PREVIEW / futures_30min / 2014-06-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-27.parquet
  size:    61 KB
  rows:    2,298

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
2014-06-27 00:00:00	ES	Futures	2026.27	2027.58	2025.49	2027.58	3697.0
2014-06-27 00:30:00	ES	Futures	2027.58	2028.1	2027.06	2027.84	2315.0
2014-06-27 01:00:00	ES	Futures	2028.1	2028.1	2026.79	2026.79	867.0
2014-06-27 01:30:00	ES	Futures	2026.79	2028.36	2026.53	2028.1	2528.0
2014-06-27 02:00:00	ES	Futures	2028.36	2029.92	2027.84	2029.66	5012.0
2014-06-27 02:30:00	ES	Futures	2029.92	2029.92	2027.32	2027.32	5501.0
2014-06-27 03:00:00	ES	Futures	2027.58	2028.62	2026.53	2028.36	14628.0
2014-06-27 03:30:00	ES	Futures	2028.36	2030.7	2028.36	2029.66	9839.0
2014-06-27 04:00:00	ES	Futures	2029.92	2029.92	2028.36	2028.88	5514.0
2014-06-27 04:30:00	ES	Futures	2028.88	2030.7	2028.88	2030.44	4304.0
2014-06-27 05:00:00	ES	Futures	2030.44	2030.44	2028.62	2028.88	5124.0
2014-06-27 05:30:00	ES	Futures	2028.62	2030.18	2027.32	2027.58	10346.0
2014-06-27 06:00:00	ES	Futures	2027.32	2027.84	2026.79	2026.79	4459.0
2014-06-27 06:30:00	ES	Futures	2026.79	2027.32	2025.49	2026.53	11082.0
2014-06-27 07:00:00	ES	Futures	2026.79	2027.58	2026.01	2026.27	6608.0
2014-06-27 07:30:00	ES	Futures	2026.27	2027.58	2026.27	2027.58	8622.0
2014-06-27 08:00:00	ES	Futures	2027.58	2028.36	2026.79	2026.79	8967.0
2014-06-27 08:30:00	ES	Futures	2026.79	2027.58	2026.01	2026.79	11152.0
2014-06-27 09:00:00	ES	Futures	2026.53	2027.58	2025.23	2027.32	20770.0
2014-06-27 09:30:00	ES	Futures	2027.32	2031.49	2027.32	2029.92	157994.0
2014-06-27 10:00:00	ES	Futures	2030.18	2031.23	2027.58	2030.44	101948.0
2014-06-27 10:30:00	ES	Futures	2030.7	2032.27	2029.66	2030.96	66182.0
2014-06-27 11:00:00	ES	Futures	2031.23	2032.79	2030.18	2031.49	62358.0
2014-06-27 11:30:00	ES	Futures	2031.49	2032.27	2030.7	2031.75	34770.0
2014-06-27 12:00:00	ES	Futures	2032.01	2032.27	2030.44	2030.96	22157.0
2014-06-27 12:30:00	ES	Futures	2030.96	2031.49	2029.66	2030.44	25437.0
2014-06-27 13:00:00	ES	Futures	2030.7	2030.7	2026.27	2027.84	66320.0
2014-06-27 13:30:00	ES	Futures	2027.84	2029.4	2026.79	2029.14	44868.0
2014-06-27 14:00:00	ES	Futures	2028.88	2031.49	2028.62	2030.44	40633.0
2014-06-27 14:30:00	ES	Futures	2030.44	2031.75	2028.36	2028.36	33589.0
2014-06-27 15:00:00	ES	Futures	2028.62	2032.53	2028.36	2032.01	49892.0
2014-06-27 15:30:00	ES	Futures	2032.01	2036.96	2032.01	2036.18	189110.0
2014-06-27 16:00:00	ES	Futures	2036.18	2036.7	2033.83	2035.13	103473.0
2014-06-27 16:30:00	ES	Futures	2035.13	2035.4	2033.57	2034.35	7457.0
2014-06-27 17:00:00	ES	Futures	2034.35	2035.13	2034.35	2035.13	1163.0
2014-06-27 00:00:00	NQ	Futures	4449.14	4452.64	4447.97	4452.35	407.0
2014-06-27 00:30:00	NQ	Futures	4452.64	4453.81	4451.76	4453.52	266.0
2014-06-27 01:00:00	NQ	Futures	4453.52	4453.81	4451.18	4451.18	143.0
2014-06-27 01:30:00	NQ	Futures	4451.18	4454.39	4450.3	4454.39	349.0
2014-06-27 02:00:00	NQ	Futures	4454.39	4457.02	4453.81	4457.02	504.0
2014-06-27 02:30:00	NQ	Futures	4457.02	4457.31	4452.06	4452.06	261.0
2014-06-27 03:00:00	NQ	Futures	4452.06	4454.98	4449.72	4454.39	1648.0
2014-06-27 03:30:00	NQ	Futures	4454.1	4459.65	4454.1	4457.31	1496.0
2014-06-27 04:00:00	NQ	Futures	4457.31	4457.6	4453.81	4454.98	1020.0
2014-06-27 04:30:00	NQ	Futures	4455.27	4459.06	4455.27	4458.19	754.0
2014-06-27 05:00:00	NQ	Futures	4458.48	4458.48	4454.1	4454.98	642.0
2014-06-27 05:30:00	NQ	Futures	4454.68	4458.19	4451.76	4451.76	1236.0
2014-06-27 06:00:00	NQ	Futures	4451.76	4453.22	4451.18	4451.76	793.0
2014-06-27 06:30:00	NQ	Futures	4451.76	4454.39	4448.55	4452.35	2384.0
2014-06-27 07:00:00	NQ	Futures	4452.06	4453.81	4449.72	4451.47	1079.0

> showing 50 of 2,298 rows — these rows as CSV

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