PREVIEW / futures_30min / 2014-08-07

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-07.parquet
  size:    79 KB
  rows:    2,912

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
2014-08-07 00:00:00	ES	Futures	1997.87	1998.13	1997.35	1997.87	1222.0
2014-08-07 00:30:00	ES	Futures	1997.87	1998.13	1997.08	1998.13	1198.0
2014-08-07 01:00:00	ES	Futures	1998.13	2000.99	1998.13	2000.47	5561.0
2014-08-07 01:30:00	ES	Futures	2000.73	2000.99	1999.17	1999.43	3638.0
2014-08-07 02:00:00	ES	Futures	1999.43	2000.73	1998.13	1998.13	5067.0
2014-08-07 02:30:00	ES	Futures	1998.39	1999.69	1998.13	1999.17	4450.0
2014-08-07 03:00:00	ES	Futures	1999.17	1999.43	1995.78	1996.82	25520.0
2014-08-07 03:30:00	ES	Futures	1996.56	1998.91	1995.78	1998.65	10570.0
2014-08-07 04:00:00	ES	Futures	1998.65	2003.08	1998.13	2003.08	21621.0
2014-08-07 04:30:00	ES	Futures	2003.08	2003.34	2001.52	2002.04	7676.0
2014-08-07 05:00:00	ES	Futures	2002.04	2002.3	1999.95	2000.47	8397.0
2014-08-07 05:30:00	ES	Futures	2000.73	2001.78	1999.43	2001.52	5673.0
2014-08-07 06:00:00	ES	Futures	2001.25	2002.04	2000.47	2001.52	4774.0
2014-08-07 06:30:00	ES	Futures	2001.25	2001.25	1997.87	1999.43	7920.0
2014-08-07 07:00:00	ES	Futures	1999.43	2001.25	1998.91	2000.73	12113.0
2014-08-07 07:30:00	ES	Futures	2000.73	2000.99	1998.91	2000.47	14322.0
2014-08-07 08:00:00	ES	Futures	2000.47	2006.73	1999.95	2005.69	42133.0
2014-08-07 08:30:00	ES	Futures	2005.42	2006.73	1999.95	2001.78	47488.0
2014-08-07 09:00:00	ES	Futures	2002.04	2006.21	2001.78	2005.42	45306.0
2014-08-07 09:30:00	ES	Futures	2005.42	2007.51	1999.69	2003.08	191716.0
2014-08-07 10:00:00	ES	Futures	2003.08	2004.9	2000.47	2003.08	117664.0
2014-08-07 10:30:00	ES	Futures	2003.34	2004.9	1993.96	1997.35	153938.0
2014-08-07 11:00:00	ES	Futures	1997.08	1997.35	1991.35	1994.22	144112.0
2014-08-07 11:30:00	ES	Futures	1994.22	1996.82	1988.48	1991.61	150158.0
2014-08-07 12:00:00	ES	Futures	1991.61	1993.18	1986.4	1989.01	104955.0
2014-08-07 12:30:00	ES	Futures	1989.01	1989.27	1983.79	1988.22	109902.0
2014-08-07 13:00:00	ES	Futures	1987.96	1993.44	1987.96	1992.13	67190.0
2014-08-07 13:30:00	ES	Futures	1992.13	1995.0	1991.35	1993.7	55185.0
2014-08-07 14:00:00	ES	Futures	1993.44	1993.7	1988.48	1989.27	45149.0
2014-08-07 14:30:00	ES	Futures	1989.27	1989.79	1985.36	1985.88	66094.0
2014-08-07 15:00:00	ES	Futures	1985.62	1987.96	1980.41	1983.01	153806.0
2014-08-07 15:30:00	ES	Futures	1982.75	1988.22	1980.93	1985.36	192138.0
2014-08-07 16:00:00	ES	Futures	1985.36	1986.66	1984.31	1986.14	79486.0
2014-08-07 16:30:00	ES	Futures	1985.88	1986.14	1984.84	1985.1	13830.0
2014-08-07 17:00:00	ES	Futures	1985.1	1986.4	1985.1	1986.4	3624.0
2014-08-07 18:00:00	ES	Futures	1986.14	1986.92	1985.62	1986.66	3934.0
2014-08-07 18:30:00	ES	Futures	1986.92	1987.18	1986.4	1986.66	833.0
2014-08-07 19:00:00	ES	Futures	1986.66	1987.18	1986.14	1986.4	1031.0
2014-08-07 19:30:00	ES	Futures	1986.4	1987.18	1986.14	1986.92	1160.0
2014-08-07 20:00:00	ES	Futures	1986.92	1987.7	1985.88	1986.4	4373.0
2014-08-07 20:30:00	ES	Futures	1986.4	1986.66	1985.62	1985.88	2038.0
2014-08-07 21:00:00	ES	Futures	1985.88	1986.14	1984.05	1984.84	4783.0
2014-08-07 21:30:00	ES	Futures	1984.58	1984.84	1977.02	1977.54	34680.0
2014-08-07 22:00:00	ES	Futures	1977.54	1978.06	1971.81	1974.93	26630.0
2014-08-07 22:30:00	ES	Futures	1974.93	1976.5	1972.33	1976.24	16902.0
2014-08-07 23:00:00	ES	Futures	1975.98	1977.8	1974.15	1975.45	10322.0
2014-08-07 23:30:00	ES	Futures	1975.45	1977.28	1974.93	1975.98	3845.0
2014-08-07 00:00:00	NQ	Futures	4519.22	4521.26	4518.93	4520.97	497.0
2014-08-07 00:30:00	NQ	Futures	4520.68	4520.97	4519.22	4520.1	206.0
2014-08-07 01:00:00	NQ	Futures	4520.1	4527.69	4520.1	4527.1	905.0

> showing 50 of 2,912 rows — these rows as CSV

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