PREVIEW / futures_30min / 2014-06-06

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-06.parquet
  size:    63 KB
  rows:    2,299

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
2014-06-06 00:00:00	ES	Futures	2016.87	2017.13	2016.61	2016.61	1111.0
2014-06-06 00:30:00	ES	Futures	2016.87	2016.87	2015.83	2015.83	1989.0
2014-06-06 01:00:00	ES	Futures	2015.83	2016.35	2015.83	2016.35	909.0
2014-06-06 01:30:00	ES	Futures	2016.35	2016.61	2015.31	2015.57	2926.0
2014-06-06 02:00:00	ES	Futures	2015.31	2016.35	2014.79	2015.31	5550.0
2014-06-06 02:30:00	ES	Futures	2015.31	2016.09	2015.05	2015.31	3833.0
2014-06-06 03:00:00	ES	Futures	2015.31	2015.83	2014.27	2014.53	11040.0
2014-06-06 03:30:00	ES	Futures	2014.27	2015.05	2013.75	2013.75	8840.0
2014-06-06 04:00:00	ES	Futures	2014.01	2015.05	2013.23	2015.05	9400.0
2014-06-06 04:30:00	ES	Futures	2015.05	2015.31	2014.27	2015.05	4090.0
2014-06-06 05:00:00	ES	Futures	2015.05	2016.09	2014.79	2015.83	3920.0
2014-06-06 05:30:00	ES	Futures	2015.83	2016.61	2015.31	2015.31	5704.0
2014-06-06 06:00:00	ES	Futures	2015.57	2016.61	2015.31	2016.09	5610.0
2014-06-06 06:30:00	ES	Futures	2016.09	2016.35	2015.05	2016.09	6022.0
2014-06-06 07:00:00	ES	Futures	2016.09	2016.35	2015.05	2015.57	5951.0
2014-06-06 07:30:00	ES	Futures	2015.57	2015.57	2014.01	2014.53	12121.0
2014-06-06 08:00:00	ES	Futures	2014.53	2015.05	2013.49	2014.27	17773.0
2014-06-06 08:30:00	ES	Futures	2014.27	2018.94	2014.01	2018.16	75770.0
2014-06-06 09:00:00	ES	Futures	2018.16	2018.42	2016.61	2017.65	23555.0
2014-06-06 09:30:00	ES	Futures	2017.9	2021.28	2016.87	2021.02	178528.0
2014-06-06 10:00:00	ES	Futures	2021.28	2022.32	2019.72	2021.28	118037.0
2014-06-06 10:30:00	ES	Futures	2021.54	2022.32	2020.76	2021.8	65480.0
2014-06-06 11:00:00	ES	Futures	2022.06	2023.36	2021.28	2021.54	63888.0
2014-06-06 11:30:00	ES	Futures	2021.8	2022.84	2021.02	2021.54	49923.0
2014-06-06 12:00:00	ES	Futures	2021.8	2022.32	2021.28	2021.8	32444.0
2014-06-06 12:30:00	ES	Futures	2022.06	2023.62	2021.8	2022.58	42932.0
2014-06-06 13:00:00	ES	Futures	2022.84	2023.36	2021.54	2023.1	37385.0
2014-06-06 13:30:00	ES	Futures	2023.1	2023.36	2022.06	2022.84	39142.0
2014-06-06 14:00:00	ES	Futures	2022.58	2023.36	2022.06	2023.1	21424.0
2014-06-06 14:30:00	ES	Futures	2023.1	2023.1	2021.54	2021.8	26293.0
2014-06-06 15:00:00	ES	Futures	2021.54	2023.1	2021.28	2022.84	46105.0
2014-06-06 15:30:00	ES	Futures	2022.84	2023.36	2020.24	2023.36	138882.0
2014-06-06 16:00:00	ES	Futures	2023.36	2024.92	2022.84	2024.66	81048.0
2014-06-06 16:30:00	ES	Futures	2024.4	2024.92	2024.4	2024.66	9410.0
2014-06-06 17:00:00	ES	Futures	2024.92	2025.18	2024.66	2025.18	4369.0
2014-06-06 00:00:00	NQ	Futures	4407.36	4408.23	4407.07	4407.36	130.0
2014-06-06 00:30:00	NQ	Futures	4407.07	4407.94	4405.32	4405.61	188.0
2014-06-06 01:00:00	NQ	Futures	4405.32	4406.48	4405.32	4406.48	145.0
2014-06-06 01:30:00	NQ	Futures	4406.48	4407.07	4405.03	4405.61	347.0
2014-06-06 02:00:00	NQ	Futures	4405.61	4405.61	4402.99	4404.74	555.0
2014-06-06 02:30:00	NQ	Futures	4404.74	4405.9	4403.57	4403.86	324.0
2014-06-06 03:00:00	NQ	Futures	4403.57	4405.9	4401.53	4402.12	1263.0
2014-06-06 03:30:00	NQ	Futures	4401.82	4403.86	4399.79	4400.95	1238.0
2014-06-06 04:00:00	NQ	Futures	4400.66	4402.99	4398.62	4402.41	1274.0
2014-06-06 04:30:00	NQ	Futures	4401.82	4402.7	4400.37	4402.12	360.0
2014-06-06 05:00:00	NQ	Futures	4402.12	4404.45	4401.53	4404.15	507.0
2014-06-06 05:30:00	NQ	Futures	4404.15	4406.19	4402.99	4402.99	792.0
2014-06-06 06:00:00	NQ	Futures	4402.99	4407.36	4402.99	4406.48	1159.0
2014-06-06 06:30:00	NQ	Futures	4406.19	4406.48	4404.45	4406.19	562.0
2014-06-06 07:00:00	NQ	Futures	4406.19	4406.19	4402.41	4402.99	904.0

> showing 50 of 2,299 rows — these rows as CSV

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