PREVIEW / futures_30min / 2014-10-31

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-31.parquet
  size:    73 KB
  rows:    2,453

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
2014-10-31 00:00:00	ES	Futures	2087.62	2087.62	2085.0	2086.05	2780.0
2014-10-31 00:30:00	ES	Futures	2086.05	2095.48	2085.78	2093.91	16508.0
2014-10-31 01:00:00	ES	Futures	2093.64	2100.45	2093.64	2098.36	20495.0
2014-10-31 01:30:00	ES	Futures	2098.62	2108.05	2098.1	2103.34	20014.0
2014-10-31 02:00:00	ES	Futures	2103.34	2113.29	2102.55	2110.15	25766.0
2014-10-31 02:30:00	ES	Futures	2110.15	2110.41	2106.74	2107.53	8731.0
2014-10-31 03:00:00	ES	Futures	2107.53	2110.41	2107.0	2109.36	16325.0
2014-10-31 03:30:00	ES	Futures	2109.1	2110.67	2103.86	2105.43	19128.0
2014-10-31 04:00:00	ES	Futures	2105.43	2106.22	2099.67	2102.03	37083.0
2014-10-31 04:30:00	ES	Futures	2101.76	2104.91	2100.72	2104.65	21520.0
2014-10-31 05:00:00	ES	Futures	2104.65	2107.79	2103.34	2106.74	19399.0
2014-10-31 05:30:00	ES	Futures	2106.48	2108.31	2104.12	2108.05	15871.0
2014-10-31 06:00:00	ES	Futures	2108.05	2108.84	2107.0	2107.53	14383.0
2014-10-31 06:30:00	ES	Futures	2107.79	2108.58	2106.48	2106.74	17356.0
2014-10-31 07:00:00	ES	Futures	2107.0	2107.0	2104.38	2105.69	23551.0
2014-10-31 07:30:00	ES	Futures	2105.43	2108.31	2104.91	2107.27	23055.0
2014-10-31 08:00:00	ES	Futures	2107.27	2108.05	2106.22	2107.0	20585.0
2014-10-31 08:30:00	ES	Futures	2107.0	2107.53	2103.07	2106.48	42245.0
2014-10-31 09:00:00	ES	Futures	2106.48	2110.41	2106.48	2109.1	41532.0
2014-10-31 09:30:00	ES	Futures	2108.84	2109.36	2098.62	2100.45	290607.0
2014-10-31 10:00:00	ES	Futures	2100.45	2105.96	2098.1	2105.17	175578.0
2014-10-31 10:30:00	ES	Futures	2105.43	2106.48	2102.55	2104.38	119114.0
2014-10-31 11:00:00	ES	Futures	2104.65	2108.31	2103.34	2108.05	119480.0
2014-10-31 11:30:00	ES	Futures	2108.05	2108.31	2103.07	2104.12	75897.0
2014-10-31 12:00:00	ES	Futures	2104.38	2104.38	2100.72	2102.29	78809.0
2014-10-31 12:30:00	ES	Futures	2102.29	2104.91	2101.5	2104.91	67094.0
2014-10-31 13:00:00	ES	Futures	2104.65	2105.69	2103.6	2104.12	48985.0
2014-10-31 13:30:00	ES	Futures	2104.12	2104.65	2101.5	2102.03	44235.0
2014-10-31 14:00:00	ES	Futures	2102.03	2104.65	2101.76	2103.34	46383.0
2014-10-31 14:30:00	ES	Futures	2103.6	2103.86	2100.98	2102.55	49633.0
2014-10-31 15:00:00	ES	Futures	2102.55	2104.38	2100.72	2103.6	61180.0
2014-10-31 15:30:00	ES	Futures	2103.34	2108.84	2103.07	2107.27	198516.0
2014-10-31 16:00:00	ES	Futures	2107.27	2107.53	2105.43	2106.48	101490.0
2014-10-31 16:30:00	ES	Futures	2106.48	2106.74	2105.43	2105.69	7931.0
2014-10-31 17:00:00	ES	Futures	2105.43	2105.96	2104.91	2105.43	2191.0
2014-10-31 00:00:00	NQ	Futures	4807.34	4807.34	4802.36	4805.0	510.0
2014-10-31 00:30:00	NQ	Futures	4805.29	4826.39	4804.12	4822.87	2474.0
2014-10-31 01:00:00	NQ	Futures	4822.87	4839.28	4822.87	4833.42	3042.0
2014-10-31 01:30:00	NQ	Futures	4833.72	4861.55	4832.84	4847.49	4566.0
2014-10-31 02:00:00	NQ	Futures	4848.37	4872.1	4843.38	4863.6	4860.0
2014-10-31 02:30:00	NQ	Futures	4863.6	4864.48	4854.52	4857.74	1597.0
2014-10-31 03:00:00	NQ	Futures	4857.74	4864.19	4855.69	4861.55	1497.0
2014-10-31 03:30:00	NQ	Futures	4860.96	4864.48	4849.54	4853.05	2143.0
2014-10-31 04:00:00	NQ	Futures	4853.35	4854.52	4843.38	4850.42	6364.0
2014-10-31 04:30:00	NQ	Futures	4850.42	4861.84	4847.78	4861.84	5389.0
2014-10-31 05:00:00	NQ	Futures	4861.26	4867.41	4858.33	4865.36	3219.0
2014-10-31 05:30:00	NQ	Futures	4865.07	4867.7	4857.74	4866.24	2417.0
2014-10-31 06:00:00	NQ	Futures	4866.53	4868.58	4864.19	4865.07	1763.0
2014-10-31 06:30:00	NQ	Futures	4865.07	4868.0	4861.55	4863.02	2252.0
2014-10-31 07:00:00	NQ	Futures	4863.31	4863.6	4858.62	4861.55	3114.0

> showing 50 of 2,453 rows — these rows as CSV

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