PREVIEW / futures_30min / 2014-07-31

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-31.parquet
  size:    76 KB
  rows:    2,897

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
2014-07-31 00:00:00	ES	Futures	2045.82	2046.34	2045.3	2045.3	1169.0
2014-07-31 00:30:00	ES	Futures	2045.04	2046.08	2044.78	2045.82	1411.0
2014-07-31 01:00:00	ES	Futures	2046.08	2046.6	2045.82	2046.34	1545.0
2014-07-31 01:30:00	ES	Futures	2046.08	2046.34	2045.3	2045.56	2694.0
2014-07-31 02:00:00	ES	Futures	2045.82	2046.34	2045.04	2045.82	3724.0
2014-07-31 02:30:00	ES	Futures	2045.82	2046.08	2045.3	2045.56	1419.0
2014-07-31 03:00:00	ES	Futures	2045.56	2046.6	2042.95	2043.73	25836.0
2014-07-31 03:30:00	ES	Futures	2043.73	2044.52	2038.26	2038.52	28066.0
2014-07-31 04:00:00	ES	Futures	2038.26	2039.04	2036.44	2037.48	34807.0
2014-07-31 04:30:00	ES	Futures	2037.74	2038.52	2030.44	2032.27	44921.0
2014-07-31 05:00:00	ES	Futures	2032.27	2035.66	2031.49	2035.13	25678.0
2014-07-31 05:30:00	ES	Futures	2035.13	2036.18	2034.35	2034.87	13573.0
2014-07-31 06:00:00	ES	Futures	2034.87	2035.66	2033.83	2035.66	10010.0
2014-07-31 06:30:00	ES	Futures	2035.66	2037.48	2035.4	2036.96	17714.0
2014-07-31 07:00:00	ES	Futures	2037.22	2037.48	2035.92	2036.96	10566.0
2014-07-31 07:30:00	ES	Futures	2036.7	2038.26	2033.83	2037.22	33683.0
2014-07-31 08:00:00	ES	Futures	2037.48	2039.57	2036.96	2038.26	26553.0
2014-07-31 08:30:00	ES	Futures	2038.52	2038.52	2030.96	2032.79	64518.0
2014-07-31 09:00:00	ES	Futures	2033.05	2036.18	2032.01	2033.83	35812.0
2014-07-31 09:30:00	ES	Futures	2033.83	2035.66	2029.66	2030.7	256011.0
2014-07-31 10:00:00	ES	Futures	2030.44	2032.79	2026.79	2028.1	220954.0
2014-07-31 10:30:00	ES	Futures	2028.1	2028.62	2018.72	2019.24	228540.0
2014-07-31 11:00:00	ES	Futures	2019.24	2023.15	2018.98	2020.54	153455.0
2014-07-31 11:30:00	ES	Futures	2020.8	2022.89	2015.59	2016.37	160535.0
2014-07-31 12:00:00	ES	Futures	2016.63	2018.19	2013.5	2014.29	151366.0
2014-07-31 12:30:00	ES	Futures	2014.29	2019.76	2014.29	2018.72	106539.0
2014-07-31 13:00:00	ES	Futures	2018.72	2019.24	2014.55	2016.89	77623.0
2014-07-31 13:30:00	ES	Futures	2016.89	2021.06	2016.37	2019.24	109423.0
2014-07-31 14:00:00	ES	Futures	2019.24	2021.32	2017.67	2020.8	70935.0
2014-07-31 14:30:00	ES	Futures	2021.06	2021.06	2011.42	2011.68	112388.0
2014-07-31 15:00:00	ES	Futures	2011.68	2015.07	2006.99	2008.55	192695.0
2014-07-31 15:30:00	ES	Futures	2008.29	2012.46	2006.73	2006.73	322354.0
2014-07-31 16:00:00	ES	Futures	2006.73	2010.38	2005.16	2009.86	179416.0
2014-07-31 16:30:00	ES	Futures	2009.59	2009.59	2005.95	2006.21	14565.0
2014-07-31 17:00:00	ES	Futures	2006.21	2007.25	2005.42	2007.25	4130.0
2014-07-31 18:00:00	ES	Futures	2007.77	2010.12	2007.77	2009.07	6512.0
2014-07-31 18:30:00	ES	Futures	2009.33	2009.86	2008.81	2009.33	1438.0
2014-07-31 19:00:00	ES	Futures	2009.33	2010.64	2008.81	2009.33	3565.0
2014-07-31 19:30:00	ES	Futures	2009.59	2010.9	2009.07	2010.38	2964.0
2014-07-31 20:00:00	ES	Futures	2010.38	2011.42	2010.12	2011.42	3642.0
2014-07-31 20:30:00	ES	Futures	2011.42	2011.94	2011.16	2011.94	6105.0
2014-07-31 21:00:00	ES	Futures	2011.68	2012.2	2009.86	2011.42	4999.0
2014-07-31 21:30:00	ES	Futures	2011.42	2012.72	2010.64	2011.42	4354.0
2014-07-31 22:00:00	ES	Futures	2011.68	2012.46	2011.16	2011.94	4928.0
2014-07-31 22:30:00	ES	Futures	2011.94	2012.72	2011.68	2012.2	2858.0
2014-07-31 23:00:00	ES	Futures	2012.2	2012.46	2011.16	2011.42	2073.0
2014-07-31 23:30:00	ES	Futures	2011.68	2012.2	2010.9	2012.2	2081.0
2014-07-31 00:00:00	NQ	Futures	4630.48	4631.35	4629.02	4629.02	145.0
2014-07-31 00:30:00	NQ	Futures	4628.72	4631.35	4628.14	4630.77	187.0
2014-07-31 01:00:00	NQ	Futures	4631.35	4633.11	4631.06	4631.94	293.0

> showing 50 of 2,897 rows — these rows as CSV

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