PREVIEW / futures_30min / 2014-06-17

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-17.parquet
  size:    70 KB
  rows:    2,843

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
2014-06-17 00:00:00	ES	Futures	2013.76	2013.76	2013.24	2013.24	402.0
2014-06-17 00:30:00	ES	Futures	2013.24	2014.29	2013.24	2014.29	720.0
2014-06-17 01:00:00	ES	Futures	2014.29	2014.55	2013.76	2014.02	878.0
2014-06-17 01:30:00	ES	Futures	2013.76	2014.02	2012.98	2013.24	743.0
2014-06-17 02:00:00	ES	Futures	2013.24	2014.02	2012.98	2013.5	1558.0
2014-06-17 02:30:00	ES	Futures	2013.5	2013.76	2012.98	2012.98	1778.0
2014-06-17 03:00:00	ES	Futures	2012.98	2016.63	2012.72	2015.85	19075.0
2014-06-17 03:30:00	ES	Futures	2016.11	2016.89	2015.59	2015.59	8874.0
2014-06-17 04:00:00	ES	Futures	2015.85	2017.15	2015.33	2016.63	6870.0
2014-06-17 04:30:00	ES	Futures	2016.89	2017.15	2016.63	2016.89	3255.0
2014-06-17 05:00:00	ES	Futures	2016.89	2016.89	2014.29	2016.11	6518.0
2014-06-17 05:30:00	ES	Futures	2016.11	2016.63	2014.02	2014.29	4785.0
2014-06-17 06:00:00	ES	Futures	2014.29	2014.55	2011.68	2012.2	11594.0
2014-06-17 06:30:00	ES	Futures	2012.2	2012.46	2011.42	2011.68	7884.0
2014-06-17 07:00:00	ES	Futures	2011.42	2014.81	2011.42	2014.29	8267.0
2014-06-17 07:30:00	ES	Futures	2014.29	2014.55	2013.24	2013.76	2963.0
2014-06-17 08:00:00	ES	Futures	2013.5	2014.02	2013.24	2013.5	5230.0
2014-06-17 08:30:00	ES	Futures	2013.5	2013.5	2005.42	2007.51	64215.0
2014-06-17 09:00:00	ES	Futures	2007.51	2009.07	2006.73	2008.29	19333.0
2014-06-17 09:30:00	ES	Futures	2008.29	2012.98	2005.95	2011.94	183094.0
2014-06-17 10:00:00	ES	Futures	2011.68	2015.85	2011.68	2014.55	91364.0
2014-06-17 10:30:00	ES	Futures	2014.55	2014.55	2008.29	2010.64	108259.0
2014-06-17 11:00:00	ES	Futures	2010.64	2011.42	2008.29	2011.16	74231.0
2014-06-17 11:30:00	ES	Futures	2011.16	2014.02	2010.9	2014.02	52014.0
2014-06-17 12:00:00	ES	Futures	2014.02	2014.55	2012.98	2013.76	28689.0
2014-06-17 12:30:00	ES	Futures	2013.76	2016.63	2013.5	2015.59	41278.0
2014-06-17 13:00:00	ES	Futures	2015.85	2016.37	2013.76	2013.76	44532.0
2014-06-17 13:30:00	ES	Futures	2014.02	2017.67	2014.02	2016.63	45934.0
2014-06-17 14:00:00	ES	Futures	2016.89	2017.93	2014.55	2017.15	46546.0
2014-06-17 14:30:00	ES	Futures	2017.41	2017.67	2015.85	2017.15	24799.0
2014-06-17 15:00:00	ES	Futures	2017.15	2017.41	2014.81	2015.59	48839.0
2014-06-17 15:30:00	ES	Futures	2015.85	2017.93	2015.07	2016.63	110504.0
2014-06-17 16:00:00	ES	Futures	2016.37	2016.63	2015.59	2015.85	67136.0
2014-06-17 16:30:00	ES	Futures	2015.85	2016.63	2015.59	2016.63	5974.0
2014-06-17 17:00:00	ES	Futures	2016.37	2016.63	2015.85	2016.11	1670.0
2014-06-17 18:00:00	ES	Futures	2015.59	2016.63	2015.59	2016.37	1725.0
2014-06-17 18:30:00	ES	Futures	2016.37	2016.63	2016.37	2016.37	259.0
2014-06-17 19:00:00	ES	Futures	2016.63	2016.63	2015.85	2016.11	1748.0
2014-06-17 19:30:00	ES	Futures	2016.11	2016.37	2015.59	2015.85	1164.0
2014-06-17 20:00:00	ES	Futures	2015.85	2015.85	2015.07	2015.59	2050.0
2014-06-17 20:30:00	ES	Futures	2015.59	2015.85	2015.33	2015.59	667.0
2014-06-17 21:00:00	ES	Futures	2015.59	2015.85	2015.07	2015.33	1115.0
2014-06-17 21:30:00	ES	Futures	2015.33	2016.11	2015.07	2015.85	963.0
2014-06-17 22:00:00	ES	Futures	2016.11	2016.11	2015.59	2016.11	686.0
2014-06-17 22:30:00	ES	Futures	2016.11	2016.63	2015.85	2016.37	614.0
2014-06-17 23:00:00	ES	Futures	2016.63	2017.15	2016.37	2016.89	1354.0
2014-06-17 23:30:00	ES	Futures	2016.63	2017.15	2016.63	2016.89	900.0
2014-06-17 00:00:00	NQ	Futures	4411.76	4411.76	4410.88	4410.88	30.0
2014-06-17 00:30:00	NQ	Futures	4410.88	4412.93	4410.88	4412.34	86.0
2014-06-17 01:00:00	NQ	Futures	4412.93	4413.22	4411.76	4412.05	147.0

> showing 50 of 2,843 rows — these rows as CSV

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