PREVIEW / futures_30min / 2014-05-14

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-05-14.parquet
  size:    74 KB
  rows:    2,920

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
2014-05-14 00:00:00	ES	Futures	1970.13	1970.38	1969.87	1970.13	1465.0
2014-05-14 00:30:00	ES	Futures	1970.38	1970.64	1969.61	1969.61	743.0
2014-05-14 01:00:00	ES	Futures	1969.61	1970.13	1969.35	1970.13	1454.0
2014-05-14 01:30:00	ES	Futures	1970.13	1970.38	1969.61	1970.13	1268.0
2014-05-14 02:00:00	ES	Futures	1970.13	1970.13	1969.35	1969.87	2893.0
2014-05-14 02:30:00	ES	Futures	1969.87	1969.87	1969.35	1969.61	1445.0
2014-05-14 03:00:00	ES	Futures	1969.35	1969.61	1967.79	1968.57	7964.0
2014-05-14 03:30:00	ES	Futures	1968.57	1968.57	1966.75	1966.75	8289.0
2014-05-14 04:00:00	ES	Futures	1967.01	1967.53	1965.97	1967.27	9351.0
2014-05-14 04:30:00	ES	Futures	1967.27	1967.27	1965.97	1966.49	5258.0
2014-05-14 05:00:00	ES	Futures	1966.49	1968.31	1965.97	1967.01	7842.0
2014-05-14 05:30:00	ES	Futures	1967.01	1967.01	1965.45	1965.71	7383.0
2014-05-14 06:00:00	ES	Futures	1965.71	1966.23	1964.93	1965.45	7229.0
2014-05-14 06:30:00	ES	Futures	1965.71	1965.97	1964.41	1965.19	8568.0
2014-05-14 07:00:00	ES	Futures	1965.45	1966.23	1963.63	1964.41	10090.0
2014-05-14 07:30:00	ES	Futures	1964.41	1965.19	1963.89	1964.67	8689.0
2014-05-14 08:00:00	ES	Futures	1964.67	1964.93	1963.63	1963.89	9162.0
2014-05-14 08:30:00	ES	Futures	1963.89	1965.19	1963.63	1964.15	19443.0
2014-05-14 09:00:00	ES	Futures	1964.15	1966.23	1963.89	1965.71	21096.0
2014-05-14 09:30:00	ES	Futures	1965.71	1966.49	1961.3	1964.67	198931.0
2014-05-14 10:00:00	ES	Futures	1964.41	1965.97	1960.78	1963.89	118636.0
2014-05-14 10:30:00	ES	Futures	1963.63	1965.71	1961.56	1962.34	96006.0
2014-05-14 11:00:00	ES	Futures	1962.59	1963.89	1961.3	1963.11	67356.0
2014-05-14 11:30:00	ES	Futures	1963.11	1964.67	1962.34	1962.59	50271.0
2014-05-14 12:00:00	ES	Futures	1962.59	1964.15	1962.34	1963.11	35437.0
2014-05-14 12:30:00	ES	Futures	1963.11	1964.41	1962.34	1963.11	31910.0
2014-05-14 13:00:00	ES	Futures	1963.37	1964.93	1963.37	1963.63	27397.0
2014-05-14 13:30:00	ES	Futures	1963.63	1963.89	1962.85	1963.63	22371.0
2014-05-14 14:00:00	ES	Futures	1963.89	1963.89	1962.34	1963.37	19703.0
2014-05-14 14:30:00	ES	Futures	1963.37	1963.89	1958.96	1959.48	70446.0
2014-05-14 15:00:00	ES	Futures	1959.48	1960.0	1956.88	1958.44	90604.0
2014-05-14 15:30:00	ES	Futures	1958.18	1958.7	1955.06	1957.66	132432.0
2014-05-14 16:00:00	ES	Futures	1957.92	1958.7	1957.14	1958.44	53500.0
2014-05-14 16:30:00	ES	Futures	1958.18	1958.44	1957.14	1957.92	7309.0
2014-05-14 17:00:00	ES	Futures	1957.92	1959.22	1957.92	1958.96	2449.0
2014-05-14 18:00:00	ES	Futures	1958.7	1959.48	1958.44	1958.7	1816.0
2014-05-14 18:30:00	ES	Futures	1958.96	1958.96	1957.92	1958.7	649.0
2014-05-14 19:00:00	ES	Futures	1958.7	1958.96	1958.44	1958.7	302.0
2014-05-14 19:30:00	ES	Futures	1958.96	1959.48	1957.14	1957.66	2815.0
2014-05-14 20:00:00	ES	Futures	1957.66	1957.66	1955.84	1957.14	4329.0
2014-05-14 20:30:00	ES	Futures	1957.14	1958.44	1957.14	1957.92	2059.0
2014-05-14 21:00:00	ES	Futures	1957.92	1960.0	1957.4	1959.74	3565.0
2014-05-14 21:30:00	ES	Futures	1959.74	1959.74	1958.7	1958.96	2064.0
2014-05-14 22:00:00	ES	Futures	1958.7	1958.96	1958.44	1958.44	1164.0
2014-05-14 22:30:00	ES	Futures	1958.44	1958.96	1957.14	1957.14	1955.0
2014-05-14 23:00:00	ES	Futures	1957.14	1957.66	1956.62	1957.14	2144.0
2014-05-14 23:30:00	ES	Futures	1957.14	1957.92	1956.88	1957.92	896.0
2014-05-14 00:00:00	NQ	Futures	4209.04	4210.2	4209.04	4209.62	166.0
2014-05-14 00:30:00	NQ	Futures	4209.91	4210.2	4208.74	4208.74	91.0
2014-05-14 01:00:00	NQ	Futures	4208.74	4210.49	4208.45	4209.91	215.0

> showing 50 of 2,920 rows — these rows as CSV

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