PREVIEW / futures_30min / 2014-11-20

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-11-20.parquet
  size:    77 KB
  rows:    2,860

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
2014-11-20 00:00:00	ES	Futures	2141.32	2142.11	2141.06	2141.06	992.0
2014-11-20 00:30:00	ES	Futures	2141.06	2141.58	2141.06	2141.32	874.0
2014-11-20 01:00:00	ES	Futures	2141.32	2141.85	2141.06	2141.58	1031.0
2014-11-20 01:30:00	ES	Futures	2141.58	2143.42	2141.06	2143.16	1615.0
2014-11-20 02:00:00	ES	Futures	2143.16	2143.94	2142.37	2143.42	2289.0
2014-11-20 02:30:00	ES	Futures	2143.16	2143.42	2140.8	2141.85	3834.0
2014-11-20 03:00:00	ES	Futures	2141.85	2142.11	2140.01	2140.54	10221.0
2014-11-20 03:30:00	ES	Futures	2140.27	2140.27	2137.39	2137.65	18578.0
2014-11-20 04:00:00	ES	Futures	2137.39	2138.7	2136.61	2136.61	10963.0
2014-11-20 04:30:00	ES	Futures	2136.61	2138.44	2136.34	2138.18	9670.0
2014-11-20 05:00:00	ES	Futures	2138.44	2138.44	2135.82	2136.87	6581.0
2014-11-20 05:30:00	ES	Futures	2136.87	2137.13	2135.56	2136.61	6581.0
2014-11-20 06:00:00	ES	Futures	2136.61	2138.18	2136.08	2137.65	11122.0
2014-11-20 06:30:00	ES	Futures	2137.39	2137.65	2134.25	2135.03	13434.0
2014-11-20 07:00:00	ES	Futures	2135.03	2136.61	2134.51	2136.08	7266.0
2014-11-20 07:30:00	ES	Futures	2135.82	2137.65	2135.82	2136.87	8727.0
2014-11-20 08:00:00	ES	Futures	2137.13	2138.18	2135.56	2136.87	10213.0
2014-11-20 08:30:00	ES	Futures	2137.13	2137.39	2133.72	2134.51	24945.0
2014-11-20 09:00:00	ES	Futures	2134.25	2135.82	2132.68	2134.77	28037.0
2014-11-20 09:30:00	ES	Futures	2135.03	2141.85	2133.99	2141.06	144702.0
2014-11-20 10:00:00	ES	Futures	2141.06	2144.73	2140.8	2144.2	116372.0
2014-11-20 10:30:00	ES	Futures	2144.2	2148.39	2143.42	2147.08	117297.0
2014-11-20 11:00:00	ES	Futures	2147.08	2150.23	2146.82	2149.7	74206.0
2014-11-20 11:30:00	ES	Futures	2149.44	2150.23	2148.13	2148.13	48665.0
2014-11-20 12:00:00	ES	Futures	2148.13	2149.44	2147.08	2148.13	42661.0
2014-11-20 12:30:00	ES	Futures	2148.13	2149.7	2146.82	2147.61	30920.0
2014-11-20 13:00:00	ES	Futures	2147.61	2148.92	2146.3	2147.87	34250.0
2014-11-20 13:30:00	ES	Futures	2147.87	2148.39	2147.08	2148.13	18318.0
2014-11-20 14:00:00	ES	Futures	2148.13	2149.44	2147.61	2148.92	25138.0
2014-11-20 14:30:00	ES	Futures	2148.92	2149.18	2146.3	2146.3	30787.0
2014-11-20 15:00:00	ES	Futures	2146.56	2147.35	2145.25	2147.08	48692.0
2014-11-20 15:30:00	ES	Futures	2147.35	2149.44	2146.82	2149.18	115520.0
2014-11-20 16:00:00	ES	Futures	2149.18	2150.75	2148.66	2150.23	59945.0
2014-11-20 16:30:00	ES	Futures	2150.23	2151.01	2149.97	2150.75	8284.0
2014-11-20 17:00:00	ES	Futures	2150.75	2150.75	2150.23	2150.49	1411.0
2014-11-20 18:00:00	ES	Futures	2150.49	2150.49	2149.7	2149.7	2912.0
2014-11-20 18:30:00	ES	Futures	2149.97	2150.23	2148.66	2148.92	3355.0
2014-11-20 19:00:00	ES	Futures	2148.92	2149.18	2147.87	2148.66	3449.0
2014-11-20 19:30:00	ES	Futures	2148.66	2149.7	2148.39	2149.18	2210.0
2014-11-20 20:00:00	ES	Futures	2149.44	2149.7	2148.66	2149.18	1687.0
2014-11-20 20:30:00	ES	Futures	2148.92	2149.7	2148.66	2149.18	1539.0
2014-11-20 21:00:00	ES	Futures	2148.92	2149.44	2148.66	2149.18	736.0
2014-11-20 21:30:00	ES	Futures	2149.18	2149.44	2148.92	2149.18	663.0
2014-11-20 22:00:00	ES	Futures	2149.44	2150.49	2149.18	2150.49	1292.0
2014-11-20 22:30:00	ES	Futures	2150.23	2151.28	2149.97	2150.23	2069.0
2014-11-20 23:00:00	ES	Futures	2150.23	2151.01	2149.7	2150.75	1069.0
2014-11-20 23:30:00	ES	Futures	2150.75	2151.28	2149.97	2151.01	1362.0
2014-11-20 00:00:00	NQ	Futures	4945.06	4947.11	4943.89	4943.89	359.0
2014-11-20 00:30:00	NQ	Futures	4943.59	4944.76	4943.01	4943.3	346.0
2014-11-20 01:00:00	NQ	Futures	4943.59	4945.35	4943.59	4943.89	145.0

> showing 50 of 2,860 rows — these rows as CSV

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