PREVIEW / futures_30min / 2014-04-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-02.parquet
  size:    73 KB
  rows:    2,904

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
2014-04-02 00:00:00	ES	Futures	1953.51	1953.77	1953.25	1953.51	857.0
2014-04-02 00:30:00	ES	Futures	1953.51	1954.03	1952.99	1953.51	1054.0
2014-04-02 01:00:00	ES	Futures	1953.51	1953.77	1952.21	1952.47	1699.0
2014-04-02 01:30:00	ES	Futures	1952.47	1953.51	1951.95	1952.73	1573.0
2014-04-02 02:00:00	ES	Futures	1952.73	1952.99	1951.95	1952.73	2457.0
2014-04-02 02:30:00	ES	Futures	1952.73	1953.51	1951.95	1952.21	3253.0
2014-04-02 03:00:00	ES	Futures	1952.21	1953.51	1951.17	1951.69	10653.0
2014-04-02 03:30:00	ES	Futures	1951.69	1953.51	1951.69	1952.47	8475.0
2014-04-02 04:00:00	ES	Futures	1952.73	1954.03	1952.21	1953.51	8297.0
2014-04-02 04:30:00	ES	Futures	1953.51	1953.51	1951.95	1952.99	8554.0
2014-04-02 05:00:00	ES	Futures	1952.99	1954.03	1952.47	1953.51	4595.0
2014-04-02 05:30:00	ES	Futures	1953.77	1954.03	1952.99	1953.25	4071.0
2014-04-02 06:00:00	ES	Futures	1953.25	1954.03	1951.95	1952.47	9071.0
2014-04-02 06:30:00	ES	Futures	1952.47	1952.73	1951.43	1951.95	8744.0
2014-04-02 07:00:00	ES	Futures	1951.95	1952.99	1951.69	1952.47	4547.0
2014-04-02 07:30:00	ES	Futures	1952.21	1952.73	1949.61	1950.65	16727.0
2014-04-02 08:00:00	ES	Futures	1950.39	1952.73	1950.39	1951.17	11054.0
2014-04-02 08:30:00	ES	Futures	1951.17	1951.43	1949.87	1951.17	13917.0
2014-04-02 09:00:00	ES	Futures	1951.17	1952.73	1950.39	1952.47	14947.0
2014-04-02 09:30:00	ES	Futures	1952.73	1953.51	1948.83	1950.13	160878.0
2014-04-02 10:00:00	ES	Futures	1950.13	1954.54	1950.13	1954.54	99460.0
2014-04-02 10:30:00	ES	Futures	1954.54	1956.1	1953.77	1955.58	93677.0
2014-04-02 11:00:00	ES	Futures	1955.32	1956.36	1953.25	1954.8	82281.0
2014-04-02 11:30:00	ES	Futures	1954.8	1955.84	1953.25	1955.58	44719.0
2014-04-02 12:00:00	ES	Futures	1955.58	1956.88	1953.77	1955.84	55172.0
2014-04-02 12:30:00	ES	Futures	1956.1	1956.36	1954.8	1955.32	28008.0
2014-04-02 13:00:00	ES	Futures	1955.32	1955.58	1952.47	1952.99	46072.0
2014-04-02 13:30:00	ES	Futures	1952.99	1953.51	1950.91	1952.47	59876.0
2014-04-02 14:00:00	ES	Futures	1952.47	1954.29	1951.95	1952.21	46436.0
2014-04-02 14:30:00	ES	Futures	1952.21	1954.54	1951.43	1954.54	38285.0
2014-04-02 15:00:00	ES	Futures	1954.54	1958.44	1954.03	1958.18	60697.0
2014-04-02 15:30:00	ES	Futures	1958.18	1959.22	1956.1	1956.62	131761.0
2014-04-02 16:00:00	ES	Futures	1956.36	1957.14	1955.32	1955.32	55020.0
2014-04-02 16:30:00	ES	Futures	1955.58	1956.36	1955.58	1956.1	5293.0
2014-04-02 17:00:00	ES	Futures	1956.36	1956.36	1955.58	1955.84	1864.0
2014-04-02 18:00:00	ES	Futures	1955.58	1955.84	1954.8	1955.58	2215.0
2014-04-02 18:30:00	ES	Futures	1955.32	1955.32	1954.54	1955.06	1338.0
2014-04-02 19:00:00	ES	Futures	1955.06	1955.32	1954.29	1954.8	1437.0
2014-04-02 19:30:00	ES	Futures	1954.8	1954.8	1954.03	1954.29	986.0
2014-04-02 20:00:00	ES	Futures	1954.54	1955.32	1954.03	1954.8	3331.0
2014-04-02 20:30:00	ES	Futures	1954.54	1955.32	1954.54	1955.06	936.0
2014-04-02 21:00:00	ES	Futures	1954.8	1956.1	1954.8	1956.1	2019.0
2014-04-02 21:30:00	ES	Futures	1955.84	1956.1	1954.29	1954.29	2599.0
2014-04-02 22:00:00	ES	Futures	1954.29	1955.58	1954.29	1955.32	1123.0
2014-04-02 22:30:00	ES	Futures	1955.06	1955.84	1955.06	1955.58	1234.0
2014-04-02 23:00:00	ES	Futures	1955.32	1955.84	1955.06	1955.32	909.0
2014-04-02 23:30:00	ES	Futures	1955.58	1955.84	1954.54	1955.06	1307.0
2014-04-02 00:00:00	NQ	Futures	4260.58	4261.75	4260.29	4261.75	141.0
2014-04-02 00:30:00	NQ	Futures	4261.75	4262.04	4260.29	4260.87	151.0
2014-04-02 01:00:00	NQ	Futures	4260.87	4261.75	4259.13	4259.13	355.0

> showing 50 of 2,904 rows — these rows as CSV

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