PREVIEW / futures_30min / 2014-04-07

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-07.parquet
  size:    74 KB
  rows:    2,855

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
2014-04-07 00:00:00	ES	Futures	1930.4	1930.66	1930.14	1930.66	624.0
2014-04-07 00:30:00	ES	Futures	1930.4	1930.66	1929.1	1929.1	1711.0
2014-04-07 01:00:00	ES	Futures	1929.1	1929.36	1928.32	1928.58	2870.0
2014-04-07 01:30:00	ES	Futures	1928.58	1928.84	1927.8	1928.06	2896.0
2014-04-07 02:00:00	ES	Futures	1928.06	1928.58	1923.9	1926.24	17126.0
2014-04-07 02:30:00	ES	Futures	1926.24	1926.5	1923.38	1925.46	11452.0
2014-04-07 03:00:00	ES	Futures	1925.46	1927.02	1923.38	1923.38	21647.0
2014-04-07 03:30:00	ES	Futures	1923.38	1924.16	1922.61	1923.12	14282.0
2014-04-07 04:00:00	ES	Futures	1923.12	1925.72	1923.12	1925.2	12539.0
2014-04-07 04:30:00	ES	Futures	1925.46	1925.46	1923.64	1924.16	8130.0
2014-04-07 05:00:00	ES	Futures	1924.16	1927.54	1923.9	1927.02	11196.0
2014-04-07 05:30:00	ES	Futures	1926.76	1927.02	1924.68	1925.2	5620.0
2014-04-07 06:00:00	ES	Futures	1924.94	1926.5	1923.64	1924.42	12254.0
2014-04-07 06:30:00	ES	Futures	1924.42	1925.46	1923.64	1925.2	8713.0
2014-04-07 07:00:00	ES	Futures	1925.46	1925.72	1921.83	1923.38	20587.0
2014-04-07 07:30:00	ES	Futures	1923.38	1924.68	1922.35	1924.16	12054.0
2014-04-07 08:00:00	ES	Futures	1924.16	1925.46	1923.64	1924.42	17324.0
2014-04-07 08:30:00	ES	Futures	1924.42	1927.28	1924.16	1925.98	26063.0
2014-04-07 09:00:00	ES	Futures	1926.24	1927.02	1924.68	1925.46	23559.0
2014-04-07 09:30:00	ES	Futures	1925.72	1927.28	1918.71	1926.76	298156.0
2014-04-07 10:00:00	ES	Futures	1926.76	1929.36	1922.87	1923.12	206810.0
2014-04-07 10:30:00	ES	Futures	1923.12	1925.46	1917.93	1919.49	162518.0
2014-04-07 11:00:00	ES	Futures	1919.75	1922.61	1917.41	1918.45	117506.0
2014-04-07 11:30:00	ES	Futures	1918.71	1921.05	1914.04	1914.04	115845.0
2014-04-07 12:00:00	ES	Futures	1914.04	1915.85	1909.88	1911.44	150322.0
2014-04-07 12:30:00	ES	Futures	1911.7	1914.56	1910.66	1913.78	84660.0
2014-04-07 13:00:00	ES	Futures	1913.78	1914.04	1908.32	1910.14	90114.0
2014-04-07 13:30:00	ES	Futures	1910.14	1910.66	1907.28	1908.06	101509.0
2014-04-07 14:00:00	ES	Futures	1908.32	1910.14	1905.47	1907.28	102177.0
2014-04-07 14:30:00	ES	Futures	1907.28	1915.07	1905.47	1913.0	118731.0
2014-04-07 15:00:00	ES	Futures	1913.26	1917.41	1911.44	1917.41	99324.0
2014-04-07 15:30:00	ES	Futures	1917.15	1917.41	1908.84	1909.1	164131.0
2014-04-07 16:00:00	ES	Futures	1909.36	1909.88	1908.58	1909.36	86753.0
2014-04-07 16:30:00	ES	Futures	1909.1	1910.4	1908.84	1910.14	8510.0
2014-04-07 17:00:00	ES	Futures	1910.4	1910.92	1910.14	1910.66	3083.0
2014-04-07 18:00:00	ES	Futures	1911.18	1911.96	1910.92	1911.7	2751.0
2014-04-07 18:30:00	ES	Futures	1911.96	1912.48	1911.7	1912.48	1466.0
2014-04-07 19:00:00	ES	Futures	1912.48	1912.74	1912.22	1912.74	1211.0
2014-04-07 19:30:00	ES	Futures	1912.48	1912.74	1911.96	1912.22	1265.0
2014-04-07 20:00:00	ES	Futures	1912.48	1912.74	1911.7	1911.7	1965.0
2014-04-07 20:30:00	ES	Futures	1911.7	1911.7	1910.4	1911.44	3509.0
2014-04-07 21:00:00	ES	Futures	1911.18	1911.96	1910.92	1911.7	1818.0
2014-04-07 21:30:00	ES	Futures	1911.7	1913.26	1910.92	1913.0	2978.0
2014-04-07 22:00:00	ES	Futures	1913.0	1913.0	1911.96	1912.48	1235.0
2014-04-07 22:30:00	ES	Futures	1912.74	1913.78	1912.22	1913.52	2686.0
2014-04-07 23:00:00	ES	Futures	1913.52	1913.78	1912.74	1913.0	2215.0
2014-04-07 23:30:00	ES	Futures	1913.26	1914.3	1913.0	1913.26	2001.0
2014-04-07 00:00:00	NQ	Futures	4114.39	4115.26	4114.1	4114.68	76.0
2014-04-07 00:30:00	NQ	Futures	4114.97	4115.26	4111.48	4112.06	274.0
2014-04-07 01:00:00	NQ	Futures	4112.06	4112.06	4109.15	4110.31	456.0

> showing 50 of 2,855 rows — these rows as CSV

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