PREVIEW / futures_30min / 2014-08-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-05.parquet
  size:    77 KB
  rows:    2,899

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
2014-08-05 00:00:00	ES	Futures	2011.68	2011.94	2011.42	2011.68	1048.0
2014-08-05 00:30:00	ES	Futures	2011.94	2012.46	2011.42	2012.2	1008.0
2014-08-05 01:00:00	ES	Futures	2012.2	2012.2	2010.38	2010.38	4870.0
2014-08-05 01:30:00	ES	Futures	2010.64	2010.9	2009.33	2010.12	5755.0
2014-08-05 02:00:00	ES	Futures	2010.38	2011.94	2010.12	2011.42	5549.0
2014-08-05 02:30:00	ES	Futures	2011.16	2012.46	2011.16	2012.46	4596.0
2014-08-05 03:00:00	ES	Futures	2012.2	2013.24	2010.64	2012.2	18341.0
2014-08-05 03:30:00	ES	Futures	2012.2	2013.76	2011.16	2011.68	12607.0
2014-08-05 04:00:00	ES	Futures	2011.94	2015.07	2011.94	2014.81	10955.0
2014-08-05 04:30:00	ES	Futures	2014.81	2015.33	2013.76	2014.02	9482.0
2014-08-05 05:00:00	ES	Futures	2014.02	2014.81	2013.24	2013.24	8672.0
2014-08-05 05:30:00	ES	Futures	2013.24	2013.76	2011.16	2011.42	13237.0
2014-08-05 06:00:00	ES	Futures	2011.42	2011.94	2009.86	2011.16	9712.0
2014-08-05 06:30:00	ES	Futures	2011.16	2012.2	2009.86	2010.9	14913.0
2014-08-05 07:00:00	ES	Futures	2011.16	2011.16	2008.29	2008.55	13820.0
2014-08-05 07:30:00	ES	Futures	2008.81	2009.33	2007.51	2007.77	21140.0
2014-08-05 08:00:00	ES	Futures	2007.77	2007.77	2005.16	2005.42	34476.0
2014-08-05 08:30:00	ES	Futures	2005.69	2007.51	2003.86	2006.99	42804.0
2014-08-05 09:00:00	ES	Futures	2006.99	2008.03	2005.42	2007.25	32587.0
2014-08-05 09:30:00	ES	Futures	2007.25	2010.64	2002.04	2004.64	245133.0
2014-08-05 10:00:00	ES	Futures	2005.16	2009.33	2001.52	2009.07	187161.0
2014-08-05 10:30:00	ES	Futures	2009.07	2011.94	2006.73	2007.77	130093.0
2014-08-05 11:00:00	ES	Futures	2007.77	2012.46	2005.16	2009.07	128544.0
2014-08-05 11:30:00	ES	Futures	2009.07	2010.38	2005.16	2005.95	68656.0
2014-08-05 12:00:00	ES	Futures	2005.69	2007.25	2002.56	2004.64	59898.0
2014-08-05 12:30:00	ES	Futures	2004.38	2005.16	2001.52	2004.64	54686.0
2014-08-05 13:00:00	ES	Futures	2004.9	2007.25	2003.08	2006.47	48457.0
2014-08-05 13:30:00	ES	Futures	2006.47	2006.73	1991.35	1994.22	246545.0
2014-08-05 14:00:00	ES	Futures	1993.96	1995.26	1988.48	1994.74	172308.0
2014-08-05 14:30:00	ES	Futures	1994.74	1997.35	1992.92	1993.18	88094.0
2014-08-05 15:00:00	ES	Futures	1992.92	1994.74	1989.27	1992.39	120779.0
2014-08-05 15:30:00	ES	Futures	1992.39	1998.91	1992.39	1995.52	194977.0
2014-08-05 16:00:00	ES	Futures	1995.52	1996.3	1993.7	1994.22	81311.0
2014-08-05 16:30:00	ES	Futures	1994.22	1995.78	1994.22	1995.26	10806.0
2014-08-05 17:00:00	ES	Futures	1995.26	1995.78	1994.74	1995.78	1518.0
2014-08-05 18:00:00	ES	Futures	1996.04	1997.35	1995.78	1996.82	2665.0
2014-08-05 18:30:00	ES	Futures	1997.08	1997.61	1996.82	1997.35	1050.0
2014-08-05 19:00:00	ES	Futures	1997.35	1997.35	1995.78	1996.04	1502.0
2014-08-05 19:30:00	ES	Futures	1995.78	1996.82	1995.52	1996.82	997.0
2014-08-05 20:00:00	ES	Futures	1996.56	1997.08	1995.78	1995.78	2467.0
2014-08-05 20:30:00	ES	Futures	1995.78	1996.3	1993.96	1995.0	5135.0
2014-08-05 21:00:00	ES	Futures	1995.0	1996.04	1993.96	1995.0	2937.0
2014-08-05 21:30:00	ES	Futures	1994.74	1995.78	1993.96	1994.22	2317.0
2014-08-05 22:00:00	ES	Futures	1994.22	1995.26	1993.7	1993.96	2859.0
2014-08-05 22:30:00	ES	Futures	1993.7	1993.96	1992.13	1993.18	5395.0
2014-08-05 23:00:00	ES	Futures	1993.18	1993.44	1992.39	1992.92	1669.0
2014-08-05 23:30:00	ES	Futures	1992.65	1995.78	1992.65	1995.26	3148.0
2014-08-05 00:00:00	NQ	Futures	4546.08	4546.67	4545.5	4546.38	150.0
2014-08-05 00:30:00	NQ	Futures	4545.79	4547.84	4545.79	4546.67	142.0
2014-08-05 01:00:00	NQ	Futures	4546.38	4547.25	4541.7	4541.7	643.0

> showing 50 of 2,899 rows — these rows as CSV

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