PREVIEW / futures_30min / 2014-08-01

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-01.parquet
  size:    69 KB
  rows:    2,378

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
2014-08-01 00:00:00	ES	Futures	2012.2	2012.46	2011.42	2012.2	992.0
2014-08-01 00:30:00	ES	Futures	2012.46	2012.72	2011.68	2011.94	1654.0
2014-08-01 01:00:00	ES	Futures	2011.94	2012.2	2010.38	2010.38	2703.0
2014-08-01 01:30:00	ES	Futures	2010.38	2010.64	2009.07	2010.38	3400.0
2014-08-01 02:00:00	ES	Futures	2010.38	2011.42	2010.12	2010.64	6470.0
2014-08-01 02:30:00	ES	Futures	2010.64	2010.64	2008.55	2009.07	4903.0
2014-08-01 03:00:00	ES	Futures	2009.07	2010.64	2006.21	2006.47	26318.0
2014-08-01 03:30:00	ES	Futures	2006.73	2007.51	2004.9	2006.47	23200.0
2014-08-01 04:00:00	ES	Futures	2006.47	2007.25	1999.43	1999.95	42866.0
2014-08-01 04:30:00	ES	Futures	1999.95	2000.21	1997.61	1998.65	31324.0
2014-08-01 05:00:00	ES	Futures	1998.65	1999.43	1995.52	1996.04	32576.0
2014-08-01 05:30:00	ES	Futures	1996.3	1996.56	1991.61	1992.39	36840.0
2014-08-01 06:00:00	ES	Futures	1992.65	1995.0	1991.61	1992.65	27762.0
2014-08-01 06:30:00	ES	Futures	1992.92	1995.78	1991.87	1995.26	22271.0
2014-08-01 07:00:00	ES	Futures	1995.0	1996.56	1992.92	1995.0	23439.0
2014-08-01 07:30:00	ES	Futures	1995.0	1998.39	1995.0	1997.61	24462.0
2014-08-01 08:00:00	ES	Futures	1997.35	1997.61	1992.39	1994.48	40266.0
2014-08-01 08:30:00	ES	Futures	1994.22	2008.55	1994.22	2003.86	222842.0
2014-08-01 09:00:00	ES	Futures	2003.86	2005.95	1999.43	2001.78	80758.0
2014-08-01 09:30:00	ES	Futures	2001.78	2011.94	2000.47	2010.38	268694.0
2014-08-01 10:00:00	ES	Futures	2010.64	2014.29	2004.12	2009.07	248810.0
2014-08-01 10:30:00	ES	Futures	2009.33	2010.64	2003.6	2004.9	143204.0
2014-08-01 11:00:00	ES	Futures	2004.9	2005.16	1998.65	2001.52	205203.0
2014-08-01 11:30:00	ES	Futures	2001.25	2003.34	1991.35	1993.18	192171.0
2014-08-01 12:00:00	ES	Futures	1993.44	1997.87	1992.65	1995.0	135786.0
2014-08-01 12:30:00	ES	Futures	1995.26	1998.13	1992.13	1996.56	110653.0
2014-08-01 13:00:00	ES	Futures	1996.3	2004.12	1993.7	2004.12	145011.0
2014-08-01 13:30:00	ES	Futures	2004.12	2006.47	2000.99	2005.69	167721.0
2014-08-01 14:00:00	ES	Futures	2005.69	2008.55	2003.6	2004.9	99728.0
2014-08-01 14:30:00	ES	Futures	2004.9	2007.25	2002.04	2003.86	76049.0
2014-08-01 15:00:00	ES	Futures	2003.86	2006.73	2002.56	2004.12	74944.0
2014-08-01 15:30:00	ES	Futures	2004.12	2004.9	1999.43	2000.99	180563.0
2014-08-01 16:00:00	ES	Futures	2001.25	2002.82	1999.43	1999.69	106376.0
2014-08-01 16:30:00	ES	Futures	1999.69	2000.21	1997.08	1999.69	16489.0
2014-08-01 17:00:00	ES	Futures	1999.69	2000.21	1998.39	1998.39	1980.0
2014-08-01 00:00:00	NQ	Futures	4553.97	4554.26	4552.22	4553.97	352.0
2014-08-01 00:30:00	NQ	Futures	4554.26	4554.85	4552.51	4553.09	349.0
2014-08-01 01:00:00	NQ	Futures	4553.38	4553.68	4549.88	4550.46	463.0
2014-08-01 01:30:00	NQ	Futures	4550.17	4550.17	4546.67	4548.71	865.0
2014-08-01 02:00:00	NQ	Futures	4549.59	4552.8	4549.59	4550.46	722.0
2014-08-01 02:30:00	NQ	Futures	4550.76	4550.76	4546.67	4547.54	271.0
2014-08-01 03:00:00	NQ	Futures	4547.54	4550.76	4540.54	4540.83	3080.0
2014-08-01 03:30:00	NQ	Futures	4541.12	4544.04	4537.03	4542.29	2770.0
2014-08-01 04:00:00	NQ	Futures	4542.29	4543.75	4522.72	4524.77	5462.0
2014-08-01 04:30:00	NQ	Futures	4524.48	4524.77	4518.05	4520.68	5686.0
2014-08-01 05:00:00	NQ	Futures	4520.97	4522.43	4511.63	4513.67	6508.0
2014-08-01 05:30:00	NQ	Futures	4513.67	4514.55	4502.28	4504.62	7726.0
2014-08-01 06:00:00	NQ	Futures	4504.33	4511.92	4501.11	4504.91	6532.0
2014-08-01 06:30:00	NQ	Futures	4504.62	4511.04	4502.28	4509.58	3887.0
2014-08-01 07:00:00	NQ	Futures	4509.58	4511.04	4503.16	4509.58	3754.0

> showing 50 of 2,378 rows — these rows as CSV

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