933.77	8963.0
2014-04-04 17:00:00	ES	Futures	1933.77	1934.29	1933.25	1933.51	1860.0
2014-04-04 00:00:00	NQ	Futures	4236.7	4238.74	4236.7	4237.58	87.0
2014-04-04 00:30:00	NQ	Futures	4236.7	4237.58	4236.41	4236.99	134.0
2014-04-04 01:00:00	NQ	Futures	4236.99	4238.45	4236.41	4238.16	147.0
2014-04-04 01:30:00	NQ	Futures	4238.16	4239.03	4237.58	4238.74	165.0
2014-04-04 02:00:00	NQ	Futures	4237.87	4238.16	4233.5	4234.08	528.0
2014-04-04 02:30:00	NQ	Futures	4234.37	4234.37	4232.62	4233.21	343.0
2014-04-04 03:00:00	NQ	Futures	4233.79	4236.41	4232.92	4235.83	913.0
2014-04-04 03:30:00	NQ	Futures	4236.12	4236.99	4234.95	4236.7	235.0
2014-04-04 04:00:00	NQ	Futures	4236.7	4238.16	4235.25	4236.41	460.0
2014-04-04 04:30:00	NQ	Futures	4236.7	4238.74	4236.12	4236.7	917.0
2014-04-04 05:00:00	NQ	Futures	4237.28	4239.32	4236.7	4238.74	1041.0
2014-04-04 05:30:00	NQ	Futures	4238.74	4241.36	4238.74	4240.49	974.0
2014-04-04 06:00:00	NQ	Futures	4240.49	4241.65	4239.03	4239.91	817.0
2014-04-04 06:30:00	NQ	Futures	4239.91	4240.2	4237.28	4239.03	856.0
2014-04-04 07:00:00	NQ	Futures	4239.03	4242.23	4239.03	4241.36	880.0

> showing 50 of 2,340 rows — these rows as CSV

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