PREVIEW / futures_30min / 2014-01-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-19.parquet
  size:    18 KB
  rows:    440

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
2014-01-19 18:00:00	ES	Futures	1897.48	1898.26	1896.19	1896.7	3770.0
2014-01-19 18:30:00	ES	Futures	1896.45	1898.26	1895.67	1898.0	1955.0
2014-01-19 19:00:00	ES	Futures	1898.26	1898.26	1894.64	1894.89	2877.0
2014-01-19 19:30:00	ES	Futures	1894.89	1895.41	1894.64	1894.89	1819.0
2014-01-19 20:00:00	ES	Futures	1894.89	1895.15	1893.34	1894.89	2551.0
2014-01-19 20:30:00	ES	Futures	1894.89	1895.93	1894.64	1895.67	1167.0
2014-01-19 21:00:00	ES	Futures	1895.67	1896.96	1895.67	1896.96	1805.0
2014-01-19 21:30:00	ES	Futures	1896.7	1897.74	1896.45	1897.74	966.0
2014-01-19 22:00:00	ES	Futures	1897.48	1897.74	1896.45	1896.45	941.0
2014-01-19 22:30:00	ES	Futures	1896.45	1897.48	1896.19	1897.48	714.0
2014-01-19 23:00:00	ES	Futures	1897.48	1897.48	1896.96	1897.48	561.0
2014-01-19 23:30:00	ES	Futures	1897.48	1897.74	1897.22	1897.48	421.0
2014-01-19 18:00:00	NQ	Futures	4167.84	4168.71	4165.51	4166.38	605.0
2014-01-19 18:30:00	NQ	Futures	4166.38	4170.74	4164.93	4169.87	221.0
2014-01-19 19:00:00	NQ	Futures	4169.87	4169.87	4162.9	4163.19	297.0
2014-01-19 19:30:00	NQ	Futures	4163.19	4164.35	4162.02	4162.9	263.0
2014-01-19 20:00:00	NQ	Futures	4162.9	4163.19	4159.7	4162.9	284.0
2014-01-19 20:30:00	NQ	Futures	4162.02	4165.22	4161.44	4164.35	257.0
2014-01-19 21:00:00	NQ	Futures	4164.64	4167.84	4164.64	4166.97	207.0
2014-01-19 21:30:00	NQ	Futures	4166.97	4169.29	4166.97	4169.29	54.0
2014-01-19 22:00:00	NQ	Futures	4169.29	4169.29	4166.38	4166.38	94.0
2014-01-19 22:30:00	NQ	Futures	4166.09	4167.84	4165.22	4166.97	171.0
2014-01-19 23:00:00	NQ	Futures	4167.55	4167.55	4166.38	4167.26	96.0
2014-01-19 23:30:00	NQ	Futures	4166.97	4168.42	4166.38	4167.26	69.0
2014-01-19 18:00:00	YM	Futures	16811.5	16816.6	16802.3	16806.4	281.0
2014-01-19 18:30:00	YM	Futures	16806.4	16822.8	16800.2	16820.7	166.0
2014-01-19 19:00:00	YM	Futures	16821.7	16821.7	16794.0	16796.1	392.0
2014-01-19 19:30:00	YM	Futures	16795.1	16799.2	16789.9	16792.0	247.0
2014-01-19 20:00:00	YM	Futures	16793.0	16796.1	16782.8	16796.1	262.0
2014-01-19 20:30:00	YM	Futures	16795.1	16802.3	16791.0	16799.2	192.0
2014-01-19 21:00:00	YM	Futures	16800.2	16812.5	16800.2	16809.4	189.0
2014-01-19 21:30:00	YM	Futures	16810.5	16818.7	16810.5	16818.7	111.0
2014-01-19 22:00:00	YM	Futures	16818.7	16818.7	16805.3	16806.4	119.0
2014-01-19 22:30:00	YM	Futures	16806.4	16813.5	16804.3	16812.5	125.0
2014-01-19 23:00:00	YM	Futures	16814.6	16815.6	16809.4	16812.5	76.0
2014-01-19 23:30:00	YM	Futures	16812.5	16815.6	16810.5	16811.5	57.0
2014-01-19 18:00:00	CL	Futures	148.06	148.17	147.98	148.11	308.0
2014-01-19 18:30:00	CL	Futures	148.11	148.27	148.09	148.2	137.0
2014-01-19 19:00:00	CL	Futures	148.2	148.2	148.03	148.08	197.0
2014-01-19 19:30:00	CL	Futures	148.06	148.06	147.83	148.05	346.0
2014-01-19 20:00:00	CL	Futures	148.03	148.05	147.46	147.5	750.0
2014-01-19 20:30:00	CL	Futures	147.51	147.64	147.51	147.57	304.0
2014-01-19 21:00:00	CL	Futures	147.57	147.73	147.43	147.68	725.0
2014-01-19 21:30:00	CL	Futures	147.64	147.7	147.48	147.57	167.0
2014-01-19 22:00:00	CL	Futures	147.56	147.57	147.39	147.54	349.0
2014-01-19 22:30:00	CL	Futures	147.53	147.61	147.45	147.59	316.0
2014-01-19 23:00:00	CL	Futures	147.57	147.59	147.46	147.46	257.0
2014-01-19 23:30:00	CL	Futures	147.46	147.59	147.43	147.46	200.0
2014-01-19 18:00:00	GC	Futures	1716.9	1729.9	1716.5	1724.7	4042.0
2014-01-19 18:30:00	GC	Futures	1724.7	1726.5	1721.4	1721.4	906.0

> showing 50 of 440 rows — these rows as CSV

> unlock the full archive -- $79 one-time