PREVIEW / futures_30min / 2015-02-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-09.parquet
  size:    79 KB
  rows:    2,933

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
2015-02-09 00:00:00	ES	Futures	2151.0	2152.58	2150.74	2152.32	1100.0
2015-02-09 00:30:00	ES	Futures	2152.32	2153.11	2151.79	2152.32	1113.0
2015-02-09 01:00:00	ES	Futures	2152.58	2154.16	2152.58	2153.37	2569.0
2015-02-09 01:30:00	ES	Futures	2153.63	2153.63	2152.06	2152.85	860.0
2015-02-09 02:00:00	ES	Futures	2152.85	2154.16	2152.06	2152.32	3913.0
2015-02-09 02:30:00	ES	Futures	2152.58	2154.69	2152.06	2154.16	3431.0
2015-02-09 03:00:00	ES	Futures	2154.42	2154.69	2148.63	2150.21	19469.0
2015-02-09 03:30:00	ES	Futures	2149.95	2150.48	2146.79	2148.37	16512.0
2015-02-09 04:00:00	ES	Futures	2148.37	2149.95	2147.85	2148.63	10001.0
2015-02-09 04:30:00	ES	Futures	2148.63	2150.21	2147.85	2148.9	6311.0
2015-02-09 05:00:00	ES	Futures	2148.63	2152.06	2147.32	2151.27	5843.0
2015-02-09 05:30:00	ES	Futures	2151.0	2153.11	2150.74	2151.0	5761.0
2015-02-09 06:00:00	ES	Futures	2151.0	2152.32	2150.21	2150.74	4885.0
2015-02-09 06:30:00	ES	Futures	2150.74	2150.74	2147.06	2147.06	7294.0
2015-02-09 07:00:00	ES	Futures	2147.06	2149.69	2146.79	2148.9	6001.0
2015-02-09 07:30:00	ES	Futures	2148.9	2152.58	2148.37	2151.53	9670.0
2015-02-09 08:00:00	ES	Futures	2151.53	2152.32	2149.95	2150.21	11056.0
2015-02-09 08:30:00	ES	Futures	2150.48	2150.48	2146.0	2149.69	21473.0
2015-02-09 09:00:00	ES	Futures	2149.69	2151.27	2148.63	2150.21	16622.0
2015-02-09 09:30:00	ES	Futures	2150.21	2159.42	2149.69	2156.53	197053.0
2015-02-09 10:00:00	ES	Futures	2156.53	2158.11	2152.06	2152.06	97081.0
2015-02-09 10:30:00	ES	Futures	2152.06	2156.27	2149.69	2150.21	91706.0
2015-02-09 11:00:00	ES	Futures	2150.21	2158.63	2149.95	2157.85	81653.0
2015-02-09 11:30:00	ES	Futures	2157.85	2158.37	2155.21	2155.74	47729.0
2015-02-09 12:00:00	ES	Futures	2155.74	2157.58	2153.9	2157.58	60153.0
2015-02-09 12:30:00	ES	Futures	2157.58	2159.69	2155.21	2155.74	48143.0
2015-02-09 13:00:00	ES	Futures	2156.0	2157.32	2153.37	2153.37	35182.0
2015-02-09 13:30:00	ES	Futures	2153.63	2153.9	2150.74	2153.11	53585.0
2015-02-09 14:00:00	ES	Futures	2153.11	2153.37	2148.37	2151.53	64335.0
2015-02-09 14:30:00	ES	Futures	2151.79	2153.37	2147.85	2148.37	56901.0
2015-02-09 15:00:00	ES	Futures	2148.37	2149.16	2143.64	2149.16	84428.0
2015-02-09 15:30:00	ES	Futures	2149.16	2152.32	2145.48	2148.37	118070.0
2015-02-09 16:00:00	ES	Futures	2148.63	2150.21	2147.58	2149.95	41259.0
2015-02-09 16:30:00	ES	Futures	2150.21	2151.27	2149.95	2150.21	5244.0
2015-02-09 17:00:00	ES	Futures	2150.48	2151.53	2149.95	2151.27	2550.0
2015-02-09 18:00:00	ES	Futures	2151.27	2152.85	2151.0	2152.06	2961.0
2015-02-09 18:30:00	ES	Futures	2152.06	2153.37	2151.53	2152.32	1677.0
2015-02-09 19:00:00	ES	Futures	2152.32	2153.37	2152.32	2152.85	1515.0
2015-02-09 19:30:00	ES	Futures	2152.58	2152.85	2151.0	2152.32	1990.0
2015-02-09 20:00:00	ES	Futures	2152.06	2153.63	2151.53	2153.37	1628.0
2015-02-09 20:30:00	ES	Futures	2153.11	2153.63	2151.53	2151.79	1124.0
2015-02-09 21:00:00	ES	Futures	2152.06	2152.58	2151.53	2152.58	445.0
2015-02-09 21:30:00	ES	Futures	2152.32	2152.58	2152.06	2152.58	254.0
2015-02-09 22:00:00	ES	Futures	2152.58	2152.85	2151.27	2152.06	835.0
2015-02-09 22:30:00	ES	Futures	2152.32	2153.11	2151.27	2151.79	1846.0
2015-02-09 23:00:00	ES	Futures	2151.79	2152.06	2151.27	2151.79	699.0
2015-02-09 23:30:00	ES	Futures	2151.79	2151.79	2151.0	2151.27	1024.0
2015-02-09 00:00:00	NQ	Futures	4946.89	4953.05	4946.59	4951.88	302.0
2015-02-09 00:30:00	NQ	Futures	4952.17	4953.94	4949.53	4952.76	303.0
2015-02-09 01:00:00	NQ	Futures	4952.76	4956.29	4952.76	4955.11	453.0

> showing 50 of 2,933 rows — these rows as CSV

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