PREVIEW / futures_30min / 2014-10-15

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-15.parquet
  size:    93 KB
  rows:    3,079

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
2014-10-15 00:00:00	ES	Futures	1963.71	1963.71	1962.14	1962.4	3383.0
2014-10-15 00:30:00	ES	Futures	1962.66	1964.23	1962.4	1964.23	1568.0
2014-10-15 01:00:00	ES	Futures	1964.23	1965.02	1963.45	1965.02	2104.0
2014-10-15 01:30:00	ES	Futures	1965.02	1966.33	1964.76	1965.54	3976.0
2014-10-15 02:00:00	ES	Futures	1965.8	1968.16	1965.28	1967.9	6892.0
2014-10-15 02:30:00	ES	Futures	1967.64	1968.95	1967.38	1967.9	6646.0
2014-10-15 03:00:00	ES	Futures	1968.16	1968.16	1963.71	1966.07	19551.0
2014-10-15 03:30:00	ES	Futures	1965.8	1966.33	1959.52	1959.78	16530.0
2014-10-15 04:00:00	ES	Futures	1959.78	1960.83	1957.42	1960.56	19829.0
2014-10-15 04:30:00	ES	Futures	1960.83	1960.83	1956.11	1957.42	22312.0
2014-10-15 05:00:00	ES	Futures	1957.68	1958.21	1955.06	1957.16	19712.0
2014-10-15 05:30:00	ES	Futures	1957.16	1962.14	1956.9	1960.83	10916.0
2014-10-15 06:00:00	ES	Futures	1961.09	1963.18	1959.78	1960.83	14550.0
2014-10-15 06:30:00	ES	Futures	1960.56	1962.92	1958.73	1959.25	14721.0
2014-10-15 07:00:00	ES	Futures	1959.25	1960.83	1948.25	1950.09	56073.0
2014-10-15 07:30:00	ES	Futures	1949.82	1952.7	1946.16	1946.16	57878.0
2014-10-15 08:00:00	ES	Futures	1946.16	1954.01	1945.11	1951.66	54385.0
2014-10-15 08:30:00	ES	Futures	1951.4	1951.4	1936.99	1939.61	146726.0
2014-10-15 09:00:00	ES	Futures	1939.61	1944.58	1933.84	1934.11	103766.0
2014-10-15 09:30:00	ES	Futures	1934.11	1943.54	1918.13	1941.44	547846.0
2014-10-15 10:00:00	ES	Futures	1941.44	1949.82	1939.08	1940.65	339162.0
2014-10-15 10:30:00	ES	Futures	1940.65	1942.49	1931.49	1937.77	312533.0
2014-10-15 11:00:00	ES	Futures	1937.77	1944.32	1930.44	1931.22	228874.0
2014-10-15 11:30:00	ES	Futures	1931.49	1935.15	1924.41	1930.96	222697.0
2014-10-15 12:00:00	ES	Futures	1930.96	1931.22	1920.22	1924.41	213376.0
2014-10-15 12:30:00	ES	Futures	1924.41	1926.77	1913.41	1915.77	225574.0
2014-10-15 13:00:00	ES	Futures	1915.51	1920.74	1899.79	1903.72	294773.0
2014-10-15 13:30:00	ES	Futures	1903.45	1916.82	1902.15	1910.27	251272.0
2014-10-15 14:00:00	ES	Futures	1910.27	1922.32	1905.29	1917.86	265403.0
2014-10-15 14:30:00	ES	Futures	1917.86	1930.96	1916.03	1929.65	218986.0
2014-10-15 15:00:00	ES	Futures	1929.39	1941.7	1923.89	1940.92	288307.0
2014-10-15 15:30:00	ES	Futures	1941.18	1952.18	1938.03	1946.16	447920.0
2014-10-15 16:00:00	ES	Futures	1946.42	1947.2	1933.84	1934.63	126559.0
2014-10-15 16:30:00	ES	Futures	1935.15	1935.15	1931.22	1934.11	22369.0
2014-10-15 17:00:00	ES	Futures	1934.11	1934.89	1932.8	1934.89	3834.0
2014-10-15 18:00:00	ES	Futures	1935.15	1936.99	1933.32	1934.11	7788.0
2014-10-15 18:30:00	ES	Futures	1934.11	1936.99	1930.18	1933.32	6195.0
2014-10-15 19:00:00	ES	Futures	1933.32	1934.11	1931.49	1933.32	2279.0
2014-10-15 19:30:00	ES	Futures	1933.32	1938.03	1933.06	1935.42	4601.0
2014-10-15 20:00:00	ES	Futures	1935.42	1937.77	1934.63	1936.46	6879.0
2014-10-15 20:30:00	ES	Futures	1936.72	1937.25	1934.89	1937.25	4010.0
2014-10-15 21:00:00	ES	Futures	1936.99	1937.77	1936.46	1937.25	2700.0
2014-10-15 21:30:00	ES	Futures	1937.25	1938.82	1936.72	1938.82	4478.0
2014-10-15 22:00:00	ES	Futures	1938.82	1940.65	1938.03	1938.82	6113.0
2014-10-15 22:30:00	ES	Futures	1938.82	1940.39	1938.3	1939.61	3203.0
2014-10-15 23:00:00	ES	Futures	1939.61	1941.18	1938.82	1940.92	3565.0
2014-10-15 23:30:00	ES	Futures	1940.65	1941.44	1940.13	1941.18	2457.0
2014-10-15 00:00:00	NQ	Futures	4468.34	4469.8	4462.18	4463.06	594.0
2014-10-15 00:30:00	NQ	Futures	4463.65	4467.75	4463.06	4467.75	138.0
2014-10-15 01:00:00	NQ	Futures	4467.17	4471.27	4465.7	4470.68	296.0

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