PREVIEW / futures_30min / 2014-10-21

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-21.parquet
  size:    84 KB
  rows:    2,968

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
2014-10-21 00:00:00	ES	Futures	1984.93	1985.71	1983.88	1984.14	1951.0
2014-10-21 00:30:00	ES	Futures	1984.14	1984.4	1982.05	1983.09	4206.0
2014-10-21 01:00:00	ES	Futures	1983.36	1983.88	1981.26	1982.57	3914.0
2014-10-21 01:30:00	ES	Futures	1982.83	1984.4	1982.05	1983.36	1823.0
2014-10-21 02:00:00	ES	Futures	1983.09	1984.4	1979.95	1979.95	9737.0
2014-10-21 02:30:00	ES	Futures	1979.95	1981.52	1978.38	1978.64	10944.0
2014-10-21 03:00:00	ES	Futures	1978.64	1985.19	1976.02	1984.14	28275.0
2014-10-21 03:30:00	ES	Futures	1984.14	1991.21	1982.05	1989.38	26338.0
2014-10-21 04:00:00	ES	Futures	1989.64	1991.48	1987.81	1990.17	10893.0
2014-10-21 04:30:00	ES	Futures	1990.17	1993.31	1989.38	1993.05	14101.0
2014-10-21 05:00:00	ES	Futures	1993.05	1993.05	1988.86	1991.21	11902.0
2014-10-21 05:30:00	ES	Futures	1991.21	1997.76	1990.43	1996.19	31292.0
2014-10-21 06:00:00	ES	Futures	1996.19	2004.05	1996.19	2003.0	34427.0
2014-10-21 06:30:00	ES	Futures	2003.0	2008.24	2000.91	2006.67	34925.0
2014-10-21 07:00:00	ES	Futures	2006.67	2007.98	2004.05	2005.88	28913.0
2014-10-21 07:30:00	ES	Futures	2005.88	2005.88	1998.03	1999.6	47984.0
2014-10-21 08:00:00	ES	Futures	1999.6	2002.74	1997.5	1999.07	47317.0
2014-10-21 08:30:00	ES	Futures	1999.34	2004.31	1998.29	2004.05	32716.0
2014-10-21 09:00:00	ES	Futures	2003.79	2004.05	2001.43	2002.22	29128.0
2014-10-21 09:30:00	ES	Futures	2002.22	2009.29	2000.12	2007.19	259913.0
2014-10-21 10:00:00	ES	Futures	2006.93	2011.12	2005.62	2009.29	196706.0
2014-10-21 10:30:00	ES	Futures	2009.29	2013.48	2009.03	2011.91	142914.0
2014-10-21 11:00:00	ES	Futures	2011.91	2015.32	2011.39	2015.32	139381.0
2014-10-21 11:30:00	ES	Futures	2015.05	2019.51	2014.79	2018.46	168559.0
2014-10-21 12:00:00	ES	Futures	2018.46	2020.29	2018.2	2018.98	97772.0
2014-10-21 12:30:00	ES	Futures	2018.72	2019.51	2015.58	2016.1	67262.0
2014-10-21 13:00:00	ES	Futures	2016.36	2017.15	2014.53	2016.62	60421.0
2014-10-21 13:30:00	ES	Futures	2016.89	2021.86	2016.62	2020.82	108019.0
2014-10-21 14:00:00	ES	Futures	2021.08	2023.17	2019.77	2021.86	73010.0
2014-10-21 14:30:00	ES	Futures	2022.13	2023.96	2020.55	2021.86	71480.0
2014-10-21 15:00:00	ES	Futures	2022.13	2028.94	2021.34	2028.41	105688.0
2014-10-21 15:30:00	ES	Futures	2028.41	2028.41	2023.96	2027.37	170146.0
2014-10-21 16:00:00	ES	Futures	2027.1	2031.56	2027.1	2031.03	104491.0
2014-10-21 16:30:00	ES	Futures	2031.3	2032.34	2030.51	2031.82	12831.0
2014-10-21 17:00:00	ES	Futures	2031.82	2032.6	2031.56	2031.56	2966.0
2014-10-21 18:00:00	ES	Futures	2031.03	2031.3	2029.99	2030.25	5710.0
2014-10-21 18:30:00	ES	Futures	2029.99	2030.77	2029.2	2029.46	3018.0
2014-10-21 19:00:00	ES	Futures	2029.46	2029.72	2028.68	2029.2	2286.0
2014-10-21 19:30:00	ES	Futures	2029.2	2029.46	2028.68	2028.94	1996.0
2014-10-21 20:00:00	ES	Futures	2028.94	2029.99	2028.68	2029.72	3761.0
2014-10-21 20:30:00	ES	Futures	2029.99	2030.51	2028.94	2029.2	2913.0
2014-10-21 21:00:00	ES	Futures	2029.2	2029.2	2028.15	2028.94	2930.0
2014-10-21 21:30:00	ES	Futures	2028.94	2029.72	2028.41	2029.2	2738.0
2014-10-21 22:00:00	ES	Futures	2028.94	2029.46	2028.41	2028.68	1475.0
2014-10-21 22:30:00	ES	Futures	2028.68	2028.94	2028.15	2028.94	1239.0
2014-10-21 23:00:00	ES	Futures	2028.68	2029.2	2028.68	2028.94	728.0
2014-10-21 23:30:00	ES	Futures	2028.94	2029.72	2028.94	2029.72	1204.0
2014-10-21 00:00:00	NQ	Futures	4523.42	4524.89	4520.49	4520.79	263.0
2014-10-21 00:30:00	NQ	Futures	4521.37	4522.25	4517.27	4519.32	716.0
2014-10-21 01:00:00	NQ	Futures	4519.91	4522.25	4516.1	4518.44	633.0

> showing 50 of 2,968 rows — these rows as CSV

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