PREVIEW / futures_30min / 2014-09-25

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-25.parquet
  size:    78 KB
  rows:    2,913

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
2014-09-25 00:00:00	ES	Futures	2084.47	2084.74	2084.21	2084.21	489.0
2014-09-25 00:30:00	ES	Futures	2084.47	2085.0	2084.21	2085.0	546.0
2014-09-25 01:00:00	ES	Futures	2085.0	2085.26	2084.74	2085.26	760.0
2014-09-25 01:30:00	ES	Futures	2085.26	2085.78	2085.0	2085.52	842.0
2014-09-25 02:00:00	ES	Futures	2085.26	2085.52	2083.69	2083.95	3938.0
2014-09-25 02:30:00	ES	Futures	2083.95	2084.21	2082.38	2082.64	4771.0
2014-09-25 03:00:00	ES	Futures	2082.64	2085.26	2082.38	2083.95	14888.0
2014-09-25 03:30:00	ES	Futures	2083.95	2085.52	2083.95	2084.74	7494.0
2014-09-25 04:00:00	ES	Futures	2084.47	2085.26	2084.21	2085.26	7330.0
2014-09-25 04:30:00	ES	Futures	2085.0	2086.57	2084.74	2085.26	7128.0
2014-09-25 05:00:00	ES	Futures	2085.26	2085.78	2084.21	2084.74	4386.0
2014-09-25 05:30:00	ES	Futures	2084.74	2085.52	2084.47	2085.0	3821.0
2014-09-25 06:00:00	ES	Futures	2085.0	2085.26	2083.95	2084.47	4487.0
2014-09-25 06:30:00	ES	Futures	2084.47	2086.31	2084.21	2085.78	7267.0
2014-09-25 07:00:00	ES	Futures	2085.52	2086.05	2085.0	2085.52	5362.0
2014-09-25 07:30:00	ES	Futures	2085.52	2086.83	2085.0	2085.78	7642.0
2014-09-25 08:00:00	ES	Futures	2085.78	2085.78	2081.85	2082.12	19495.0
2014-09-25 08:30:00	ES	Futures	2082.38	2083.69	2080.02	2080.54	27514.0
2014-09-25 09:00:00	ES	Futures	2080.54	2081.33	2079.5	2081.07	22267.0
2014-09-25 09:30:00	ES	Futures	2081.07	2081.33	2068.49	2070.33	298426.0
2014-09-25 10:00:00	ES	Futures	2070.59	2071.38	2061.16	2065.35	314201.0
2014-09-25 10:30:00	ES	Futures	2065.35	2065.35	2055.66	2061.68	285428.0
2014-09-25 11:00:00	ES	Futures	2061.68	2062.47	2057.49	2062.47	181047.0
2014-09-25 11:30:00	ES	Futures	2062.21	2062.47	2056.71	2057.23	113054.0
2014-09-25 12:00:00	ES	Futures	2057.49	2060.37	2053.82	2054.09	118893.0
2014-09-25 12:30:00	ES	Futures	2054.09	2057.23	2053.3	2055.92	78653.0
2014-09-25 13:00:00	ES	Futures	2055.92	2058.8	2053.56	2058.02	80666.0
2014-09-25 13:30:00	ES	Futures	2058.28	2058.54	2052.25	2053.56	89562.0
2014-09-25 14:00:00	ES	Futures	2053.82	2055.66	2051.99	2054.87	92556.0
2014-09-25 14:30:00	ES	Futures	2054.87	2058.8	2054.35	2055.92	85295.0
2014-09-25 15:00:00	ES	Futures	2055.92	2056.97	2053.04	2054.09	74020.0
2014-09-25 15:30:00	ES	Futures	2054.09	2059.06	2051.99	2052.25	198010.0
2014-09-25 16:00:00	ES	Futures	2052.25	2057.49	2051.47	2054.61	127471.0
2014-09-25 16:30:00	ES	Futures	2055.4	2056.18	2054.09	2054.87	8689.0
2014-09-25 17:00:00	ES	Futures	2054.87	2055.92	2054.87	2055.92	1579.0
2014-09-25 18:00:00	ES	Futures	2054.87	2056.97	2054.87	2056.18	3323.0
2014-09-25 18:30:00	ES	Futures	2056.44	2056.97	2055.92	2056.44	1317.0
2014-09-25 19:00:00	ES	Futures	2056.44	2057.75	2056.44	2056.97	1351.0
2014-09-25 19:30:00	ES	Futures	2056.97	2058.02	2056.71	2057.75	1679.0
2014-09-25 20:00:00	ES	Futures	2058.02	2058.28	2056.97	2057.75	4452.0
2014-09-25 20:30:00	ES	Futures	2057.75	2058.02	2056.97	2057.23	1567.0
2014-09-25 21:00:00	ES	Futures	2057.23	2058.28	2056.97	2058.02	2785.0
2014-09-25 21:30:00	ES	Futures	2058.28	2058.28	2057.49	2057.75	1002.0
2014-09-25 22:00:00	ES	Futures	2058.02	2058.54	2057.23	2057.23	1763.0
2014-09-25 22:30:00	ES	Futures	2057.49	2058.54	2057.23	2058.02	1812.0
2014-09-25 23:00:00	ES	Futures	2058.02	2058.28	2057.75	2057.75	490.0
2014-09-25 23:30:00	ES	Futures	2058.02	2058.02	2056.97	2057.23	1474.0
2014-09-25 00:00:00	NQ	Futures	4786.25	4787.42	4785.96	4786.83	140.0
2014-09-25 00:30:00	NQ	Futures	4786.25	4788.3	4786.25	4787.71	125.0
2014-09-25 01:00:00	NQ	Futures	4788.01	4788.89	4787.71	4788.89	102.0

> showing 50 of 2,913 rows — these rows as CSV

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