PREVIEW / futures_30min / 2014-10-07

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-07.parquet
  size:    85 KB
  rows:    2,995

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
2014-10-07 00:00:00	ES	Futures	2048.85	2049.63	2048.85	2049.37	488.0
2014-10-07 00:30:00	ES	Futures	2049.63	2049.63	2048.58	2049.11	1130.0
2014-10-07 01:00:00	ES	Futures	2049.37	2049.63	2048.32	2048.32	1069.0
2014-10-07 01:30:00	ES	Futures	2048.32	2048.58	2046.49	2046.75	2314.0
2014-10-07 02:00:00	ES	Futures	2047.01	2048.32	2045.44	2045.97	5210.0
2014-10-07 02:30:00	ES	Futures	2045.97	2048.06	2045.7	2047.8	2791.0
2014-10-07 03:00:00	ES	Futures	2047.54	2047.8	2042.04	2044.92	27505.0
2014-10-07 03:30:00	ES	Futures	2044.92	2044.92	2042.04	2042.82	18018.0
2014-10-07 04:00:00	ES	Futures	2042.82	2044.13	2041.51	2042.56	11085.0
2014-10-07 04:30:00	ES	Futures	2042.3	2043.61	2037.84	2038.89	20468.0
2014-10-07 05:00:00	ES	Futures	2039.15	2040.46	2038.37	2039.15	11381.0
2014-10-07 05:30:00	ES	Futures	2039.15	2042.04	2037.84	2041.77	11891.0
2014-10-07 06:00:00	ES	Futures	2041.51	2043.08	2041.25	2042.3	7585.0
2014-10-07 06:30:00	ES	Futures	2042.3	2042.56	2040.73	2042.3	7738.0
2014-10-07 07:00:00	ES	Futures	2042.04	2043.08	2040.99	2041.77	7081.0
2014-10-07 07:30:00	ES	Futures	2041.77	2045.7	2040.99	2045.7	17617.0
2014-10-07 08:00:00	ES	Futures	2045.7	2047.54	2044.92	2046.75	19495.0
2014-10-07 08:30:00	ES	Futures	2047.01	2047.28	2044.39	2045.7	14669.0
2014-10-07 09:00:00	ES	Futures	2045.7	2046.23	2039.15	2040.73	41942.0
2014-10-07 09:30:00	ES	Futures	2040.46	2041.77	2032.6	2038.11	258174.0
2014-10-07 10:00:00	ES	Futures	2038.11	2041.77	2037.06	2040.73	164326.0
2014-10-07 10:30:00	ES	Futures	2040.46	2045.18	2038.63	2038.89	160823.0
2014-10-07 11:00:00	ES	Futures	2038.89	2039.68	2033.65	2034.44	161234.0
2014-10-07 11:30:00	ES	Futures	2034.44	2039.94	2032.87	2038.63	130232.0
2014-10-07 12:00:00	ES	Futures	2038.63	2043.08	2037.84	2041.25	80389.0
2014-10-07 12:30:00	ES	Futures	2040.99	2042.04	2036.27	2037.58	57904.0
2014-10-07 13:00:00	ES	Futures	2037.58	2041.25	2034.96	2040.46	71376.0
2014-10-07 13:30:00	ES	Futures	2040.46	2040.99	2036.27	2038.63	57587.0
2014-10-07 14:00:00	ES	Futures	2038.37	2039.15	2031.82	2032.6	90372.0
2014-10-07 14:30:00	ES	Futures	2032.34	2032.6	2029.46	2030.51	109365.0
2014-10-07 15:00:00	ES	Futures	2030.51	2032.08	2022.91	2026.58	164271.0
2014-10-07 15:30:00	ES	Futures	2026.32	2028.41	2018.98	2019.24	261199.0
2014-10-07 16:00:00	ES	Futures	2019.24	2021.86	2017.93	2020.03	120887.0
2014-10-07 16:30:00	ES	Futures	2019.51	2019.77	2016.62	2017.15	12895.0
2014-10-07 17:00:00	ES	Futures	2017.41	2017.67	2016.36	2017.15	3042.0
2014-10-07 18:00:00	ES	Futures	2018.46	2019.24	2017.93	2018.98	5163.0
2014-10-07 18:30:00	ES	Futures	2019.24	2019.24	2018.2	2018.72	2767.0
2014-10-07 19:00:00	ES	Futures	2018.72	2019.77	2018.46	2019.51	2001.0
2014-10-07 19:30:00	ES	Futures	2019.51	2021.08	2019.24	2020.82	3885.0
2014-10-07 20:00:00	ES	Futures	2020.82	2022.91	2020.55	2022.65	6354.0
2014-10-07 20:30:00	ES	Futures	2022.91	2023.44	2022.13	2022.65	4896.0
2014-10-07 21:00:00	ES	Futures	2022.65	2023.7	2022.13	2022.91	3368.0
2014-10-07 21:30:00	ES	Futures	2023.17	2023.17	2021.6	2022.39	3198.0
2014-10-07 22:00:00	ES	Futures	2022.39	2022.39	2021.34	2021.86	1531.0
2014-10-07 22:30:00	ES	Futures	2021.86	2023.44	2021.6	2022.91	1773.0
2014-10-07 23:00:00	ES	Futures	2023.17	2023.17	2022.65	2022.91	1888.0
2014-10-07 23:30:00	ES	Futures	2022.91	2023.96	2022.65	2023.44	2046.0
2014-10-07 00:00:00	NQ	Futures	4698.35	4699.81	4697.47	4699.23	90.0
2014-10-07 00:30:00	NQ	Futures	4699.23	4699.23	4696.0	4698.93	363.0
2014-10-07 01:00:00	NQ	Futures	4698.93	4699.52	4696.3	4696.3	212.0

> showing 50 of 2,995 rows — these rows as CSV

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