PREVIEW / futures_30min / 2014-10-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-24.parquet
  size:    68 KB
  rows:    2,422

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
2014-10-24 00:00:00	ES	Futures	2030.25	2030.51	2029.2	2029.46	853.0
2014-10-24 00:30:00	ES	Futures	2029.46	2031.82	2028.41	2030.51	1674.0
2014-10-24 01:00:00	ES	Futures	2030.77	2036.01	2029.99	2034.7	4205.0
2014-10-24 01:30:00	ES	Futures	2034.7	2036.53	2030.51	2031.03	5814.0
2014-10-24 02:00:00	ES	Futures	2031.03	2033.65	2030.77	2033.13	4228.0
2014-10-24 02:30:00	ES	Futures	2033.39	2034.44	2031.03	2033.91	4620.0
2014-10-24 03:00:00	ES	Futures	2033.91	2035.22	2030.77	2033.65	19521.0
2014-10-24 03:30:00	ES	Futures	2033.65	2036.53	2031.82	2036.01	16106.0
2014-10-24 04:00:00	ES	Futures	2036.01	2038.11	2034.44	2035.49	13141.0
2014-10-24 04:30:00	ES	Futures	2035.49	2037.06	2034.18	2035.49	8710.0
2014-10-24 05:00:00	ES	Futures	2035.49	2035.75	2032.87	2034.18	9154.0
2014-10-24 05:30:00	ES	Futures	2033.91	2035.22	2032.87	2034.18	8968.0
2014-10-24 06:00:00	ES	Futures	2033.91	2034.7	2030.51	2032.34	11066.0
2014-10-24 06:30:00	ES	Futures	2032.6	2033.39	2031.3	2032.34	5726.0
2014-10-24 07:00:00	ES	Futures	2032.6	2034.44	2031.3	2032.08	11747.0
2014-10-24 07:30:00	ES	Futures	2032.08	2033.13	2029.99	2031.82	16310.0
2014-10-24 08:00:00	ES	Futures	2031.82	2036.01	2030.25	2034.96	16621.0
2014-10-24 08:30:00	ES	Futures	2035.22	2037.84	2029.99	2036.01	48687.0
2014-10-24 09:00:00	ES	Futures	2036.27	2039.94	2035.75	2039.68	29327.0
2014-10-24 09:30:00	ES	Futures	2039.68	2045.97	2036.01	2038.37	183917.0
2014-10-24 10:00:00	ES	Futures	2038.63	2042.3	2031.82	2037.58	198669.0
2014-10-24 10:30:00	ES	Futures	2037.58	2043.61	2037.32	2043.08	103783.0
2014-10-24 11:00:00	ES	Futures	2043.35	2045.18	2040.73	2043.61	86307.0
2014-10-24 11:30:00	ES	Futures	2043.87	2049.37	2043.08	2047.01	106642.0
2014-10-24 12:00:00	ES	Futures	2047.01	2050.68	2046.23	2047.01	73948.0
2014-10-24 12:30:00	ES	Futures	2047.28	2048.32	2043.35	2044.66	53792.0
2014-10-24 13:00:00	ES	Futures	2044.92	2046.23	2041.25	2043.35	58413.0
2014-10-24 13:30:00	ES	Futures	2043.35	2047.54	2042.56	2046.49	58035.0
2014-10-24 14:00:00	ES	Futures	2046.49	2049.37	2045.44	2048.58	49767.0
2014-10-24 14:30:00	ES	Futures	2048.58	2050.16	2047.01	2048.58	44985.0
2014-10-24 15:00:00	ES	Futures	2048.58	2050.42	2047.01	2048.85	52167.0
2014-10-24 15:30:00	ES	Futures	2048.85	2053.04	2048.32	2051.99	128890.0
2014-10-24 16:00:00	ES	Futures	2051.73	2054.09	2051.47	2053.56	61841.0
2014-10-24 16:30:00	ES	Futures	2053.3	2054.35	2053.04	2054.09	10065.0
2014-10-24 17:00:00	ES	Futures	2054.09	2055.13	2053.82	2054.35	3288.0
2014-10-24 00:00:00	NQ	Futures	4669.63	4670.8	4667.58	4668.17	135.0
2014-10-24 00:30:00	NQ	Futures	4668.46	4673.73	4666.12	4670.8	270.0
2014-10-24 01:00:00	NQ	Futures	4671.39	4682.23	4668.46	4679.01	600.0
2014-10-24 01:30:00	NQ	Futures	4680.18	4683.4	4670.51	4673.15	550.0
2014-10-24 02:00:00	NQ	Futures	4672.56	4678.72	4672.56	4678.72	465.0
2014-10-24 02:30:00	NQ	Futures	4678.13	4681.06	4672.86	4679.89	424.0
2014-10-24 03:00:00	NQ	Futures	4679.89	4683.4	4672.56	4679.3	2903.0
2014-10-24 03:30:00	NQ	Futures	4679.01	4685.45	4673.73	4685.45	2666.0
2014-10-24 04:00:00	NQ	Futures	4685.16	4688.38	4679.89	4681.94	1716.0
2014-10-24 04:30:00	NQ	Futures	4681.94	4686.63	4678.42	4683.11	1085.0
2014-10-24 05:00:00	NQ	Futures	4682.82	4684.58	4677.54	4680.77	1044.0
2014-10-24 05:30:00	NQ	Futures	4680.77	4682.23	4677.25	4679.89	1188.0
2014-10-24 06:00:00	NQ	Futures	4680.18	4680.77	4671.39	4676.37	1278.0
2014-10-24 06:30:00	NQ	Futures	4676.08	4679.3	4673.15	4675.79	1266.0
2014-10-24 07:00:00	NQ	Futures	4676.08	4680.47	4673.44	4675.49	1698.0

> showing 50 of 2,422 rows — these rows as CSV

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