PREVIEW / futures_30min / 2014-10-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-23.parquet
  size:    85 KB
  rows:    3,022

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
2014-10-23 00:00:00	ES	Futures	2018.72	2019.24	2017.15	2017.93	887.0
2014-10-23 00:30:00	ES	Futures	2017.93	2017.93	2015.84	2017.15	1031.0
2014-10-23 01:00:00	ES	Futures	2017.15	2018.98	2016.1	2018.2	1360.0
2014-10-23 01:30:00	ES	Futures	2018.2	2018.98	2017.67	2018.98	1457.0
2014-10-23 02:00:00	ES	Futures	2018.98	2019.24	2017.67	2018.46	4563.0
2014-10-23 02:30:00	ES	Futures	2018.2	2020.82	2017.67	2020.55	4420.0
2014-10-23 03:00:00	ES	Futures	2020.55	2020.55	2014.53	2015.05	19223.0
2014-10-23 03:30:00	ES	Futures	2015.32	2024.22	2015.05	2022.91	34207.0
2014-10-23 04:00:00	ES	Futures	2022.91	2031.82	2022.91	2029.46	41410.0
2014-10-23 04:30:00	ES	Futures	2029.46	2029.99	2026.84	2027.63	8782.0
2014-10-23 05:00:00	ES	Futures	2027.89	2028.94	2026.58	2027.1	7735.0
2014-10-23 05:30:00	ES	Futures	2027.1	2029.2	2026.84	2027.63	7385.0
2014-10-23 06:00:00	ES	Futures	2027.37	2028.15	2024.48	2024.75	8397.0
2014-10-23 06:30:00	ES	Futures	2024.75	2024.75	2020.82	2021.86	20863.0
2014-10-23 07:00:00	ES	Futures	2021.86	2027.1	2021.34	2026.06	17468.0
2014-10-23 07:30:00	ES	Futures	2025.79	2031.56	2025.79	2031.03	23157.0
2014-10-23 08:00:00	ES	Futures	2031.3	2034.44	2029.46	2031.3	39091.0
2014-10-23 08:30:00	ES	Futures	2031.03	2034.18	2029.99	2033.39	32347.0
2014-10-23 09:00:00	ES	Futures	2033.39	2034.18	2031.3	2033.39	27861.0
2014-10-23 09:30:00	ES	Futures	2033.39	2036.01	2029.72	2031.56	190517.0
2014-10-23 10:00:00	ES	Futures	2031.82	2040.46	2031.3	2037.32	182906.0
2014-10-23 10:30:00	ES	Futures	2037.32	2042.56	2036.53	2042.3	130384.0
2014-10-23 11:00:00	ES	Futures	2042.56	2045.44	2040.73	2040.73	137116.0
2014-10-23 11:30:00	ES	Futures	2040.73	2042.82	2039.15	2040.73	80507.0
2014-10-23 12:00:00	ES	Futures	2040.46	2043.61	2039.94	2043.35	58880.0
2014-10-23 12:30:00	ES	Futures	2043.35	2043.35	2038.63	2039.68	54667.0
2014-10-23 13:00:00	ES	Futures	2039.42	2042.82	2039.15	2042.82	42381.0
2014-10-23 13:30:00	ES	Futures	2042.56	2044.92	2041.77	2043.35	51527.0
2014-10-23 14:00:00	ES	Futures	2043.61	2049.89	2043.35	2049.11	102303.0
2014-10-23 14:30:00	ES	Futures	2049.11	2049.37	2037.06	2042.04	152312.0
2014-10-23 15:00:00	ES	Futures	2042.04	2042.3	2035.49	2036.8	208352.0
2014-10-23 15:30:00	ES	Futures	2036.53	2042.82	2034.44	2036.8	208893.0
2014-10-23 16:00:00	ES	Futures	2037.06	2039.68	2036.27	2039.15	73725.0
2014-10-23 16:30:00	ES	Futures	2039.15	2039.68	2038.37	2039.42	5303.0
2014-10-23 17:00:00	ES	Futures	2039.42	2039.94	2039.42	2039.42	2282.0
2014-10-23 18:00:00	ES	Futures	2039.15	2040.46	2038.11	2038.63	4832.0
2014-10-23 18:30:00	ES	Futures	2038.89	2038.89	2038.11	2038.63	1019.0
2014-10-23 19:00:00	ES	Futures	2038.63	2038.89	2038.11	2038.63	799.0
2014-10-23 19:30:00	ES	Futures	2038.63	2039.94	2038.63	2039.94	1492.0
2014-10-23 20:00:00	ES	Futures	2039.94	2039.94	2037.32	2037.84	3101.0
2014-10-23 20:30:00	ES	Futures	2037.84	2037.84	2024.22	2026.06	36679.0
2014-10-23 21:00:00	ES	Futures	2026.06	2028.94	2024.22	2027.1	12882.0
2014-10-23 21:30:00	ES	Futures	2026.84	2032.87	2025.79	2032.87	12266.0
2014-10-23 22:00:00	ES	Futures	2032.87	2033.13	2026.84	2027.37	7235.0
2014-10-23 22:30:00	ES	Futures	2027.37	2031.56	2027.1	2029.99	4866.0
2014-10-23 23:00:00	ES	Futures	2030.25	2032.08	2029.2	2030.25	2196.0
2014-10-23 23:30:00	ES	Futures	2030.25	2031.03	2029.46	2029.99	1538.0
2014-10-23 00:00:00	NQ	Futures	4628.61	4628.9	4625.1	4626.56	170.0
2014-10-23 00:30:00	NQ	Futures	4626.56	4626.56	4621.87	4624.8	242.0
2014-10-23 01:00:00	NQ	Futures	4625.1	4629.2	4622.46	4627.73	297.0

> showing 50 of 3,022 rows — these rows as CSV

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