PREVIEW / futures_30min / 2014-10-09

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-09.parquet
  size:    86 KB
  rows:    3,027

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
2014-10-09 00:00:00	ES	Futures	2058.02	2059.06	2058.02	2058.54	1865.0
2014-10-09 00:30:00	ES	Futures	2058.54	2059.06	2057.23	2058.8	1725.0
2014-10-09 01:00:00	ES	Futures	2058.8	2059.06	2058.28	2058.28	2201.0
2014-10-09 01:30:00	ES	Futures	2058.28	2058.54	2055.92	2055.92	3453.0
2014-10-09 02:00:00	ES	Futures	2056.18	2056.71	2054.61	2055.66	7673.0
2014-10-09 02:30:00	ES	Futures	2055.66	2057.49	2054.61	2057.49	6583.0
2014-10-09 03:00:00	ES	Futures	2057.49	2057.49	2054.87	2056.44	22771.0
2014-10-09 03:30:00	ES	Futures	2056.44	2061.68	2055.66	2061.42	24615.0
2014-10-09 04:00:00	ES	Futures	2061.42	2062.73	2059.59	2060.37	20769.0
2014-10-09 04:30:00	ES	Futures	2060.37	2061.68	2059.59	2060.64	13184.0
2014-10-09 05:00:00	ES	Futures	2060.37	2061.95	2059.85	2061.42	14142.0
2014-10-09 05:30:00	ES	Futures	2061.16	2061.95	2060.37	2061.42	15390.0
2014-10-09 06:00:00	ES	Futures	2061.42	2061.95	2059.85	2060.11	14745.0
2014-10-09 06:30:00	ES	Futures	2059.85	2060.37	2056.97	2057.23	24975.0
2014-10-09 07:00:00	ES	Futures	2057.49	2057.75	2053.04	2055.13	35317.0
2014-10-09 07:30:00	ES	Futures	2054.87	2056.18	2047.28	2048.85	76024.0
2014-10-09 08:00:00	ES	Futures	2048.58	2050.68	2047.54	2050.68	37301.0
2014-10-09 08:30:00	ES	Futures	2050.42	2054.87	2050.16	2051.99	46589.0
2014-10-09 09:00:00	ES	Futures	2051.73	2052.51	2048.85	2051.99	56539.0
2014-10-09 09:30:00	ES	Futures	2051.73	2054.61	2043.08	2045.44	258606.0
2014-10-09 10:00:00	ES	Futures	2045.18	2049.63	2042.82	2046.49	170728.0
2014-10-09 10:30:00	ES	Futures	2046.49	2046.49	2038.37	2043.61	195411.0
2014-10-09 11:00:00	ES	Futures	2043.87	2046.75	2038.37	2042.3	176715.0
2014-10-09 11:30:00	ES	Futures	2042.56	2042.82	2025.53	2029.2	281616.0
2014-10-09 12:00:00	ES	Futures	2029.46	2031.3	2019.51	2021.34	212882.0
2014-10-09 12:30:00	ES	Futures	2021.34	2026.06	2018.98	2025.27	139164.0
2014-10-09 13:00:00	ES	Futures	2025.01	2025.53	2014.53	2021.86	191321.0
2014-10-09 13:30:00	ES	Futures	2021.86	2028.41	2019.24	2021.08	151933.0
2014-10-09 14:00:00	ES	Futures	2020.82	2020.82	2014.01	2015.05	163957.0
2014-10-09 14:30:00	ES	Futures	2015.05	2020.55	2012.17	2014.53	138823.0
2014-10-09 15:00:00	ES	Futures	2014.53	2020.29	2012.17	2018.72	147217.0
2014-10-09 15:30:00	ES	Futures	2018.72	2024.75	2012.7	2012.96	255466.0
2014-10-09 16:00:00	ES	Futures	2013.22	2020.55	2012.7	2015.58	111754.0
2014-10-09 16:30:00	ES	Futures	2015.58	2016.1	2006.93	2010.08	27908.0
2014-10-09 17:00:00	ES	Futures	2010.08	2010.6	2007.98	2009.03	5043.0
2014-10-09 18:00:00	ES	Futures	2008.77	2011.12	2008.5	2010.08	6363.0
2014-10-09 18:30:00	ES	Futures	2010.08	2010.34	2007.72	2008.5	4425.0
2014-10-09 19:00:00	ES	Futures	2008.5	2009.29	2007.19	2007.19	5787.0
2014-10-09 19:30:00	ES	Futures	2007.19	2010.6	2005.88	2009.29	8773.0
2014-10-09 20:00:00	ES	Futures	2009.29	2015.32	2008.77	2014.01	10152.0
2014-10-09 20:30:00	ES	Futures	2014.01	2015.84	2012.17	2013.74	6420.0
2014-10-09 21:00:00	ES	Futures	2013.74	2013.74	2012.17	2013.74	3413.0
2014-10-09 21:30:00	ES	Futures	2013.74	2016.62	2013.22	2016.1	5021.0
2014-10-09 22:00:00	ES	Futures	2016.1	2016.1	2014.53	2015.32	3139.0
2014-10-09 22:30:00	ES	Futures	2015.32	2015.58	2014.27	2014.53	2084.0
2014-10-09 23:00:00	ES	Futures	2014.53	2015.05	2013.22	2013.74	2004.0
2014-10-09 23:30:00	ES	Futures	2013.74	2013.74	2011.39	2011.65	4927.0
2014-10-09 00:00:00	NQ	Futures	4735.27	4737.61	4734.68	4736.44	250.0
2014-10-09 00:30:00	NQ	Futures	4736.73	4736.73	4733.21	4736.44	247.0
2014-10-09 01:00:00	NQ	Futures	4736.14	4737.32	4735.56	4736.14	259.0

> showing 50 of 3,027 rows — these rows as CSV

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