PREVIEW / futures_30min / 2014-04-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-16.parquet
  size:    74 KB
  rows:    2,893

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
2014-04-16 00:00:00	ES	Futures	1916.37	1916.63	1916.11	1916.37	867.0
2014-04-16 00:30:00	ES	Futures	1916.63	1917.67	1916.37	1917.41	1154.0
2014-04-16 01:00:00	ES	Futures	1917.15	1917.15	1915.85	1916.37	1437.0
2014-04-16 01:30:00	ES	Futures	1916.37	1918.71	1915.85	1917.93	4371.0
2014-04-16 02:00:00	ES	Futures	1917.93	1920.79	1917.67	1918.19	15698.0
2014-04-16 02:30:00	ES	Futures	1918.45	1919.49	1918.19	1918.45	5031.0
2014-04-16 03:00:00	ES	Futures	1918.19	1919.49	1917.15	1918.45	21944.0
2014-04-16 03:30:00	ES	Futures	1918.71	1919.49	1917.15	1918.71	25324.0
2014-04-16 04:00:00	ES	Futures	1918.45	1919.23	1917.93	1918.19	10200.0
2014-04-16 04:30:00	ES	Futures	1918.19	1920.27	1918.19	1919.75	8671.0
2014-04-16 05:00:00	ES	Futures	1920.01	1921.05	1919.23	1920.27	9011.0
2014-04-16 05:30:00	ES	Futures	1920.27	1921.31	1919.49	1920.01	8839.0
2014-04-16 06:00:00	ES	Futures	1920.01	1920.79	1919.23	1919.49	7517.0
2014-04-16 06:30:00	ES	Futures	1919.49	1919.75	1918.71	1918.97	9982.0
2014-04-16 07:00:00	ES	Futures	1918.97	1920.79	1918.45	1919.23	12658.0
2014-04-16 07:30:00	ES	Futures	1919.49	1920.79	1918.45	1919.23	26665.0
2014-04-16 08:00:00	ES	Futures	1919.23	1920.27	1917.93	1920.01	20944.0
2014-04-16 08:30:00	ES	Futures	1919.75	1920.53	1917.41	1918.71	25678.0
2014-04-16 09:00:00	ES	Futures	1918.45	1920.79	1918.45	1920.53	37100.0
2014-04-16 09:30:00	ES	Futures	1920.79	1922.61	1913.52	1916.37	251000.0
2014-04-16 10:00:00	ES	Futures	1916.37	1918.71	1913.78	1915.85	149101.0
2014-04-16 10:30:00	ES	Futures	1916.11	1917.15	1912.48	1913.52	115154.0
2014-04-16 11:00:00	ES	Futures	1913.52	1918.97	1911.96	1918.45	93412.0
2014-04-16 11:30:00	ES	Futures	1918.45	1920.79	1916.89	1920.01	67946.0
2014-04-16 12:00:00	ES	Futures	1920.27	1923.9	1919.75	1922.87	88677.0
2014-04-16 12:30:00	ES	Futures	1922.87	1923.64	1918.71	1918.71	74219.0
2014-04-16 13:00:00	ES	Futures	1918.71	1921.83	1916.37	1920.79	71797.0
2014-04-16 13:30:00	ES	Futures	1920.79	1921.31	1917.15	1921.05	51970.0
2014-04-16 14:00:00	ES	Futures	1921.05	1921.57	1917.15	1919.75	49533.0
2014-04-16 14:30:00	ES	Futures	1919.75	1924.68	1919.49	1923.9	67588.0
2014-04-16 15:00:00	ES	Futures	1923.64	1924.94	1921.83	1924.42	40673.0
2014-04-16 15:30:00	ES	Futures	1924.68	1927.8	1923.12	1927.54	121580.0
2014-04-16 16:00:00	ES	Futures	1927.54	1928.84	1923.38	1925.2	94473.0
2014-04-16 16:30:00	ES	Futures	1923.38	1923.9	1922.35	1923.38	11511.0
2014-04-16 17:00:00	ES	Futures	1923.12	1924.68	1923.12	1924.42	3526.0
2014-04-16 18:00:00	ES	Futures	1924.16	1924.42	1920.01	1921.05	6797.0
2014-04-16 18:30:00	ES	Futures	1921.05	1921.31	1918.97	1919.49	3479.0
2014-04-16 19:00:00	ES	Futures	1919.75	1921.05	1919.49	1920.79	1541.0
2014-04-16 19:30:00	ES	Futures	1920.53	1921.05	1920.53	1921.05	1675.0
2014-04-16 20:00:00	ES	Futures	1921.05	1921.57	1920.27	1920.79	2148.0
2014-04-16 20:30:00	ES	Futures	1921.05	1922.09	1921.05	1921.83	1157.0
2014-04-16 21:00:00	ES	Futures	1921.83	1923.38	1921.05	1922.35	1842.0
2014-04-16 21:30:00	ES	Futures	1922.35	1922.61	1921.31	1922.09	1555.0
2014-04-16 22:00:00	ES	Futures	1921.83	1922.09	1920.53	1921.57	2833.0
2014-04-16 22:30:00	ES	Futures	1921.57	1921.57	1920.01	1920.27	2336.0
2014-04-16 23:00:00	ES	Futures	1920.01	1920.79	1920.01	1920.27	1420.0
2014-04-16 23:30:00	ES	Futures	1920.27	1920.53	1919.23	1920.01	1362.0
2014-04-16 00:00:00	NQ	Futures	4083.81	4083.81	4082.06	4083.23	125.0
2014-04-16 00:30:00	NQ	Futures	4083.23	4085.56	4083.23	4084.97	229.0
2014-04-16 01:00:00	NQ	Futures	4085.27	4085.56	4081.77	4082.94	258.0

> showing 50 of 2,893 rows — these rows as CSV

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