PREVIEW / futures_30min / 2014-07-28

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-28.parquet
  size:    67 KB
  rows:    2,789

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
2014-07-28 00:00:00	ES	Futures	2052.34	2052.86	2052.07	2052.34	1057.0
2014-07-28 00:30:00	ES	Futures	2052.34	2052.86	2052.34	2052.6	785.0
2014-07-28 01:00:00	ES	Futures	2052.86	2053.12	2052.07	2052.6	889.0
2014-07-28 01:30:00	ES	Futures	2052.6	2052.86	2051.55	2051.81	1700.0
2014-07-28 02:00:00	ES	Futures	2052.07	2055.72	2052.07	2055.72	6763.0
2014-07-28 02:30:00	ES	Futures	2055.72	2057.03	2055.46	2056.5	7080.0
2014-07-28 03:00:00	ES	Futures	2056.5	2056.5	2053.64	2053.9	16543.0
2014-07-28 03:30:00	ES	Futures	2053.9	2055.2	2051.81	2052.07	16263.0
2014-07-28 04:00:00	ES	Futures	2052.07	2053.9	2051.29	2053.9	12023.0
2014-07-28 04:30:00	ES	Futures	2053.64	2053.9	2051.55	2052.34	8511.0
2014-07-28 05:00:00	ES	Futures	2052.34	2054.68	2052.07	2054.16	8114.0
2014-07-28 05:30:00	ES	Futures	2054.16	2054.42	2052.6	2053.38	4849.0
2014-07-28 06:00:00	ES	Futures	2053.38	2054.94	2052.86	2054.68	4950.0
2014-07-28 06:30:00	ES	Futures	2054.94	2055.46	2053.64	2054.16	7637.0
2014-07-28 07:00:00	ES	Futures	2054.42	2055.46	2052.34	2053.12	10137.0
2014-07-28 07:30:00	ES	Futures	2052.86	2053.64	2052.07	2053.12	7705.0
2014-07-28 08:00:00	ES	Futures	2053.12	2055.72	2053.12	2054.68	12170.0
2014-07-28 08:30:00	ES	Futures	2054.94	2058.33	2054.68	2057.29	20458.0
2014-07-28 09:00:00	ES	Futures	2057.29	2057.55	2055.46	2056.24	16819.0
2014-07-28 09:30:00	ES	Futures	2056.24	2056.77	2047.12	2050.25	198939.0
2014-07-28 10:00:00	ES	Futures	2050.25	2050.51	2044.0	2046.6	170954.0
2014-07-28 10:30:00	ES	Futures	2046.34	2049.47	2044.78	2047.38	106146.0
2014-07-28 11:00:00	ES	Futures	2047.38	2053.38	2046.86	2053.12	113294.0
2014-07-28 11:30:00	ES	Futures	2053.12	2054.42	2051.81	2052.07	71652.0
2014-07-28 12:00:00	ES	Futures	2052.34	2053.12	2050.51	2050.51	35589.0
2014-07-28 12:30:00	ES	Futures	2050.51	2053.38	2050.25	2052.86	34535.0
2014-07-28 13:00:00	ES	Futures	2052.86	2055.72	2051.81	2055.46	45671.0
2014-07-28 13:30:00	ES	Futures	2055.46	2059.89	2055.2	2058.33	101055.0
2014-07-28 14:00:00	ES	Futures	2058.59	2059.63	2057.03	2057.55	48875.0
2014-07-28 14:30:00	ES	Futures	2057.55	2058.59	2055.46	2058.33	54734.0
2014-07-28 15:00:00	ES	Futures	2058.07	2058.59	2056.77	2057.03	47777.0
2014-07-28 15:30:00	ES	Futures	2057.03	2057.81	2055.98	2056.77	83006.0
2014-07-28 16:00:00	ES	Futures	2056.77	2057.03	2056.24	2056.5	43242.0
2014-07-28 16:30:00	ES	Futures	2056.5	2056.77	2054.94	2055.72	9818.0
2014-07-28 17:00:00	ES	Futures	2055.72	2056.24	2055.46	2056.24	1767.0
2014-07-28 18:00:00	ES	Futures	2056.24	2057.29	2055.72	2056.77	2856.0
2014-07-28 18:30:00	ES	Futures	2056.77	2057.03	2056.77	2057.03	387.0
2014-07-28 19:00:00	ES	Futures	2057.03	2057.29	2056.77	2057.03	359.0
2014-07-28 19:30:00	ES	Futures	2056.77	2057.03	2056.77	2056.77	355.0
2014-07-28 20:00:00	ES	Futures	2056.77	2057.03	2056.24	2056.5	2197.0
2014-07-28 20:30:00	ES	Futures	2056.5	2057.29	2056.24	2057.03	1122.0
2014-07-28 21:00:00	ES	Futures	2056.77	2057.29	2056.24	2056.77	2773.0
2014-07-28 21:30:00	ES	Futures	2056.5	2057.03	2056.24	2056.24	1139.0
2014-07-28 22:00:00	ES	Futures	2056.24	2056.5	2055.2	2055.72	2016.0
2014-07-28 22:30:00	ES	Futures	2055.46	2055.72	2054.94	2054.94	860.0
2014-07-28 23:00:00	ES	Futures	2054.94	2055.98	2054.94	2055.46	954.0
2014-07-28 23:30:00	ES	Futures	2055.46	2055.72	2055.2	2055.46	1127.0
2014-07-28 00:00:00	NQ	Futures	4617.34	4617.63	4615.88	4617.04	155.0
2014-07-28 00:30:00	NQ	Futures	4616.75	4618.5	4616.46	4617.63	197.0
2014-07-28 01:00:00	NQ	Futures	4617.63	4618.21	4616.17	4617.34	196.0

> showing 50 of 2,789 rows — these rows as CSV

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