PREVIEW / futures_30min / 2015-02-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-02-25.parquet
  size:    75 KB
  rows:    2,890

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
2015-02-25 00:00:00	ES	Futures	2224.16	2224.42	2223.9	2224.16	573.0
2015-02-25 00:30:00	ES	Futures	2224.16	2224.69	2224.16	2224.42	691.0
2015-02-25 01:00:00	ES	Futures	2224.42	2225.21	2223.9	2225.21	869.0
2015-02-25 01:30:00	ES	Futures	2224.95	2224.95	2224.16	2224.42	289.0
2015-02-25 02:00:00	ES	Futures	2224.69	2224.69	2223.11	2223.37	2641.0
2015-02-25 02:30:00	ES	Futures	2223.37	2223.37	2222.32	2222.84	2073.0
2015-02-25 03:00:00	ES	Futures	2222.84	2225.48	2222.84	2224.69	7530.0
2015-02-25 03:30:00	ES	Futures	2224.69	2224.95	2223.37	2223.37	5080.0
2015-02-25 04:00:00	ES	Futures	2223.63	2224.42	2223.11	2223.37	4515.0
2015-02-25 04:30:00	ES	Futures	2223.37	2223.37	2221.79	2222.32	4814.0
2015-02-25 05:00:00	ES	Futures	2222.32	2223.9	2222.05	2223.63	3095.0
2015-02-25 05:30:00	ES	Futures	2223.37	2223.63	2222.58	2222.84	2560.0
2015-02-25 06:00:00	ES	Futures	2222.84	2223.37	2221.53	2222.32	3673.0
2015-02-25 06:30:00	ES	Futures	2222.05	2223.11	2221.26	2221.53	4049.0
2015-02-25 07:00:00	ES	Futures	2221.53	2222.84	2221.0	2222.58	6827.0
2015-02-25 07:30:00	ES	Futures	2222.58	2223.63	2222.58	2222.84	4511.0
2015-02-25 08:00:00	ES	Futures	2222.84	2223.63	2222.32	2222.84	3897.0
2015-02-25 08:30:00	ES	Futures	2222.84	2223.37	2222.32	2222.84	5188.0
2015-02-25 09:00:00	ES	Futures	2222.84	2223.63	2222.05	2222.84	7093.0
2015-02-25 09:30:00	ES	Futures	2222.84	2224.16	2219.69	2221.26	94626.0
2015-02-25 10:00:00	ES	Futures	2221.26	2222.84	2220.21	2221.26	72239.0
2015-02-25 10:30:00	ES	Futures	2221.26	2223.63	2220.21	2222.58	65643.0
2015-02-25 11:00:00	ES	Futures	2222.84	2224.16	2221.0	2223.9	46284.0
2015-02-25 11:30:00	ES	Futures	2223.63	2225.74	2223.11	2224.16	77295.0
2015-02-25 12:00:00	ES	Futures	2224.42	2225.21	2223.9	2224.16	34656.0
2015-02-25 12:30:00	ES	Futures	2224.16	2226.0	2224.16	2225.21	27179.0
2015-02-25 13:00:00	ES	Futures	2225.21	2226.53	2224.42	2226.53	33197.0
2015-02-25 13:30:00	ES	Futures	2226.53	2229.16	2226.53	2227.84	64211.0
2015-02-25 14:00:00	ES	Futures	2227.84	2228.37	2224.69	2225.74	43564.0
2015-02-25 14:30:00	ES	Futures	2225.48	2226.0	2219.42	2221.79	93697.0
2015-02-25 15:00:00	ES	Futures	2221.79	2222.05	2218.11	2218.63	71147.0
2015-02-25 15:30:00	ES	Futures	2218.63	2223.63	2218.63	2222.58	107463.0
2015-02-25 16:00:00	ES	Futures	2222.32	2223.11	2221.0	2221.26	45995.0
2015-02-25 16:30:00	ES	Futures	2221.79	2222.32	2221.26	2222.05	5140.0
2015-02-25 17:00:00	ES	Futures	2222.05	2222.32	2221.53	2221.53	1873.0
2015-02-25 18:00:00	ES	Futures	2221.53	2221.79	2220.74	2221.53	2400.0
2015-02-25 18:30:00	ES	Futures	2221.79	2222.05	2220.74	2220.74	1084.0
2015-02-25 19:00:00	ES	Futures	2221.0	2221.79	2220.74	2221.26	735.0
2015-02-25 19:30:00	ES	Futures	2221.26	2222.32	2221.0	2222.05	1189.0
2015-02-25 20:00:00	ES	Futures	2222.05	2222.32	2221.53	2222.05	653.0
2015-02-25 20:30:00	ES	Futures	2222.05	2222.32	2221.26	2221.53	830.0
2015-02-25 21:00:00	ES	Futures	2221.79	2222.05	2221.53	2222.05	321.0
2015-02-25 21:30:00	ES	Futures	2221.79	2222.58	2221.79	2222.05	560.0
2015-02-25 22:00:00	ES	Futures	2222.05	2223.37	2222.05	2223.37	1412.0
2015-02-25 22:30:00	ES	Futures	2223.11	2223.9	2222.84	2222.84	1377.0
2015-02-25 23:00:00	ES	Futures	2222.84	2223.37	2222.58	2222.58	445.0
2015-02-25 23:30:00	ES	Futures	2222.84	2223.11	2222.58	2222.84	385.0
2015-02-25 00:00:00	NQ	Futures	5224.13	5224.42	5223.54	5224.13	100.0
2015-02-25 00:30:00	NQ	Futures	5224.42	5225.3	5224.13	5225.3	59.0
2015-02-25 01:00:00	NQ	Futures	5224.72	5226.19	5223.54	5226.19	134.0

> showing 50 of 2,890 rows — these rows as CSV

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