PREVIEW / futures_30min / 2014-01-31

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-01-31.parquet
  size:    70 KB
  rows:    2,416

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
2014-01-31 00:00:00	ES	Futures	1838.77	1840.58	1837.99	1840.58	3569.0
2014-01-31 00:30:00	ES	Futures	1840.58	1842.65	1840.32	1842.13	2941.0
2014-01-31 01:00:00	ES	Futures	1842.13	1842.65	1841.09	1842.13	2632.0
2014-01-31 01:30:00	ES	Futures	1841.87	1843.68	1841.61	1842.13	2093.0
2014-01-31 02:00:00	ES	Futures	1842.13	1843.42	1841.35	1842.13	5902.0
2014-01-31 02:30:00	ES	Futures	1842.13	1843.16	1841.61	1842.65	4186.0
2014-01-31 03:00:00	ES	Futures	1842.65	1842.65	1838.51	1839.54	25809.0
2014-01-31 03:30:00	ES	Futures	1839.54	1840.32	1837.73	1839.8	13309.0
2014-01-31 04:00:00	ES	Futures	1839.54	1840.58	1835.66	1837.73	18290.0
2014-01-31 04:30:00	ES	Futures	1837.73	1839.02	1833.85	1835.4	18818.0
2014-01-31 05:00:00	ES	Futures	1835.14	1835.4	1829.2	1832.56	34880.0
2014-01-31 05:30:00	ES	Futures	1832.56	1835.66	1831.78	1832.82	15648.0
2014-01-31 06:00:00	ES	Futures	1832.56	1834.89	1831.78	1832.3	14477.0
2014-01-31 06:30:00	ES	Futures	1832.04	1832.82	1825.06	1826.35	47060.0
2014-01-31 07:00:00	ES	Futures	1826.35	1833.59	1825.83	1830.75	36837.0
2014-01-31 07:30:00	ES	Futures	1830.75	1832.82	1827.9	1828.94	24310.0
2014-01-31 08:00:00	ES	Futures	1828.94	1830.23	1822.21	1824.8	60644.0
2014-01-31 08:30:00	ES	Futures	1824.8	1827.13	1822.47	1825.57	61394.0
2014-01-31 09:00:00	ES	Futures	1825.32	1828.68	1824.28	1826.61	58070.0
2014-01-31 09:30:00	ES	Futures	1826.87	1833.85	1825.83	1830.49	243034.0
2014-01-31 10:00:00	ES	Futures	1830.49	1835.14	1828.94	1829.45	177781.0
2014-01-31 10:30:00	ES	Futures	1829.45	1838.25	1829.2	1835.66	186589.0
2014-01-31 11:00:00	ES	Futures	1835.4	1843.16	1834.37	1842.9	174355.0
2014-01-31 11:30:00	ES	Futures	1842.9	1843.94	1840.06	1842.9	100820.0
2014-01-31 12:00:00	ES	Futures	1842.9	1845.75	1841.61	1842.9	96502.0
2014-01-31 12:30:00	ES	Futures	1843.16	1843.68	1839.02	1842.13	73378.0
2014-01-31 13:00:00	ES	Futures	1842.39	1843.16	1838.77	1840.32	65154.0
2014-01-31 13:30:00	ES	Futures	1840.58	1847.56	1840.32	1847.56	87656.0
2014-01-31 14:00:00	ES	Futures	1847.56	1849.11	1845.49	1847.3	72144.0
2014-01-31 14:30:00	ES	Futures	1847.56	1850.15	1845.75	1846.53	93469.0
2014-01-31 15:00:00	ES	Futures	1846.53	1846.53	1840.06	1841.87	141423.0
2014-01-31 15:30:00	ES	Futures	1841.61	1843.16	1835.92	1837.73	242302.0
2014-01-31 16:00:00	ES	Futures	1837.73	1841.87	1837.47	1839.28	125101.0
2014-01-31 16:30:00	ES	Futures	1839.02	1839.28	1837.73	1837.99	9677.0
2014-01-31 17:00:00	ES	Futures	1837.99	1838.77	1837.73	1838.51	3121.0
2014-01-31 00:00:00	NQ	Futures	4079.76	4082.96	4077.14	4082.67	522.0
2014-01-31 00:30:00	NQ	Futures	4083.25	4087.32	4083.25	4086.45	397.0
2014-01-31 01:00:00	NQ	Futures	4086.45	4087.32	4083.83	4085.86	298.0
2014-01-31 01:30:00	NQ	Futures	4085.86	4089.06	4084.7	4085.28	304.0
2014-01-31 02:00:00	NQ	Futures	4085.57	4088.19	4082.96	4085.28	580.0
2014-01-31 02:30:00	NQ	Futures	4085.57	4087.03	4083.54	4087.03	249.0
2014-01-31 03:00:00	NQ	Futures	4086.74	4087.03	4076.27	4079.18	3476.0
2014-01-31 03:30:00	NQ	Futures	4078.89	4081.5	4073.66	4080.05	1910.0
2014-01-31 04:00:00	NQ	Futures	4080.05	4082.09	4070.46	4075.4	2629.0
2014-01-31 04:30:00	NQ	Futures	4075.11	4077.73	4066.97	4069.59	2186.0
2014-01-31 05:00:00	NQ	Futures	4069.59	4069.59	4054.47	4062.32	5019.0
2014-01-31 05:30:00	NQ	Futures	4062.32	4068.42	4060.28	4062.03	1956.0
2014-01-31 06:00:00	NQ	Futures	4061.74	4069.3	4059.7	4062.61	1661.0
2014-01-31 06:30:00	NQ	Futures	4062.32	4064.64	4047.49	4049.53	6785.0
2014-01-31 07:00:00	NQ	Futures	4049.53	4064.94	4047.49	4058.54	4772.0

> showing 50 of 2,416 rows — these rows as CSV

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