PREVIEW / futures_30min / 2014-04-08

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-08.parquet
  size:    77 KB
  rows:    2,909

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
2014-04-08 00:00:00	ES	Futures	1913.26	1913.78	1912.22	1912.48	1673.0
2014-04-08 00:30:00	ES	Futures	1912.22	1913.26	1912.22	1913.26	1052.0
2014-04-08 01:00:00	ES	Futures	1913.26	1914.04	1913.0	1913.0	2162.0
2014-04-08 01:30:00	ES	Futures	1913.0	1913.78	1912.74	1912.74	2787.0
2014-04-08 02:00:00	ES	Futures	1912.74	1913.52	1911.96	1913.26	5444.0
2014-04-08 02:30:00	ES	Futures	1913.26	1914.82	1913.0	1914.3	8967.0
2014-04-08 03:00:00	ES	Futures	1914.04	1914.56	1911.44	1911.7	12994.0
2014-04-08 03:30:00	ES	Futures	1911.7	1913.26	1911.18	1912.48	11057.0
2014-04-08 04:00:00	ES	Futures	1912.48	1913.0	1911.7	1912.48	8116.0
2014-04-08 04:30:00	ES	Futures	1912.74	1912.74	1910.4	1910.4	8524.0
2014-04-08 05:00:00	ES	Futures	1910.66	1911.44	1909.88	1910.4	10785.0
2014-04-08 05:30:00	ES	Futures	1910.14	1910.66	1908.32	1908.84	12887.0
2014-04-08 06:00:00	ES	Futures	1909.1	1909.62	1907.54	1908.32	11981.0
2014-04-08 06:30:00	ES	Futures	1908.06	1908.32	1905.47	1906.51	18099.0
2014-04-08 07:00:00	ES	Futures	1906.25	1907.28	1904.17	1906.77	22697.0
2014-04-08 07:30:00	ES	Futures	1906.77	1907.8	1905.21	1905.99	12398.0
2014-04-08 08:00:00	ES	Futures	1905.99	1909.1	1905.99	1908.06	18187.0
2014-04-08 08:30:00	ES	Futures	1908.06	1911.18	1908.06	1909.88	28881.0
2014-04-08 09:00:00	ES	Futures	1910.14	1910.14	1907.8	1908.06	29180.0
2014-04-08 09:30:00	ES	Futures	1908.06	1913.78	1906.51	1908.32	232759.0
2014-04-08 10:00:00	ES	Futures	1908.06	1911.96	1901.57	1901.57	221809.0
2014-04-08 10:30:00	ES	Futures	1901.83	1913.0	1901.57	1911.44	193997.0
2014-04-08 11:00:00	ES	Futures	1911.7	1918.19	1911.7	1916.11	178637.0
2014-04-08 11:30:00	ES	Futures	1916.11	1917.15	1912.48	1916.11	117870.0
2014-04-08 12:00:00	ES	Futures	1916.37	1917.93	1914.56	1917.41	77275.0
2014-04-08 12:30:00	ES	Futures	1917.67	1917.93	1913.78	1913.78	61177.0
2014-04-08 13:00:00	ES	Futures	1914.04	1920.53	1913.78	1919.23	64348.0
2014-04-08 13:30:00	ES	Futures	1919.49	1919.75	1916.89	1919.23	54358.0
2014-04-08 14:00:00	ES	Futures	1918.97	1919.49	1913.0	1914.3	82421.0
2014-04-08 14:30:00	ES	Futures	1914.04	1916.11	1912.22	1915.33	64759.0
2014-04-08 15:00:00	ES	Futures	1915.07	1917.67	1912.74	1916.89	67239.0
2014-04-08 15:30:00	ES	Futures	1917.15	1918.97	1916.11	1917.15	112310.0
2014-04-08 16:00:00	ES	Futures	1917.15	1917.93	1915.59	1916.11	61000.0
2014-04-08 16:30:00	ES	Futures	1916.37	1916.63	1916.11	1916.37	6088.0
2014-04-08 17:00:00	ES	Futures	1916.37	1916.63	1916.11	1916.11	2262.0
2014-04-08 18:00:00	ES	Futures	1916.37	1916.89	1916.11	1916.63	1948.0
2014-04-08 18:30:00	ES	Futures	1916.37	1916.89	1916.37	1916.63	362.0
2014-04-08 19:00:00	ES	Futures	1916.89	1916.89	1916.63	1916.89	778.0
2014-04-08 19:30:00	ES	Futures	1916.89	1917.41	1916.63	1917.15	2054.0
2014-04-08 20:00:00	ES	Futures	1917.41	1918.45	1916.89	1917.67	4223.0
2014-04-08 20:30:00	ES	Futures	1917.41	1917.93	1915.59	1916.11	2962.0
2014-04-08 21:00:00	ES	Futures	1916.11	1917.41	1915.07	1916.89	3752.0
2014-04-08 21:30:00	ES	Futures	1916.89	1917.93	1916.37	1917.15	1750.0
2014-04-08 22:00:00	ES	Futures	1917.41	1917.67	1916.63	1916.63	1496.0
2014-04-08 22:30:00	ES	Futures	1916.63	1916.89	1915.85	1916.63	1303.0
2014-04-08 23:00:00	ES	Futures	1916.37	1918.19	1916.11	1917.41	2328.0
2014-04-08 23:30:00	ES	Futures	1917.41	1917.41	1915.59	1916.11	1307.0
2014-04-08 00:00:00	NQ	Futures	4084.68	4085.27	4081.77	4082.65	309.0
2014-04-08 00:30:00	NQ	Futures	4082.06	4084.39	4081.19	4084.1	208.0
2014-04-08 01:00:00	NQ	Futures	4084.39	4086.14	4082.65	4082.94	362.0

> showing 50 of 2,909 rows — these rows as CSV

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