PREVIEW / futures_30min / 2014-10-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-02.parquet
  size:    83 KB
  rows:    3,019

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
2014-10-02 00:00:00	ES	Futures	2035.22	2036.27	2034.96	2035.75	2246.0
2014-10-02 00:30:00	ES	Futures	2035.75	2036.01	2035.22	2035.75	1119.0
2014-10-02 01:00:00	ES	Futures	2036.01	2036.8	2035.75	2035.75	2842.0
2014-10-02 01:30:00	ES	Futures	2035.75	2036.01	2034.44	2034.96	2737.0
2014-10-02 02:00:00	ES	Futures	2034.96	2036.01	2033.65	2034.7	7043.0
2014-10-02 02:30:00	ES	Futures	2034.7	2036.53	2034.44	2035.49	5319.0
2014-10-02 03:00:00	ES	Futures	2035.49	2035.75	2033.39	2034.18	15632.0
2014-10-02 03:30:00	ES	Futures	2034.18	2035.22	2032.34	2033.91	13785.0
2014-10-02 04:00:00	ES	Futures	2033.91	2034.44	2029.46	2029.99	17077.0
2014-10-02 04:30:00	ES	Futures	2029.99	2030.77	2028.68	2029.2	14388.0
2014-10-02 05:00:00	ES	Futures	2029.2	2032.08	2028.94	2031.3	11964.0
2014-10-02 05:30:00	ES	Futures	2031.3	2032.87	2030.25	2032.6	10630.0
2014-10-02 06:00:00	ES	Futures	2032.6	2032.87	2031.03	2032.34	10492.0
2014-10-02 06:30:00	ES	Futures	2032.08	2034.44	2031.82	2033.65	8602.0
2014-10-02 07:00:00	ES	Futures	2033.65	2037.32	2033.65	2036.53	24819.0
2014-10-02 07:30:00	ES	Futures	2036.8	2037.32	2035.22	2035.22	16921.0
2014-10-02 08:00:00	ES	Futures	2035.22	2037.06	2034.7	2036.27	16477.0
2014-10-02 08:30:00	ES	Futures	2036.01	2038.89	2029.99	2032.34	74881.0
2014-10-02 09:00:00	ES	Futures	2032.6	2033.39	2026.32	2029.2	81947.0
2014-10-02 09:30:00	ES	Futures	2029.2	2035.49	2028.94	2032.34	239181.0
2014-10-02 10:00:00	ES	Futures	2032.08	2033.39	2027.89	2029.99	187839.0
2014-10-02 10:30:00	ES	Futures	2029.99	2029.99	2020.29	2020.55	240511.0
2014-10-02 11:00:00	ES	Futures	2020.55	2023.7	2018.98	2020.03	212021.0
2014-10-02 11:30:00	ES	Futures	2020.03	2020.82	2010.08	2016.1	272670.0
2014-10-02 12:00:00	ES	Futures	2016.36	2019.77	2015.32	2018.72	129109.0
2014-10-02 12:30:00	ES	Futures	2018.72	2025.01	2015.84	2024.48	157374.0
2014-10-02 13:00:00	ES	Futures	2024.22	2031.03	2022.91	2030.25	170872.0
2014-10-02 13:30:00	ES	Futures	2030.51	2031.56	2027.1	2028.41	107296.0
2014-10-02 14:00:00	ES	Futures	2028.41	2035.49	2028.15	2034.7	129266.0
2014-10-02 14:30:00	ES	Futures	2034.7	2038.37	2031.3	2035.75	135508.0
2014-10-02 15:00:00	ES	Futures	2036.01	2036.27	2031.03	2032.6	126625.0
2014-10-02 15:30:00	ES	Futures	2032.34	2034.18	2029.46	2031.56	141838.0
2014-10-02 16:00:00	ES	Futures	2031.3	2033.13	2030.25	2031.3	87486.0
2014-10-02 16:30:00	ES	Futures	2031.3	2032.08	2030.77	2031.03	4006.0
2014-10-02 17:00:00	ES	Futures	2031.3	2031.82	2031.03	2031.3	1521.0
2014-10-02 18:00:00	ES	Futures	2031.3	2032.08	2029.99	2029.99	3176.0
2014-10-02 18:30:00	ES	Futures	2029.99	2030.51	2029.46	2029.72	1392.0
2014-10-02 19:00:00	ES	Futures	2029.72	2031.03	2028.41	2030.77	3454.0
2014-10-02 19:30:00	ES	Futures	2030.77	2032.6	2030.51	2032.34	1995.0
2014-10-02 20:00:00	ES	Futures	2032.34	2035.22	2032.08	2034.7	5016.0
2014-10-02 20:30:00	ES	Futures	2034.7	2034.7	2032.6	2033.65	2150.0
2014-10-02 21:00:00	ES	Futures	2033.65	2035.49	2033.65	2034.7	3123.0
2014-10-02 21:30:00	ES	Futures	2034.96	2035.49	2034.44	2034.96	1757.0
2014-10-02 22:00:00	ES	Futures	2035.22	2036.8	2034.96	2035.75	4635.0
2014-10-02 22:30:00	ES	Futures	2035.75	2036.01	2034.96	2035.75	1456.0
2014-10-02 23:00:00	ES	Futures	2035.75	2036.01	2035.22	2035.22	557.0
2014-10-02 23:30:00	ES	Futures	2035.49	2035.75	2035.22	2035.22	895.0
2014-10-02 00:00:00	NQ	Futures	4670.51	4672.86	4669.63	4671.68	308.0
2014-10-02 00:30:00	NQ	Futures	4671.68	4672.27	4669.93	4671.1	239.0
2014-10-02 01:00:00	NQ	Futures	4671.39	4673.73	4671.1	4671.1	411.0

> showing 50 of 3,019 rows — these rows as CSV

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