PREVIEW / futures_30min / 2014-04-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-11.parquet
  size:    67 KB
  rows:    2,384

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
2014-04-11 00:00:00	ES	Futures	1899.75	1900.01	1899.24	1900.01	1126.0
2014-04-11 00:30:00	ES	Futures	1899.75	1900.01	1899.24	1899.49	1170.0
2014-04-11 01:00:00	ES	Futures	1899.49	1899.49	1898.46	1898.72	2085.0
2014-04-11 01:30:00	ES	Futures	1898.46	1898.46	1897.68	1897.94	3393.0
2014-04-11 02:00:00	ES	Futures	1898.2	1900.79	1897.94	1900.27	6947.0
2014-04-11 02:30:00	ES	Futures	1900.53	1900.53	1898.2	1900.01	5271.0
2014-04-11 03:00:00	ES	Futures	1900.01	1902.61	1898.46	1901.57	19325.0
2014-04-11 03:30:00	ES	Futures	1901.83	1902.87	1899.49	1900.27	17485.0
2014-04-11 04:00:00	ES	Futures	1900.01	1900.79	1897.68	1899.49	13628.0
2014-04-11 04:30:00	ES	Futures	1899.49	1899.75	1897.68	1897.68	9257.0
2014-04-11 05:00:00	ES	Futures	1897.68	1899.24	1897.16	1899.24	11679.0
2014-04-11 05:30:00	ES	Futures	1899.24	1899.24	1896.9	1898.98	10184.0
2014-04-11 06:00:00	ES	Futures	1898.72	1898.98	1896.64	1897.94	9606.0
2014-04-11 06:30:00	ES	Futures	1897.94	1898.46	1895.6	1895.6	11675.0
2014-04-11 07:00:00	ES	Futures	1895.86	1896.38	1887.55	1888.59	58560.0
2014-04-11 07:30:00	ES	Futures	1888.59	1890.93	1884.69	1888.59	57869.0
2014-04-11 08:00:00	ES	Futures	1888.59	1892.22	1886.77	1887.29	45229.0
2014-04-11 08:30:00	ES	Futures	1887.55	1893.0	1887.03	1890.41	47699.0
2014-04-11 09:00:00	ES	Futures	1890.15	1890.93	1885.73	1886.77	49309.0
2014-04-11 09:30:00	ES	Futures	1886.77	1894.82	1883.4	1891.7	342272.0
2014-04-11 10:00:00	ES	Futures	1891.7	1892.74	1882.88	1888.33	255077.0
2014-04-11 10:30:00	ES	Futures	1888.33	1898.46	1887.29	1896.12	245980.0
2014-04-11 11:00:00	ES	Futures	1896.38	1899.24	1893.0	1895.08	162621.0
2014-04-11 11:30:00	ES	Futures	1894.82	1895.86	1889.37	1891.19	129773.0
2014-04-11 12:00:00	ES	Futures	1891.19	1894.3	1888.33	1889.89	87701.0
2014-04-11 12:30:00	ES	Futures	1890.15	1892.48	1888.85	1890.67	49249.0
2014-04-11 13:00:00	ES	Futures	1890.67	1890.93	1884.69	1885.73	88327.0
2014-04-11 13:30:00	ES	Futures	1885.47	1889.89	1883.91	1884.95	82627.0
2014-04-11 14:00:00	ES	Futures	1884.95	1887.81	1881.32	1882.1	107289.0
2014-04-11 14:30:00	ES	Futures	1882.1	1883.14	1877.16	1881.84	133509.0
2014-04-11 15:00:00	ES	Futures	1881.84	1886.77	1878.46	1884.43	113309.0
2014-04-11 15:30:00	ES	Futures	1884.43	1885.99	1878.98	1878.98	199249.0
2014-04-11 16:00:00	ES	Futures	1879.24	1882.36	1878.72	1881.84	96543.0
2014-04-11 16:30:00	ES	Futures	1881.84	1882.1	1881.06	1881.32	7464.0
2014-04-11 17:00:00	ES	Futures	1881.32	1881.84	1880.02	1881.58	4947.0
2014-04-11 00:00:00	NQ	Futures	4056.73	4057.89	4055.85	4057.89	306.0
2014-04-11 00:30:00	NQ	Futures	4057.6	4057.6	4055.85	4057.02	152.0
2014-04-11 01:00:00	NQ	Futures	4056.14	4056.44	4053.81	4053.81	339.0
2014-04-11 01:30:00	NQ	Futures	4054.11	4054.11	4051.78	4052.94	386.0
2014-04-11 02:00:00	NQ	Futures	4052.94	4059.06	4052.65	4058.47	711.0
2014-04-11 02:30:00	NQ	Futures	4058.47	4058.47	4053.52	4055.85	750.0
2014-04-11 03:00:00	NQ	Futures	4056.14	4063.72	4052.36	4061.09	2151.0
2014-04-11 03:30:00	NQ	Futures	4060.8	4063.72	4055.56	4056.44	1731.0
2014-04-11 04:00:00	NQ	Futures	4056.14	4057.89	4050.9	4053.81	1801.0
2014-04-11 04:30:00	NQ	Futures	4053.52	4056.14	4050.03	4050.03	1320.0
2014-04-11 05:00:00	NQ	Futures	4050.03	4053.52	4048.57	4053.23	1723.0
2014-04-11 05:30:00	NQ	Futures	4052.94	4053.23	4047.12	4052.07	1614.0
2014-04-11 06:00:00	NQ	Futures	4052.07	4052.07	4045.95	4050.32	1389.0
2014-04-11 06:30:00	NQ	Futures	4050.32	4051.19	4044.2	4044.49	2156.0
2014-04-11 07:00:00	NQ	Futures	4044.49	4045.37	4021.2	4023.24	9792.0

> showing 50 of 2,384 rows — these rows as CSV

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