PREVIEW / futures_30min / 2014-08-14

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-14.parquet
  size:    72 KB
  rows:    2,854

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
2014-08-14 00:00:00	ES	Futures	2027.84	2028.1	2027.58	2027.58	382.0
2014-08-14 00:30:00	ES	Futures	2027.58	2028.1	2027.06	2027.32	839.0
2014-08-14 01:00:00	ES	Futures	2027.32	2028.36	2027.32	2027.84	1122.0
2014-08-14 01:30:00	ES	Futures	2027.84	2028.88	2027.58	2028.1	1789.0
2014-08-14 02:00:00	ES	Futures	2028.1	2028.1	2026.01	2026.79	4763.0
2014-08-14 02:30:00	ES	Futures	2026.79	2026.79	2024.71	2025.49	6702.0
2014-08-14 03:00:00	ES	Futures	2025.49	2027.58	2024.45	2027.06	14678.0
2014-08-14 03:30:00	ES	Futures	2026.79	2027.58	2024.97	2026.27	10392.0
2014-08-14 04:00:00	ES	Futures	2026.53	2026.79	2024.97	2025.75	13264.0
2014-08-14 04:30:00	ES	Futures	2025.75	2027.84	2025.75	2026.27	7315.0
2014-08-14 05:00:00	ES	Futures	2026.01	2026.79	2025.49	2026.01	6589.0
2014-08-14 05:30:00	ES	Futures	2026.01	2026.79	2024.97	2026.53	3825.0
2014-08-14 06:00:00	ES	Futures	2026.27	2031.75	2026.27	2030.7	24139.0
2014-08-14 06:30:00	ES	Futures	2030.7	2031.23	2029.4	2030.44	15696.0
2014-08-14 07:00:00	ES	Futures	2030.44	2030.7	2028.88	2029.14	11328.0
2014-08-14 07:30:00	ES	Futures	2029.14	2030.18	2028.88	2029.92	8177.0
2014-08-14 08:00:00	ES	Futures	2029.92	2030.7	2028.1	2028.88	19870.0
2014-08-14 08:30:00	ES	Futures	2028.88	2029.66	2024.97	2026.79	26606.0
2014-08-14 09:00:00	ES	Futures	2026.79	2028.88	2026.53	2028.88	18717.0
2014-08-14 09:30:00	ES	Futures	2028.88	2030.44	2027.58	2029.14	119492.0
2014-08-14 10:00:00	ES	Futures	2029.14	2030.7	2026.53	2030.18	87979.0
2014-08-14 10:30:00	ES	Futures	2030.18	2032.01	2029.14	2029.4	63418.0
2014-08-14 11:00:00	ES	Futures	2029.4	2032.53	2029.14	2031.23	55261.0
2014-08-14 11:30:00	ES	Futures	2031.49	2032.27	2029.92	2032.01	38903.0
2014-08-14 12:00:00	ES	Futures	2032.01	2032.27	2030.7	2031.23	28385.0
2014-08-14 12:30:00	ES	Futures	2031.49	2032.79	2031.23	2032.01	31275.0
2014-08-14 13:00:00	ES	Futures	2032.01	2034.35	2030.96	2033.31	58110.0
2014-08-14 13:30:00	ES	Futures	2033.31	2033.31	2031.23	2031.75	27979.0
2014-08-14 14:00:00	ES	Futures	2032.01	2032.53	2030.96	2032.27	28129.0
2014-08-14 14:30:00	ES	Futures	2032.53	2033.31	2032.01	2032.79	27756.0
2014-08-14 15:00:00	ES	Futures	2032.79	2033.57	2032.53	2033.31	26659.0
2014-08-14 15:30:00	ES	Futures	2033.31	2034.87	2032.79	2034.61	74923.0
2014-08-14 16:00:00	ES	Futures	2034.87	2036.96	2034.35	2036.44	64682.0
2014-08-14 16:30:00	ES	Futures	2036.18	2037.74	2036.18	2036.96	12826.0
2014-08-14 17:00:00	ES	Futures	2036.96	2038.0	2036.96	2037.48	5173.0
2014-08-14 18:00:00	ES	Futures	2037.22	2037.48	2036.18	2036.44	3253.0
2014-08-14 18:30:00	ES	Futures	2036.44	2036.96	2035.66	2035.92	1828.0
2014-08-14 19:00:00	ES	Futures	2036.18	2036.44	2035.92	2036.18	1017.0
2014-08-14 19:30:00	ES	Futures	2036.18	2036.18	2035.13	2035.4	1655.0
2014-08-14 20:00:00	ES	Futures	2035.13	2035.66	2035.13	2035.4	1294.0
2014-08-14 20:30:00	ES	Futures	2035.4	2035.4	2034.61	2035.13	1823.0
2014-08-14 21:00:00	ES	Futures	2035.4	2036.44	2035.13	2036.18	1108.0
2014-08-14 21:30:00	ES	Futures	2036.18	2036.44	2035.66	2035.92	848.0
2014-08-14 22:00:00	ES	Futures	2035.92	2036.18	2035.66	2035.92	719.0
2014-08-14 22:30:00	ES	Futures	2035.92	2036.18	2035.4	2035.4	594.0
2014-08-14 23:00:00	ES	Futures	2035.4	2036.18	2035.13	2035.92	923.0
2014-08-14 23:30:00	ES	Futures	2036.18	2036.7	2035.92	2036.7	736.0
2014-08-14 00:00:00	NQ	Futures	4610.33	4610.33	4609.45	4610.04	48.0
2014-08-14 00:30:00	NQ	Futures	4609.74	4609.74	4608.28	4608.87	108.0
2014-08-14 01:00:00	NQ	Futures	4609.16	4610.62	4608.58	4609.74	157.0

> showing 50 of 2,854 rows — these rows as CSV

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