PREVIEW / futures_30min / 2014-08-04

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-08-04.parquet
  size:    70 KB
  rows:    2,802

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
2014-08-04 00:00:00	ES	Futures	2006.73	2007.25	2006.21	2006.21	1022.0
2014-08-04 00:30:00	ES	Futures	2006.21	2007.25	2005.95	2006.99	1243.0
2014-08-04 01:00:00	ES	Futures	2006.73	2007.25	2006.21	2006.47	1543.0
2014-08-04 01:30:00	ES	Futures	2006.47	2007.77	2006.47	2006.99	2247.0
2014-08-04 02:00:00	ES	Futures	2007.25	2008.55	2006.99	2008.55	7651.0
2014-08-04 02:30:00	ES	Futures	2008.55	2008.55	2007.51	2008.29	2801.0
2014-08-04 03:00:00	ES	Futures	2008.03	2008.81	2006.21	2006.73	20739.0
2014-08-04 03:30:00	ES	Futures	2006.73	2008.03	2006.21	2006.47	11956.0
2014-08-04 04:00:00	ES	Futures	2006.21	2006.99	2003.86	2004.64	16883.0
2014-08-04 04:30:00	ES	Futures	2004.64	2005.42	2002.82	2005.16	16225.0
2014-08-04 05:00:00	ES	Futures	2004.9	2006.99	2004.64	2006.73	12794.0
2014-08-04 05:30:00	ES	Futures	2006.73	2006.99	2005.16	2006.73	6823.0
2014-08-04 06:00:00	ES	Futures	2006.47	2008.03	2006.21	2007.51	9287.0
2014-08-04 06:30:00	ES	Futures	2007.77	2008.29	2006.21	2006.99	11404.0
2014-08-04 07:00:00	ES	Futures	2006.73	2008.55	2006.73	2008.03	9457.0
2014-08-04 07:30:00	ES	Futures	2008.03	2008.55	2006.47	2007.25	14319.0
2014-08-04 08:00:00	ES	Futures	2007.25	2008.03	2005.16	2005.95	19199.0
2014-08-04 08:30:00	ES	Futures	2005.95	2006.47	2004.9	2005.16	19671.0
2014-08-04 09:00:00	ES	Futures	2005.16	2006.73	2003.86	2004.9	35114.0
2014-08-04 09:30:00	ES	Futures	2004.9	2006.73	2002.3	2005.95	186932.0
2014-08-04 10:00:00	ES	Futures	2005.95	2007.25	2001.52	2004.12	134120.0
2014-08-04 10:30:00	ES	Futures	2004.12	2005.42	1996.04	1997.61	150892.0
2014-08-04 11:00:00	ES	Futures	1997.35	2003.6	1996.56	2003.08	115735.0
2014-08-04 11:30:00	ES	Futures	2003.08	2004.12	1999.95	2002.3	73443.0
2014-08-04 12:00:00	ES	Futures	2002.3	2006.21	2000.99	2005.69	58993.0
2014-08-04 12:30:00	ES	Futures	2005.69	2006.73	2004.12	2005.69	40343.0
2014-08-04 13:00:00	ES	Futures	2005.42	2006.99	2004.12	2005.69	31175.0
2014-08-04 13:30:00	ES	Futures	2005.95	2010.64	2005.69	2009.33	65308.0
2014-08-04 14:00:00	ES	Futures	2009.33	2010.38	2009.07	2009.59	36193.0
2014-08-04 14:30:00	ES	Futures	2009.59	2015.85	2009.33	2014.81	96438.0
2014-08-04 15:00:00	ES	Futures	2014.81	2017.67	2014.02	2016.89	78892.0
2014-08-04 15:30:00	ES	Futures	2016.63	2019.76	2015.33	2015.59	174083.0
2014-08-04 16:00:00	ES	Futures	2015.59	2015.85	2013.76	2014.02	84836.0
2014-08-04 16:30:00	ES	Futures	2014.02	2014.55	2013.24	2014.02	7469.0
2014-08-04 17:00:00	ES	Futures	2013.76	2014.02	2012.72	2013.24	4148.0
2014-08-04 18:00:00	ES	Futures	2012.98	2013.24	2010.12	2013.24	7892.0
2014-08-04 18:30:00	ES	Futures	2012.98	2012.98	2011.68	2012.72	1953.0
2014-08-04 19:00:00	ES	Futures	2012.72	2013.76	2012.46	2013.24	962.0
2014-08-04 19:30:00	ES	Futures	2013.24	2014.02	2012.98	2013.24	1147.0
2014-08-04 20:00:00	ES	Futures	2013.5	2013.76	2012.2	2012.2	2036.0
2014-08-04 20:30:00	ES	Futures	2012.46	2012.72	2011.42	2012.2	2608.0
2014-08-04 21:00:00	ES	Futures	2011.94	2012.72	2011.94	2012.46	2489.0
2014-08-04 21:30:00	ES	Futures	2012.46	2012.72	2010.12	2011.16	4138.0
2014-08-04 22:00:00	ES	Futures	2011.16	2012.46	2010.9	2012.2	1624.0
2014-08-04 22:30:00	ES	Futures	2012.2	2012.72	2011.94	2011.94	1339.0
2014-08-04 23:00:00	ES	Futures	2011.94	2012.46	2011.94	2012.2	694.0
2014-08-04 23:30:00	ES	Futures	2012.46	2012.72	2011.68	2011.94	1277.0
2014-08-04 00:00:00	NQ	Futures	4535.28	4536.16	4533.53	4533.82	304.0
2014-08-04 00:30:00	NQ	Futures	4533.53	4536.45	4533.24	4536.16	252.0
2014-08-04 01:00:00	NQ	Futures	4536.16	4536.74	4534.4	4534.7	295.0

> showing 50 of 2,802 rows — these rows as CSV

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