PREVIEW / futures_30min / 2014-03-27

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-27.parquet
  size:    75 KB
  rows:    2,884

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
2014-03-27 00:00:00	ES	Futures	1917.15	1917.93	1916.37	1916.89	2490.0
2014-03-27 00:30:00	ES	Futures	1916.89	1917.93	1916.11	1917.15	1851.0
2014-03-27 01:00:00	ES	Futures	1916.89	1917.93	1915.85	1916.11	2009.0
2014-03-27 01:30:00	ES	Futures	1916.11	1917.93	1915.85	1917.67	2318.0
2014-03-27 02:00:00	ES	Futures	1917.67	1917.93	1916.37	1916.89	2392.0
2014-03-27 02:30:00	ES	Futures	1916.63	1917.67	1916.11	1917.41	2781.0
2014-03-27 03:00:00	ES	Futures	1917.41	1918.97	1917.15	1917.93	8237.0
2014-03-27 03:30:00	ES	Futures	1917.93	1918.71	1917.41	1917.41	6369.0
2014-03-27 04:00:00	ES	Futures	1917.67	1918.45	1915.59	1915.85	17332.0
2014-03-27 04:30:00	ES	Futures	1915.59	1917.15	1915.33	1916.63	10399.0
2014-03-27 05:00:00	ES	Futures	1916.37	1918.97	1916.37	1918.71	12541.0
2014-03-27 05:30:00	ES	Futures	1918.71	1920.01	1917.93	1919.23	9063.0
2014-03-27 06:00:00	ES	Futures	1919.49	1919.75	1916.89	1917.41	9204.0
2014-03-27 06:30:00	ES	Futures	1917.41	1918.97	1916.89	1918.71	12853.0
2014-03-27 07:00:00	ES	Futures	1918.71	1919.49	1916.11	1917.15	13824.0
2014-03-27 07:30:00	ES	Futures	1917.41	1918.45	1915.85	1916.37	8368.0
2014-03-27 08:00:00	ES	Futures	1916.37	1917.15	1915.33	1915.85	10525.0
2014-03-27 08:30:00	ES	Futures	1915.59	1916.89	1910.4	1912.74	50641.0
2014-03-27 09:00:00	ES	Futures	1913.0	1914.82	1912.22	1913.78	28591.0
2014-03-27 09:30:00	ES	Futures	1914.04	1915.59	1904.95	1910.92	326380.0
2014-03-27 10:00:00	ES	Futures	1910.66	1919.75	1909.1	1918.19	248572.0
2014-03-27 10:30:00	ES	Futures	1918.19	1919.49	1914.56	1917.15	140917.0
2014-03-27 11:00:00	ES	Futures	1916.89	1917.93	1912.48	1913.26	118214.0
2014-03-27 11:30:00	ES	Futures	1913.52	1913.52	1906.25	1909.88	169530.0
2014-03-27 12:00:00	ES	Futures	1909.88	1912.74	1906.25	1912.74	119769.0
2014-03-27 12:30:00	ES	Futures	1912.74	1913.78	1910.4	1911.96	72863.0
2014-03-27 13:00:00	ES	Futures	1911.96	1915.59	1911.7	1914.3	76682.0
2014-03-27 13:30:00	ES	Futures	1914.56	1914.82	1909.62	1911.18	65679.0
2014-03-27 14:00:00	ES	Futures	1911.44	1913.52	1908.32	1912.74	74864.0
2014-03-27 14:30:00	ES	Futures	1912.74	1913.26	1909.1	1910.66	63702.0
2014-03-27 15:00:00	ES	Futures	1910.66	1913.26	1908.58	1912.48	82244.0
2014-03-27 15:30:00	ES	Futures	1912.48	1915.07	1911.7	1912.22	149978.0
2014-03-27 16:00:00	ES	Futures	1912.48	1914.04	1910.4	1912.22	67559.0
2014-03-27 16:30:00	ES	Futures	1912.48	1913.78	1912.48	1913.52	7567.0
2014-03-27 17:00:00	ES	Futures	1913.78	1914.56	1913.52	1914.3	2449.0
2014-03-27 18:00:00	ES	Futures	1914.82	1915.07	1914.04	1914.82	2211.0
2014-03-27 18:30:00	ES	Futures	1914.82	1915.59	1914.3	1915.07	1698.0
2014-03-27 19:00:00	ES	Futures	1915.07	1915.07	1914.56	1915.07	523.0
2014-03-27 19:30:00	ES	Futures	1915.07	1915.07	1913.52	1914.3	1330.0
2014-03-27 20:00:00	ES	Futures	1914.3	1914.82	1913.52	1914.04	1949.0
2014-03-27 20:30:00	ES	Futures	1913.78	1914.04	1913.26	1913.52	960.0
2014-03-27 21:00:00	ES	Futures	1913.26	1914.56	1912.74	1914.3	2298.0
2014-03-27 21:30:00	ES	Futures	1914.04	1915.33	1914.04	1914.56	2163.0
2014-03-27 22:00:00	ES	Futures	1914.56	1914.82	1914.04	1914.3	1108.0
2014-03-27 22:30:00	ES	Futures	1914.04	1914.82	1913.78	1913.78	550.0
2014-03-27 23:00:00	ES	Futures	1913.78	1916.11	1913.78	1915.59	2183.0
2014-03-27 23:30:00	ES	Futures	1915.59	1916.89	1914.82	1915.33	2838.0
2014-03-27 00:00:00	NQ	Futures	4167.68	4169.14	4165.64	4166.52	394.0
2014-03-27 00:30:00	NQ	Futures	4166.81	4168.56	4165.64	4167.1	213.0
2014-03-27 01:00:00	NQ	Futures	4167.39	4169.14	4165.64	4166.23	384.0

> showing 50 of 2,884 rows — these rows as CSV

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