PREVIEW / futures_30min / 2014-12-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-12-19.parquet
  size:    69 KB
  rows:    2,374

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
2014-12-19 00:00:00	ES	Futures	2169.42	2176.0	2169.42	2176.0	8138.0
2014-12-19 00:30:00	ES	Futures	2176.0	2180.21	2175.74	2179.42	8001.0
2014-12-19 01:00:00	ES	Futures	2179.69	2182.84	2177.84	2179.42	7402.0
2014-12-19 01:30:00	ES	Futures	2179.42	2181.0	2176.79	2177.32	3735.0
2014-12-19 02:00:00	ES	Futures	2177.32	2178.11	2175.48	2177.84	11126.0
2014-12-19 02:30:00	ES	Futures	2177.84	2177.84	2176.53	2177.06	5230.0
2014-12-19 03:00:00	ES	Futures	2177.06	2177.32	2173.63	2174.42	17256.0
2014-12-19 03:30:00	ES	Futures	2174.16	2176.53	2173.9	2174.42	12181.0
2014-12-19 04:00:00	ES	Futures	2174.69	2177.84	2173.9	2177.58	11283.0
2014-12-19 04:30:00	ES	Futures	2177.58	2178.11	2176.0	2177.84	9834.0
2014-12-19 05:00:00	ES	Futures	2177.58	2177.58	2175.48	2176.0	10740.0
2014-12-19 05:30:00	ES	Futures	2176.27	2176.53	2172.06	2173.11	15174.0
2014-12-19 06:00:00	ES	Futures	2173.11	2175.21	2172.32	2173.9	10015.0
2014-12-19 06:30:00	ES	Futures	2173.9	2174.95	2170.21	2173.37	14785.0
2014-12-19 07:00:00	ES	Futures	2173.11	2174.95	2172.32	2173.9	14565.0
2014-12-19 07:30:00	ES	Futures	2173.63	2176.53	2173.63	2175.21	11542.0
2014-12-19 08:00:00	ES	Futures	2175.21	2175.74	2173.37	2175.21	17829.0
2014-12-19 08:30:00	ES	Futures	2175.21	2175.21	2167.32	2169.69	42908.0
2014-12-19 09:00:00	ES	Futures	2169.42	2174.95	2168.63	2171.79	64624.0
2014-12-19 09:30:00	ES	Futures	2171.53	2173.9	2164.69	2171.0	275873.0
2014-12-19 10:00:00	ES	Futures	2171.27	2176.0	2169.16	2174.42	137424.0
2014-12-19 10:30:00	ES	Futures	2174.16	2174.69	2168.63	2172.58	87603.0
2014-12-19 11:00:00	ES	Futures	2172.58	2173.9	2169.95	2172.58	72481.0
2014-12-19 11:30:00	ES	Futures	2172.58	2173.11	2170.48	2170.48	64911.0
2014-12-19 12:00:00	ES	Futures	2170.48	2170.74	2166.53	2168.11	62451.0
2014-12-19 12:30:00	ES	Futures	2168.11	2171.79	2167.06	2169.69	51153.0
2014-12-19 13:00:00	ES	Futures	2169.42	2172.06	2168.63	2171.53	47219.0
2014-12-19 13:30:00	ES	Futures	2171.53	2173.11	2170.74	2172.58	33464.0
2014-12-19 14:00:00	ES	Futures	2172.58	2176.0	2172.06	2174.95	43967.0
2014-12-19 14:30:00	ES	Futures	2174.95	2183.11	2174.42	2182.58	87102.0
2014-12-19 15:00:00	ES	Futures	2182.58	2183.11	2177.84	2182.84	110407.0
2014-12-19 15:30:00	ES	Futures	2183.11	2185.48	2176.0	2176.0	182196.0
2014-12-19 16:00:00	ES	Futures	2176.27	2177.32	2173.63	2175.21	119070.0
2014-12-19 16:30:00	ES	Futures	2175.48	2176.53	2172.58	2174.16	11155.0
2014-12-19 17:00:00	ES	Futures	2174.16	2174.16	2171.53	2172.32	3765.0
2014-12-19 00:00:00	NQ	Futures	5019.13	5036.76	5019.13	5036.76	1999.0
2014-12-19 00:30:00	NQ	Futures	5036.76	5044.69	5035.29	5043.8	2088.0
2014-12-19 01:00:00	NQ	Futures	5044.1	5050.56	5039.99	5044.98	1774.0
2014-12-19 01:30:00	NQ	Futures	5045.27	5047.62	5036.76	5038.22	785.0
2014-12-19 02:00:00	NQ	Futures	5037.93	5039.99	5033.82	5039.11	1560.0
2014-12-19 02:30:00	NQ	Futures	5039.11	5040.28	5037.05	5039.69	1119.0
2014-12-19 03:00:00	NQ	Futures	5039.99	5040.57	5031.18	5034.11	2688.0
2014-12-19 03:30:00	NQ	Futures	5033.82	5036.17	5031.47	5033.53	1655.0
2014-12-19 04:00:00	NQ	Futures	5033.53	5039.11	5032.64	5038.81	1616.0
2014-12-19 04:30:00	NQ	Futures	5038.81	5039.4	5034.99	5039.11	1612.0
2014-12-19 05:00:00	NQ	Futures	5039.69	5039.69	5033.23	5035.29	1273.0
2014-12-19 05:30:00	NQ	Futures	5035.29	5035.87	5025.6	5028.53	1671.0
2014-12-19 06:00:00	NQ	Futures	5028.24	5031.47	5027.06	5029.12	1742.0
2014-12-19 06:30:00	NQ	Futures	5029.12	5030.0	5020.9	5027.06	2325.0
2014-12-19 07:00:00	NQ	Futures	5026.77	5030.88	5023.83	5028.24	1750.0

> showing 50 of 2,374 rows — these rows as CSV

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