PREVIEW / futures_30min / 2014-09-02

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-02.parquet
  size:    73 KB
  rows:    2,818

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
2014-09-02 00:00:00	ES	Futures	2088.04	2088.04	2087.52	2087.78	286.0
2014-09-02 00:30:00	ES	Futures	2087.78	2087.78	2087.26	2087.26	336.0
2014-09-02 01:00:00	ES	Futures	2087.52	2088.82	2087.26	2088.3	1857.0
2014-09-02 01:30:00	ES	Futures	2088.3	2088.82	2088.04	2088.82	1321.0
2014-09-02 02:00:00	ES	Futures	2088.82	2089.86	2088.04	2089.6	5777.0
2014-09-02 02:30:00	ES	Futures	2089.86	2091.43	2089.6	2089.86	12751.0
2014-09-02 03:00:00	ES	Futures	2089.86	2090.65	2089.34	2090.12	11326.0
2014-09-02 03:30:00	ES	Futures	2090.12	2090.91	2089.34	2089.86	5875.0
2014-09-02 04:00:00	ES	Futures	2089.86	2091.43	2089.6	2090.91	7916.0
2014-09-02 04:30:00	ES	Futures	2091.17	2091.43	2090.38	2090.91	4124.0
2014-09-02 05:00:00	ES	Futures	2090.91	2090.91	2089.86	2090.38	4156.0
2014-09-02 05:30:00	ES	Futures	2090.65	2090.91	2089.86	2089.86	4908.0
2014-09-02 06:00:00	ES	Futures	2090.12	2091.43	2089.86	2091.17	5598.0
2014-09-02 06:30:00	ES	Futures	2091.17	2091.17	2089.6	2090.12	4555.0
2014-09-02 07:00:00	ES	Futures	2090.12	2090.65	2087.78	2088.56	15054.0
2014-09-02 07:30:00	ES	Futures	2088.56	2088.82	2086.48	2088.3	14963.0
2014-09-02 08:00:00	ES	Futures	2088.04	2089.34	2088.04	2088.82	8682.0
2014-09-02 08:30:00	ES	Futures	2089.08	2089.08	2087.26	2087.52	10731.0
2014-09-02 09:00:00	ES	Futures	2087.78	2090.38	2087.52	2088.82	19880.0
2014-09-02 09:30:00	ES	Futures	2089.08	2089.34	2083.61	2085.43	145131.0
2014-09-02 10:00:00	ES	Futures	2085.95	2087.78	2083.61	2086.74	102889.0
2014-09-02 10:30:00	ES	Futures	2086.74	2088.82	2085.69	2088.56	62545.0
2014-09-02 11:00:00	ES	Futures	2088.56	2089.08	2084.13	2084.39	90175.0
2014-09-02 11:30:00	ES	Futures	2084.65	2085.69	2081.0	2081.52	88874.0
2014-09-02 12:00:00	ES	Futures	2081.78	2083.35	2080.74	2083.09	45068.0
2014-09-02 12:30:00	ES	Futures	2083.09	2083.09	2078.14	2078.4	83994.0
2014-09-02 13:00:00	ES	Futures	2078.66	2079.96	2077.35	2078.4	53033.0
2014-09-02 13:30:00	ES	Futures	2078.14	2080.48	2077.35	2079.96	42791.0
2014-09-02 14:00:00	ES	Futures	2079.96	2082.31	2079.7	2082.05	43737.0
2014-09-02 14:30:00	ES	Futures	2082.05	2083.87	2081.0	2083.09	43802.0
2014-09-02 15:00:00	ES	Futures	2083.09	2084.13	2082.57	2083.35	25578.0
2014-09-02 15:30:00	ES	Futures	2083.35	2085.69	2082.05	2084.91	96159.0
2014-09-02 16:00:00	ES	Futures	2085.17	2085.43	2084.39	2084.65	52234.0
2014-09-02 16:30:00	ES	Futures	2084.91	2085.95	2084.65	2085.69	5905.0
2014-09-02 17:00:00	ES	Futures	2085.69	2085.95	2085.43	2085.43	1413.0
2014-09-02 18:00:00	ES	Futures	2085.43	2085.43	2084.13	2084.65	2927.0
2014-09-02 18:30:00	ES	Futures	2084.39	2085.17	2084.39	2084.91	377.0
2014-09-02 19:00:00	ES	Futures	2084.91	2085.43	2084.91	2085.17	251.0
2014-09-02 19:30:00	ES	Futures	2085.43	2085.43	2084.91	2085.17	777.0
2014-09-02 20:00:00	ES	Futures	2085.43	2085.95	2084.91	2084.91	1827.0
2014-09-02 20:30:00	ES	Futures	2085.17	2085.43	2084.65	2084.65	1095.0
2014-09-02 21:00:00	ES	Futures	2084.65	2085.17	2084.65	2085.17	1531.0
2014-09-02 21:30:00	ES	Futures	2085.17	2085.69	2084.91	2085.69	1127.0
2014-09-02 22:00:00	ES	Futures	2085.43	2087.26	2085.43	2087.0	3383.0
2014-09-02 22:30:00	ES	Futures	2086.74	2087.26	2086.74	2087.0	838.0
2014-09-02 23:00:00	ES	Futures	2087.0	2087.52	2086.48	2086.74	1943.0
2014-09-02 23:30:00	ES	Futures	2086.74	2087.52	2086.74	2087.0	1244.0
2014-09-02 00:00:00	NQ	Futures	4774.44	4774.44	4772.69	4772.98	122.0
2014-09-02 00:30:00	NQ	Futures	4772.98	4772.98	4772.1	4772.1	67.0
2014-09-02 01:00:00	NQ	Futures	4772.4	4775.02	4772.4	4774.44	314.0

> showing 50 of 2,818 rows — these rows as CSV

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