PREVIEW / futures_30min / 2015-01-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-01-21.parquet
  size:    85 KB
  rows:    2,978

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
2015-01-21 00:00:00	ES	Futures	2125.48	2127.06	2124.42	2126.0	1368.0
2015-01-21 00:30:00	ES	Futures	2126.0	2126.79	2124.42	2124.69	872.0
2015-01-21 01:00:00	ES	Futures	2124.95	2126.0	2124.16	2125.74	944.0
2015-01-21 01:30:00	ES	Futures	2126.0	2126.27	2122.58	2123.37	1382.0
2015-01-21 02:00:00	ES	Futures	2123.37	2123.9	2120.48	2120.74	3129.0
2015-01-21 02:30:00	ES	Futures	2121.0	2122.32	2119.16	2122.32	3652.0
2015-01-21 03:00:00	ES	Futures	2122.58	2123.9	2119.69	2120.21	9091.0
2015-01-21 03:30:00	ES	Futures	2119.95	2121.27	2118.37	2119.95	6875.0
2015-01-21 04:00:00	ES	Futures	2119.95	2124.42	2119.69	2122.85	6218.0
2015-01-21 04:30:00	ES	Futures	2122.58	2123.11	2120.74	2121.27	4351.0
2015-01-21 05:00:00	ES	Futures	2121.27	2123.9	2120.74	2123.11	4588.0
2015-01-21 05:30:00	ES	Futures	2122.85	2124.42	2122.32	2123.11	3520.0
2015-01-21 06:00:00	ES	Futures	2123.11	2123.11	2119.43	2120.21	7901.0
2015-01-21 06:30:00	ES	Futures	2120.21	2120.21	2117.58	2118.37	7992.0
2015-01-21 07:00:00	ES	Futures	2118.37	2119.43	2113.64	2114.95	12658.0
2015-01-21 07:30:00	ES	Futures	2114.95	2117.32	2113.9	2115.21	8965.0
2015-01-21 08:00:00	ES	Futures	2115.21	2119.69	2114.16	2119.43	16431.0
2015-01-21 08:30:00	ES	Futures	2119.16	2120.21	2115.74	2116.53	23946.0
2015-01-21 09:00:00	ES	Futures	2116.53	2119.43	2115.21	2116.53	32445.0
2015-01-21 09:30:00	ES	Futures	2116.53	2130.74	2110.74	2124.16	383199.0
2015-01-21 10:00:00	ES	Futures	2123.9	2129.16	2119.16	2127.32	178163.0
2015-01-21 10:30:00	ES	Futures	2127.58	2138.11	2125.21	2137.06	129597.0
2015-01-21 11:00:00	ES	Futures	2137.06	2139.69	2131.53	2133.9	112284.0
2015-01-21 11:30:00	ES	Futures	2133.9	2137.32	2132.06	2135.21	77058.0
2015-01-21 12:00:00	ES	Futures	2135.21	2137.06	2133.64	2136.79	42558.0
2015-01-21 12:30:00	ES	Futures	2136.79	2137.85	2128.9	2131.27	67637.0
2015-01-21 13:00:00	ES	Futures	2131.27	2133.64	2127.58	2128.37	53213.0
2015-01-21 13:30:00	ES	Futures	2128.37	2128.9	2123.9	2124.42	67556.0
2015-01-21 14:00:00	ES	Futures	2124.42	2128.9	2122.32	2127.32	72414.0
2015-01-21 14:30:00	ES	Futures	2127.32	2132.32	2124.42	2131.27	57752.0
2015-01-21 15:00:00	ES	Futures	2131.53	2133.64	2126.79	2131.79	62933.0
2015-01-21 15:30:00	ES	Futures	2131.79	2134.95	2131.27	2133.37	91302.0
2015-01-21 16:00:00	ES	Futures	2133.37	2133.9	2132.06	2133.9	46623.0
2015-01-21 16:30:00	ES	Futures	2133.64	2134.69	2132.85	2133.37	6355.0
2015-01-21 17:00:00	ES	Futures	2133.37	2134.69	2132.85	2133.9	2115.0
2015-01-21 18:00:00	ES	Futures	2133.37	2134.16	2132.06	2132.58	3323.0
2015-01-21 18:30:00	ES	Futures	2132.58	2134.69	2132.58	2133.37	1371.0
2015-01-21 19:00:00	ES	Futures	2133.37	2133.9	2132.32	2133.37	2557.0
2015-01-21 19:30:00	ES	Futures	2133.37	2133.64	2132.58	2133.11	1251.0
2015-01-21 20:00:00	ES	Futures	2132.85	2136.0	2132.85	2136.0	1861.0
2015-01-21 20:30:00	ES	Futures	2135.74	2137.32	2135.21	2136.79	2598.0
2015-01-21 21:00:00	ES	Futures	2136.79	2136.79	2135.48	2135.74	1153.0
2015-01-21 21:30:00	ES	Futures	2135.74	2136.27	2135.48	2136.27	709.0
2015-01-21 22:00:00	ES	Futures	2136.27	2136.53	2135.74	2136.27	952.0
2015-01-21 22:30:00	ES	Futures	2136.27	2137.06	2135.21	2136.0	1457.0
2015-01-21 23:00:00	ES	Futures	2136.0	2137.06	2136.0	2136.79	556.0
2015-01-21 23:30:00	ES	Futures	2136.79	2136.79	2135.74	2136.53	880.0
2015-01-21 00:00:00	NQ	Futures	4903.13	4907.24	4900.19	4905.18	228.0
2015-01-21 00:30:00	NQ	Futures	4905.18	4906.36	4901.37	4901.95	272.0
2015-01-21 01:00:00	NQ	Futures	4902.25	4904.01	4899.6	4903.72	118.0

> showing 50 of 2,978 rows — these rows as CSV

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