PREVIEW / futures_30min / 2014-06-25

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-25.parquet
  size:    73 KB
  rows:    2,826

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
2014-06-25 00:00:00	ES	Futures	2022.89	2023.41	2022.63	2023.15	764.0
2014-06-25 00:30:00	ES	Futures	2023.15	2023.41	2022.89	2022.89	785.0
2014-06-25 01:00:00	ES	Futures	2023.15	2023.67	2022.89	2023.41	900.0
2014-06-25 01:30:00	ES	Futures	2023.15	2023.67	2022.89	2023.15	1325.0
2014-06-25 02:00:00	ES	Futures	2023.15	2024.71	2022.63	2024.71	4879.0
2014-06-25 02:30:00	ES	Futures	2024.71	2025.75	2024.19	2025.75	5037.0
2014-06-25 03:00:00	ES	Futures	2025.75	2026.01	2023.67	2024.19	13844.0
2014-06-25 03:30:00	ES	Futures	2024.45	2025.23	2023.67	2024.97	8753.0
2014-06-25 04:00:00	ES	Futures	2025.23	2026.53	2024.97	2026.27	10457.0
2014-06-25 04:30:00	ES	Futures	2026.27	2027.32	2026.01	2026.53	8482.0
2014-06-25 05:00:00	ES	Futures	2026.53	2027.32	2026.01	2027.06	4609.0
2014-06-25 05:30:00	ES	Futures	2027.06	2027.06	2025.49	2025.75	5227.0
2014-06-25 06:00:00	ES	Futures	2025.75	2027.32	2025.49	2027.32	3655.0
2014-06-25 06:30:00	ES	Futures	2027.32	2028.36	2027.06	2027.84	8793.0
2014-06-25 07:00:00	ES	Futures	2028.1	2028.36	2026.27	2027.06	7863.0
2014-06-25 07:30:00	ES	Futures	2026.79	2027.06	2025.75	2026.27	7375.0
2014-06-25 08:00:00	ES	Futures	2026.27	2026.53	2025.23	2026.27	7758.0
2014-06-25 08:30:00	ES	Futures	2026.53	2026.53	2019.76	2022.89	88899.0
2014-06-25 09:00:00	ES	Futures	2022.63	2022.89	2019.5	2020.02	48758.0
2014-06-25 09:30:00	ES	Futures	2020.02	2028.88	2020.02	2026.79	248910.0
2014-06-25 10:00:00	ES	Futures	2026.79	2028.62	2024.19	2026.01	150932.0
2014-06-25 10:30:00	ES	Futures	2026.01	2031.49	2024.71	2030.96	122740.0
2014-06-25 11:00:00	ES	Futures	2030.96	2031.75	2028.88	2030.18	101912.0
2014-06-25 11:30:00	ES	Futures	2030.18	2030.7	2027.32	2028.62	81319.0
2014-06-25 12:00:00	ES	Futures	2028.88	2029.92	2028.1	2029.14	45918.0
2014-06-25 12:30:00	ES	Futures	2029.14	2029.92	2028.62	2028.88	27210.0
2014-06-25 13:00:00	ES	Futures	2028.88	2031.75	2028.88	2029.92	61969.0
2014-06-25 13:30:00	ES	Futures	2029.92	2033.31	2029.66	2032.79	44992.0
2014-06-25 14:00:00	ES	Futures	2032.53	2033.83	2031.49	2033.05	57649.0
2014-06-25 14:30:00	ES	Futures	2033.05	2033.83	2031.49	2031.75	41517.0
2014-06-25 15:00:00	ES	Futures	2031.75	2033.83	2030.96	2033.05	51632.0
2014-06-25 15:30:00	ES	Futures	2033.05	2036.18	2033.05	2033.57	144367.0
2014-06-25 16:00:00	ES	Futures	2033.57	2034.09	2031.75	2032.01	77486.0
2014-06-25 16:30:00	ES	Futures	2032.27	2032.27	2031.23	2031.75	8745.0
2014-06-25 17:00:00	ES	Futures	2031.49	2032.01	2031.23	2031.49	1385.0
2014-06-25 18:00:00	ES	Futures	2031.49	2032.01	2030.7	2031.75	3248.0
2014-06-25 18:30:00	ES	Futures	2031.49	2032.79	2031.49	2032.27	1460.0
2014-06-25 19:00:00	ES	Futures	2032.53	2032.53	2032.27	2032.27	470.0
2014-06-25 19:30:00	ES	Futures	2032.27	2032.53	2031.75	2032.27	806.0
2014-06-25 20:00:00	ES	Futures	2032.27	2032.53	2032.01	2032.27	765.0
2014-06-25 20:30:00	ES	Futures	2032.01	2032.27	2030.44	2030.44	4080.0
2014-06-25 21:00:00	ES	Futures	2030.44	2032.53	2030.44	2032.53	3499.0
2014-06-25 21:30:00	ES	Futures	2032.27	2032.79	2032.01	2032.53	1325.0
2014-06-25 22:00:00	ES	Futures	2032.27	2032.53	2032.01	2032.53	1069.0
2014-06-25 22:30:00	ES	Futures	2032.53	2033.05	2032.27	2032.79	1432.0
2014-06-25 23:00:00	ES	Futures	2032.53	2033.05	2032.27	2032.27	497.0
2014-06-25 23:30:00	ES	Futures	2032.53	2032.79	2032.27	2032.27	346.0
2014-06-25 00:00:00	NQ	Futures	4423.15	4424.31	4422.56	4423.44	188.0
2014-06-25 00:30:00	NQ	Futures	4423.44	4423.44	4422.27	4422.27	289.0
2014-06-25 01:00:00	NQ	Futures	4422.27	4423.15	4421.69	4422.27	246.0

> showing 50 of 2,826 rows — these rows as CSV

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