PREVIEW / futures_30min / 2014-10-14

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-14.parquet
  size:    86 KB
  rows:    3,042

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
2014-10-14 00:00:00	ES	Futures	1966.07	1966.33	1964.76	1965.54	1963.0
2014-10-14 00:30:00	ES	Futures	1965.8	1965.8	1963.45	1963.71	2115.0
2014-10-14 01:00:00	ES	Futures	1963.71	1963.97	1961.09	1961.87	3895.0
2014-10-14 01:30:00	ES	Futures	1961.87	1965.54	1961.87	1963.71	4055.0
2014-10-14 02:00:00	ES	Futures	1963.97	1965.8	1960.83	1961.09	8022.0
2014-10-14 02:30:00	ES	Futures	1960.83	1965.28	1960.83	1963.71	9923.0
2014-10-14 03:00:00	ES	Futures	1963.71	1967.11	1962.66	1962.66	28248.0
2014-10-14 03:30:00	ES	Futures	1962.66	1966.85	1962.66	1964.76	20175.0
2014-10-14 04:00:00	ES	Futures	1964.49	1965.28	1962.92	1964.23	17619.0
2014-10-14 04:30:00	ES	Futures	1964.23	1964.49	1958.21	1958.47	24944.0
2014-10-14 05:00:00	ES	Futures	1958.73	1959.25	1954.8	1956.11	34160.0
2014-10-14 05:30:00	ES	Futures	1956.11	1956.9	1954.01	1956.9	26785.0
2014-10-14 06:00:00	ES	Futures	1956.63	1962.14	1956.11	1961.87	20671.0
2014-10-14 06:30:00	ES	Futures	1961.87	1962.66	1957.16	1961.09	17738.0
2014-10-14 07:00:00	ES	Futures	1961.09	1961.35	1955.85	1958.73	23265.0
2014-10-14 07:30:00	ES	Futures	1958.47	1963.45	1956.11	1963.45	39852.0
2014-10-14 08:00:00	ES	Futures	1963.45	1971.04	1962.66	1968.95	78229.0
2014-10-14 08:30:00	ES	Futures	1968.68	1970.26	1965.02	1966.85	38850.0
2014-10-14 09:00:00	ES	Futures	1966.59	1970.52	1965.28	1968.42	39559.0
2014-10-14 09:30:00	ES	Futures	1968.42	1974.97	1960.04	1962.66	403499.0
2014-10-14 10:00:00	ES	Futures	1962.4	1969.73	1958.99	1964.23	337737.0
2014-10-14 10:30:00	ES	Futures	1964.23	1974.19	1961.35	1969.47	238784.0
2014-10-14 11:00:00	ES	Futures	1969.21	1978.12	1968.16	1974.71	193818.0
2014-10-14 11:30:00	ES	Futures	1974.71	1982.05	1972.35	1980.21	160243.0
2014-10-14 12:00:00	ES	Futures	1980.21	1983.36	1975.5	1976.02	133783.0
2014-10-14 12:30:00	ES	Futures	1976.02	1977.85	1971.83	1975.23	100083.0
2014-10-14 13:00:00	ES	Futures	1975.5	1979.69	1972.61	1972.88	91822.0
2014-10-14 13:30:00	ES	Futures	1972.88	1974.97	1968.16	1973.14	106152.0
2014-10-14 14:00:00	ES	Futures	1973.14	1975.76	1965.8	1966.59	117768.0
2014-10-14 14:30:00	ES	Futures	1966.33	1971.83	1962.4	1965.54	137408.0
2014-10-14 15:00:00	ES	Futures	1965.28	1968.16	1954.28	1960.04	211570.0
2014-10-14 15:30:00	ES	Futures	1960.3	1967.64	1955.59	1961.61	269232.0
2014-10-14 16:00:00	ES	Futures	1961.61	1966.59	1961.35	1964.76	80408.0
2014-10-14 16:30:00	ES	Futures	1965.02	1967.9	1964.23	1967.9	12061.0
2014-10-14 17:00:00	ES	Futures	1967.9	1968.16	1967.11	1967.38	2858.0
2014-10-14 18:00:00	ES	Futures	1968.16	1971.57	1967.9	1970.26	6487.0
2014-10-14 18:30:00	ES	Futures	1970.26	1971.04	1969.21	1969.73	1510.0
2014-10-14 19:00:00	ES	Futures	1969.73	1973.4	1969.73	1972.61	4576.0
2014-10-14 19:30:00	ES	Futures	1972.61	1972.88	1971.57	1971.57	1677.0
2014-10-14 20:00:00	ES	Futures	1971.83	1972.61	1970.52	1971.83	3086.0
2014-10-14 20:30:00	ES	Futures	1971.57	1971.57	1966.59	1967.38	6458.0
2014-10-14 21:00:00	ES	Futures	1967.11	1967.9	1962.66	1964.23	12812.0
2014-10-14 21:30:00	ES	Futures	1964.23	1964.76	1959.25	1962.92	12111.0
2014-10-14 22:00:00	ES	Futures	1963.18	1965.54	1960.3	1962.4	5765.0
2014-10-14 22:30:00	ES	Futures	1962.4	1963.45	1961.09	1963.18	2281.0
2014-10-14 23:00:00	ES	Futures	1963.18	1965.54	1963.18	1965.28	3212.0
2014-10-14 23:30:00	ES	Futures	1965.28	1965.8	1963.18	1963.45	2543.0
2014-10-14 00:00:00	NQ	Futures	4478.3	4479.18	4475.66	4478.01	336.0
2014-10-14 00:30:00	NQ	Futures	4477.71	4477.71	4473.03	4473.03	426.0
2014-10-14 01:00:00	NQ	Futures	4473.61	4473.9	4467.46	4468.92	540.0

> showing 50 of 3,042 rows — these rows as CSV

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