PREVIEW / futures_30min / 2014-06-18

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-18.parquet
  size:    76 KB
  rows:    2,893

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
2014-06-18 00:00:00	ES	Futures	2016.63	2017.15	2016.63	2017.15	270.0
2014-06-18 00:30:00	ES	Futures	2017.15	2017.67	2016.63	2017.41	1014.0
2014-06-18 01:00:00	ES	Futures	2017.41	2017.41	2017.15	2017.41	620.0
2014-06-18 01:30:00	ES	Futures	2017.15	2017.41	2016.37	2017.15	1214.0
2014-06-18 02:00:00	ES	Futures	2017.15	2017.15	2015.59	2015.59	2912.0
2014-06-18 02:30:00	ES	Futures	2015.85	2016.37	2015.59	2015.85	1936.0
2014-06-18 03:00:00	ES	Futures	2015.85	2016.37	2015.07	2016.11	8001.0
2014-06-18 03:30:00	ES	Futures	2016.11	2016.37	2014.81	2015.33	5203.0
2014-06-18 04:00:00	ES	Futures	2015.07	2016.63	2015.07	2016.63	5184.0
2014-06-18 04:30:00	ES	Futures	2016.37	2017.67	2016.11	2016.37	7068.0
2014-06-18 05:00:00	ES	Futures	2016.37	2016.89	2015.59	2016.11	3286.0
2014-06-18 05:30:00	ES	Futures	2015.85	2016.37	2015.07	2015.33	3510.0
2014-06-18 06:00:00	ES	Futures	2015.33	2016.63	2015.33	2015.85	4572.0
2014-06-18 06:30:00	ES	Futures	2015.85	2016.89	2015.59	2016.37	3567.0
2014-06-18 07:00:00	ES	Futures	2016.37	2017.15	2016.11	2016.63	4948.0
2014-06-18 07:30:00	ES	Futures	2016.63	2017.15	2015.59	2015.85	4165.0
2014-06-18 08:00:00	ES	Futures	2015.85	2016.37	2015.59	2015.85	3598.0
2014-06-18 08:30:00	ES	Futures	2015.59	2016.89	2015.33	2016.37	8976.0
2014-06-18 09:00:00	ES	Futures	2016.37	2016.89	2015.59	2016.37	13620.0
2014-06-18 09:30:00	ES	Futures	2016.63	2019.24	2015.07	2018.46	157143.0
2014-06-18 10:00:00	ES	Futures	2018.46	2019.24	2015.59	2017.15	74239.0
2014-06-18 10:30:00	ES	Futures	2017.15	2017.93	2012.98	2013.24	81313.0
2014-06-18 11:00:00	ES	Futures	2012.98	2015.59	2012.46	2014.55	69170.0
2014-06-18 11:30:00	ES	Futures	2014.81	2015.85	2014.55	2014.81	39002.0
2014-06-18 12:00:00	ES	Futures	2014.81	2015.59	2014.02	2015.07	24233.0
2014-06-18 12:30:00	ES	Futures	2014.81	2017.41	2014.55	2017.15	38667.0
2014-06-18 13:00:00	ES	Futures	2016.89	2017.41	2015.85	2015.85	34642.0
2014-06-18 13:30:00	ES	Futures	2015.85	2016.37	2013.24	2015.59	57892.0
2014-06-18 14:00:00	ES	Futures	2015.07	2023.15	2011.16	2022.36	217627.0
2014-06-18 14:30:00	ES	Futures	2022.36	2025.75	2021.06	2024.45	134385.0
2014-06-18 15:00:00	ES	Futures	2024.71	2028.62	2024.45	2028.36	121407.0
2014-06-18 15:30:00	ES	Futures	2028.36	2033.05	2027.84	2031.23	174480.0
2014-06-18 16:00:00	ES	Futures	2031.49	2032.53	2031.23	2032.01	85191.0
2014-06-18 16:30:00	ES	Futures	2032.01	2032.01	2030.96	2031.49	14109.0
2014-06-18 17:00:00	ES	Futures	2031.49	2031.75	2031.23	2031.23	2052.0
2014-06-18 18:00:00	ES	Futures	2030.7	2031.75	2030.44	2031.23	3322.0
2014-06-18 18:30:00	ES	Futures	2030.96	2032.01	2030.96	2031.75	2013.0
2014-06-18 19:00:00	ES	Futures	2031.75	2032.27	2031.49	2031.75	1108.0
2014-06-18 19:30:00	ES	Futures	2031.49	2031.75	2030.96	2031.49	1585.0
2014-06-18 20:00:00	ES	Futures	2031.49	2031.49	2030.96	2031.23	1304.0
2014-06-18 20:30:00	ES	Futures	2031.23	2032.27	2030.96	2032.27	1859.0
2014-06-18 21:00:00	ES	Futures	2032.27	2034.09	2032.01	2033.83	5848.0
2014-06-18 21:30:00	ES	Futures	2033.83	2034.09	2032.01	2032.53	3096.0
2014-06-18 22:00:00	ES	Futures	2032.27	2033.05	2031.49	2033.05	2910.0
2014-06-18 22:30:00	ES	Futures	2033.05	2033.31	2032.79	2032.79	1558.0
2014-06-18 23:00:00	ES	Futures	2032.79	2032.79	2032.01	2032.27	1231.0
2014-06-18 23:30:00	ES	Futures	2032.27	2033.05	2032.27	2032.79	835.0
2014-06-18 00:00:00	NQ	Futures	4409.71	4410.59	4409.42	4410.01	54.0
2014-06-18 00:30:00	NQ	Futures	4410.01	4411.17	4409.71	4411.17	165.0
2014-06-18 01:00:00	NQ	Futures	4410.88	4411.17	4410.59	4411.17	121.0

> showing 50 of 2,893 rows — these rows as CSV

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