PREVIEW / futures_30min / 2014-10-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-10-29.parquet
  size:    80 KB
  rows:    2,929

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
2014-10-29 00:00:00	ES	Futures	2070.85	2071.38	2070.59	2070.59	629.0
2014-10-29 00:30:00	ES	Futures	2070.59	2071.38	2070.07	2071.11	777.0
2014-10-29 01:00:00	ES	Futures	2071.11	2071.38	2070.85	2071.11	757.0
2014-10-29 01:30:00	ES	Futures	2071.11	2071.64	2070.85	2071.38	684.0
2014-10-29 02:00:00	ES	Futures	2071.11	2072.16	2071.11	2071.9	836.0
2014-10-29 02:30:00	ES	Futures	2072.16	2073.47	2071.9	2072.95	1627.0
2014-10-29 03:00:00	ES	Futures	2072.69	2074.0	2072.69	2073.21	4720.0
2014-10-29 03:30:00	ES	Futures	2072.95	2075.57	2072.95	2074.78	6726.0
2014-10-29 04:00:00	ES	Futures	2074.52	2075.31	2073.21	2074.0	15088.0
2014-10-29 04:30:00	ES	Futures	2074.0	2074.0	2071.11	2072.42	15489.0
2014-10-29 05:00:00	ES	Futures	2072.42	2075.04	2072.42	2074.78	9267.0
2014-10-29 05:30:00	ES	Futures	2074.78	2076.35	2074.0	2074.78	11166.0
2014-10-29 06:00:00	ES	Futures	2074.52	2074.78	2072.42	2073.73	10450.0
2014-10-29 06:30:00	ES	Futures	2073.73	2074.78	2071.11	2071.38	11532.0
2014-10-29 07:00:00	ES	Futures	2071.38	2072.42	2070.59	2070.59	9568.0
2014-10-29 07:30:00	ES	Futures	2070.85	2072.16	2069.54	2071.9	15179.0
2014-10-29 08:00:00	ES	Futures	2071.64	2073.47	2071.11	2073.47	19870.0
2014-10-29 08:30:00	ES	Futures	2073.21	2073.73	2072.16	2072.95	10269.0
2014-10-29 09:00:00	ES	Futures	2073.21	2075.31	2072.69	2074.78	15456.0
2014-10-29 09:30:00	ES	Futures	2074.52	2080.81	2073.73	2080.28	193719.0
2014-10-29 10:00:00	ES	Futures	2080.28	2080.54	2073.21	2074.78	157433.0
2014-10-29 10:30:00	ES	Futures	2074.78	2077.4	2071.11	2072.42	122550.0
2014-10-29 11:00:00	ES	Futures	2072.69	2075.83	2071.64	2074.78	83981.0
2014-10-29 11:30:00	ES	Futures	2075.04	2075.04	2072.42	2073.73	71283.0
2014-10-29 12:00:00	ES	Futures	2073.73	2073.73	2069.02	2069.28	90453.0
2014-10-29 12:30:00	ES	Futures	2069.28	2071.11	2068.49	2070.07	68943.0
2014-10-29 13:00:00	ES	Futures	2069.8	2070.59	2068.76	2070.07	31960.0
2014-10-29 13:30:00	ES	Futures	2070.07	2070.33	2065.87	2069.8	74243.0
2014-10-29 14:00:00	ES	Futures	2069.8	2069.8	2055.92	2067.45	286106.0
2014-10-29 14:30:00	ES	Futures	2067.45	2069.28	2060.37	2065.61	155977.0
2014-10-29 15:00:00	ES	Futures	2065.87	2066.66	2058.02	2065.35	132141.0
2014-10-29 15:30:00	ES	Futures	2065.35	2073.21	2065.35	2070.07	161288.0
2014-10-29 16:00:00	ES	Futures	2070.07	2070.59	2066.14	2066.66	54981.0
2014-10-29 16:30:00	ES	Futures	2066.66	2067.18	2065.87	2066.4	8217.0
2014-10-29 17:00:00	ES	Futures	2066.14	2066.14	2065.35	2065.61	1684.0
2014-10-29 18:00:00	ES	Futures	2066.14	2068.23	2064.3	2067.71	4083.0
2014-10-29 18:30:00	ES	Futures	2067.97	2068.23	2067.18	2067.18	881.0
2014-10-29 19:00:00	ES	Futures	2067.18	2067.45	2066.66	2066.92	642.0
2014-10-29 19:30:00	ES	Futures	2066.92	2066.92	2064.83	2064.83	1455.0
2014-10-29 20:00:00	ES	Futures	2064.56	2066.66	2064.56	2066.66	1780.0
2014-10-29 20:30:00	ES	Futures	2066.66	2067.97	2065.87	2066.66	2473.0
2014-10-29 21:00:00	ES	Futures	2066.66	2067.18	2065.35	2065.61	1007.0
2014-10-29 21:30:00	ES	Futures	2065.61	2067.45	2065.35	2066.14	1539.0
2014-10-29 22:00:00	ES	Futures	2066.14	2066.66	2065.87	2066.4	823.0
2014-10-29 22:30:00	ES	Futures	2066.4	2067.71	2066.14	2067.45	1225.0
2014-10-29 23:00:00	ES	Futures	2067.71	2067.97	2066.92	2066.92	1009.0
2014-10-29 23:30:00	ES	Futures	2067.18	2067.71	2067.18	2067.18	356.0
2014-10-29 00:00:00	NQ	Futures	4778.63	4779.22	4777.75	4778.63	180.0
2014-10-29 00:30:00	NQ	Futures	4778.63	4780.1	4777.46	4779.8	128.0
2014-10-29 01:00:00	NQ	Futures	4779.8	4780.68	4778.04	4778.34	276.0

> showing 50 of 2,929 rows — these rows as CSV

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