PREVIEW / futures_30min / 2014-08-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-13.parquet
  size:    75 KB
  rows:    2,867

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
2014-08-13 00:00:00	ES	Futures	2014.02	2014.29	2013.5	2014.02	439.0
2014-08-13 00:30:00	ES	Futures	2013.76	2014.02	2013.5	2014.02	426.0
2014-08-13 01:00:00	ES	Futures	2013.76	2014.29	2013.5	2014.02	554.0
2014-08-13 01:30:00	ES	Futures	2014.02	2015.85	2013.76	2015.85	2367.0
2014-08-13 02:00:00	ES	Futures	2015.59	2017.15	2015.33	2016.89	5125.0
2014-08-13 02:30:00	ES	Futures	2016.63	2018.72	2016.37	2018.19	5636.0
2014-08-13 03:00:00	ES	Futures	2018.19	2020.02	2017.93	2019.5	15714.0
2014-08-13 03:30:00	ES	Futures	2019.24	2021.06	2019.24	2020.02	9692.0
2014-08-13 04:00:00	ES	Futures	2020.02	2021.06	2019.5	2020.54	7340.0
2014-08-13 04:30:00	ES	Futures	2020.54	2021.06	2019.5	2020.28	6088.0
2014-08-13 05:00:00	ES	Futures	2020.28	2020.54	2019.24	2019.76	5695.0
2014-08-13 05:30:00	ES	Futures	2019.76	2020.8	2018.72	2019.76	6842.0
2014-08-13 06:00:00	ES	Futures	2020.02	2020.8	2019.24	2020.54	3872.0
2014-08-13 06:30:00	ES	Futures	2020.28	2023.15	2020.28	2022.89	14890.0
2014-08-13 07:00:00	ES	Futures	2022.89	2023.15	2020.54	2020.8	13468.0
2014-08-13 07:30:00	ES	Futures	2020.8	2022.63	2020.8	2022.1	8795.0
2014-08-13 08:00:00	ES	Futures	2022.1	2023.41	2020.28	2021.32	17617.0
2014-08-13 08:30:00	ES	Futures	2021.06	2021.84	2018.72	2019.24	30073.0
2014-08-13 09:00:00	ES	Futures	2018.98	2019.76	2017.15	2019.24	23645.0
2014-08-13 09:30:00	ES	Futures	2019.5	2022.1	2016.37	2017.41	122000.0
2014-08-13 10:00:00	ES	Futures	2017.41	2020.28	2016.11	2018.98	92791.0
2014-08-13 10:30:00	ES	Futures	2018.98	2021.58	2018.46	2021.32	77093.0
2014-08-13 11:00:00	ES	Futures	2021.58	2027.32	2021.06	2026.01	144607.0
2014-08-13 11:30:00	ES	Futures	2026.27	2027.84	2024.97	2024.97	67274.0
2014-08-13 12:00:00	ES	Futures	2024.97	2025.75	2022.89	2024.97	61959.0
2014-08-13 12:30:00	ES	Futures	2025.23	2026.27	2023.67	2025.23	31503.0
2014-08-13 13:00:00	ES	Futures	2025.49	2026.01	2024.19	2025.23	21086.0
2014-08-13 13:30:00	ES	Futures	2025.23	2026.79	2024.97	2026.01	25627.0
2014-08-13 14:00:00	ES	Futures	2026.01	2026.01	2022.89	2023.67	35168.0
2014-08-13 14:30:00	ES	Futures	2023.67	2024.97	2023.41	2023.93	21798.0
2014-08-13 15:00:00	ES	Futures	2024.19	2025.49	2022.89	2024.45	32459.0
2014-08-13 15:30:00	ES	Futures	2024.71	2026.27	2023.93	2026.01	88814.0
2014-08-13 16:00:00	ES	Futures	2026.01	2027.84	2024.97	2027.06	79401.0
2014-08-13 16:30:00	ES	Futures	2027.32	2029.14	2027.06	2028.62	16355.0
2014-08-13 17:00:00	ES	Futures	2028.88	2029.14	2028.36	2028.62	2918.0
2014-08-13 18:00:00	ES	Futures	2028.62	2028.62	2027.06	2027.58	3065.0
2014-08-13 18:30:00	ES	Futures	2027.32	2027.58	2026.79	2027.32	553.0
2014-08-13 19:00:00	ES	Futures	2027.32	2027.84	2027.06	2027.58	421.0
2014-08-13 19:30:00	ES	Futures	2027.58	2027.84	2026.53	2026.79	1269.0
2014-08-13 20:00:00	ES	Futures	2027.06	2027.58	2026.01	2026.27	2133.0
2014-08-13 20:30:00	ES	Futures	2026.27	2026.53	2025.49	2026.27	1704.0
2014-08-13 21:00:00	ES	Futures	2026.53	2026.79	2026.01	2026.53	1005.0
2014-08-13 21:30:00	ES	Futures	2026.53	2027.32	2026.01	2027.32	1501.0
2014-08-13 22:00:00	ES	Futures	2027.32	2027.84	2027.06	2027.58	1350.0
2014-08-13 22:30:00	ES	Futures	2027.58	2028.1	2027.32	2027.58	980.0
2014-08-13 23:00:00	ES	Futures	2027.58	2027.84	2027.32	2027.84	687.0
2014-08-13 23:30:00	ES	Futures	2027.58	2028.36	2027.32	2028.1	1719.0
2014-08-13 00:00:00	NQ	Futures	4562.15	4562.44	4560.98	4562.44	161.0
2014-08-13 00:30:00	NQ	Futures	4562.44	4562.44	4561.27	4561.85	137.0
2014-08-13 01:00:00	NQ	Futures	4561.56	4562.73	4560.98	4562.73	135.0

> showing 50 of 2,867 rows — these rows as CSV

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