PREVIEW / futures_30min / 2014-10-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-13.parquet
  size:    80 KB
  rows:    2,911

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
2014-10-13 00:00:00	ES	Futures	1973.66	1974.71	1973.4	1974.19	4279.0
2014-10-13 00:30:00	ES	Futures	1974.19	1974.97	1973.92	1974.71	1660.0
2014-10-13 01:00:00	ES	Futures	1974.71	1974.97	1974.19	1974.19	3628.0
2014-10-13 01:30:00	ES	Futures	1974.19	1975.5	1973.92	1975.5	2827.0
2014-10-13 02:00:00	ES	Futures	1975.5	1976.02	1973.66	1976.02	8491.0
2014-10-13 02:30:00	ES	Futures	1975.76	1977.85	1975.5	1977.33	7334.0
2014-10-13 03:00:00	ES	Futures	1977.07	1980.21	1976.54	1979.95	22657.0
2014-10-13 03:30:00	ES	Futures	1979.69	1980.47	1977.33	1979.95	18817.0
2014-10-13 04:00:00	ES	Futures	1979.95	1983.36	1979.43	1983.09	19168.0
2014-10-13 04:30:00	ES	Futures	1983.36	1989.64	1983.09	1988.59	30056.0
2014-10-13 05:00:00	ES	Futures	1988.59	1989.38	1987.02	1987.81	16287.0
2014-10-13 05:30:00	ES	Futures	1987.81	1988.07	1985.19	1987.02	13975.0
2014-10-13 06:00:00	ES	Futures	1987.02	1989.12	1986.5	1988.59	10502.0
2014-10-13 06:30:00	ES	Futures	1988.33	1992.26	1988.33	1991.48	22435.0
2014-10-13 07:00:00	ES	Futures	1991.48	1991.48	1988.07	1988.59	12575.0
2014-10-13 07:30:00	ES	Futures	1988.59	1990.69	1988.59	1989.12	18059.0
2014-10-13 08:00:00	ES	Futures	1988.86	1991.48	1987.81	1991.48	36482.0
2014-10-13 08:30:00	ES	Futures	1991.21	1994.1	1991.21	1992.79	26316.0
2014-10-13 09:00:00	ES	Futures	1992.79	1992.79	1988.59	1990.17	33401.0
2014-10-13 09:30:00	ES	Futures	1989.9	1997.24	1980.74	1985.97	333482.0
2014-10-13 10:00:00	ES	Futures	1986.24	1989.9	1976.81	1976.81	236486.0
2014-10-13 10:30:00	ES	Futures	1977.07	1984.66	1974.19	1981.78	261562.0
2014-10-13 11:00:00	ES	Futures	1981.78	1988.33	1978.64	1981.0	223822.0
2014-10-13 11:30:00	ES	Futures	1981.26	1988.86	1981.0	1984.4	153764.0
2014-10-13 12:00:00	ES	Futures	1984.14	1992.0	1982.05	1991.48	112911.0
2014-10-13 12:30:00	ES	Futures	1991.74	1997.24	1991.21	1992.0	124315.0
2014-10-13 13:00:00	ES	Futures	1992.0	1994.62	1985.71	1992.79	91925.0
2014-10-13 13:30:00	ES	Futures	1992.79	1994.1	1984.66	1987.81	80487.0
2014-10-13 14:00:00	ES	Futures	1987.55	1990.17	1984.14	1989.64	71166.0
2014-10-13 14:30:00	ES	Futures	1989.38	1989.64	1981.0	1982.31	70400.0
2014-10-13 15:00:00	ES	Futures	1982.05	1983.09	1974.45	1976.28	102871.0
2014-10-13 15:30:00	ES	Futures	1976.02	1976.28	1956.63	1957.42	461997.0
2014-10-13 16:00:00	ES	Futures	1957.42	1959.78	1954.28	1955.32	127108.0
2014-10-13 16:30:00	ES	Futures	1955.59	1956.37	1954.01	1954.54	20766.0
2014-10-13 17:00:00	ES	Futures	1954.54	1955.59	1952.97	1955.59	7990.0
2014-10-13 18:00:00	ES	Futures	1955.59	1958.99	1955.32	1956.9	15787.0
2014-10-13 18:30:00	ES	Futures	1957.16	1958.21	1956.9	1957.42	2923.0
2014-10-13 19:00:00	ES	Futures	1957.42	1958.73	1956.9	1957.94	4591.0
2014-10-13 19:30:00	ES	Futures	1957.94	1961.09	1957.68	1961.09	6230.0
2014-10-13 20:00:00	ES	Futures	1960.83	1964.49	1960.56	1963.18	10277.0
2014-10-13 20:30:00	ES	Futures	1963.18	1965.54	1963.18	1964.23	8141.0
2014-10-13 21:00:00	ES	Futures	1964.23	1965.54	1962.14	1965.54	5151.0
2014-10-13 21:30:00	ES	Futures	1965.54	1965.54	1963.71	1965.02	3750.0
2014-10-13 22:00:00	ES	Futures	1965.28	1966.59	1964.76	1966.07	5363.0
2014-10-13 22:30:00	ES	Futures	1966.07	1967.9	1966.07	1967.11	5958.0
2014-10-13 23:00:00	ES	Futures	1967.11	1967.38	1964.49	1964.49	3004.0
2014-10-13 23:30:00	ES	Futures	1964.49	1966.07	1964.23	1966.07	2007.0
2014-10-13 00:00:00	NQ	Futures	4485.33	4487.38	4482.99	4485.04	994.0
2014-10-13 00:30:00	NQ	Futures	4484.75	4487.68	4484.75	4487.38	451.0
2014-10-13 01:00:00	NQ	Futures	4486.8	4488.85	4486.21	4486.21	603.0

> showing 50 of 2,911 rows — these rows as CSV

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