PREVIEW / futures_30min / 2014-03-23

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-23.parquet
  size:    19 KB
  rows:    502

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
2014-03-23 18:00:00	ES	Futures	1927.28	1930.66	1926.76	1929.62	4962.0
2014-03-23 18:30:00	ES	Futures	1929.88	1930.14	1929.36	1929.88	1030.0
2014-03-23 19:00:00	ES	Futures	1929.88	1931.17	1929.62	1930.66	1612.0
2014-03-23 19:30:00	ES	Futures	1930.91	1931.17	1929.36	1929.62	1196.0
2014-03-23 20:00:00	ES	Futures	1929.62	1930.66	1929.36	1929.88	3813.0
2014-03-23 20:30:00	ES	Futures	1929.88	1929.88	1929.36	1929.88	934.0
2014-03-23 21:00:00	ES	Futures	1929.88	1930.66	1928.84	1928.84	3293.0
2014-03-23 21:30:00	ES	Futures	1928.84	1931.95	1927.02	1931.17	15888.0
2014-03-23 22:00:00	ES	Futures	1931.43	1933.51	1931.17	1931.69	5789.0
2014-03-23 22:30:00	ES	Futures	1931.69	1932.47	1931.17	1931.17	1523.0
2014-03-23 23:00:00	ES	Futures	1931.17	1931.69	1930.66	1930.91	789.0
2014-03-23 23:30:00	ES	Futures	1930.66	1931.17	1929.62	1930.4	1451.0
2014-03-23 18:00:00	NQ	Futures	4240.49	4242.82	4234.08	4240.49	1138.0
2014-03-23 18:30:00	NQ	Futures	4240.78	4241.65	4240.2	4241.07	117.0
2014-03-23 19:00:00	NQ	Futures	4241.07	4243.11	4240.49	4242.82	295.0
2014-03-23 19:30:00	NQ	Futures	4243.11	4243.11	4240.49	4241.07	232.0
2014-03-23 20:00:00	NQ	Futures	4241.07	4241.36	4239.32	4240.2	526.0
2014-03-23 20:30:00	NQ	Futures	4240.78	4241.36	4239.91	4241.07	256.0
2014-03-23 21:00:00	NQ	Futures	4241.07	4241.94	4237.87	4237.87	1289.0
2014-03-23 21:30:00	NQ	Futures	4238.16	4244.27	4234.08	4242.82	2957.0
2014-03-23 22:00:00	NQ	Futures	4242.82	4247.77	4242.53	4244.56	975.0
2014-03-23 22:30:00	NQ	Futures	4243.69	4246.31	4242.82	4243.11	318.0
2014-03-23 23:00:00	NQ	Futures	4243.4	4244.27	4243.11	4243.11	125.0
2014-03-23 23:30:00	NQ	Futures	4242.53	4243.11	4239.61	4241.36	347.0
2014-03-23 18:00:00	YM	Futures	16698.1	16716.7	16689.9	16710.5	1028.0
2014-03-23 18:30:00	YM	Futures	16710.5	16713.6	16706.4	16710.5	84.0
2014-03-23 19:00:00	YM	Futures	16710.5	16723.9	16710.5	16720.8	270.0
2014-03-23 19:30:00	YM	Futures	16719.8	16721.8	16706.4	16706.4	172.0
2014-03-23 20:00:00	YM	Futures	16708.4	16717.7	16707.4	16710.5	458.0
2014-03-23 20:30:00	YM	Futures	16712.6	16713.6	16708.4	16711.5	156.0
2014-03-23 21:00:00	YM	Futures	16713.6	16717.7	16703.3	16703.3	564.0
2014-03-23 21:30:00	YM	Futures	16703.3	16730.1	16689.9	16722.9	1517.0
2014-03-23 22:00:00	YM	Futures	16723.9	16740.4	16719.8	16723.9	518.0
2014-03-23 22:30:00	YM	Futures	16725.9	16731.1	16719.8	16720.8	210.0
2014-03-23 23:00:00	YM	Futures	16721.8	16724.9	16717.7	16717.7	134.0
2014-03-23 23:30:00	YM	Futures	16716.7	16719.8	16708.4	16714.6	186.0
2014-03-23 18:00:00	CL	Futures	157.85	158.02	157.31	157.59	1014.0
2014-03-23 18:30:00	CL	Futures	157.56	157.64	157.47	157.48	179.0
2014-03-23 19:00:00	CL	Futures	157.48	157.53	157.42	157.42	82.0
2014-03-23 19:30:00	CL	Futures	157.42	157.47	157.35	157.4	125.0
2014-03-23 20:00:00	CL	Futures	157.42	157.59	157.4	157.51	339.0
2014-03-23 20:30:00	CL	Futures	157.51	157.64	157.45	157.5	331.0
2014-03-23 21:00:00	CL	Futures	157.5	157.51	157.42	157.45	166.0
2014-03-23 21:30:00	CL	Futures	157.43	157.56	157.43	157.43	271.0
2014-03-23 22:00:00	CL	Futures	157.47	157.56	157.43	157.48	135.0
2014-03-23 22:30:00	CL	Futures	157.48	157.58	157.47	157.51	131.0
2014-03-23 23:00:00	CL	Futures	157.5	157.53	157.4	157.43	137.0
2014-03-23 23:30:00	CL	Futures	157.45	157.51	157.39	157.39	121.0
2014-03-23 18:00:00	GC	Futures	1828.4	1829.3	1822.2	1824.7	1181.0
2014-03-23 18:30:00	GC	Futures	1824.6	1825.5	1823.5	1823.7	324.0

> showing 50 of 502 rows — these rows as CSV

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