PREVIEW / futures_30min / 2014-10-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-10.parquet
  size:    70 KB
  rows:    2,435

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
2014-10-10 00:00:00	ES	Futures	2011.65	2013.22	2010.86	2011.39	3270.0
2014-10-10 00:30:00	ES	Futures	2011.39	2011.91	2010.34	2011.91	2013.0
2014-10-10 01:00:00	ES	Futures	2011.65	2012.7	2010.6	2010.86	3322.0
2014-10-10 01:30:00	ES	Futures	2010.6	2012.96	2010.34	2012.96	3119.0
2014-10-10 02:00:00	ES	Futures	2012.96	2015.58	2012.7	2015.05	8284.0
2014-10-10 02:30:00	ES	Futures	2015.05	2016.89	2012.96	2016.62	8301.0
2014-10-10 03:00:00	ES	Futures	2016.89	2019.51	2015.58	2017.93	23175.0
2014-10-10 03:30:00	ES	Futures	2018.2	2020.29	2017.93	2018.46	16720.0
2014-10-10 04:00:00	ES	Futures	2018.72	2018.98	2014.53	2016.1	17612.0
2014-10-10 04:30:00	ES	Futures	2015.84	2017.93	2012.7	2014.27	20027.0
2014-10-10 05:00:00	ES	Futures	2014.27	2014.53	2007.98	2008.77	29873.0
2014-10-10 05:30:00	ES	Futures	2009.03	2010.6	2007.46	2007.72	27013.0
2014-10-10 06:00:00	ES	Futures	2007.98	2008.24	2002.74	2005.36	33632.0
2014-10-10 06:30:00	ES	Futures	2005.1	2008.24	2004.05	2007.98	12214.0
2014-10-10 07:00:00	ES	Futures	2007.98	2011.12	2005.62	2009.03	21365.0
2014-10-10 07:30:00	ES	Futures	2009.29	2010.86	2007.72	2009.55	32127.0
2014-10-10 08:00:00	ES	Futures	2009.81	2010.86	2006.15	2009.03	41057.0
2014-10-10 08:30:00	ES	Futures	2009.03	2018.72	2007.98	2016.89	84147.0
2014-10-10 09:00:00	ES	Futures	2016.89	2017.41	2012.43	2013.48	41090.0
2014-10-10 09:30:00	ES	Futures	2013.48	2023.7	2007.46	2017.67	379808.0
2014-10-10 10:00:00	ES	Futures	2017.67	2018.72	2000.12	2001.17	358779.0
2014-10-10 10:30:00	ES	Futures	2001.43	2011.12	1997.76	2006.93	317985.0
2014-10-10 11:00:00	ES	Futures	2006.93	2011.65	2002.22	2004.57	169046.0
2014-10-10 11:30:00	ES	Futures	2004.84	2010.08	2000.91	2007.19	145110.0
2014-10-10 12:00:00	ES	Futures	2007.19	2016.62	2006.93	2014.53	184919.0
2014-10-10 12:30:00	ES	Futures	2014.27	2022.39	2014.01	2015.32	136659.0
2014-10-10 13:00:00	ES	Futures	2015.32	2016.62	2007.46	2009.03	89232.0
2014-10-10 13:30:00	ES	Futures	2009.03	2015.32	2008.5	2012.96	82950.0
2014-10-10 14:00:00	ES	Futures	2013.22	2015.84	2008.77	2010.6	70507.0
2014-10-10 14:30:00	ES	Futures	2010.86	2011.65	2004.84	2005.62	75866.0
2014-10-10 15:00:00	ES	Futures	2005.62	2006.67	1997.24	1999.86	147657.0
2014-10-10 15:30:00	ES	Futures	1999.6	2000.91	1990.43	1990.69	250702.0
2014-10-10 16:00:00	ES	Futures	1990.69	1993.05	1983.88	1983.88	146563.0
2014-10-10 16:30:00	ES	Futures	1984.66	1987.81	1983.88	1984.93	15071.0
2014-10-10 17:00:00	ES	Futures	1984.66	1985.97	1984.14	1984.93	5249.0
2014-10-10 00:00:00	NQ	Futures	4631.83	4637.11	4630.66	4630.96	415.0
2014-10-10 00:30:00	NQ	Futures	4631.83	4634.47	4629.78	4633.3	308.0
2014-10-10 01:00:00	NQ	Futures	4633.01	4635.06	4629.78	4630.08	423.0
2014-10-10 01:30:00	NQ	Futures	4630.08	4634.18	4628.61	4633.89	1375.0
2014-10-10 02:00:00	NQ	Futures	4634.18	4641.21	4633.89	4640.04	1467.0
2014-10-10 02:30:00	NQ	Futures	4640.04	4643.26	4635.06	4642.68	1786.0
2014-10-10 03:00:00	NQ	Futures	4642.38	4649.41	4637.69	4640.62	6226.0
2014-10-10 03:30:00	NQ	Futures	4640.92	4644.73	4638.87	4640.04	3215.0
2014-10-10 04:00:00	NQ	Futures	4640.04	4642.09	4633.01	4635.35	3459.0
2014-10-10 04:30:00	NQ	Futures	4635.35	4639.75	4620.11	4624.22	5137.0
2014-10-10 05:00:00	NQ	Futures	4623.92	4623.92	4609.57	4612.2	5095.0
2014-10-10 05:30:00	NQ	Futures	4612.2	4616.31	4608.69	4609.86	3688.0
2014-10-10 06:00:00	NQ	Futures	4610.44	4612.79	4598.72	4604.0	5516.0
2014-10-10 06:30:00	NQ	Futures	4604.0	4611.91	4601.65	4611.03	2341.0
2014-10-10 07:00:00	NQ	Futures	4611.32	4617.48	4606.64	4614.55	3490.0

> showing 50 of 2,435 rows — these rows as CSV

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