PREVIEW / futures_30min / 2015-01-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-11.parquet
  size:    20 KB
  rows:    512

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
2015-01-11 18:00:00	ES	Futures	2141.53	2146.0	2141.53	2142.85	6721.0
2015-01-11 18:30:00	ES	Futures	2143.11	2143.11	2139.42	2140.21	6362.0
2015-01-11 19:00:00	ES	Futures	2140.21	2141.53	2139.42	2140.48	2977.0
2015-01-11 19:30:00	ES	Futures	2140.74	2141.27	2139.69	2140.48	2087.0
2015-01-11 20:00:00	ES	Futures	2140.48	2141.27	2140.21	2141.0	2096.0
2015-01-11 20:30:00	ES	Futures	2141.0	2143.11	2139.95	2142.85	2171.0
2015-01-11 21:00:00	ES	Futures	2142.85	2144.69	2142.58	2143.9	1802.0
2015-01-11 21:30:00	ES	Futures	2143.64	2143.9	2143.11	2143.37	525.0
2015-01-11 22:00:00	ES	Futures	2143.37	2143.64	2140.74	2140.74	1327.0
2015-01-11 22:30:00	ES	Futures	2140.74	2141.27	2139.69	2141.0	1262.0
2015-01-11 23:00:00	ES	Futures	2141.0	2141.53	2140.48	2141.0	497.0
2015-01-11 23:30:00	ES	Futures	2140.74	2142.06	2140.74	2141.79	446.0
2015-01-11 18:00:00	NQ	Futures	4935.43	4943.66	4935.14	4936.31	806.0
2015-01-11 18:30:00	NQ	Futures	4937.2	4937.2	4928.09	4931.03	492.0
2015-01-11 19:00:00	NQ	Futures	4931.03	4933.67	4928.97	4931.62	311.0
2015-01-11 19:30:00	NQ	Futures	4931.32	4933.38	4929.85	4931.03	105.0
2015-01-11 20:00:00	NQ	Futures	4931.03	4933.08	4930.73	4932.5	274.0
2015-01-11 20:30:00	NQ	Futures	4932.2	4936.31	4929.85	4936.02	210.0
2015-01-11 21:00:00	NQ	Futures	4935.73	4939.25	4935.14	4937.49	436.0
2015-01-11 21:30:00	NQ	Futures	4937.78	4937.78	4936.31	4936.9	105.0
2015-01-11 22:00:00	NQ	Futures	4937.49	4938.37	4931.91	4932.2	207.0
2015-01-11 22:30:00	NQ	Futures	4932.2	4932.79	4928.68	4931.03	183.0
2015-01-11 23:00:00	NQ	Futures	4932.2	4933.38	4930.44	4931.91	120.0
2015-01-11 23:30:00	NQ	Futures	4931.03	4934.85	4931.03	4933.08	159.0
2015-01-11 18:00:00	YM	Futures	18421.3	18454.7	18413.0	18428.6	688.0
2015-01-11 18:30:00	YM	Futures	18430.7	18431.7	18399.4	18406.7	408.0
2015-01-11 19:00:00	YM	Futures	18411.9	18417.1	18398.3	18407.7	385.0
2015-01-11 19:30:00	YM	Futures	18407.7	18414.0	18401.5	18407.7	241.0
2015-01-11 20:00:00	YM	Futures	18408.8	18416.1	18405.6	18414.0	301.0
2015-01-11 20:30:00	YM	Futures	18411.9	18429.7	18403.6	18427.6	281.0
2015-01-11 21:00:00	YM	Futures	18427.6	18440.1	18423.4	18432.8	283.0
2015-01-11 21:30:00	YM	Futures	18431.7	18433.8	18427.6	18430.7	96.0
2015-01-11 22:00:00	YM	Futures	18430.7	18432.8	18409.8	18409.8	211.0
2015-01-11 22:30:00	YM	Futures	18410.9	18411.9	18400.4	18409.8	235.0
2015-01-11 23:00:00	YM	Futures	18409.8	18413.0	18405.6	18407.7	166.0
2015-01-11 23:30:00	YM	Futures	18406.7	18417.1	18406.7	18414.0	116.0
2015-01-11 18:00:00	CL	Futures	82.02	82.02	81.13	81.23	2441.0
2015-01-11 18:30:00	CL	Futures	81.23	81.28	80.93	81.16	1698.0
2015-01-11 19:00:00	CL	Futures	81.16	81.47	81.01	81.18	1078.0
2015-01-11 19:30:00	CL	Futures	81.2	81.27	80.94	81.05	1130.0
2015-01-11 20:00:00	CL	Futures	81.03	81.13	80.69	80.96	2430.0
2015-01-11 20:30:00	CL	Futures	80.96	81.01	80.77	80.93	971.0
2015-01-11 21:00:00	CL	Futures	80.94	81.08	80.72	81.06	1298.0
2015-01-11 21:30:00	CL	Futures	81.06	81.25	80.99	81.16	669.0
2015-01-11 22:00:00	CL	Futures	81.18	81.3	80.98	81.01	858.0
2015-01-11 22:30:00	CL	Futures	80.99	81.22	80.98	81.1	1089.0
2015-01-11 23:00:00	CL	Futures	81.11	81.18	81.01	81.05	870.0
2015-01-11 23:30:00	CL	Futures	81.05	81.06	80.77	80.89	980.0
2015-01-11 18:00:00	GC	Futures	1673.1	1677.9	1672.8	1677.9	3529.0
2015-01-11 18:30:00	GC	Futures	1677.8	1677.8	1676.3	1676.7	515.0

> showing 50 of 512 rows — these rows as CSV

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