PREVIEW / futures_30min / 2015-03-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-03-27.parquet
  size:    68 KB
  rows:    2,394

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
2015-03-27 00:00:00	ES	Futures	2172.9	2173.69	2170.52	2171.58	2759.0
2015-03-27 00:30:00	ES	Futures	2171.58	2171.84	2168.67	2169.73	2968.0
2015-03-27 01:00:00	ES	Futures	2169.46	2170.78	2166.82	2167.35	3768.0
2015-03-27 01:30:00	ES	Futures	2167.61	2171.05	2167.35	2169.73	2178.0
2015-03-27 02:00:00	ES	Futures	2169.99	2170.52	2167.88	2168.41	1571.0
2015-03-27 02:30:00	ES	Futures	2168.14	2169.46	2167.09	2168.94	1565.0
2015-03-27 03:00:00	ES	Futures	2168.94	2169.2	2166.82	2167.09	3043.0
2015-03-27 03:30:00	ES	Futures	2166.82	2167.61	2165.24	2167.35	4296.0
2015-03-27 04:00:00	ES	Futures	2167.35	2169.2	2165.77	2166.56	9456.0
2015-03-27 04:30:00	ES	Futures	2166.82	2166.82	2162.6	2163.39	11180.0
2015-03-27 05:00:00	ES	Futures	2163.39	2164.18	2159.16	2159.69	8890.0
2015-03-27 05:30:00	ES	Futures	2159.69	2159.69	2156.26	2157.31	11669.0
2015-03-27 06:00:00	ES	Futures	2157.58	2162.33	2156.79	2161.28	13477.0
2015-03-27 06:30:00	ES	Futures	2161.28	2162.07	2158.9	2160.48	9110.0
2015-03-27 07:00:00	ES	Futures	2160.48	2163.12	2160.22	2162.6	10995.0
2015-03-27 07:30:00	ES	Futures	2162.6	2164.45	2162.07	2162.86	9847.0
2015-03-27 08:00:00	ES	Futures	2162.6	2164.18	2161.54	2163.12	9619.0
2015-03-27 08:30:00	ES	Futures	2163.65	2163.65	2159.96	2162.33	15588.0
2015-03-27 09:00:00	ES	Futures	2162.07	2162.33	2159.16	2162.33	15303.0
2015-03-27 09:30:00	ES	Futures	2162.07	2167.88	2162.07	2166.82	143063.0
2015-03-27 10:00:00	ES	Futures	2166.56	2169.73	2159.43	2165.77	126696.0
2015-03-27 10:30:00	ES	Futures	2165.77	2170.52	2161.01	2169.73	78171.0
2015-03-27 11:00:00	ES	Futures	2169.73	2170.78	2166.29	2167.35	56853.0
2015-03-27 11:30:00	ES	Futures	2167.09	2168.67	2163.39	2166.82	76988.0
2015-03-27 12:00:00	ES	Futures	2166.82	2167.09	2163.12	2164.71	52641.0
2015-03-27 12:30:00	ES	Futures	2164.45	2167.61	2163.65	2167.09	42339.0
2015-03-27 13:00:00	ES	Futures	2167.35	2167.88	2163.92	2165.24	30942.0
2015-03-27 13:30:00	ES	Futures	2165.24	2167.61	2163.65	2166.56	44172.0
2015-03-27 14:00:00	ES	Futures	2166.56	2167.88	2164.45	2166.03	32837.0
2015-03-27 14:30:00	ES	Futures	2166.29	2166.56	2164.45	2166.29	22362.0
2015-03-27 15:00:00	ES	Futures	2166.29	2168.41	2164.45	2165.77	38463.0
2015-03-27 15:30:00	ES	Futures	2166.03	2170.78	2165.24	2167.88	166351.0
2015-03-27 16:00:00	ES	Futures	2168.14	2169.2	2166.82	2168.94	60048.0
2015-03-27 16:30:00	ES	Futures	2168.41	2168.94	2167.35	2167.61	4225.0
2015-03-27 17:00:00	ES	Futures	2167.88	2168.41	2167.35	2168.14	1269.0
2015-03-27 00:00:00	NQ	Futures	5088.77	5091.42	5083.77	5086.12	798.0
2015-03-27 00:30:00	NQ	Futures	5086.71	5087.3	5079.65	5082.3	634.0
2015-03-27 01:00:00	NQ	Futures	5081.42	5084.36	5073.77	5075.24	946.0
2015-03-27 01:30:00	NQ	Futures	5075.24	5082.01	5074.95	5079.95	633.0
2015-03-27 02:00:00	NQ	Futures	5079.95	5081.71	5075.83	5076.71	277.0
2015-03-27 02:30:00	NQ	Futures	5076.71	5079.36	5074.65	5078.77	305.0
2015-03-27 03:00:00	NQ	Futures	5078.48	5078.48	5073.18	5073.18	587.0
2015-03-27 03:30:00	NQ	Futures	5073.18	5075.83	5070.83	5075.24	696.0
2015-03-27 04:00:00	NQ	Futures	5075.24	5079.95	5072.89	5073.48	1956.0
2015-03-27 04:30:00	NQ	Futures	5073.48	5074.65	5065.83	5067.01	1655.0
2015-03-27 05:00:00	NQ	Futures	5066.71	5068.77	5060.83	5062.01	1673.0
2015-03-27 05:30:00	NQ	Futures	5061.72	5062.01	5054.66	5056.72	2031.0
2015-03-27 06:00:00	NQ	Futures	5056.13	5068.48	5054.95	5065.54	1754.0
2015-03-27 06:30:00	NQ	Futures	5066.13	5067.3	5060.54	5065.24	1665.0
2015-03-27 07:00:00	NQ	Futures	5065.24	5069.66	5064.95	5067.3	1500.0

> showing 50 of 2,394 rows — these rows as CSV

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