PREVIEW / futures_30min / 2014-10-08

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-08.parquet
  size:    85 KB
  rows:    3,033

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
2014-10-08 00:00:00	ES	Futures	2023.44	2023.7	2022.65	2023.7	1557.0
2014-10-08 00:30:00	ES	Futures	2023.7	2023.96	2022.65	2023.96	1291.0
2014-10-08 01:00:00	ES	Futures	2023.96	2024.75	2023.17	2024.48	2438.0
2014-10-08 01:30:00	ES	Futures	2024.75	2025.01	2021.6	2021.6	3065.0
2014-10-08 02:00:00	ES	Futures	2021.86	2023.7	2021.34	2023.17	6067.0
2014-10-08 02:30:00	ES	Futures	2023.44	2023.96	2022.13	2023.7	4616.0
2014-10-08 03:00:00	ES	Futures	2023.96	2025.53	2021.86	2025.27	21730.0
2014-10-08 03:30:00	ES	Futures	2025.53	2025.53	2021.6	2022.39	15238.0
2014-10-08 04:00:00	ES	Futures	2022.39	2023.7	2021.86	2022.39	8541.0
2014-10-08 04:30:00	ES	Futures	2022.39	2022.91	2018.98	2020.29	15639.0
2014-10-08 05:00:00	ES	Futures	2020.29	2020.55	2018.2	2020.29	12689.0
2014-10-08 05:30:00	ES	Futures	2020.29	2020.55	2018.72	2019.51	10910.0
2014-10-08 06:00:00	ES	Futures	2019.51	2020.82	2019.51	2020.82	9047.0
2014-10-08 06:30:00	ES	Futures	2020.55	2024.22	2020.03	2024.22	12946.0
2014-10-08 07:00:00	ES	Futures	2024.22	2026.06	2023.17	2025.01	16860.0
2014-10-08 07:30:00	ES	Futures	2024.75	2026.58	2024.48	2024.75	17260.0
2014-10-08 08:00:00	ES	Futures	2024.75	2026.06	2022.91	2024.22	18273.0
2014-10-08 08:30:00	ES	Futures	2023.96	2024.48	2020.29	2021.34	26948.0
2014-10-08 09:00:00	ES	Futures	2021.34	2022.39	2019.51	2020.55	38854.0
2014-10-08 09:30:00	ES	Futures	2020.82	2026.32	2018.2	2019.24	211666.0
2014-10-08 10:00:00	ES	Futures	2019.24	2024.48	2016.36	2020.82	201000.0
2014-10-08 10:30:00	ES	Futures	2020.82	2022.65	2011.91	2012.43	193942.0
2014-10-08 11:00:00	ES	Futures	2012.43	2021.6	2009.81	2020.55	211717.0
2014-10-08 11:30:00	ES	Futures	2020.55	2022.65	2017.41	2021.86	132700.0
2014-10-08 12:00:00	ES	Futures	2022.13	2024.75	2020.82	2021.08	75926.0
2014-10-08 12:30:00	ES	Futures	2021.34	2022.91	2019.24	2021.34	58844.0
2014-10-08 13:00:00	ES	Futures	2021.34	2025.01	2020.82	2022.65	49934.0
2014-10-08 13:30:00	ES	Futures	2022.65	2030.25	2022.39	2029.2	85998.0
2014-10-08 14:00:00	ES	Futures	2029.2	2045.7	2028.94	2043.87	300716.0
2014-10-08 14:30:00	ES	Futures	2044.13	2049.11	2041.77	2044.39	184853.0
2014-10-08 15:00:00	ES	Futures	2044.39	2054.09	2044.13	2052.78	144235.0
2014-10-08 15:30:00	ES	Futures	2052.78	2058.02	2051.47	2054.87	238742.0
2014-10-08 16:00:00	ES	Futures	2055.13	2057.49	2053.82	2055.92	130275.0
2014-10-08 16:30:00	ES	Futures	2055.66	2057.23	2054.35	2056.97	9331.0
2014-10-08 17:00:00	ES	Futures	2056.71	2056.97	2055.66	2055.66	1458.0
2014-10-08 18:00:00	ES	Futures	2055.4	2055.4	2053.56	2054.35	5316.0
2014-10-08 18:30:00	ES	Futures	2054.35	2055.4	2054.09	2055.4	1564.0
2014-10-08 19:00:00	ES	Futures	2055.13	2055.66	2054.35	2055.13	1882.0
2014-10-08 19:30:00	ES	Futures	2055.13	2055.13	2053.3	2053.56	2947.0
2014-10-08 20:00:00	ES	Futures	2053.56	2055.66	2053.04	2055.66	4177.0
2014-10-08 20:30:00	ES	Futures	2055.4	2056.44	2054.61	2056.44	2854.0
2014-10-08 21:00:00	ES	Futures	2056.18	2056.71	2055.4	2055.92	2002.0
2014-10-08 21:30:00	ES	Futures	2055.92	2060.37	2055.92	2058.8	6789.0
2014-10-08 22:00:00	ES	Futures	2058.8	2058.8	2056.18	2057.49	3031.0
2014-10-08 22:30:00	ES	Futures	2057.75	2060.11	2057.49	2058.28	2937.0
2014-10-08 23:00:00	ES	Futures	2058.28	2059.33	2057.49	2058.28	1693.0
2014-10-08 23:30:00	ES	Futures	2058.28	2059.06	2058.02	2058.02	1545.0
2014-10-08 00:00:00	NQ	Futures	4642.97	4643.55	4640.92	4642.97	226.0
2014-10-08 00:30:00	NQ	Futures	4642.97	4645.31	4641.21	4645.31	285.0
2014-10-08 01:00:00	NQ	Futures	4645.31	4646.19	4643.55	4646.19	291.0

> showing 50 of 3,033 rows — these rows as CSV

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