PREVIEW / futures_30min / 2014-05-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-05.parquet
  size:    66 KB
  rows:    2,631

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
2014-05-05 00:00:00	ES	Futures	1944.68	1944.94	1944.16	1944.42	748.0
2014-05-05 00:30:00	ES	Futures	1944.42	1944.68	1944.16	1944.68	455.0
2014-05-05 01:00:00	ES	Futures	1944.68	1945.46	1944.42	1945.2	755.0
2014-05-05 01:30:00	ES	Futures	1944.94	1945.98	1944.94	1945.72	736.0
2014-05-05 02:00:00	ES	Futures	1945.72	1946.75	1945.46	1946.75	3122.0
2014-05-05 02:30:00	ES	Futures	1946.5	1946.75	1945.98	1946.75	2398.0
2014-05-05 03:00:00	ES	Futures	1946.5	1947.79	1945.98	1947.27	5910.0
2014-05-05 03:30:00	ES	Futures	1947.27	1947.53	1946.5	1946.75	4620.0
2014-05-05 04:00:00	ES	Futures	1947.01	1947.01	1942.6	1942.86	8011.0
2014-05-05 04:30:00	ES	Futures	1942.86	1942.86	1939.74	1940.52	19426.0
2014-05-05 05:00:00	ES	Futures	1940.52	1940.52	1937.41	1939.22	12860.0
2014-05-05 05:30:00	ES	Futures	1939.22	1939.48	1938.45	1939.22	5834.0
2014-05-05 06:00:00	ES	Futures	1939.22	1940.26	1938.71	1940.0	7922.0
2014-05-05 06:30:00	ES	Futures	1940.0	1940.26	1938.96	1939.48	5571.0
2014-05-05 07:00:00	ES	Futures	1939.48	1939.48	1937.67	1938.96	8551.0
2014-05-05 07:30:00	ES	Futures	1938.96	1939.74	1938.71	1939.22	8436.0
2014-05-05 08:00:00	ES	Futures	1939.22	1939.74	1938.71	1938.71	6135.0
2014-05-05 08:30:00	ES	Futures	1938.71	1939.74	1937.93	1938.45	11925.0
2014-05-05 09:00:00	ES	Futures	1938.45	1938.71	1935.85	1937.67	26765.0
2014-05-05 09:30:00	ES	Futures	1937.93	1940.78	1932.47	1940.26	227593.0
2014-05-05 10:00:00	ES	Futures	1940.78	1945.72	1938.71	1943.12	157718.0
2014-05-05 10:30:00	ES	Futures	1942.86	1949.35	1942.86	1947.53	124709.0
2014-05-05 11:00:00	ES	Futures	1947.53	1948.57	1945.98	1947.53	65311.0
2014-05-05 11:30:00	ES	Futures	1947.53	1950.91	1947.53	1949.35	66537.0
2014-05-05 12:00:00	ES	Futures	1949.35	1949.87	1947.79	1949.09	27753.0
2014-05-05 12:30:00	ES	Futures	1949.09	1949.35	1946.75	1947.27	31776.0
2014-05-05 13:00:00	ES	Futures	1947.01	1947.79	1945.72	1946.75	32695.0
2014-05-05 13:30:00	ES	Futures	1947.01	1948.31	1946.75	1948.05	20668.0
2014-05-05 14:00:00	ES	Futures	1948.05	1949.87	1948.05	1949.09	22442.0
2014-05-05 14:30:00	ES	Futures	1949.09	1952.73	1948.57	1951.69	59215.0
2014-05-05 15:00:00	ES	Futures	1951.43	1951.95	1950.13	1951.17	33501.0
2014-05-05 15:30:00	ES	Futures	1950.91	1951.95	1949.61	1951.17	70792.0
2014-05-05 16:00:00	ES	Futures	1951.17	1951.43	1948.05	1948.57	62193.0
2014-05-05 16:30:00	ES	Futures	1948.83	1949.87	1948.57	1949.87	4739.0
2014-05-05 17:00:00	ES	Futures	1949.87	1950.91	1949.87	1950.65	2853.0
2014-05-05 18:00:00	ES	Futures	1950.13	1950.39	1949.35	1949.87	1439.0
2014-05-05 18:30:00	ES	Futures	1949.61	1950.13	1949.61	1950.13	344.0
2014-05-05 19:00:00	ES	Futures	1949.87	1950.13	1949.35	1949.35	696.0
2014-05-05 19:30:00	ES	Futures	1949.35	1950.13	1949.35	1949.87	504.0
2014-05-05 20:00:00	ES	Futures	1949.87	1950.39	1949.35	1949.61	581.0
2014-05-05 20:30:00	ES	Futures	1949.61	1950.65	1949.61	1950.39	1039.0
2014-05-05 21:00:00	ES	Futures	1950.39	1951.69	1950.13	1951.43	2279.0
2014-05-05 21:30:00	ES	Futures	1951.69	1951.69	1951.17	1951.43	636.0
2014-05-05 22:00:00	ES	Futures	1951.43	1951.69	1950.91	1951.17	591.0
2014-05-05 22:30:00	ES	Futures	1951.17	1951.43	1950.65	1951.43	722.0
2014-05-05 23:00:00	ES	Futures	1951.17	1951.43	1950.91	1951.17	707.0
2014-05-05 23:30:00	ES	Futures	1951.17	1951.43	1950.91	1951.43	396.0
2014-05-05 00:00:00	NQ	Futures	4165.35	4165.35	4163.6	4163.6	64.0
2014-05-05 00:30:00	NQ	Futures	4163.9	4164.77	4163.02	4164.77	69.0
2014-05-05 01:00:00	NQ	Futures	4164.77	4166.81	4163.6	4165.64	176.0

> showing 50 of 2,631 rows — these rows as CSV

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