PREVIEW / futures_30min / 2014-04-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-15.parquet
  size:    79 KB
  rows:    2,932

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
2014-04-15 00:00:00	ES	Futures	1895.86	1896.38	1895.6	1896.12	1888.0
2014-04-15 00:30:00	ES	Futures	1896.12	1896.38	1895.86	1896.12	604.0
2014-04-15 01:00:00	ES	Futures	1895.86	1896.12	1895.08	1895.34	1403.0
2014-04-15 01:30:00	ES	Futures	1895.34	1896.38	1895.34	1895.86	2345.0
2014-04-15 02:00:00	ES	Futures	1895.86	1897.42	1895.6	1896.64	4626.0
2014-04-15 02:30:00	ES	Futures	1896.64	1897.42	1895.08	1895.86	3560.0
2014-04-15 03:00:00	ES	Futures	1895.6	1897.16	1893.78	1894.56	17002.0
2014-04-15 03:30:00	ES	Futures	1894.82	1896.12	1894.3	1895.34	12060.0
2014-04-15 04:00:00	ES	Futures	1895.6	1895.6	1892.74	1894.04	14668.0
2014-04-15 04:30:00	ES	Futures	1894.04	1895.34	1893.52	1893.78	6064.0
2014-04-15 05:00:00	ES	Futures	1893.78	1895.08	1892.48	1892.74	9473.0
2014-04-15 05:30:00	ES	Futures	1892.74	1894.56	1892.22	1894.3	7955.0
2014-04-15 06:00:00	ES	Futures	1894.3	1896.12	1893.78	1894.82	8731.0
2014-04-15 06:30:00	ES	Futures	1894.82	1897.42	1894.56	1896.12	11109.0
2014-04-15 07:00:00	ES	Futures	1896.12	1899.49	1895.08	1898.72	14249.0
2014-04-15 07:30:00	ES	Futures	1898.46	1900.01	1897.42	1899.49	23410.0
2014-04-15 08:00:00	ES	Futures	1899.49	1901.57	1899.24	1901.57	30672.0
2014-04-15 08:30:00	ES	Futures	1901.31	1901.31	1897.42	1899.24	30220.0
2014-04-15 09:00:00	ES	Futures	1898.98	1900.01	1897.94	1897.94	12832.0
2014-04-15 09:30:00	ES	Futures	1898.2	1908.32	1896.38	1906.25	270927.0
2014-04-15 10:00:00	ES	Futures	1905.99	1907.8	1893.52	1894.3	251054.0
2014-04-15 10:30:00	ES	Futures	1894.04	1898.46	1890.41	1892.22	225147.0
2014-04-15 11:00:00	ES	Futures	1892.22	1894.04	1887.55	1892.22	230027.0
2014-04-15 11:30:00	ES	Futures	1892.22	1896.38	1884.95	1887.03	169375.0
2014-04-15 12:00:00	ES	Futures	1887.03	1887.03	1882.1	1885.99	138959.0
2014-04-15 12:30:00	ES	Futures	1886.25	1886.77	1880.54	1880.8	108956.0
2014-04-15 13:00:00	ES	Futures	1880.8	1886.77	1879.24	1886.77	103317.0
2014-04-15 13:30:00	ES	Futures	1886.77	1894.82	1885.47	1894.04	157446.0
2014-04-15 14:00:00	ES	Futures	1894.04	1898.46	1893.52	1896.38	141481.0
2014-04-15 14:30:00	ES	Futures	1896.38	1905.73	1895.86	1902.35	154266.0
2014-04-15 15:00:00	ES	Futures	1902.61	1908.58	1899.75	1907.54	135608.0
2014-04-15 15:30:00	ES	Futures	1907.54	1908.84	1903.39	1907.54	148780.0
2014-04-15 16:00:00	ES	Futures	1907.8	1911.18	1907.54	1910.92	104379.0
2014-04-15 16:30:00	ES	Futures	1911.18	1914.56	1910.92	1914.3	26460.0
2014-04-15 17:00:00	ES	Futures	1914.3	1915.33	1914.04	1914.3	4565.0
2014-04-15 18:00:00	ES	Futures	1914.04	1914.56	1912.74	1913.0	4951.0
2014-04-15 18:30:00	ES	Futures	1913.0	1913.26	1912.48	1912.74	1396.0
2014-04-15 19:00:00	ES	Futures	1912.48	1913.0	1912.22	1912.22	1841.0
2014-04-15 19:30:00	ES	Futures	1912.48	1912.74	1911.96	1912.22	1477.0
2014-04-15 20:00:00	ES	Futures	1912.22	1912.74	1911.7	1912.74	3195.0
2014-04-15 20:30:00	ES	Futures	1912.48	1913.78	1912.22	1912.74	3206.0
2014-04-15 21:00:00	ES	Futures	1912.74	1914.04	1911.96	1914.04	3302.0
2014-04-15 21:30:00	ES	Futures	1913.78	1915.33	1913.52	1915.33	3773.0
2014-04-15 22:00:00	ES	Futures	1915.33	1916.89	1914.82	1916.37	7243.0
2014-04-15 22:30:00	ES	Futures	1916.11	1917.41	1915.59	1916.63	3229.0
2014-04-15 23:00:00	ES	Futures	1916.89	1917.15	1916.37	1916.89	1174.0
2014-04-15 23:30:00	ES	Futures	1916.89	1917.15	1916.37	1916.63	1171.0
2014-04-15 00:00:00	NQ	Futures	4044.49	4046.82	4044.2	4045.08	557.0
2014-04-15 00:30:00	NQ	Futures	4045.08	4045.95	4044.79	4045.08	153.0
2014-04-15 01:00:00	NQ	Futures	4045.08	4045.08	4042.17	4043.62	503.0

> showing 50 of 2,932 rows — these rows as CSV

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