PREVIEW / futures_30min / 2014-10-01

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-01.parquet
  size:    86 KB
  rows:    3,022

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
2014-10-01 00:00:00	ES	Futures	2057.23	2057.75	2056.44	2057.49	1662.0
2014-10-01 00:30:00	ES	Futures	2057.23	2058.54	2056.71	2057.75	2839.0
2014-10-01 01:00:00	ES	Futures	2057.75	2057.75	2056.44	2057.75	2695.0
2014-10-01 01:30:00	ES	Futures	2057.49	2058.28	2055.92	2056.18	2489.0
2014-10-01 02:00:00	ES	Futures	2056.44	2058.8	2055.92	2058.28	4305.0
2014-10-01 02:30:00	ES	Futures	2058.02	2058.8	2056.97	2057.23	2899.0
2014-10-01 03:00:00	ES	Futures	2057.49	2059.06	2057.23	2058.28	12135.0
2014-10-01 03:30:00	ES	Futures	2058.28	2061.16	2057.75	2058.02	14690.0
2014-10-01 04:00:00	ES	Futures	2058.02	2059.33	2055.92	2058.54	11456.0
2014-10-01 04:30:00	ES	Futures	2058.28	2060.11	2057.49	2059.59	10211.0
2014-10-01 05:00:00	ES	Futures	2059.59	2060.64	2058.28	2058.8	5538.0
2014-10-01 05:30:00	ES	Futures	2058.8	2058.8	2056.71	2057.49	7995.0
2014-10-01 06:00:00	ES	Futures	2057.23	2058.28	2056.97	2058.02	4820.0
2014-10-01 06:30:00	ES	Futures	2058.28	2058.54	2056.97	2057.75	8613.0
2014-10-01 07:00:00	ES	Futures	2057.75	2058.54	2056.44	2057.23	6395.0
2014-10-01 07:30:00	ES	Futures	2057.23	2057.23	2054.35	2055.4	13616.0
2014-10-01 08:00:00	ES	Futures	2055.4	2056.44	2051.47	2053.56	38484.0
2014-10-01 08:30:00	ES	Futures	2053.56	2055.66	2051.99	2054.87	27578.0
2014-10-01 09:00:00	ES	Futures	2054.87	2057.23	2054.09	2056.18	28225.0
2014-10-01 09:30:00	ES	Futures	2055.92	2056.71	2042.3	2046.23	297297.0
2014-10-01 10:00:00	ES	Futures	2045.97	2046.75	2039.68	2045.44	242848.0
2014-10-01 10:30:00	ES	Futures	2045.44	2048.06	2040.2	2047.54	172750.0
2014-10-01 11:00:00	ES	Futures	2047.28	2050.94	2044.66	2045.7	156138.0
2014-10-01 11:30:00	ES	Futures	2045.7	2046.49	2042.04	2044.66	103249.0
2014-10-01 12:00:00	ES	Futures	2044.39	2045.18	2040.99	2044.39	93227.0
2014-10-01 12:30:00	ES	Futures	2044.13	2044.39	2037.32	2038.63	121437.0
2014-10-01 13:00:00	ES	Futures	2038.63	2039.94	2035.22	2037.58	125690.0
2014-10-01 13:30:00	ES	Futures	2037.58	2037.84	2030.51	2031.3	147436.0
2014-10-01 14:00:00	ES	Futures	2031.3	2036.27	2030.51	2034.7	107993.0
2014-10-01 14:30:00	ES	Futures	2034.96	2035.49	2028.94	2029.72	79226.0
2014-10-01 15:00:00	ES	Futures	2029.72	2032.08	2026.32	2031.3	160023.0
2014-10-01 15:30:00	ES	Futures	2031.03	2037.06	2030.51	2031.03	277191.0
2014-10-01 16:00:00	ES	Futures	2030.77	2034.96	2030.51	2033.91	99678.0
2014-10-01 16:30:00	ES	Futures	2033.91	2034.96	2033.39	2034.7	9095.0
2014-10-01 17:00:00	ES	Futures	2034.7	2034.96	2033.13	2033.91	3938.0
2014-10-01 18:00:00	ES	Futures	2033.65	2034.96	2033.65	2034.44	3023.0
2014-10-01 18:30:00	ES	Futures	2034.7	2035.49	2033.91	2034.44	1739.0
2014-10-01 19:00:00	ES	Futures	2034.44	2034.96	2033.65	2033.65	1376.0
2014-10-01 19:30:00	ES	Futures	2033.65	2034.44	2033.39	2034.18	2198.0
2014-10-01 20:00:00	ES	Futures	2034.18	2035.49	2033.91	2034.96	2740.0
2014-10-01 20:30:00	ES	Futures	2034.96	2035.22	2033.39	2035.22	2665.0
2014-10-01 21:00:00	ES	Futures	2035.22	2035.49	2034.7	2034.96	2232.0
2014-10-01 21:30:00	ES	Futures	2035.22	2035.49	2034.7	2035.22	1957.0
2014-10-01 22:00:00	ES	Futures	2035.22	2035.22	2033.13	2033.91	3550.0
2014-10-01 22:30:00	ES	Futures	2033.91	2034.96	2033.65	2034.7	1760.0
2014-10-01 23:00:00	ES	Futures	2034.96	2035.49	2034.7	2035.49	2307.0
2014-10-01 23:30:00	ES	Futures	2035.22	2035.49	2034.18	2035.22	2479.0
2014-10-01 00:00:00	NQ	Futures	4733.51	4734.68	4732.04	4733.8	479.0
2014-10-01 00:30:00	NQ	Futures	4733.8	4735.27	4730.87	4732.92	815.0
2014-10-01 01:00:00	NQ	Futures	4732.34	4734.09	4730.28	4733.21	1055.0

> showing 50 of 3,022 rows — these rows as CSV

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