PREVIEW / futures_30min / 2014-10-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-17.parquet
  size:    72 KB
  rows:    2,437

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
2014-10-17 00:00:00	ES	Futures	1943.27	1945.89	1943.01	1944.58	2545.0
2014-10-17 00:30:00	ES	Futures	1944.32	1944.32	1942.49	1944.06	2215.0
2014-10-17 01:00:00	ES	Futures	1944.06	1944.58	1942.49	1942.75	2064.0
2014-10-17 01:30:00	ES	Futures	1942.75	1944.32	1939.61	1944.32	5049.0
2014-10-17 02:00:00	ES	Futures	1944.32	1946.94	1942.49	1943.8	9761.0
2014-10-17 02:30:00	ES	Futures	1943.8	1947.73	1942.75	1946.94	8057.0
2014-10-17 03:00:00	ES	Futures	1947.2	1948.25	1942.75	1947.73	25492.0
2014-10-17 03:30:00	ES	Futures	1947.99	1956.11	1947.47	1955.59	31283.0
2014-10-17 04:00:00	ES	Futures	1955.59	1964.23	1955.32	1959.52	37429.0
2014-10-17 04:30:00	ES	Futures	1959.25	1964.23	1959.25	1963.71	19184.0
2014-10-17 05:00:00	ES	Futures	1963.71	1966.33	1962.4	1965.28	20169.0
2014-10-17 05:30:00	ES	Futures	1965.02	1965.54	1962.14	1963.18	22612.0
2014-10-17 06:00:00	ES	Futures	1963.18	1968.68	1962.92	1965.8	19249.0
2014-10-17 06:30:00	ES	Futures	1965.8	1966.07	1961.61	1961.61	20891.0
2014-10-17 07:00:00	ES	Futures	1961.61	1967.64	1961.09	1967.38	24524.0
2014-10-17 07:30:00	ES	Futures	1967.64	1967.64	1964.49	1964.76	24516.0
2014-10-17 08:00:00	ES	Futures	1964.76	1965.02	1960.3	1963.45	41033.0
2014-10-17 08:30:00	ES	Futures	1963.71	1968.42	1961.87	1962.92	52589.0
2014-10-17 09:00:00	ES	Futures	1962.92	1969.21	1961.61	1968.42	55371.0
2014-10-17 09:30:00	ES	Futures	1968.16	1969.47	1959.52	1965.54	301819.0
2014-10-17 10:00:00	ES	Futures	1965.8	1976.54	1963.97	1976.28	230000.0
2014-10-17 10:30:00	ES	Futures	1976.54	1976.81	1970.26	1973.92	153429.0
2014-10-17 11:00:00	ES	Futures	1973.92	1979.16	1972.35	1977.85	144042.0
2014-10-17 11:30:00	ES	Futures	1977.59	1982.31	1976.28	1978.38	147638.0
2014-10-17 12:00:00	ES	Futures	1978.38	1980.74	1973.66	1975.23	124638.0
2014-10-17 12:30:00	ES	Futures	1975.23	1978.64	1972.09	1974.45	98456.0
2014-10-17 13:00:00	ES	Futures	1974.45	1976.81	1968.42	1968.68	102242.0
2014-10-17 13:30:00	ES	Futures	1968.95	1972.61	1966.33	1968.68	92133.0
2014-10-17 14:00:00	ES	Futures	1968.42	1968.95	1959.78	1965.02	150190.0
2014-10-17 14:30:00	ES	Futures	1965.02	1969.73	1963.18	1967.9	99114.0
2014-10-17 15:00:00	ES	Futures	1967.9	1972.61	1961.09	1971.04	128966.0
2014-10-17 15:30:00	ES	Futures	1971.3	1976.02	1968.95	1969.47	206835.0
2014-10-17 16:00:00	ES	Futures	1969.47	1973.4	1966.85	1970.78	98084.0
2014-10-17 16:30:00	ES	Futures	1970.52	1973.66	1970.26	1971.83	16089.0
2014-10-17 17:00:00	ES	Futures	1971.57	1971.83	1969.99	1970.26	3968.0
2014-10-17 00:00:00	NQ	Futures	4391.28	4395.96	4390.1	4392.16	369.0
2014-10-17 00:30:00	NQ	Futures	4392.16	4392.16	4387.47	4390.98	301.0
2014-10-17 01:00:00	NQ	Futures	4391.28	4393.33	4388.35	4389.81	399.0
2014-10-17 01:30:00	NQ	Futures	4389.23	4396.26	4385.71	4395.96	892.0
2014-10-17 02:00:00	NQ	Futures	4395.96	4401.53	4389.52	4393.33	1090.0
2014-10-17 02:30:00	NQ	Futures	4392.74	4401.24	4390.1	4399.48	694.0
2014-10-17 03:00:00	NQ	Futures	4399.48	4404.46	4390.1	4403.58	4923.0
2014-10-17 03:30:00	NQ	Futures	4403.29	4419.11	4402.12	4418.82	5827.0
2014-10-17 04:00:00	NQ	Futures	4418.53	4438.45	4418.53	4430.83	6799.0
2014-10-17 04:30:00	NQ	Futures	4431.13	4443.14	4430.83	4443.14	3401.0
2014-10-17 05:00:00	NQ	Futures	4442.55	4450.76	4440.21	4449.88	3702.0
2014-10-17 05:30:00	NQ	Futures	4449.88	4450.17	4439.62	4440.21	4081.0
2014-10-17 06:00:00	NQ	Futures	4440.5	4458.96	4440.5	4452.51	3663.0
2014-10-17 06:30:00	NQ	Futures	4452.51	4454.57	4443.43	4443.43	2319.0
2014-10-17 07:00:00	NQ	Futures	4443.43	4452.81	4439.92	4452.81	2526.0

> showing 50 of 2,437 rows — these rows as CSV

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