PREVIEW / futures_30min / 2014-08-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-06.parquet
  size:    77 KB
  rows:    2,876

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
2014-08-06 00:00:00	ES	Futures	1995.0	1995.0	1993.44	1993.7	1079.0
2014-08-06 00:30:00	ES	Futures	1993.7	1995.26	1993.7	1995.26	548.0
2014-08-06 01:00:00	ES	Futures	1995.26	1995.78	1993.96	1995.26	2275.0
2014-08-06 01:30:00	ES	Futures	1995.0	1996.82	1995.0	1996.56	2090.0
2014-08-06 02:00:00	ES	Futures	1996.56	1997.08	1995.78	1996.3	6192.0
2014-08-06 02:30:00	ES	Futures	1996.04	1997.35	1995.52	1997.08	3593.0
2014-08-06 03:00:00	ES	Futures	1997.08	1999.43	1995.26	1998.65	25666.0
2014-08-06 03:30:00	ES	Futures	1998.65	1999.69	1997.08	1998.39	11055.0
2014-08-06 04:00:00	ES	Futures	1998.13	1998.91	1996.3	1996.3	9623.0
2014-08-06 04:30:00	ES	Futures	1996.56	1997.35	1992.65	1993.44	19695.0
2014-08-06 05:00:00	ES	Futures	1993.18	1993.44	1990.83	1991.09	28683.0
2014-08-06 05:30:00	ES	Futures	1991.09	1992.92	1989.53	1991.35	18932.0
2014-08-06 06:00:00	ES	Futures	1991.35	1992.13	1984.58	1985.36	33507.0
2014-08-06 06:30:00	ES	Futures	1985.36	1988.48	1983.79	1987.18	31024.0
2014-08-06 07:00:00	ES	Futures	1987.18	1989.53	1986.14	1989.01	16971.0
2014-08-06 07:30:00	ES	Futures	1989.27	1990.05	1986.92	1986.92	21783.0
2014-08-06 08:00:00	ES	Futures	1987.18	1988.22	1985.88	1987.18	31464.0
2014-08-06 08:30:00	ES	Futures	1987.18	1989.53	1985.36	1986.66	36574.0
2014-08-06 09:00:00	ES	Futures	1986.4	1987.96	1984.84	1986.14	38350.0
2014-08-06 09:30:00	ES	Futures	1986.4	1996.82	1986.14	1993.18	256667.0
2014-08-06 10:00:00	ES	Futures	1993.18	2000.21	1992.92	1999.95	179027.0
2014-08-06 10:30:00	ES	Futures	1999.95	2003.6	1996.56	2003.08	133304.0
2014-08-06 11:00:00	ES	Futures	2003.08	2004.38	1998.91	1998.91	127756.0
2014-08-06 11:30:00	ES	Futures	1999.17	2004.9	1998.91	2003.86	75213.0
2014-08-06 12:00:00	ES	Futures	2003.86	2005.16	1998.91	2000.21	90008.0
2014-08-06 12:30:00	ES	Futures	2000.21	2004.12	1999.43	1999.95	59297.0
2014-08-06 13:00:00	ES	Futures	1999.95	2001.25	1997.87	1998.65	44974.0
2014-08-06 13:30:00	ES	Futures	1998.65	1999.95	1994.74	1995.26	60205.0
2014-08-06 14:00:00	ES	Futures	1995.26	1997.87	1993.96	1997.35	41100.0
2014-08-06 14:30:00	ES	Futures	1997.08	1998.91	1994.22	1996.82	55522.0
2014-08-06 15:00:00	ES	Futures	1997.08	1999.17	1996.04	1996.82	46788.0
2014-08-06 15:30:00	ES	Futures	1996.82	1998.13	1995.26	1996.3	103072.0
2014-08-06 16:00:00	ES	Futures	1996.56	1997.08	1995.78	1996.04	48784.0
2014-08-06 16:30:00	ES	Futures	1996.3	1996.56	1995.78	1996.3	8695.0
2014-08-06 17:00:00	ES	Futures	1996.3	1996.56	1996.04	1996.3	1775.0
2014-08-06 18:00:00	ES	Futures	1996.04	1996.82	1994.74	1995.0	3410.0
2014-08-06 18:30:00	ES	Futures	1995.0	1996.04	1994.74	1995.52	814.0
2014-08-06 19:00:00	ES	Futures	1995.52	1996.04	1995.0	1996.04	581.0
2014-08-06 19:30:00	ES	Futures	1996.04	1997.61	1996.04	1997.35	1158.0
2014-08-06 20:00:00	ES	Futures	1997.61	1998.91	1997.08	1997.61	3771.0
2014-08-06 20:30:00	ES	Futures	1997.61	1999.17	1997.35	1997.87	2809.0
2014-08-06 21:00:00	ES	Futures	1997.87	1998.91	1997.08	1998.13	2420.0
2014-08-06 21:30:00	ES	Futures	1998.13	1998.13	1994.74	1995.78	4288.0
2014-08-06 22:00:00	ES	Futures	1995.78	1997.35	1995.78	1996.56	2160.0
2014-08-06 22:30:00	ES	Futures	1996.3	1997.08	1996.04	1996.82	823.0
2014-08-06 23:00:00	ES	Futures	1996.82	1998.13	1996.3	1998.13	994.0
2014-08-06 23:30:00	ES	Futures	1998.13	1998.39	1997.35	1997.87	1556.0
2014-08-06 00:00:00	NQ	Futures	4525.06	4525.35	4521.56	4522.72	312.0
2014-08-06 00:30:00	NQ	Futures	4522.14	4525.06	4521.85	4525.06	205.0
2014-08-06 01:00:00	NQ	Futures	4524.48	4526.23	4522.14	4525.06	526.0

> showing 50 of 2,876 rows — these rows as CSV

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