PREVIEW / futures_30min / 2014-10-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-06.parquet
  size:    82 KB
  rows:    2,945

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
2014-10-06 00:00:00	ES	Futures	2059.85	2059.85	2059.33	2059.59	334.0
2014-10-06 00:30:00	ES	Futures	2059.59	2059.85	2059.59	2059.59	98.0
2014-10-06 01:00:00	ES	Futures	2059.59	2060.11	2059.06	2059.06	878.0
2014-10-06 01:30:00	ES	Futures	2059.06	2059.85	2058.8	2059.59	1293.0
2014-10-06 02:00:00	ES	Futures	2059.85	2064.83	2059.06	2062.47	16567.0
2014-10-06 02:30:00	ES	Futures	2062.47	2063.26	2061.42	2061.68	5444.0
2014-10-06 03:00:00	ES	Futures	2061.68	2061.68	2059.33	2060.37	18593.0
2014-10-06 03:30:00	ES	Futures	2060.37	2061.68	2059.85	2061.68	10312.0
2014-10-06 04:00:00	ES	Futures	2061.42	2063.78	2061.42	2062.73	11131.0
2014-10-06 04:30:00	ES	Futures	2062.73	2063.52	2061.68	2062.47	11273.0
2014-10-06 05:00:00	ES	Futures	2062.47	2062.47	2060.64	2061.16	7839.0
2014-10-06 05:30:00	ES	Futures	2060.9	2061.68	2058.02	2058.8	10490.0
2014-10-06 06:00:00	ES	Futures	2058.8	2060.37	2058.54	2060.11	5433.0
2014-10-06 06:30:00	ES	Futures	2060.11	2061.68	2059.33	2060.9	6768.0
2014-10-06 07:00:00	ES	Futures	2061.16	2062.47	2060.64	2062.21	8422.0
2014-10-06 07:30:00	ES	Futures	2062.21	2062.21	2059.59	2060.64	8970.0
2014-10-06 08:00:00	ES	Futures	2060.64	2062.99	2059.85	2062.73	15826.0
2014-10-06 08:30:00	ES	Futures	2062.73	2064.04	2061.68	2061.95	20144.0
2014-10-06 09:00:00	ES	Futures	2061.95	2064.04	2061.42	2062.47	21177.0
2014-10-06 09:30:00	ES	Futures	2062.73	2065.35	2061.42	2062.21	159347.0
2014-10-06 10:00:00	ES	Futures	2061.95	2064.04	2057.23	2058.28	138550.0
2014-10-06 10:30:00	ES	Futures	2058.28	2061.42	2053.04	2054.61	164619.0
2014-10-06 11:00:00	ES	Futures	2054.61	2057.75	2052.78	2053.56	116341.0
2014-10-06 11:30:00	ES	Futures	2053.82	2056.71	2045.7	2048.32	185901.0
2014-10-06 12:00:00	ES	Futures	2048.32	2051.99	2048.06	2049.11	95742.0
2014-10-06 12:30:00	ES	Futures	2049.11	2049.63	2043.87	2045.97	103272.0
2014-10-06 13:00:00	ES	Futures	2045.7	2053.3	2043.87	2052.51	105620.0
2014-10-06 13:30:00	ES	Futures	2052.51	2053.3	2049.63	2052.25	60652.0
2014-10-06 14:00:00	ES	Futures	2052.25	2055.92	2048.85	2054.87	82196.0
2014-10-06 14:30:00	ES	Futures	2054.87	2055.66	2052.51	2053.04	54120.0
2014-10-06 15:00:00	ES	Futures	2053.04	2054.87	2049.37	2053.56	71582.0
2014-10-06 15:30:00	ES	Futures	2053.56	2054.61	2050.42	2050.94	109125.0
2014-10-06 16:00:00	ES	Futures	2051.2	2052.51	2048.58	2049.63	56071.0
2014-10-06 16:30:00	ES	Futures	2049.37	2049.37	2046.23	2047.8	12846.0
2014-10-06 17:00:00	ES	Futures	2047.8	2047.8	2047.01	2047.01	1455.0
2014-10-06 18:00:00	ES	Futures	2046.75	2048.06	2046.49	2048.06	2809.0
2014-10-06 18:30:00	ES	Futures	2048.06	2048.06	2047.28	2047.28	1109.0
2014-10-06 19:00:00	ES	Futures	2047.54	2047.8	2047.01	2047.28	1610.0
2014-10-06 19:30:00	ES	Futures	2047.28	2048.06	2047.28	2048.06	1436.0
2014-10-06 20:00:00	ES	Futures	2048.06	2048.32	2047.54	2048.06	2336.0
2014-10-06 20:30:00	ES	Futures	2048.06	2048.06	2047.28	2047.28	1235.0
2014-10-06 21:00:00	ES	Futures	2047.54	2048.06	2047.28	2047.8	969.0
2014-10-06 21:30:00	ES	Futures	2047.8	2048.32	2047.54	2048.32	1208.0
2014-10-06 22:00:00	ES	Futures	2048.06	2048.85	2047.8	2048.58	1797.0
2014-10-06 22:30:00	ES	Futures	2048.58	2049.89	2048.58	2049.89	2639.0
2014-10-06 23:00:00	ES	Futures	2049.63	2049.89	2048.06	2048.32	1492.0
2014-10-06 23:30:00	ES	Futures	2048.32	2049.37	2048.06	2048.85	819.0
2014-10-06 00:00:00	NQ	Futures	4720.91	4721.2	4720.03	4721.2	82.0
2014-10-06 00:30:00	NQ	Futures	4721.2	4721.49	4720.91	4720.91	49.0
2014-10-06 01:00:00	NQ	Futures	4720.91	4721.79	4718.86	4719.15	187.0

> showing 50 of 2,945 rows — these rows as CSV

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