PREVIEW / futures_30min / 2014-03-16

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-16.parquet
  size:    19 KB
  rows:    494

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
2014-03-16 18:00:00	ES	Futures	1903.13	1905.21	1901.05	1901.05	9478.0
2014-03-16 18:30:00	ES	Futures	1901.31	1901.31	1894.04	1898.2	13001.0
2014-03-16 19:00:00	ES	Futures	1898.46	1899.75	1897.68	1899.24	3308.0
2014-03-16 19:30:00	ES	Futures	1899.49	1901.57	1899.24	1901.05	2911.0
2014-03-16 20:00:00	ES	Futures	1901.31	1902.35	1900.27	1900.53	5194.0
2014-03-16 20:30:00	ES	Futures	1900.53	1903.65	1900.27	1903.39	3769.0
2014-03-16 21:00:00	ES	Futures	1903.65	1904.95	1901.83	1904.17	5686.0
2014-03-16 21:30:00	ES	Futures	1903.91	1904.17	1901.05	1902.35	5350.0
2014-03-16 22:00:00	ES	Futures	1902.35	1904.43	1901.83	1903.65	3397.0
2014-03-16 22:30:00	ES	Futures	1903.65	1904.69	1903.39	1903.65	1504.0
2014-03-16 23:00:00	ES	Futures	1903.91	1904.43	1901.83	1904.43	2242.0
2014-03-16 23:30:00	ES	Futures	1904.17	1904.95	1903.65	1904.69	2166.0
2014-03-16 18:00:00	NQ	Futures	4218.65	4221.27	4210.78	4210.78	1345.0
2014-03-16 18:30:00	NQ	Futures	4210.78	4210.78	4195.93	4203.79	1993.0
2014-03-16 19:00:00	NQ	Futures	4203.79	4208.16	4202.34	4206.71	463.0
2014-03-16 19:30:00	NQ	Futures	4206.71	4211.37	4205.54	4210.78	553.0
2014-03-16 20:00:00	NQ	Futures	4210.78	4213.7	4209.62	4210.2	969.0
2014-03-16 20:30:00	NQ	Futures	4209.91	4217.48	4209.91	4217.19	765.0
2014-03-16 21:00:00	NQ	Futures	4216.9	4220.39	4213.11	4219.23	865.0
2014-03-16 21:30:00	NQ	Futures	4218.65	4218.65	4209.91	4211.95	1178.0
2014-03-16 22:00:00	NQ	Futures	4211.95	4218.35	4211.07	4216.02	488.0
2014-03-16 22:30:00	NQ	Futures	4216.02	4218.65	4215.44	4216.9	323.0
2014-03-16 23:00:00	NQ	Futures	4217.19	4218.06	4212.82	4216.9	576.0
2014-03-16 23:30:00	NQ	Futures	4217.48	4218.65	4215.15	4217.48	300.0
2014-03-16 18:00:00	YM	Futures	16468.5	16476.7	16445.8	16445.8	548.0
2014-03-16 18:30:00	YM	Futures	16446.9	16446.9	16386.1	16416.0	1981.0
2014-03-16 19:00:00	YM	Futures	16414.9	16427.3	16408.8	16423.2	554.0
2014-03-16 19:30:00	YM	Futures	16425.2	16441.7	16422.1	16440.7	350.0
2014-03-16 20:00:00	YM	Futures	16441.7	16451.0	16436.6	16436.6	850.0
2014-03-16 20:30:00	YM	Futures	16436.6	16461.3	16435.5	16460.2	706.0
2014-03-16 21:00:00	YM	Futures	16458.2	16473.6	16446.9	16468.5	788.0
2014-03-16 21:30:00	YM	Futures	16468.5	16468.5	16443.8	16453.0	800.0
2014-03-16 22:00:00	YM	Futures	16451.0	16471.6	16448.9	16466.4	494.0
2014-03-16 22:30:00	YM	Futures	16467.5	16473.6	16465.4	16466.4	154.0
2014-03-16 23:00:00	YM	Futures	16467.5	16471.6	16452.0	16470.5	302.0
2014-03-16 23:30:00	YM	Futures	16470.5	16474.7	16464.4	16471.6	196.0
2014-03-16 18:00:00	CL	Futures	156.77	157.09	156.5	156.55	447.0
2014-03-16 18:30:00	CL	Futures	156.55	156.64	156.55	156.59	73.0
2014-03-16 19:00:00	CL	Futures	156.59	156.59	156.51	156.55	34.0
2014-03-16 19:30:00	CL	Futures	156.56	156.58	156.53	156.56	46.0
2014-03-16 20:00:00	CL	Futures	156.55	156.59	156.5	156.53	100.0
2014-03-16 20:30:00	CL	Futures	156.53	156.55	156.51	156.55	78.0
2014-03-16 21:00:00	CL	Futures	156.55	156.59	156.53	156.55	79.0
2014-03-16 21:30:00	CL	Futures	156.53	156.56	156.47	156.48	53.0
2014-03-16 22:00:00	CL	Futures	156.51	156.55	156.5	156.53	38.0
2014-03-16 22:30:00	CL	Futures	156.51	156.58	156.4	156.55	222.0
2014-03-16 23:00:00	CL	Futures	156.53	156.58	156.53	156.55	26.0
2014-03-16 23:30:00	CL	Futures	156.58	156.58	156.55	156.58	11.0
2014-03-16 18:00:00	GC	Futures	1894.3	1900.3	1893.9	1900.2	2170.0
2014-03-16 18:30:00	GC	Futures	1900.3	1907.3	1899.5	1904.0	2475.0

> showing 50 of 494 rows — these rows as CSV

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