PREVIEW / futures_30min / 2014-10-22

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-22.parquet
  size:    83 KB
  rows:    2,998

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
2014-10-22 00:00:00	ES	Futures	2029.72	2029.72	2029.46	2029.46	1436.0
2014-10-22 00:30:00	ES	Futures	2029.46	2029.72	2028.94	2029.46	571.0
2014-10-22 01:00:00	ES	Futures	2029.2	2036.01	2029.2	2034.44	10294.0
2014-10-22 01:30:00	ES	Futures	2034.44	2036.8	2031.3	2031.82	5851.0
2014-10-22 02:00:00	ES	Futures	2031.82	2032.34	2028.15	2029.99	10411.0
2014-10-22 02:30:00	ES	Futures	2030.25	2030.51	2027.37	2027.37	7381.0
2014-10-22 03:00:00	ES	Futures	2027.37	2029.2	2025.79	2026.58	21925.0
2014-10-22 03:30:00	ES	Futures	2026.58	2029.2	2025.27	2028.94	16046.0
2014-10-22 04:00:00	ES	Futures	2028.94	2028.94	2023.96	2024.22	19331.0
2014-10-22 04:30:00	ES	Futures	2023.96	2025.79	2023.17	2025.01	17550.0
2014-10-22 05:00:00	ES	Futures	2025.01	2027.1	2024.48	2025.27	11691.0
2014-10-22 05:30:00	ES	Futures	2025.27	2027.37	2024.75	2025.01	9538.0
2014-10-22 06:00:00	ES	Futures	2025.01	2026.84	2024.22	2026.58	8751.0
2014-10-22 06:30:00	ES	Futures	2026.58	2028.41	2025.53	2027.37	10737.0
2014-10-22 07:00:00	ES	Futures	2027.37	2029.72	2025.79	2027.37	13274.0
2014-10-22 07:30:00	ES	Futures	2027.1	2029.72	2026.06	2029.2	18566.0
2014-10-22 08:00:00	ES	Futures	2029.2	2029.46	2025.79	2028.41	25392.0
2014-10-22 08:30:00	ES	Futures	2028.68	2033.39	2027.1	2032.6	41610.0
2014-10-22 09:00:00	ES	Futures	2032.6	2032.6	2029.99	2031.03	31153.0
2014-10-22 09:30:00	ES	Futures	2031.03	2034.18	2025.79	2033.39	203460.0
2014-10-22 10:00:00	ES	Futures	2033.65	2033.91	2027.1	2031.82	129673.0
2014-10-22 10:30:00	ES	Futures	2031.82	2033.65	2028.94	2031.03	107303.0
2014-10-22 11:00:00	ES	Futures	2031.3	2036.01	2030.51	2033.91	107142.0
2014-10-22 11:30:00	ES	Futures	2033.91	2036.27	2032.6	2033.13	69288.0
2014-10-22 12:00:00	ES	Futures	2033.39	2034.44	2026.84	2029.2	98033.0
2014-10-22 12:30:00	ES	Futures	2029.46	2029.46	2020.82	2025.79	143079.0
2014-10-22 13:00:00	ES	Futures	2025.79	2027.89	2019.51	2020.82	115754.0
2014-10-22 13:30:00	ES	Futures	2020.82	2022.91	2017.93	2018.46	114372.0
2014-10-22 14:00:00	ES	Futures	2018.72	2021.86	2016.62	2018.46	117346.0
2014-10-22 14:30:00	ES	Futures	2018.2	2023.7	2015.58	2023.7	127991.0
2014-10-22 15:00:00	ES	Futures	2023.7	2023.96	2018.98	2020.29	91987.0
2014-10-22 15:30:00	ES	Futures	2020.55	2020.55	2012.17	2012.96	176001.0
2014-10-22 16:00:00	ES	Futures	2012.96	2019.51	2012.96	2017.93	85957.0
2014-10-22 16:30:00	ES	Futures	2017.67	2018.98	2016.1	2016.89	8806.0
2014-10-22 17:00:00	ES	Futures	2016.89	2017.41	2016.36	2016.62	1997.0
2014-10-22 18:00:00	ES	Futures	2016.62	2019.77	2015.32	2019.24	5366.0
2014-10-22 18:30:00	ES	Futures	2019.24	2019.77	2018.72	2019.77	1075.0
2014-10-22 19:00:00	ES	Futures	2019.77	2021.08	2018.72	2018.72	1830.0
2014-10-22 19:30:00	ES	Futures	2018.72	2019.51	2017.41	2018.2	1216.0
2014-10-22 20:00:00	ES	Futures	2018.2	2018.98	2016.89	2017.41	2599.0
2014-10-22 20:30:00	ES	Futures	2017.67	2018.2	2014.53	2015.32	4260.0
2014-10-22 21:00:00	ES	Futures	2015.32	2016.62	2015.05	2016.1	1791.0
2014-10-22 21:30:00	ES	Futures	2015.84	2018.2	2014.27	2015.58	4290.0
2014-10-22 22:00:00	ES	Futures	2015.58	2016.36	2014.53	2016.36	2809.0
2014-10-22 22:30:00	ES	Futures	2016.1	2016.62	2015.58	2016.1	600.0
2014-10-22 23:00:00	ES	Futures	2015.84	2017.67	2015.84	2017.67	1290.0
2014-10-22 23:30:00	ES	Futures	2017.41	2018.98	2016.36	2018.98	2663.0
2014-10-22 00:00:00	NQ	Futures	4653.22	4654.98	4653.22	4654.1	230.0
2014-10-22 00:30:00	NQ	Futures	4654.4	4654.4	4652.64	4653.52	60.0
2014-10-22 01:00:00	NQ	Futures	4653.52	4668.17	4653.52	4663.48	1328.0

> showing 50 of 2,998 rows — these rows as CSV

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