PREVIEW / futures_30min / 2014-06-12

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-12.parquet
  size:    75 KB
  rows:    2,786

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
2014-06-12 00:00:00	ES	Futures	2019.98	2020.24	2019.46	2019.98	580.0
2014-06-12 00:30:00	ES	Futures	2019.98	2020.76	2019.72	2019.72	1192.0
2014-06-12 01:00:00	ES	Futures	2019.72	2020.24	2019.72	2019.72	726.0
2014-06-12 01:30:00	ES	Futures	2019.98	2020.5	2019.72	2020.24	617.0
2014-06-12 02:00:00	ES	Futures	2019.98	2021.28	2019.98	2020.24	1825.0
2014-06-12 02:30:00	ES	Futures	2020.24	2020.5	2019.72	2019.98	2168.0
2014-06-12 03:00:00	ES	Futures	2019.72	2020.24	2019.2	2019.46	6977.0
2014-06-12 03:30:00	ES	Futures	2019.72	2021.02	2019.2	2020.5	8154.0
2014-06-12 04:00:00	ES	Futures	2020.5	2021.28	2019.98	2020.76	3964.0
2014-06-12 04:30:00	ES	Futures	2020.76	2021.02	2020.5	2021.02	3060.0
2014-06-12 05:00:00	ES	Futures	2020.76	2021.28	2020.5	2021.28	3507.0
2014-06-12 05:30:00	ES	Futures	2021.02	2022.06	2020.76	2021.8	4872.0
2014-06-12 06:00:00	ES	Futures	2021.8	2022.06	2019.98	2020.5	5313.0
2014-06-12 06:30:00	ES	Futures	2020.24	2020.24	2019.2	2019.46	6520.0
2014-06-12 07:00:00	ES	Futures	2019.46	2020.24	2019.2	2019.46	5474.0
2014-06-12 07:30:00	ES	Futures	2019.72	2021.02	2019.46	2019.98	7900.0
2014-06-12 08:00:00	ES	Futures	2019.72	2019.98	2018.68	2019.2	8176.0
2014-06-12 08:30:00	ES	Futures	2019.2	2019.2	2016.61	2016.87	30801.0
2014-06-12 09:00:00	ES	Futures	2016.87	2017.13	2014.79	2015.57	24401.0
2014-06-12 09:30:00	ES	Futures	2015.83	2017.13	2012.97	2014.01	115562.0
2014-06-12 10:00:00	ES	Futures	2013.75	2015.83	2010.89	2010.89	109086.0
2014-06-12 10:30:00	ES	Futures	2011.15	2011.93	2008.56	2010.37	107878.0
2014-06-12 11:00:00	ES	Futures	2010.37	2014.01	2009.6	2013.49	63623.0
2014-06-12 11:30:00	ES	Futures	2013.75	2013.75	2010.89	2011.15	38067.0
2014-06-12 12:00:00	ES	Futures	2010.89	2013.23	2009.85	2012.71	40565.0
2014-06-12 12:30:00	ES	Futures	2012.71	2012.71	2007.78	2009.08	50750.0
2014-06-12 13:00:00	ES	Futures	2009.34	2009.85	2006.22	2007.0	63326.0
2014-06-12 13:30:00	ES	Futures	2007.26	2007.26	2001.81	2003.1	114729.0
2014-06-12 14:00:00	ES	Futures	2003.1	2005.44	2002.58	2004.14	57146.0
2014-06-12 14:30:00	ES	Futures	2004.14	2004.4	2002.06	2003.1	41988.0
2014-06-12 15:00:00	ES	Futures	2002.84	2004.66	2000.25	2002.06	77527.0
2014-06-12 15:30:00	ES	Futures	2002.06	2005.18	1999.21	2003.88	154527.0
2014-06-12 16:00:00	ES	Futures	2003.62	2007.0	2003.36	2005.18	65454.0
2014-06-12 16:30:00	ES	Futures	2005.44	2006.74	2005.18	2006.48	6307.0
2014-06-12 17:00:00	ES	Futures	2006.22	2006.48	2005.44	2005.7	1572.0
2014-06-12 18:00:00	ES	Futures	2005.44	2006.74	2005.44	2005.96	1742.0
2014-06-12 18:30:00	ES	Futures	2005.96	2006.48	2004.14	2004.66	1731.0
2014-06-12 19:00:00	ES	Futures	2004.92	2005.44	2004.4	2005.44	1563.0
2014-06-12 19:30:00	ES	Futures	2005.44	2005.44	2003.1	2003.36	2418.0
2014-06-12 20:00:00	ES	Futures	2003.62	2005.7	2003.62	2005.44	2221.0
2014-06-12 20:30:00	ES	Futures	2005.44	2005.44	2004.66	2005.44	588.0
2014-06-12 21:00:00	ES	Futures	2005.44	2005.44	2002.84	2003.1	2708.0
2014-06-12 21:30:00	ES	Futures	2003.1	2004.14	2001.81	2002.84	2489.0
2014-06-12 22:00:00	ES	Futures	2002.84	2003.62	2002.84	2003.36	662.0
2014-06-12 22:30:00	ES	Futures	2003.36	2004.4	2002.32	2003.88	2119.0
2014-06-12 23:00:00	ES	Futures	2003.88	2004.92	2003.62	2004.92	1443.0
2014-06-12 23:30:00	ES	Futures	2004.92	2005.44	2003.88	2004.4	1147.0
2014-06-12 00:00:00	NQ	Futures	4426.87	4426.87	4425.7	4426.29	138.0
2014-06-12 00:30:00	NQ	Futures	4426.29	4428.62	4426.29	4426.29	187.0
2014-06-12 01:00:00	NQ	Futures	4426.58	4427.74	4426.0	4426.0	314.0

> showing 50 of 2,786 rows — these rows as CSV

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