PREVIEW / futures_30min / 2014-04-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-09.parquet
  size:    77 KB
  rows:    2,908

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
2014-04-09 00:00:00	ES	Futures	1915.85	1917.15	1915.85	1916.63	930.0
2014-04-09 00:30:00	ES	Futures	1916.89	1917.93	1916.37	1917.67	901.0
2014-04-09 01:00:00	ES	Futures	1917.67	1917.67	1915.85	1916.11	1653.0
2014-04-09 01:30:00	ES	Futures	1916.11	1916.37	1915.33	1915.59	1506.0
2014-04-09 02:00:00	ES	Futures	1915.59	1917.67	1915.33	1917.15	4117.0
2014-04-09 02:30:00	ES	Futures	1917.15	1917.67	1916.37	1916.89	2961.0
2014-04-09 03:00:00	ES	Futures	1916.89	1917.41	1915.33	1917.15	10357.0
2014-04-09 03:30:00	ES	Futures	1917.15	1917.41	1916.11	1916.63	5163.0
2014-04-09 04:00:00	ES	Futures	1916.63	1919.49	1916.37	1919.49	11404.0
2014-04-09 04:30:00	ES	Futures	1919.49	1920.79	1918.97	1919.75	7660.0
2014-04-09 05:00:00	ES	Futures	1919.75	1920.01	1918.71	1918.71	4611.0
2014-04-09 05:30:00	ES	Futures	1918.71	1919.75	1918.71	1918.97	3773.0
2014-04-09 06:00:00	ES	Futures	1918.97	1919.23	1917.15	1917.67	5212.0
2014-04-09 06:30:00	ES	Futures	1917.93	1918.71	1917.67	1917.93	3454.0
2014-04-09 07:00:00	ES	Futures	1917.67	1918.19	1916.89	1917.93	4695.0
2014-04-09 07:30:00	ES	Futures	1917.67	1919.49	1917.15	1919.23	7289.0
2014-04-09 08:00:00	ES	Futures	1919.23	1920.53	1918.45	1919.49	7174.0
2014-04-09 08:30:00	ES	Futures	1919.75	1922.87	1919.75	1921.83	19845.0
2014-04-09 09:00:00	ES	Futures	1921.83	1922.87	1921.57	1922.35	14280.0
2014-04-09 09:30:00	ES	Futures	1922.35	1923.38	1917.15	1919.23	190125.0
2014-04-09 10:00:00	ES	Futures	1919.23	1923.12	1916.63	1920.79	125568.0
2014-04-09 10:30:00	ES	Futures	1920.79	1924.16	1919.49	1920.01	86159.0
2014-04-09 11:00:00	ES	Futures	1920.01	1922.09	1918.45	1920.27	52464.0
2014-04-09 11:30:00	ES	Futures	1920.53	1923.64	1919.75	1923.12	47363.0
2014-04-09 12:00:00	ES	Futures	1923.12	1926.24	1922.09	1925.72	51946.0
2014-04-09 12:30:00	ES	Futures	1925.72	1926.5	1924.42	1924.68	50724.0
2014-04-09 13:00:00	ES	Futures	1924.68	1925.98	1924.16	1924.16	24337.0
2014-04-09 13:30:00	ES	Futures	1924.42	1925.72	1923.12	1924.16	44678.0
2014-04-09 14:00:00	ES	Futures	1924.16	1935.59	1924.16	1934.55	216294.0
2014-04-09 14:30:00	ES	Futures	1934.55	1936.11	1931.69	1932.73	97847.0
2014-04-09 15:00:00	ES	Futures	1932.73	1936.11	1931.95	1934.81	56628.0
2014-04-09 15:30:00	ES	Futures	1934.81	1938.71	1934.29	1937.93	140297.0
2014-04-09 16:00:00	ES	Futures	1938.19	1938.19	1936.63	1937.41	76775.0
2014-04-09 16:30:00	ES	Futures	1937.41	1937.93	1937.15	1937.67	3862.0
2014-04-09 17:00:00	ES	Futures	1937.67	1938.19	1937.41	1937.93	2286.0
2014-04-09 18:00:00	ES	Futures	1937.93	1938.96	1937.67	1938.71	2878.0
2014-04-09 18:30:00	ES	Futures	1938.45	1938.71	1937.93	1938.45	872.0
2014-04-09 19:00:00	ES	Futures	1938.45	1939.74	1938.45	1939.22	1507.0
2014-04-09 19:30:00	ES	Futures	1939.48	1939.48	1938.45	1938.96	1837.0
2014-04-09 20:00:00	ES	Futures	1938.96	1939.22	1937.93	1938.19	2852.0
2014-04-09 20:30:00	ES	Futures	1938.45	1938.71	1937.93	1938.45	2123.0
2014-04-09 21:00:00	ES	Futures	1938.45	1938.45	1937.93	1938.19	1275.0
2014-04-09 21:30:00	ES	Futures	1938.19	1938.96	1937.41	1937.41	1875.0
2014-04-09 22:00:00	ES	Futures	1937.41	1937.67	1935.33	1936.37	7569.0
2014-04-09 22:30:00	ES	Futures	1936.11	1936.37	1935.07	1936.11	1863.0
2014-04-09 23:00:00	ES	Futures	1935.85	1936.11	1935.33	1935.59	592.0
2014-04-09 23:30:00	ES	Futures	1935.59	1936.11	1934.55	1935.33	2003.0
2014-04-09 00:00:00	NQ	Futures	4110.6	4112.93	4110.31	4112.06	102.0
2014-04-09 00:30:00	NQ	Futures	4112.06	4115.26	4110.6	4114.97	151.0
2014-04-09 01:00:00	NQ	Futures	4114.68	4115.26	4110.89	4111.48	296.0

> showing 50 of 2,908 rows — these rows as CSV

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