PREVIEW / futures_30min / 2014-06-13

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-06-13.parquet
  size:    64 KB
  rows:    2,320

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
2014-06-13 00:00:00	ES	Futures	2004.66	2005.96	2004.14	2005.44	1661.0
2014-06-13 00:30:00	ES	Futures	2005.7	2007.52	2005.44	2007.26	2076.0
2014-06-13 01:00:00	ES	Futures	2007.26	2007.78	2006.74	2007.0	1434.0
2014-06-13 01:30:00	ES	Futures	2006.74	2008.82	2006.74	2008.3	3087.0
2014-06-13 02:00:00	ES	Futures	2008.56	2008.82	2007.78	2008.82	2536.0
2014-06-13 02:30:00	ES	Futures	2008.56	2008.82	2007.52	2008.04	3226.0
2014-06-13 03:00:00	ES	Futures	2008.3	2008.3	2005.96	2007.0	5180.0
2014-06-13 03:30:00	ES	Futures	2007.0	2007.0	2003.88	2004.4	5181.0
2014-06-13 04:00:00	ES	Futures	2004.4	2008.04	2004.14	2007.0	6510.0
2014-06-13 04:30:00	ES	Futures	2007.0	2007.78	2006.22	2006.22	2236.0
2014-06-13 05:00:00	ES	Futures	2006.48	2006.74	2004.92	2004.92	3046.0
2014-06-13 05:30:00	ES	Futures	2004.92	2005.18	2003.1	2003.62	6980.0
2014-06-13 06:00:00	ES	Futures	2003.62	2004.66	2002.84	2003.36	4268.0
2014-06-13 06:30:00	ES	Futures	2003.1	2003.62	2001.81	2002.58	4702.0
2014-06-13 07:00:00	ES	Futures	2002.58	2002.84	2001.03	2002.06	4471.0
2014-06-13 07:30:00	ES	Futures	2002.06	2004.4	2001.81	2004.14	5753.0
2014-06-13 08:00:00	ES	Futures	2004.14	2004.66	2002.58	2003.1	5017.0
2014-06-13 08:30:00	ES	Futures	2003.36	2005.18	2002.06	2005.18	7973.0
2014-06-13 09:00:00	ES	Futures	2005.18	2008.56	2004.92	2007.78	17055.0
2014-06-13 09:30:00	ES	Futures	2007.78	2008.04	2002.84	2004.92	41845.0
2014-06-13 10:00:00	ES	Futures	2004.66	2009.08	2001.29	2008.04	35118.0
2014-06-13 10:30:00	ES	Futures	2008.3	2011.93	2008.04	2010.63	30695.0
2014-06-13 11:00:00	ES	Futures	2010.89	2011.93	2009.34	2009.34	21181.0
2014-06-13 11:30:00	ES	Futures	2009.6	2009.85	2007.0	2007.78	14394.0
2014-06-13 12:00:00	ES	Futures	2008.04	2010.37	2007.78	2009.34	7281.0
2014-06-13 12:30:00	ES	Futures	2009.34	2009.6	2007.26	2007.78	9396.0
2014-06-13 13:00:00	ES	Futures	2007.52	2009.08	2006.48	2008.04	8300.0
2014-06-13 13:30:00	ES	Futures	2008.04	2009.08	2006.74	2008.82	15802.0
2014-06-13 14:00:00	ES	Futures	2008.82	2010.37	2008.56	2009.6	7667.0
2014-06-13 14:30:00	ES	Futures	2009.85	2010.11	2008.82	2009.34	6078.0
2014-06-13 15:00:00	ES	Futures	2009.34	2011.93	2005.96	2006.48	20939.0
2014-06-13 15:30:00	ES	Futures	2006.48	2010.11	2005.18	2010.11	45848.0
2014-06-13 16:00:00	ES	Futures	2009.85	2010.89	2009.08	2010.89	23608.0
2014-06-13 16:30:00	ES	Futures	2010.63	2010.63	2010.11	2010.63	3341.0
2014-06-13 17:00:00	ES	Futures	2010.63	2010.89	2009.6	2009.85	501.0
2014-06-13 00:00:00	NQ	Futures	4396.87	4399.49	4395.42	4398.33	281.0
2014-06-13 00:30:00	NQ	Futures	4398.33	4400.66	4398.33	4400.37	371.0
2014-06-13 01:00:00	NQ	Futures	4400.37	4400.66	4398.62	4399.2	273.0
2014-06-13 01:30:00	NQ	Futures	4398.91	4402.12	4397.75	4401.24	1090.0
2014-06-13 02:00:00	NQ	Futures	4401.24	4401.53	4398.91	4401.53	566.0
2014-06-13 02:30:00	NQ	Futures	4401.53	4402.12	4399.49	4401.24	164.0
2014-06-13 03:00:00	NQ	Futures	4400.66	4400.95	4395.71	4398.33	615.0
2014-06-13 03:30:00	NQ	Futures	4398.04	4398.62	4391.05	4391.63	1170.0
2014-06-13 04:00:00	NQ	Futures	4391.34	4398.91	4391.34	4396.0	705.0
2014-06-13 04:30:00	NQ	Futures	4395.71	4398.04	4393.96	4393.96	334.0
2014-06-13 05:00:00	NQ	Futures	4394.25	4396.29	4391.92	4392.51	618.0
2014-06-13 05:30:00	NQ	Futures	4392.21	4394.54	4389.59	4390.18	1238.0
2014-06-13 06:00:00	NQ	Futures	4390.18	4393.96	4388.72	4390.18	805.0
2014-06-13 06:30:00	NQ	Futures	4389.88	4391.34	4387.85	4391.05	688.0
2014-06-13 07:00:00	NQ	Futures	4390.76	4391.05	4387.26	4389.59	787.0

> showing 50 of 2,320 rows — these rows as CSV

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