PREVIEW / futures_30min / 2014-04-10

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-04-10.parquet
  size:    79 KB
  rows:    2,917

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
2014-04-10 00:00:00	ES	Futures	1935.33	1937.15	1935.07	1935.85	2102.0
2014-04-10 00:30:00	ES	Futures	1936.11	1936.63	1935.33	1936.37	1348.0
2014-04-10 01:00:00	ES	Futures	1936.37	1937.93	1936.37	1936.63	2139.0
2014-04-10 01:30:00	ES	Futures	1936.63	1937.93	1936.37	1937.41	2565.0
2014-04-10 02:00:00	ES	Futures	1937.15	1937.67	1936.37	1937.67	5793.0
2014-04-10 02:30:00	ES	Futures	1937.41	1938.19	1936.63	1938.19	5006.0
2014-04-10 03:00:00	ES	Futures	1937.93	1939.48	1936.63	1939.22	15557.0
2014-04-10 03:30:00	ES	Futures	1939.22	1939.74	1938.19	1938.71	7113.0
2014-04-10 04:00:00	ES	Futures	1938.71	1939.22	1937.93	1937.93	3676.0
2014-04-10 04:30:00	ES	Futures	1937.93	1938.19	1935.33	1935.85	15320.0
2014-04-10 05:00:00	ES	Futures	1935.59	1935.85	1930.91	1931.95	33932.0
2014-04-10 05:30:00	ES	Futures	1932.21	1932.73	1929.36	1931.43	25382.0
2014-04-10 06:00:00	ES	Futures	1931.43	1932.73	1930.14	1932.73	8808.0
2014-04-10 06:30:00	ES	Futures	1932.73	1934.81	1931.95	1934.29	12039.0
2014-04-10 07:00:00	ES	Futures	1934.55	1936.63	1933.77	1936.11	24009.0
2014-04-10 07:30:00	ES	Futures	1936.37	1937.93	1934.03	1934.55	14239.0
2014-04-10 08:00:00	ES	Futures	1934.55	1935.85	1932.73	1933.25	16950.0
2014-04-10 08:30:00	ES	Futures	1933.51	1936.37	1933.25	1935.85	26813.0
2014-04-10 09:00:00	ES	Futures	1935.85	1937.93	1935.07	1937.93	26084.0
2014-04-10 09:30:00	ES	Futures	1937.67	1938.71	1932.47	1934.55	182922.0
2014-04-10 10:00:00	ES	Futures	1934.55	1936.37	1931.43	1935.33	154431.0
2014-04-10 10:30:00	ES	Futures	1935.33	1935.59	1927.02	1927.02	140674.0
2014-04-10 11:00:00	ES	Futures	1927.02	1927.28	1920.01	1920.79	187372.0
2014-04-10 11:30:00	ES	Futures	1920.79	1924.42	1920.27	1920.79	105847.0
2014-04-10 12:00:00	ES	Futures	1920.53	1921.83	1912.22	1914.04	170557.0
2014-04-10 12:30:00	ES	Futures	1914.3	1915.59	1909.62	1909.88	98293.0
2014-04-10 13:00:00	ES	Futures	1909.88	1912.48	1904.17	1906.77	157878.0
2014-04-10 13:30:00	ES	Futures	1906.77	1910.4	1905.73	1909.88	91224.0
2014-04-10 14:00:00	ES	Futures	1909.88	1912.48	1907.8	1907.8	76155.0
2014-04-10 14:30:00	ES	Futures	1908.06	1908.06	1902.09	1903.13	157824.0
2014-04-10 15:00:00	ES	Futures	1903.13	1903.39	1894.3	1897.68	247279.0
2014-04-10 15:30:00	ES	Futures	1897.94	1903.39	1896.38	1896.64	210003.0
2014-04-10 16:00:00	ES	Futures	1896.38	1900.27	1896.38	1897.94	105343.0
2014-04-10 16:30:00	ES	Futures	1897.94	1901.05	1897.94	1900.01	13700.0
2014-04-10 17:00:00	ES	Futures	1900.27	1900.53	1899.75	1900.01	1930.0
2014-04-10 18:00:00	ES	Futures	1900.27	1900.53	1897.68	1897.68	5775.0
2014-04-10 18:30:00	ES	Futures	1897.68	1899.24	1897.42	1898.72	1311.0
2014-04-10 19:00:00	ES	Futures	1898.72	1898.98	1897.68	1897.68	1749.0
2014-04-10 19:30:00	ES	Futures	1897.94	1898.98	1897.42	1898.72	2416.0
2014-04-10 20:00:00	ES	Futures	1898.72	1901.05	1898.2	1900.79	7371.0
2014-04-10 20:30:00	ES	Futures	1900.79	1901.05	1898.46	1898.46	3050.0
2014-04-10 21:00:00	ES	Futures	1898.46	1900.27	1898.46	1899.75	3287.0
2014-04-10 21:30:00	ES	Futures	1899.75	1900.79	1899.24	1899.49	3698.0
2014-04-10 22:00:00	ES	Futures	1899.49	1901.31	1899.24	1900.53	2721.0
2014-04-10 22:30:00	ES	Futures	1900.53	1900.79	1899.75	1900.01	1350.0
2014-04-10 23:00:00	ES	Futures	1900.27	1900.27	1899.24	1899.49	2019.0
2014-04-10 23:30:00	ES	Futures	1899.24	1900.53	1898.98	1899.49	1795.0
2014-04-10 00:00:00	NQ	Futures	4178.46	4183.12	4178.46	4180.79	336.0
2014-04-10 00:30:00	NQ	Futures	4180.5	4181.95	4179.33	4181.95	185.0
2014-04-10 01:00:00	NQ	Futures	4182.24	4187.19	4182.24	4183.99	699.0

> showing 50 of 2,917 rows — these rows as CSV

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