PREVIEW / futures_30min / 2014-10-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-20.parquet
  size:    80 KB
  rows:    2,944

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
2014-10-20 00:00:00	ES	Futures	1982.05	1982.31	1981.26	1981.78	1428.0
2014-10-20 00:30:00	ES	Futures	1981.78	1982.05	1981.26	1981.52	1079.0
2014-10-20 01:00:00	ES	Futures	1981.52	1982.31	1980.74	1981.52	1852.0
2014-10-20 01:30:00	ES	Futures	1981.52	1982.05	1981.0	1981.52	1255.0
2014-10-20 02:00:00	ES	Futures	1981.26	1982.31	1979.16	1979.69	5199.0
2014-10-20 02:30:00	ES	Futures	1979.69	1979.69	1978.38	1978.64	4485.0
2014-10-20 03:00:00	ES	Futures	1978.9	1979.95	1973.4	1978.9	25857.0
2014-10-20 03:30:00	ES	Futures	1978.64	1978.64	1972.09	1975.5	30065.0
2014-10-20 04:00:00	ES	Futures	1975.5	1977.85	1972.61	1976.81	18833.0
2014-10-20 04:30:00	ES	Futures	1976.81	1977.33	1971.57	1971.83	15365.0
2014-10-20 05:00:00	ES	Futures	1971.83	1976.54	1971.57	1975.76	14903.0
2014-10-20 05:30:00	ES	Futures	1975.76	1977.33	1974.19	1975.23	9852.0
2014-10-20 06:00:00	ES	Futures	1975.5	1976.81	1972.88	1973.66	10632.0
2014-10-20 06:30:00	ES	Futures	1973.66	1975.23	1968.16	1968.95	17459.0
2014-10-20 07:00:00	ES	Futures	1968.68	1971.3	1962.92	1965.02	37214.0
2014-10-20 07:30:00	ES	Futures	1965.28	1969.21	1964.49	1965.54	24670.0
2014-10-20 08:00:00	ES	Futures	1965.54	1970.78	1964.76	1968.68	23967.0
2014-10-20 08:30:00	ES	Futures	1968.68	1971.3	1967.11	1968.68	23846.0
2014-10-20 09:00:00	ES	Futures	1968.68	1968.95	1961.87	1965.02	41770.0
2014-10-20 09:30:00	ES	Futures	1965.02	1975.76	1964.23	1973.66	239106.0
2014-10-20 10:00:00	ES	Futures	1973.66	1978.9	1969.21	1976.54	163136.0
2014-10-20 10:30:00	ES	Futures	1976.54	1979.69	1974.19	1975.76	109118.0
2014-10-20 11:00:00	ES	Futures	1975.5	1980.21	1973.14	1978.12	91971.0
2014-10-20 11:30:00	ES	Futures	1977.85	1978.9	1975.23	1978.38	66237.0
2014-10-20 12:00:00	ES	Futures	1978.38	1981.0	1977.59	1978.12	65073.0
2014-10-20 12:30:00	ES	Futures	1978.12	1978.64	1974.71	1975.5	48193.0
2014-10-20 13:00:00	ES	Futures	1975.5	1981.78	1974.71	1980.74	57588.0
2014-10-20 13:30:00	ES	Futures	1980.74	1981.78	1978.64	1979.95	38218.0
2014-10-20 14:00:00	ES	Futures	1979.69	1984.93	1979.43	1982.57	74013.0
2014-10-20 14:30:00	ES	Futures	1982.83	1984.66	1982.05	1984.4	35626.0
2014-10-20 15:00:00	ES	Futures	1984.14	1988.07	1983.88	1984.66	80913.0
2014-10-20 15:30:00	ES	Futures	1984.93	1989.38	1984.4	1988.07	122618.0
2014-10-20 16:00:00	ES	Futures	1988.33	1991.48	1987.28	1991.21	62406.0
2014-10-20 16:30:00	ES	Futures	1990.95	1993.57	1989.64	1992.79	23681.0
2014-10-20 17:00:00	ES	Futures	1992.52	1995.67	1991.74	1994.88	6472.0
2014-10-20 18:00:00	ES	Futures	1994.62	1994.62	1993.31	1994.36	4966.0
2014-10-20 18:30:00	ES	Futures	1994.36	1994.36	1992.79	1993.05	1485.0
2014-10-20 19:00:00	ES	Futures	1993.05	1994.1	1992.79	1993.05	974.0
2014-10-20 19:30:00	ES	Futures	1993.05	1993.05	1988.07	1989.38	5944.0
2014-10-20 20:00:00	ES	Futures	1989.12	1989.64	1987.28	1987.81	5371.0
2014-10-20 20:30:00	ES	Futures	1987.81	1989.64	1987.28	1988.07	2285.0
2014-10-20 21:00:00	ES	Futures	1987.81	1988.86	1985.71	1986.5	3491.0
2014-10-20 21:30:00	ES	Futures	1986.5	1988.33	1985.19	1987.55	3879.0
2014-10-20 22:00:00	ES	Futures	1987.81	1990.95	1987.28	1987.55	5817.0
2014-10-20 22:30:00	ES	Futures	1987.28	1987.81	1984.93	1987.02	2835.0
2014-10-20 23:00:00	ES	Futures	1986.76	1987.55	1984.66	1984.66	2139.0
2014-10-20 23:30:00	ES	Futures	1984.66	1985.19	1983.36	1985.19	4393.0
2014-10-20 00:00:00	NQ	Futures	4487.38	4487.97	4486.5	4487.38	124.0
2014-10-20 00:30:00	NQ	Futures	4487.97	4489.43	4487.09	4487.97	334.0
2014-10-20 01:00:00	NQ	Futures	4487.68	4488.55	4485.33	4487.09	162.0

> showing 50 of 2,944 rows — these rows as CSV

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