PREVIEW / futures_30min / 2014-11-05

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-05.parquet
  size:    79 KB
  rows:    2,942

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
2014-11-05 00:00:00	ES	Futures	2106.48	2107.27	2105.43	2106.74	1665.0
2014-11-05 00:30:00	ES	Futures	2106.74	2111.72	2105.96	2111.46	8032.0
2014-11-05 01:00:00	ES	Futures	2111.46	2111.72	2109.1	2110.67	4420.0
2014-11-05 01:30:00	ES	Futures	2110.93	2110.93	2109.36	2109.62	2500.0
2014-11-05 02:00:00	ES	Futures	2109.89	2111.2	2107.53	2108.84	5916.0
2014-11-05 02:30:00	ES	Futures	2108.84	2110.15	2108.31	2108.31	4983.0
2014-11-05 03:00:00	ES	Futures	2108.31	2109.62	2104.65	2106.74	21857.0
2014-11-05 03:30:00	ES	Futures	2106.74	2109.36	2106.22	2108.58	11499.0
2014-11-05 04:00:00	ES	Futures	2108.58	2109.36	2106.74	2107.0	9008.0
2014-11-05 04:30:00	ES	Futures	2107.0	2110.15	2105.96	2109.89	10671.0
2014-11-05 05:00:00	ES	Futures	2109.62	2110.93	2109.1	2110.41	8376.0
2014-11-05 05:30:00	ES	Futures	2110.67	2111.2	2109.89	2110.15	5919.0
2014-11-05 06:00:00	ES	Futures	2110.15	2110.67	2108.05	2108.84	7908.0
2014-11-05 06:30:00	ES	Futures	2108.58	2110.15	2108.05	2109.62	7343.0
2014-11-05 07:00:00	ES	Futures	2109.62	2112.77	2109.62	2111.98	14696.0
2014-11-05 07:30:00	ES	Futures	2111.98	2114.6	2111.98	2114.08	19209.0
2014-11-05 08:00:00	ES	Futures	2114.34	2115.65	2113.03	2114.6	21821.0
2014-11-05 08:30:00	ES	Futures	2114.6	2116.17	2113.29	2114.86	17141.0
2014-11-05 09:00:00	ES	Futures	2114.6	2116.7	2114.08	2116.43	22573.0
2014-11-05 09:30:00	ES	Futures	2116.43	2117.22	2108.31	2109.62	214850.0
2014-11-05 10:00:00	ES	Futures	2109.62	2112.24	2106.74	2108.05	160141.0
2014-11-05 10:30:00	ES	Futures	2108.05	2110.41	2104.91	2110.41	149820.0
2014-11-05 11:00:00	ES	Futures	2110.41	2113.03	2109.89	2110.93	126705.0
2014-11-05 11:30:00	ES	Futures	2110.67	2113.03	2109.1	2112.77	77993.0
2014-11-05 12:00:00	ES	Futures	2112.77	2114.34	2111.2	2111.72	80326.0
2014-11-05 12:30:00	ES	Futures	2111.72	2114.34	2111.2	2113.29	37806.0
2014-11-05 13:00:00	ES	Futures	2113.29	2114.6	2111.46	2112.24	38383.0
2014-11-05 13:30:00	ES	Futures	2112.24	2113.29	2107.0	2108.84	82875.0
2014-11-05 14:00:00	ES	Futures	2108.58	2113.03	2107.79	2112.24	71837.0
2014-11-05 14:30:00	ES	Futures	2111.98	2113.81	2111.2	2113.81	43374.0
2014-11-05 15:00:00	ES	Futures	2113.81	2114.34	2110.67	2111.98	63776.0
2014-11-05 15:30:00	ES	Futures	2111.72	2115.65	2110.93	2114.6	111313.0
2014-11-05 16:00:00	ES	Futures	2114.86	2116.17	2114.34	2115.39	56182.0
2014-11-05 16:30:00	ES	Futures	2115.39	2116.43	2114.6	2114.86	7007.0
2014-11-05 17:00:00	ES	Futures	2115.12	2115.91	2114.86	2115.39	1416.0
2014-11-05 18:00:00	ES	Futures	2115.12	2115.39	2113.29	2114.08	3396.0
2014-11-05 18:30:00	ES	Futures	2114.08	2114.6	2113.55	2114.08	935.0
2014-11-05 19:00:00	ES	Futures	2114.08	2114.6	2113.55	2114.08	1465.0
2014-11-05 19:30:00	ES	Futures	2113.81	2114.08	2112.24	2112.77	1889.0
2014-11-05 20:00:00	ES	Futures	2112.77	2113.55	2112.5	2113.55	1302.0
2014-11-05 20:30:00	ES	Futures	2113.55	2113.81	2112.77	2113.55	1191.0
2014-11-05 21:00:00	ES	Futures	2113.55	2113.55	2112.5	2113.29	1101.0
2014-11-05 21:30:00	ES	Futures	2113.29	2113.81	2113.03	2113.81	405.0
2014-11-05 22:00:00	ES	Futures	2113.55	2113.81	2113.29	2113.29	700.0
2014-11-05 22:30:00	ES	Futures	2113.29	2114.6	2112.5	2112.77	1788.0
2014-11-05 23:00:00	ES	Futures	2112.77	2112.77	2109.89	2111.46	7456.0
2014-11-05 23:30:00	ES	Futures	2111.2	2111.98	2109.89	2110.15	2456.0
2014-11-05 00:00:00	NQ	Futures	4869.76	4871.81	4867.7	4870.93	310.0
2014-11-05 00:30:00	NQ	Futures	4871.22	4883.53	4869.76	4882.06	1334.0
2014-11-05 01:00:00	NQ	Futures	4881.48	4883.23	4876.79	4882.06	585.0

> showing 50 of 2,942 rows — these rows as CSV

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