PREVIEW / futures_30min / 2014-04-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-17.parquet
  size:    67 KB
  rows:    2,356

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
2014-04-17 00:00:00	ES	Futures	1920.27	1921.05	1920.01	1920.79	860.0
2014-04-17 00:30:00	ES	Futures	1920.79	1921.05	1920.53	1920.79	642.0
2014-04-17 01:00:00	ES	Futures	1921.05	1922.35	1920.79	1921.57	2048.0
2014-04-17 01:30:00	ES	Futures	1921.83	1922.35	1921.05	1921.31	1719.0
2014-04-17 02:00:00	ES	Futures	1921.31	1922.09	1919.75	1921.57	4684.0
2014-04-17 02:30:00	ES	Futures	1921.57	1921.83	1921.05	1921.31	2445.0
2014-04-17 03:00:00	ES	Futures	1921.57	1921.83	1919.49	1920.53	12456.0
2014-04-17 03:30:00	ES	Futures	1920.53	1922.09	1919.49	1922.09	9428.0
2014-04-17 04:00:00	ES	Futures	1922.09	1922.61	1920.27	1921.05	8949.0
2014-04-17 04:30:00	ES	Futures	1921.31	1921.57	1920.27	1920.53	5749.0
2014-04-17 05:00:00	ES	Futures	1920.27	1920.79	1919.23	1920.53	5623.0
2014-04-17 05:30:00	ES	Futures	1920.53	1921.05	1919.23	1919.49	7269.0
2014-04-17 06:00:00	ES	Futures	1919.75	1920.01	1918.71	1919.75	7340.0
2014-04-17 06:30:00	ES	Futures	1919.49	1921.31	1919.49	1920.27	7494.0
2014-04-17 07:00:00	ES	Futures	1920.53	1922.35	1920.27	1921.83	6342.0
2014-04-17 07:30:00	ES	Futures	1921.83	1924.68	1921.83	1924.42	13297.0
2014-04-17 08:00:00	ES	Futures	1924.16	1927.54	1923.64	1926.76	24832.0
2014-04-17 08:30:00	ES	Futures	1926.76	1928.84	1926.5	1927.54	24659.0
2014-04-17 09:00:00	ES	Futures	1927.54	1927.8	1924.68	1924.94	38838.0
2014-04-17 09:30:00	ES	Futures	1924.94	1928.32	1921.83	1924.42	205399.0
2014-04-17 10:00:00	ES	Futures	1924.68	1928.84	1922.61	1928.58	145922.0
2014-04-17 10:30:00	ES	Futures	1928.58	1930.66	1927.28	1929.62	95470.0
2014-04-17 11:00:00	ES	Futures	1929.62	1931.17	1927.54	1929.88	72934.0
2014-04-17 11:30:00	ES	Futures	1929.88	1930.14	1925.98	1927.8	51867.0
2014-04-17 12:00:00	ES	Futures	1927.8	1929.88	1926.24	1928.32	40446.0
2014-04-17 12:30:00	ES	Futures	1928.58	1930.66	1926.76	1930.4	37279.0
2014-04-17 13:00:00	ES	Futures	1930.4	1933.51	1929.88	1932.47	57489.0
2014-04-17 13:30:00	ES	Futures	1932.47	1935.33	1932.21	1934.29	51291.0
2014-04-17 14:00:00	ES	Futures	1934.29	1935.07	1932.99	1934.29	29754.0
2014-04-17 14:30:00	ES	Futures	1934.55	1934.81	1931.95	1932.73	31720.0
2014-04-17 15:00:00	ES	Futures	1932.73	1935.85	1932.47	1934.55	38993.0
2014-04-17 15:30:00	ES	Futures	1934.55	1934.55	1929.88	1930.14	108456.0
2014-04-17 16:00:00	ES	Futures	1930.14	1930.66	1928.58	1929.88	64220.0
2014-04-17 16:30:00	ES	Futures	1930.91	1931.43	1930.14	1931.17	5954.0
2014-04-17 17:00:00	ES	Futures	1931.43	1931.43	1928.58	1929.36	2885.0
2014-04-17 00:00:00	NQ	Futures	4069.54	4073.33	4069.54	4072.16	166.0
2014-04-17 00:30:00	NQ	Futures	4072.45	4073.91	4072.16	4073.33	137.0
2014-04-17 01:00:00	NQ	Futures	4073.03	4077.11	4072.74	4075.07	335.0
2014-04-17 01:30:00	NQ	Futures	4075.07	4076.24	4073.33	4073.62	245.0
2014-04-17 02:00:00	NQ	Futures	4073.91	4075.07	4070.12	4074.49	1035.0
2014-04-17 02:30:00	NQ	Futures	4074.2	4075.36	4073.03	4074.2	433.0
2014-04-17 03:00:00	NQ	Futures	4074.49	4075.07	4068.67	4073.03	1816.0
2014-04-17 03:30:00	NQ	Futures	4073.33	4077.11	4068.96	4076.24	1499.0
2014-04-17 04:00:00	NQ	Futures	4076.82	4077.69	4074.2	4077.11	1240.0
2014-04-17 04:30:00	NQ	Futures	4077.4	4077.69	4074.2	4074.49	561.0
2014-04-17 05:00:00	NQ	Futures	4074.49	4077.69	4071.58	4076.24	929.0
2014-04-17 05:30:00	NQ	Futures	4076.24	4077.69	4073.62	4073.91	547.0
2014-04-17 06:00:00	NQ	Futures	4073.62	4074.2	4068.38	4072.16	1148.0
2014-04-17 06:30:00	NQ	Futures	4072.16	4074.49	4070.41	4071.87	698.0
2014-04-17 07:00:00	NQ	Futures	4071.87	4077.99	4071.87	4077.4	558.0

> showing 50 of 2,356 rows — these rows as CSV

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