PREVIEW / futures_30min / 2014-10-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-16.parquet
  size:    91 KB
  rows:    3,090

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
2014-10-16 00:00:00	ES	Futures	1941.44	1941.7	1940.39	1940.39	1626.0
2014-10-16 00:30:00	ES	Futures	1940.39	1941.18	1939.61	1939.87	2398.0
2014-10-16 01:00:00	ES	Futures	1939.61	1941.18	1938.56	1940.13	3668.0
2014-10-16 01:30:00	ES	Futures	1940.39	1940.39	1938.3	1939.61	3987.0
2014-10-16 02:00:00	ES	Futures	1939.61	1942.49	1938.56	1940.13	7837.0
2014-10-16 02:30:00	ES	Futures	1940.39	1943.54	1939.87	1940.92	8968.0
2014-10-16 03:00:00	ES	Futures	1940.92	1946.16	1940.92	1943.01	31232.0
2014-10-16 03:30:00	ES	Futures	1942.75	1942.75	1933.58	1938.3	41966.0
2014-10-16 04:00:00	ES	Futures	1938.3	1938.82	1933.84	1937.25	22365.0
2014-10-16 04:30:00	ES	Futures	1937.25	1941.18	1931.49	1933.58	21506.0
2014-10-16 05:00:00	ES	Futures	1934.11	1934.37	1923.36	1923.89	37307.0
2014-10-16 05:30:00	ES	Futures	1924.15	1926.77	1905.81	1914.72	80172.0
2014-10-16 06:00:00	ES	Futures	1914.46	1921.79	1906.6	1919.44	54122.0
2014-10-16 06:30:00	ES	Futures	1919.17	1921.53	1903.45	1910.0	60476.0
2014-10-16 07:00:00	ES	Futures	1909.74	1913.67	1902.15	1912.62	47424.0
2014-10-16 07:30:00	ES	Futures	1912.62	1917.08	1910.27	1916.03	39102.0
2014-10-16 08:00:00	ES	Futures	1916.03	1921.27	1914.46	1916.29	42782.0
2014-10-16 08:30:00	ES	Futures	1916.03	1919.17	1905.03	1910.53	81865.0
2014-10-16 09:00:00	ES	Futures	1910.53	1920.48	1909.74	1912.1	63754.0
2014-10-16 09:30:00	ES	Futures	1912.1	1934.89	1910.0	1933.32	402681.0
2014-10-16 10:00:00	ES	Futures	1933.58	1941.18	1915.24	1929.13	421589.0
2014-10-16 10:30:00	ES	Futures	1929.13	1945.37	1926.77	1937.77	273363.0
2014-10-16 11:00:00	ES	Futures	1937.77	1947.73	1932.53	1946.94	190274.0
2014-10-16 11:30:00	ES	Futures	1946.94	1950.87	1934.89	1937.25	185980.0
2014-10-16 12:00:00	ES	Futures	1937.51	1944.06	1933.06	1938.82	122923.0
2014-10-16 12:30:00	ES	Futures	1938.82	1947.73	1935.15	1946.42	95398.0
2014-10-16 13:00:00	ES	Futures	1946.42	1956.9	1946.16	1953.75	146183.0
2014-10-16 13:30:00	ES	Futures	1953.49	1959.25	1947.2	1949.04	147123.0
2014-10-16 14:00:00	ES	Futures	1949.04	1954.54	1944.58	1949.82	132572.0
2014-10-16 14:30:00	ES	Futures	1949.82	1952.44	1940.39	1943.01	110495.0
2014-10-16 15:00:00	ES	Futures	1943.01	1950.87	1938.03	1948.51	122469.0
2014-10-16 15:30:00	ES	Futures	1948.51	1950.87	1942.75	1945.11	180310.0
2014-10-16 16:00:00	ES	Futures	1945.37	1945.37	1936.46	1939.08	105531.0
2014-10-16 16:30:00	ES	Futures	1938.56	1939.87	1937.25	1939.34	9806.0
2014-10-16 17:00:00	ES	Futures	1939.34	1941.96	1938.82	1941.7	3382.0
2014-10-16 18:00:00	ES	Futures	1941.7	1945.63	1941.7	1944.58	6455.0
2014-10-16 18:30:00	ES	Futures	1944.58	1946.16	1944.06	1945.89	2148.0
2014-10-16 19:00:00	ES	Futures	1945.89	1945.89	1942.49	1944.85	1988.0
2014-10-16 19:30:00	ES	Futures	1945.11	1945.37	1944.32	1945.37	1080.0
2014-10-16 20:00:00	ES	Futures	1945.37	1950.61	1945.11	1949.04	7308.0
2014-10-16 20:30:00	ES	Futures	1949.04	1950.35	1947.73	1947.99	2896.0
2014-10-16 21:00:00	ES	Futures	1947.99	1949.82	1947.73	1949.56	3293.0
2014-10-16 21:30:00	ES	Futures	1949.82	1953.49	1949.56	1950.61	5072.0
2014-10-16 22:00:00	ES	Futures	1950.35	1950.61	1948.25	1949.82	3211.0
2014-10-16 22:30:00	ES	Futures	1949.82	1952.18	1949.04	1950.61	2953.0
2014-10-16 23:00:00	ES	Futures	1950.35	1951.66	1948.78	1949.3	1533.0
2014-10-16 23:30:00	ES	Futures	1949.3	1949.3	1943.01	1943.27	4933.0
2014-10-16 00:00:00	NQ	Futures	4408.86	4409.15	4404.75	4404.75	256.0
2014-10-16 00:30:00	NQ	Futures	4405.63	4407.39	4403.0	4403.88	224.0
2014-10-16 01:00:00	NQ	Futures	4402.41	4406.81	4401.24	4405.05	252.0

> showing 50 of 3,090 rows — these rows as CSV

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