PREVIEW / futures_30min / 2015-01-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-15.parquet
  size:    92 KB
  rows:    3,010

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
2015-01-15 00:00:00	ES	Futures	2115.74	2119.43	2115.21	2119.43	3333.0
2015-01-15 00:30:00	ES	Futures	2119.43	2124.95	2119.16	2123.9	7524.0
2015-01-15 01:00:00	ES	Futures	2123.9	2132.85	2123.9	2130.21	10592.0
2015-01-15 01:30:00	ES	Futures	2129.95	2133.9	2129.95	2131.53	4951.0
2015-01-15 02:00:00	ES	Futures	2131.53	2132.58	2129.16	2129.42	8685.0
2015-01-15 02:30:00	ES	Futures	2129.69	2130.21	2123.64	2126.0	11487.0
2015-01-15 03:00:00	ES	Futures	2126.0	2131.0	2125.48	2126.0	14326.0
2015-01-15 03:30:00	ES	Futures	2126.0	2128.9	2125.21	2127.32	8062.0
2015-01-15 04:00:00	ES	Futures	2127.32	2127.32	2124.42	2125.21	6488.0
2015-01-15 04:30:00	ES	Futures	2125.21	2125.48	2090.48	2105.21	68069.0
2015-01-15 05:00:00	ES	Futures	2105.21	2116.53	2097.06	2111.79	53596.0
2015-01-15 05:30:00	ES	Futures	2111.79	2112.32	2098.37	2102.06	27887.0
2015-01-15 06:00:00	ES	Futures	2102.06	2103.9	2093.11	2094.69	22212.0
2015-01-15 06:30:00	ES	Futures	2094.69	2103.37	2093.64	2099.95	20693.0
2015-01-15 07:00:00	ES	Futures	2100.21	2113.11	2097.32	2112.06	27782.0
2015-01-15 07:30:00	ES	Futures	2111.79	2119.16	2104.69	2109.69	36531.0
2015-01-15 08:00:00	ES	Futures	2109.43	2111.53	2106.79	2109.95	17435.0
2015-01-15 08:30:00	ES	Futures	2109.43	2124.16	2108.9	2119.16	66148.0
2015-01-15 09:00:00	ES	Futures	2119.16	2119.95	2113.64	2118.11	40202.0
2015-01-15 09:30:00	ES	Futures	2118.11	2122.06	2096.53	2100.21	298530.0
2015-01-15 10:00:00	ES	Futures	2100.21	2111.53	2096.0	2110.48	226571.0
2015-01-15 10:30:00	ES	Futures	2110.21	2116.53	2103.37	2104.16	146082.0
2015-01-15 11:00:00	ES	Futures	2104.16	2106.53	2096.79	2097.85	107717.0
2015-01-15 11:30:00	ES	Futures	2098.11	2105.21	2095.48	2099.69	122729.0
2015-01-15 12:00:00	ES	Futures	2099.69	2102.85	2096.27	2098.64	78091.0
2015-01-15 12:30:00	ES	Futures	2098.64	2098.64	2089.69	2093.9	101867.0
2015-01-15 13:00:00	ES	Futures	2093.64	2101.27	2092.32	2093.9	99286.0
2015-01-15 13:30:00	ES	Futures	2093.9	2099.43	2091.0	2094.95	65737.0
2015-01-15 14:00:00	ES	Futures	2095.22	2099.69	2092.85	2096.0	70974.0
2015-01-15 14:30:00	ES	Futures	2096.0	2103.37	2094.43	2101.27	73978.0
2015-01-15 15:00:00	ES	Futures	2101.53	2103.11	2093.37	2098.64	80545.0
2015-01-15 15:30:00	ES	Futures	2098.37	2100.74	2089.16	2090.22	171524.0
2015-01-15 16:00:00	ES	Futures	2090.48	2097.85	2089.95	2093.64	101359.0
2015-01-15 16:30:00	ES	Futures	2093.11	2093.37	2087.85	2088.11	16140.0
2015-01-15 17:00:00	ES	Futures	2087.85	2088.37	2082.32	2083.9	12040.0
2015-01-15 18:00:00	ES	Futures	2084.95	2087.85	2082.85	2085.22	9230.0
2015-01-15 18:30:00	ES	Futures	2085.48	2086.0	2082.58	2083.64	3919.0
2015-01-15 19:00:00	ES	Futures	2083.37	2084.43	2076.0	2077.58	14995.0
2015-01-15 19:30:00	ES	Futures	2077.58	2081.27	2077.58	2079.95	6935.0
2015-01-15 20:00:00	ES	Futures	2080.22	2083.37	2079.16	2081.53	4282.0
2015-01-15 20:30:00	ES	Futures	2081.53	2082.06	2077.85	2078.37	3665.0
2015-01-15 21:00:00	ES	Futures	2078.37	2079.16	2076.0	2076.27	5618.0
2015-01-15 21:30:00	ES	Futures	2076.27	2077.85	2073.9	2076.27	7753.0
2015-01-15 22:00:00	ES	Futures	2076.0	2080.48	2076.0	2079.16	3300.0
2015-01-15 22:30:00	ES	Futures	2079.16	2080.48	2076.53	2077.85	2797.0
2015-01-15 23:00:00	ES	Futures	2077.85	2079.95	2076.27	2079.69	2729.0
2015-01-15 23:30:00	ES	Futures	2079.43	2082.06	2078.9	2081.27	2629.0
2015-01-15 00:00:00	NQ	Futures	4877.28	4884.63	4876.7	4884.63	554.0
2015-01-15 00:30:00	NQ	Futures	4884.92	4898.43	4884.63	4897.84	2142.0
2015-01-15 01:00:00	NQ	Futures	4898.72	4920.75	4898.72	4913.7	2159.0

> showing 50 of 3,010 rows — these rows as CSV

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