PREVIEW / futures_30min / 2014-06-11

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-11.parquet
  size:    68 KB
  rows:    2,677

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
2014-06-11 00:00:00	ES	Futures	2024.66	2024.66	2024.4	2024.66	165.0
2014-06-11 00:30:00	ES	Futures	2024.4	2024.66	2024.14	2024.4	291.0
2014-06-11 01:00:00	ES	Futures	2024.4	2024.4	2023.88	2023.88	1030.0
2014-06-11 01:30:00	ES	Futures	2023.88	2024.66	2023.88	2024.14	864.0
2014-06-11 02:00:00	ES	Futures	2024.4	2024.4	2023.62	2023.88	2118.0
2014-06-11 02:30:00	ES	Futures	2023.88	2024.66	2023.88	2024.14	1708.0
2014-06-11 03:00:00	ES	Futures	2024.14	2024.66	2023.1	2023.36	5916.0
2014-06-11 03:30:00	ES	Futures	2023.1	2023.36	2022.06	2022.58	6691.0
2014-06-11 04:00:00	ES	Futures	2022.58	2023.1	2022.32	2022.84	4154.0
2014-06-11 04:30:00	ES	Futures	2022.58	2023.36	2021.8	2022.06	4460.0
2014-06-11 05:00:00	ES	Futures	2022.32	2022.32	2019.46	2019.98	13244.0
2014-06-11 05:30:00	ES	Futures	2019.98	2020.5	2018.68	2018.94	9113.0
2014-06-11 06:00:00	ES	Futures	2018.94	2020.24	2018.16	2019.46	10300.0
2014-06-11 06:30:00	ES	Futures	2019.46	2019.72	2017.13	2017.65	13022.0
2014-06-11 07:00:00	ES	Futures	2017.65	2017.9	2015.57	2015.83	22022.0
2014-06-11 07:30:00	ES	Futures	2015.83	2017.13	2015.05	2016.61	18095.0
2014-06-11 08:00:00	ES	Futures	2016.61	2017.39	2016.09	2017.13	12374.0
2014-06-11 08:30:00	ES	Futures	2017.39	2017.65	2016.35	2016.87	14174.0
2014-06-11 09:00:00	ES	Futures	2016.87	2018.42	2016.35	2017.9	15798.0
2014-06-11 09:30:00	ES	Futures	2018.16	2020.5	2016.87	2018.68	138909.0
2014-06-11 10:00:00	ES	Futures	2018.68	2020.24	2017.13	2017.39	80926.0
2014-06-11 10:30:00	ES	Futures	2017.39	2018.68	2015.83	2016.61	98086.0
2014-06-11 11:00:00	ES	Futures	2016.61	2018.94	2016.61	2017.65	50213.0
2014-06-11 11:30:00	ES	Futures	2017.9	2019.72	2017.13	2019.72	44365.0
2014-06-11 12:00:00	ES	Futures	2019.72	2020.24	2018.68	2019.2	46444.0
2014-06-11 12:30:00	ES	Futures	2019.2	2019.72	2018.68	2019.46	16145.0
2014-06-11 13:00:00	ES	Futures	2019.46	2019.72	2017.39	2019.2	27594.0
2014-06-11 13:30:00	ES	Futures	2019.2	2019.46	2016.09	2016.09	31589.0
2014-06-11 14:00:00	ES	Futures	2016.09	2016.87	2013.49	2015.31	81983.0
2014-06-11 14:30:00	ES	Futures	2015.31	2017.39	2015.05	2016.61	36980.0
2014-06-11 15:00:00	ES	Futures	2016.61	2018.68	2016.35	2018.42	42392.0
2014-06-11 15:30:00	ES	Futures	2018.68	2020.24	2017.13	2018.68	145386.0
2014-06-11 16:00:00	ES	Futures	2018.68	2019.2	2018.16	2018.94	53650.0
2014-06-11 16:30:00	ES	Futures	2019.2	2019.72	2018.68	2018.94	7101.0
2014-06-11 17:00:00	ES	Futures	2018.94	2019.46	2018.94	2019.46	867.0
2014-06-11 18:00:00	ES	Futures	2018.94	2019.2	2017.9	2018.68	2753.0
2014-06-11 18:30:00	ES	Futures	2018.68	2019.46	2018.42	2019.46	657.0
2014-06-11 19:00:00	ES	Futures	2019.46	2019.98	2019.2	2019.72	1217.0
2014-06-11 19:30:00	ES	Futures	2019.72	2019.72	2019.2	2019.46	261.0
2014-06-11 20:00:00	ES	Futures	2019.46	2019.98	2019.2	2019.72	1209.0
2014-06-11 20:30:00	ES	Futures	2019.72	2019.72	2018.16	2018.42	2287.0
2014-06-11 21:00:00	ES	Futures	2018.42	2019.72	2018.16	2019.72	2493.0
2014-06-11 21:30:00	ES	Futures	2019.72	2023.1	2019.46	2021.28	8943.0
2014-06-11 22:00:00	ES	Futures	2021.28	2022.32	2021.28	2022.06	1920.0
2014-06-11 22:30:00	ES	Futures	2022.32	2022.84	2019.46	2019.46	5731.0
2014-06-11 23:00:00	ES	Futures	2019.72	2020.76	2019.46	2019.98	1090.0
2014-06-11 23:30:00	ES	Futures	2020.24	2020.76	2019.72	2019.98	1153.0
2014-06-11 00:00:00	NQ	Futures	4424.25	4424.54	4423.96	4424.25	52.0
2014-06-11 00:30:00	NQ	Futures	4424.25	4424.25	4423.67	4424.25	63.0
2014-06-11 01:00:00	NQ	Futures	4424.25	4424.54	4423.67	4423.67	112.0

> showing 50 of 2,677 rows — these rows as CSV

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