PREVIEW / futures_30min / 2014-08-08

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-08.parquet
  size:    68 KB
  rows:    2,373

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
2014-08-08 00:00:00	ES	Futures	1975.98	1975.98	1974.93	1975.71	2772.0
2014-08-08 00:30:00	ES	Futures	1975.71	1975.98	1974.15	1975.98	4441.0
2014-08-08 01:00:00	ES	Futures	1975.71	1977.8	1975.19	1977.54	5705.0
2014-08-08 01:30:00	ES	Futures	1977.54	1977.54	1973.63	1974.93	6590.0
2014-08-08 02:00:00	ES	Futures	1974.93	1975.98	1974.15	1975.19	9491.0
2014-08-08 02:30:00	ES	Futures	1975.19	1975.45	1972.85	1974.67	10014.0
2014-08-08 03:00:00	ES	Futures	1974.67	1977.02	1973.37	1974.41	32761.0
2014-08-08 03:30:00	ES	Futures	1974.15	1974.67	1970.5	1971.28	26518.0
2014-08-08 04:00:00	ES	Futures	1971.02	1977.54	1971.02	1977.02	28123.0
2014-08-08 04:30:00	ES	Futures	1977.02	1979.62	1975.71	1977.54	21871.0
2014-08-08 05:00:00	ES	Futures	1977.54	1978.84	1976.24	1978.32	19859.0
2014-08-08 05:30:00	ES	Futures	1978.32	1979.36	1977.28	1977.8	12362.0
2014-08-08 06:00:00	ES	Futures	1977.8	1982.23	1977.8	1980.93	16041.0
2014-08-08 06:30:00	ES	Futures	1980.93	1983.27	1979.88	1981.97	18837.0
2014-08-08 07:00:00	ES	Futures	1982.23	1990.83	1981.19	1989.27	61693.0
2014-08-08 07:30:00	ES	Futures	1989.27	1991.61	1988.22	1989.27	35038.0
2014-08-08 08:00:00	ES	Futures	1989.01	1992.65	1989.01	1992.13	37786.0
2014-08-08 08:30:00	ES	Futures	1992.13	1995.0	1990.31	1991.87	47940.0
2014-08-08 09:00:00	ES	Futures	1991.87	1992.65	1989.01	1990.05	34162.0
2014-08-08 09:30:00	ES	Futures	1990.05	1991.61	1985.1	1988.22	203215.0
2014-08-08 10:00:00	ES	Futures	1988.22	1992.39	1984.58	1986.14	142741.0
2014-08-08 10:30:00	ES	Futures	1986.14	1994.48	1985.1	1992.13	120169.0
2014-08-08 11:00:00	ES	Futures	1992.13	1996.04	1990.57	1995.0	96798.0
2014-08-08 11:30:00	ES	Futures	1995.26	1996.3	1993.44	1995.52	63721.0
2014-08-08 12:00:00	ES	Futures	1995.26	1996.04	1992.39	1992.92	40058.0
2014-08-08 12:30:00	ES	Futures	1992.92	1994.22	1991.61	1993.44	27186.0
2014-08-08 13:00:00	ES	Futures	1993.44	2004.9	1992.65	2003.6	118508.0
2014-08-08 13:30:00	ES	Futures	2003.6	2005.42	2001.78	2004.12	85920.0
2014-08-08 14:00:00	ES	Futures	2004.38	2006.21	2002.82	2005.69	59643.0
2014-08-08 14:30:00	ES	Futures	2005.69	2006.47	2003.6	2003.86	59704.0
2014-08-08 15:00:00	ES	Futures	2003.86	2007.51	2002.3	2007.25	62140.0
2014-08-08 15:30:00	ES	Futures	2007.25	2010.12	2006.47	2008.55	157705.0
2014-08-08 16:00:00	ES	Futures	2008.55	2008.55	2004.9	2005.16	105047.0
2014-08-08 16:30:00	ES	Futures	2005.42	2005.95	2005.16	2005.69	9628.0
2014-08-08 17:00:00	ES	Futures	2005.69	2005.69	2004.9	2004.9	3285.0
2014-08-08 00:00:00	NQ	Futures	4480.97	4481.26	4478.92	4480.09	630.0
2014-08-08 00:30:00	NQ	Futures	4480.09	4480.67	4477.46	4480.38	554.0
2014-08-08 01:00:00	NQ	Futures	4479.8	4484.47	4479.51	4484.47	879.0
2014-08-08 01:30:00	NQ	Futures	4484.18	4484.47	4476.59	4478.92	906.0
2014-08-08 02:00:00	NQ	Futures	4478.34	4482.13	4477.46	4480.67	1283.0
2014-08-08 02:30:00	NQ	Futures	4480.97	4480.97	4473.96	4477.75	1784.0
2014-08-08 03:00:00	NQ	Futures	4477.46	4484.18	4476.0	4478.34	4591.0
2014-08-08 03:30:00	NQ	Futures	4478.34	4478.92	4469.58	4471.62	4282.0
2014-08-08 04:00:00	NQ	Futures	4471.91	4484.18	4470.74	4482.72	4880.0
2014-08-08 04:30:00	NQ	Futures	4482.72	4488.27	4480.09	4483.89	3786.0
2014-08-08 05:00:00	NQ	Futures	4483.89	4487.68	4481.84	4487.1	3178.0
2014-08-08 05:30:00	NQ	Futures	4487.1	4489.43	4485.05	4487.68	2608.0
2014-08-08 06:00:00	NQ	Futures	4487.39	4494.98	4487.39	4492.94	2863.0
2014-08-08 06:30:00	NQ	Futures	4492.94	4497.32	4490.6	4494.69	3587.0
2014-08-08 07:00:00	NQ	Futures	4494.69	4513.96	4492.35	4510.75	7886.0

> showing 50 of 2,373 rows — these rows as CSV

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