PREVIEW / futures_30min / 2014-08-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-15.parquet
  size:    65 KB
  rows:    2,312

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
2014-08-15 00:00:00	ES	Futures	2036.7	2036.96	2036.44	2036.7	418.0
2014-08-15 00:30:00	ES	Futures	2036.7	2036.96	2035.92	2035.92	959.0
2014-08-15 01:00:00	ES	Futures	2035.92	2036.44	2035.92	2035.92	1095.0
2014-08-15 01:30:00	ES	Futures	2035.92	2036.18	2035.66	2035.66	663.0
2014-08-15 02:00:00	ES	Futures	2035.92	2036.7	2035.66	2036.18	2483.0
2014-08-15 02:30:00	ES	Futures	2035.92	2036.7	2035.66	2036.44	2698.0
2014-08-15 03:00:00	ES	Futures	2036.18	2038.52	2035.66	2037.74	14642.0
2014-08-15 03:30:00	ES	Futures	2037.74	2038.26	2037.22	2037.74	4746.0
2014-08-15 04:00:00	ES	Futures	2037.74	2039.04	2037.74	2038.78	6489.0
2014-08-15 04:30:00	ES	Futures	2038.78	2041.91	2038.78	2041.65	17163.0
2014-08-15 05:00:00	ES	Futures	2041.65	2042.43	2040.61	2040.87	10301.0
2014-08-15 05:30:00	ES	Futures	2040.87	2042.69	2040.87	2041.65	9657.0
2014-08-15 06:00:00	ES	Futures	2041.65	2041.65	2039.83	2040.61	8695.0
2014-08-15 06:30:00	ES	Futures	2040.61	2042.17	2040.61	2041.91	8162.0
2014-08-15 07:00:00	ES	Futures	2041.91	2042.43	2041.13	2041.91	8724.0
2014-08-15 07:30:00	ES	Futures	2041.91	2042.17	2040.35	2040.87	6821.0
2014-08-15 08:00:00	ES	Futures	2041.13	2041.91	2040.61	2041.39	9693.0
2014-08-15 08:30:00	ES	Futures	2041.65	2041.91	2040.35	2040.61	12448.0
2014-08-15 09:00:00	ES	Futures	2040.61	2042.43	2039.04	2042.17	33404.0
2014-08-15 09:30:00	ES	Futures	2042.17	2042.69	2039.3	2041.91	117807.0
2014-08-15 10:00:00	ES	Futures	2041.65	2043.47	2040.87	2042.95	83694.0
2014-08-15 10:30:00	ES	Futures	2042.69	2044.26	2024.19	2030.96	376781.0
2014-08-15 11:00:00	ES	Futures	2030.7	2034.61	2027.06	2027.58	214673.0
2014-08-15 11:30:00	ES	Futures	2027.32	2030.7	2019.5	2023.41	176828.0
2014-08-15 12:00:00	ES	Futures	2023.41	2029.14	2020.8	2028.62	109043.0
2014-08-15 12:30:00	ES	Futures	2028.36	2030.7	2025.75	2027.58	94267.0
2014-08-15 13:00:00	ES	Futures	2027.58	2029.66	2025.23	2028.88	64453.0
2014-08-15 13:30:00	ES	Futures	2028.62	2028.88	2024.71	2025.75	46213.0
2014-08-15 14:00:00	ES	Futures	2025.49	2033.05	2025.49	2032.79	64880.0
2014-08-15 14:30:00	ES	Futures	2032.53	2034.61	2031.49	2032.01	61593.0
2014-08-15 15:00:00	ES	Futures	2032.27	2033.05	2030.44	2031.23	40575.0
2014-08-15 15:30:00	ES	Futures	2031.23	2036.18	2030.96	2034.35	107596.0
2014-08-15 16:00:00	ES	Futures	2034.35	2035.92	2034.35	2035.66	61155.0
2014-08-15 16:30:00	ES	Futures	2035.66	2036.7	2035.13	2035.13	7084.0
2014-08-15 17:00:00	ES	Futures	2035.4	2036.96	2035.4	2036.7	2754.0
2014-08-15 00:00:00	NQ	Futures	4639.82	4640.41	4638.95	4639.82	146.0
2014-08-15 00:30:00	NQ	Futures	4640.11	4640.41	4638.65	4638.65	95.0
2014-08-15 01:00:00	NQ	Futures	4638.65	4639.53	4638.65	4638.95	130.0
2014-08-15 01:30:00	NQ	Futures	4638.36	4638.95	4638.07	4638.95	150.0
2014-08-15 02:00:00	NQ	Futures	4638.65	4641.28	4638.36	4640.11	590.0
2014-08-15 02:30:00	NQ	Futures	4640.11	4640.11	4638.07	4638.95	546.0
2014-08-15 03:00:00	NQ	Futures	4639.24	4642.16	4637.49	4640.7	1665.0
2014-08-15 03:30:00	NQ	Futures	4640.99	4641.28	4639.24	4640.7	832.0
2014-08-15 04:00:00	NQ	Futures	4640.7	4644.49	4640.41	4643.62	1031.0
2014-08-15 04:30:00	NQ	Futures	4643.62	4649.75	4643.62	4649.75	3470.0
2014-08-15 05:00:00	NQ	Futures	4649.75	4650.92	4647.41	4648.29	1408.0
2014-08-15 05:30:00	NQ	Futures	4648.58	4652.09	4648.58	4650.04	1604.0
2014-08-15 06:00:00	NQ	Futures	4649.75	4650.04	4645.66	4648.29	1163.0
2014-08-15 06:30:00	NQ	Futures	4648.29	4652.38	4648.29	4651.5	2127.0
2014-08-15 07:00:00	NQ	Futures	4651.5	4652.96	4649.46	4651.5	1910.0

> showing 50 of 2,312 rows — these rows as CSV

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