PREVIEW / futures_30min / 2014-03-25

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-25.parquet
  size:    73 KB
  rows:    2,820

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
2014-03-25 00:00:00	ES	Futures	1924.68	1925.46	1924.16	1925.46	1806.0
2014-03-25 00:30:00	ES	Futures	1925.2	1925.46	1923.64	1924.16	1034.0
2014-03-25 01:00:00	ES	Futures	1924.16	1924.68	1923.64	1923.9	744.0
2014-03-25 01:30:00	ES	Futures	1923.9	1924.16	1922.35	1922.87	1257.0
2014-03-25 02:00:00	ES	Futures	1922.61	1922.87	1920.01	1921.31	4107.0
2014-03-25 02:30:00	ES	Futures	1921.31	1922.61	1920.27	1921.83	3057.0
2014-03-25 03:00:00	ES	Futures	1921.57	1922.87	1921.31	1921.31	2950.0
2014-03-25 03:30:00	ES	Futures	1921.57	1921.57	1919.49	1919.75	4913.0
2014-03-25 04:00:00	ES	Futures	1919.75	1924.68	1919.75	1923.38	20894.0
2014-03-25 04:30:00	ES	Futures	1923.64	1924.16	1920.79	1920.79	15687.0
2014-03-25 05:00:00	ES	Futures	1921.05	1924.16	1920.79	1923.64	17456.0
2014-03-25 05:30:00	ES	Futures	1923.64	1925.2	1923.38	1924.16	10270.0
2014-03-25 06:00:00	ES	Futures	1924.16	1924.42	1923.12	1923.9	5080.0
2014-03-25 06:30:00	ES	Futures	1923.64	1925.2	1923.12	1924.16	8396.0
2014-03-25 07:00:00	ES	Futures	1924.16	1926.24	1923.38	1925.72	13614.0
2014-03-25 07:30:00	ES	Futures	1925.98	1928.06	1925.72	1927.02	23704.0
2014-03-25 08:00:00	ES	Futures	1927.02	1928.58	1926.76	1928.58	15070.0
2014-03-25 08:30:00	ES	Futures	1928.58	1930.66	1928.32	1929.88	19098.0
2014-03-25 09:00:00	ES	Futures	1929.88	1930.91	1928.84	1930.91	18902.0
2014-03-25 09:30:00	ES	Futures	1930.91	1934.81	1930.66	1932.99	170349.0
2014-03-25 10:00:00	ES	Futures	1933.25	1936.63	1930.4	1931.69	187179.0
2014-03-25 10:30:00	ES	Futures	1931.95	1931.95	1923.38	1924.42	166626.0
2014-03-25 11:00:00	ES	Futures	1924.42	1928.58	1923.64	1926.24	112451.0
2014-03-25 11:30:00	ES	Futures	1926.24	1926.76	1920.01	1923.12	129685.0
2014-03-25 12:00:00	ES	Futures	1923.12	1924.68	1919.49	1921.31	94455.0
2014-03-25 12:30:00	ES	Futures	1921.31	1927.8	1920.53	1926.76	92517.0
2014-03-25 13:00:00	ES	Futures	1927.02	1931.95	1925.72	1931.17	83034.0
2014-03-25 13:30:00	ES	Futures	1931.17	1932.73	1929.88	1930.66	71719.0
2014-03-25 14:00:00	ES	Futures	1930.66	1932.99	1928.84	1929.1	78547.0
2014-03-25 14:30:00	ES	Futures	1929.1	1930.66	1928.06	1929.1	47456.0
2014-03-25 15:00:00	ES	Futures	1929.1	1932.73	1928.58	1930.91	58835.0
2014-03-25 15:30:00	ES	Futures	1930.91	1932.47	1929.36	1930.66	86143.0
2014-03-25 16:00:00	ES	Futures	1930.66	1931.43	1930.4	1931.17	53587.0
2014-03-25 16:30:00	ES	Futures	1931.17	1931.43	1930.14	1930.66	9928.0
2014-03-25 17:00:00	ES	Futures	1930.91	1931.17	1930.66	1930.66	1398.0
2014-03-25 18:00:00	ES	Futures	1930.91	1933.25	1930.4	1932.99	3402.0
2014-03-25 18:30:00	ES	Futures	1933.25	1933.25	1932.73	1932.99	864.0
2014-03-25 19:00:00	ES	Futures	1932.99	1934.29	1932.73	1933.51	2715.0
2014-03-25 19:30:00	ES	Futures	1933.25	1934.29	1932.99	1934.29	1976.0
2014-03-25 20:00:00	ES	Futures	1934.29	1935.07	1934.03	1934.55	2737.0
2014-03-25 20:30:00	ES	Futures	1934.55	1934.55	1932.73	1933.25	1588.0
2014-03-25 21:00:00	ES	Futures	1933.51	1933.77	1932.73	1933.51	1702.0
2014-03-25 21:30:00	ES	Futures	1933.51	1934.55	1932.99	1934.29	1550.0
2014-03-25 22:00:00	ES	Futures	1934.29	1934.55	1933.25	1934.03	1058.0
2014-03-25 22:30:00	ES	Futures	1934.03	1934.29	1932.73	1933.25	1939.0
2014-03-25 23:00:00	ES	Futures	1933.25	1933.77	1932.73	1933.77	852.0
2014-03-25 23:30:00	ES	Futures	1933.51	1933.77	1932.99	1933.25	1007.0
2014-03-25 00:00:00	NQ	Futures	4213.4	4214.28	4212.24	4213.99	213.0
2014-03-25 00:30:00	NQ	Futures	4213.99	4214.28	4211.07	4211.66	150.0
2014-03-25 01:00:00	NQ	Futures	4211.37	4212.53	4210.49	4211.66	206.0

> showing 50 of 2,820 rows — these rows as CSV

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