PREVIEW / futures_30min / 2014-10-03

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-03.parquet
  size:    69 KB
  rows:    2,396

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
2014-10-03 00:00:00	ES	Futures	2035.22	2035.75	2034.96	2035.22	672.0
2014-10-03 00:30:00	ES	Futures	2035.22	2035.49	2034.96	2035.49	1065.0
2014-10-03 01:00:00	ES	Futures	2035.49	2036.27	2035.22	2036.01	1177.0
2014-10-03 01:30:00	ES	Futures	2036.01	2039.94	2036.01	2039.68	7983.0
2014-10-03 02:00:00	ES	Futures	2039.68	2041.25	2039.42	2039.68	8321.0
2014-10-03 02:30:00	ES	Futures	2039.94	2039.94	2038.63	2038.89	5481.0
2014-10-03 03:00:00	ES	Futures	2038.89	2039.68	2037.58	2039.15	9093.0
2014-10-03 03:30:00	ES	Futures	2039.42	2039.94	2037.58	2038.63	9333.0
2014-10-03 04:00:00	ES	Futures	2038.89	2040.99	2038.63	2040.73	9190.0
2014-10-03 04:30:00	ES	Futures	2040.73	2043.08	2040.46	2041.77	11866.0
2014-10-03 05:00:00	ES	Futures	2041.77	2042.82	2041.25	2042.56	4256.0
2014-10-03 05:30:00	ES	Futures	2042.82	2042.82	2039.68	2039.68	6982.0
2014-10-03 06:00:00	ES	Futures	2039.94	2041.25	2039.68	2040.99	3993.0
2014-10-03 06:30:00	ES	Futures	2040.99	2041.51	2039.15	2040.2	7073.0
2014-10-03 07:00:00	ES	Futures	2039.94	2041.77	2039.94	2040.2	7911.0
2014-10-03 07:30:00	ES	Futures	2040.46	2043.08	2039.68	2042.3	12148.0
2014-10-03 08:00:00	ES	Futures	2042.3	2044.66	2040.99	2041.51	28025.0
2014-10-03 08:30:00	ES	Futures	2041.51	2047.28	2038.63	2040.99	119725.0
2014-10-03 09:00:00	ES	Futures	2041.25	2045.97	2040.99	2045.18	37249.0
2014-10-03 09:30:00	ES	Futures	2045.18	2050.94	2038.63	2048.85	230407.0
2014-10-03 10:00:00	ES	Futures	2048.85	2053.82	2048.32	2049.37	146385.0
2014-10-03 10:30:00	ES	Futures	2049.11	2049.37	2045.44	2048.58	98603.0
2014-10-03 11:00:00	ES	Futures	2048.58	2051.47	2047.54	2050.16	76370.0
2014-10-03 11:30:00	ES	Futures	2050.42	2051.73	2048.06	2050.16	53460.0
2014-10-03 12:00:00	ES	Futures	2050.16	2054.09	2048.85	2054.09	62990.0
2014-10-03 12:30:00	ES	Futures	2054.09	2056.97	2053.82	2055.66	69776.0
2014-10-03 13:00:00	ES	Futures	2055.66	2056.18	2053.3	2054.35	40277.0
2014-10-03 13:30:00	ES	Futures	2054.35	2054.61	2051.99	2053.82	42262.0
2014-10-03 14:00:00	ES	Futures	2053.82	2057.75	2053.56	2056.71	65257.0
2014-10-03 14:30:00	ES	Futures	2056.71	2058.02	2055.92	2056.44	38602.0
2014-10-03 15:00:00	ES	Futures	2056.71	2058.54	2054.61	2055.66	59075.0
2014-10-03 15:30:00	ES	Futures	2055.66	2057.75	2053.82	2053.82	145378.0
2014-10-03 16:00:00	ES	Futures	2054.09	2054.87	2053.3	2054.61	90197.0
2014-10-03 16:30:00	ES	Futures	2054.35	2054.61	2053.56	2054.09	8612.0
2014-10-03 17:00:00	ES	Futures	2053.82	2054.09	2053.3	2053.56	1873.0
2014-10-03 00:00:00	NQ	Futures	4672.27	4673.44	4671.68	4671.68	196.0
2014-10-03 00:30:00	NQ	Futures	4671.98	4673.73	4671.68	4672.27	164.0
2014-10-03 01:00:00	NQ	Futures	4672.27	4675.2	4672.27	4674.91	413.0
2014-10-03 01:30:00	NQ	Futures	4674.61	4681.35	4674.32	4680.77	1438.0
2014-10-03 02:00:00	NQ	Futures	4680.47	4684.58	4680.18	4681.65	1164.0
2014-10-03 02:30:00	NQ	Futures	4681.65	4681.65	4679.01	4679.59	465.0
2014-10-03 03:00:00	NQ	Futures	4679.3	4681.65	4675.79	4681.06	970.0
2014-10-03 03:30:00	NQ	Futures	4681.06	4681.65	4674.91	4678.72	1220.0
2014-10-03 04:00:00	NQ	Futures	4678.72	4682.23	4678.42	4681.94	1393.0
2014-10-03 04:30:00	NQ	Futures	4681.65	4686.63	4681.65	4682.52	1836.0
2014-10-03 05:00:00	NQ	Futures	4682.82	4686.63	4682.23	4686.63	543.0
2014-10-03 05:30:00	NQ	Futures	4686.63	4686.63	4679.01	4679.3	1058.0
2014-10-03 06:00:00	NQ	Futures	4679.3	4682.23	4679.3	4682.23	577.0
2014-10-03 06:30:00	NQ	Futures	4681.65	4683.7	4677.25	4678.42	945.0
2014-10-03 07:00:00	NQ	Futures	4678.72	4683.11	4678.13	4680.18	645.0

> showing 50 of 2,396 rows — these rows as CSV

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