PREVIEW / futures_30min / 2014-08-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-11.parquet
  size:    70 KB
  rows:    2,794

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
2014-08-11 00:00:00	ES	Futures	2008.29	2009.33	2008.29	2009.33	888.0
2014-08-11 00:30:00	ES	Futures	2009.33	2009.86	2009.07	2009.33	1556.0
2014-08-11 01:00:00	ES	Futures	2009.33	2009.86	2009.07	2009.07	2045.0
2014-08-11 01:30:00	ES	Futures	2009.07	2010.12	2009.07	2009.86	2354.0
2014-08-11 02:00:00	ES	Futures	2009.59	2010.12	2009.07	2009.33	5322.0
2014-08-11 02:30:00	ES	Futures	2009.07	2010.38	2008.55	2010.38	5345.0
2014-08-11 03:00:00	ES	Futures	2010.12	2010.12	2008.03	2009.33	17162.0
2014-08-11 03:30:00	ES	Futures	2009.07	2012.72	2009.07	2012.46	17122.0
2014-08-11 04:00:00	ES	Futures	2012.46	2012.72	2011.16	2011.42	7829.0
2014-08-11 04:30:00	ES	Futures	2011.42	2012.72	2010.9	2012.2	9482.0
2014-08-11 05:00:00	ES	Futures	2012.46	2012.72	2011.94	2012.46	7350.0
2014-08-11 05:30:00	ES	Futures	2012.46	2012.98	2011.94	2012.46	4276.0
2014-08-11 06:00:00	ES	Futures	2012.46	2013.24	2011.94	2013.24	8091.0
2014-08-11 06:30:00	ES	Futures	2013.24	2014.29	2012.72	2013.5	10900.0
2014-08-11 07:00:00	ES	Futures	2013.76	2015.33	2013.5	2015.07	13365.0
2014-08-11 07:30:00	ES	Futures	2015.33	2015.33	2014.02	2014.81	8801.0
2014-08-11 08:00:00	ES	Futures	2015.07	2017.15	2014.29	2016.89	25429.0
2014-08-11 08:30:00	ES	Futures	2016.89	2017.67	2014.29	2015.07	28563.0
2014-08-11 09:00:00	ES	Futures	2015.07	2016.37	2014.55	2015.85	27216.0
2014-08-11 09:30:00	ES	Futures	2016.11	2018.98	2014.02	2018.19	151560.0
2014-08-11 10:00:00	ES	Futures	2018.19	2020.02	2016.89	2018.19	115001.0
2014-08-11 10:30:00	ES	Futures	2018.19	2020.8	2017.15	2018.46	74692.0
2014-08-11 11:00:00	ES	Futures	2018.46	2023.41	2017.67	2022.1	101680.0
2014-08-11 11:30:00	ES	Futures	2022.1	2022.63	2020.54	2020.8	49419.0
2014-08-11 12:00:00	ES	Futures	2020.8	2021.32	2018.72	2020.02	47835.0
2014-08-11 12:30:00	ES	Futures	2020.02	2021.32	2019.24	2019.24	31930.0
2014-08-11 13:00:00	ES	Futures	2019.24	2020.54	2017.67	2017.67	23788.0
2014-08-11 13:30:00	ES	Futures	2017.67	2019.24	2014.55	2015.59	59447.0
2014-08-11 14:00:00	ES	Futures	2015.33	2016.63	2013.24	2015.85	55431.0
2014-08-11 14:30:00	ES	Futures	2015.59	2016.89	2014.55	2015.33	28454.0
2014-08-11 15:00:00	ES	Futures	2015.33	2017.93	2015.07	2015.07	38324.0
2014-08-11 15:30:00	ES	Futures	2015.07	2016.11	2013.5	2014.29	102237.0
2014-08-11 16:00:00	ES	Futures	2014.02	2015.07	2013.76	2014.55	44179.0
2014-08-11 16:30:00	ES	Futures	2014.55	2015.59	2014.29	2015.33	7630.0
2014-08-11 17:00:00	ES	Futures	2015.59	2015.85	2015.07	2015.59	2225.0
2014-08-11 18:00:00	ES	Futures	2016.11	2016.37	2015.59	2015.85	2200.0
2014-08-11 18:30:00	ES	Futures	2015.85	2016.11	2015.59	2015.85	772.0
2014-08-11 19:00:00	ES	Futures	2016.37	2016.37	2015.85	2016.11	661.0
2014-08-11 19:30:00	ES	Futures	2016.11	2016.37	2015.59	2016.11	732.0
2014-08-11 20:00:00	ES	Futures	2016.11	2017.15	2015.85	2016.89	2036.0
2014-08-11 20:30:00	ES	Futures	2016.63	2018.72	2016.63	2017.93	3498.0
2014-08-11 21:00:00	ES	Futures	2017.67	2018.19	2016.11	2016.37	4389.0
2014-08-11 21:30:00	ES	Futures	2016.37	2017.15	2016.11	2016.89	1808.0
2014-08-11 22:00:00	ES	Futures	2016.89	2017.67	2016.89	2017.41	1181.0
2014-08-11 22:30:00	ES	Futures	2017.15	2017.67	2016.63	2016.89	1006.0
2014-08-11 23:00:00	ES	Futures	2016.89	2017.67	2016.89	2017.41	555.0
2014-08-11 23:30:00	ES	Futures	2017.41	2017.67	2016.37	2016.63	1192.0
2014-08-11 00:00:00	NQ	Futures	4533.82	4534.99	4533.82	4534.7	66.0
2014-08-11 00:30:00	NQ	Futures	4534.99	4537.32	4534.99	4537.03	242.0
2014-08-11 01:00:00	NQ	Futures	4537.03	4537.32	4535.57	4535.57	204.0

> showing 50 of 2,794 rows — these rows as CSV

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