PREVIEW / futures_30min / 2015-04-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-17.parquet
  size:    72 KB
  rows:    2,471

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
2015-04-17 00:00:00	ES	Futures	2217.8	2217.8	2216.74	2217.0	1774.0
2015-04-17 00:30:00	ES	Futures	2217.0	2217.27	2216.21	2216.48	1726.0
2015-04-17 01:00:00	ES	Futures	2216.48	2217.8	2216.21	2216.48	1258.0
2015-04-17 01:30:00	ES	Futures	2216.74	2216.74	2216.21	2216.74	1482.0
2015-04-17 02:00:00	ES	Futures	2216.74	2217.8	2216.48	2217.27	3045.0
2015-04-17 02:30:00	ES	Futures	2217.53	2217.8	2215.68	2216.21	4495.0
2015-04-17 03:00:00	ES	Futures	2216.21	2218.85	2215.68	2217.27	12407.0
2015-04-17 03:30:00	ES	Futures	2217.53	2217.8	2214.63	2214.63	7318.0
2015-04-17 04:00:00	ES	Futures	2214.63	2215.68	2214.36	2214.89	6702.0
2015-04-17 04:30:00	ES	Futures	2214.89	2216.74	2214.89	2215.68	5772.0
2015-04-17 05:00:00	ES	Futures	2215.95	2216.74	2214.63	2215.42	6087.0
2015-04-17 05:30:00	ES	Futures	2215.42	2216.21	2212.78	2213.04	8397.0
2015-04-17 06:00:00	ES	Futures	2213.31	2213.31	2199.84	2200.89	70205.0
2015-04-17 06:30:00	ES	Futures	2200.63	2206.18	2200.37	2204.59	29941.0
2015-04-17 07:00:00	ES	Futures	2204.33	2206.7	2203.53	2206.7	17745.0
2015-04-17 07:30:00	ES	Futures	2206.44	2206.44	2204.06	2205.65	13453.0
2015-04-17 08:00:00	ES	Futures	2205.38	2210.14	2205.38	2206.7	29047.0
2015-04-17 08:30:00	ES	Futures	2206.97	2207.23	2203.8	2205.38	27429.0
2015-04-17 09:00:00	ES	Futures	2205.12	2205.38	2201.69	2201.69	39367.0
2015-04-17 09:30:00	ES	Futures	2201.69	2204.86	2193.5	2195.61	256824.0
2015-04-17 10:00:00	ES	Futures	2195.61	2197.2	2189.54	2192.18	171427.0
2015-04-17 10:30:00	ES	Futures	2192.18	2196.93	2191.12	2191.12	109191.0
2015-04-17 11:00:00	ES	Futures	2191.12	2194.55	2188.22	2193.5	112653.0
2015-04-17 11:30:00	ES	Futures	2193.5	2195.35	2190.06	2193.5	83620.0
2015-04-17 12:00:00	ES	Futures	2193.76	2195.08	2191.65	2192.71	45205.0
2015-04-17 12:30:00	ES	Futures	2192.44	2194.82	2191.39	2193.23	45925.0
2015-04-17 13:00:00	ES	Futures	2193.23	2194.82	2191.65	2192.18	38686.0
2015-04-17 13:30:00	ES	Futures	2192.44	2192.44	2184.52	2185.57	102732.0
2015-04-17 14:00:00	ES	Futures	2185.84	2186.9	2181.08	2184.78	114141.0
2015-04-17 14:30:00	ES	Futures	2184.78	2186.37	2182.93	2184.78	64515.0
2015-04-17 15:00:00	ES	Futures	2184.78	2188.48	2184.25	2187.69	77412.0
2015-04-17 15:30:00	ES	Futures	2187.42	2193.76	2187.42	2190.86	183850.0
2015-04-17 16:00:00	ES	Futures	2190.86	2193.23	2190.59	2192.71	89302.0
2015-04-17 16:30:00	ES	Futures	2192.71	2193.5	2192.44	2192.97	10320.0
2015-04-17 17:00:00	ES	Futures	2193.23	2193.76	2192.71	2193.5	3307.0
2015-04-17 00:00:00	NQ	Futures	5189.34	5190.52	5187.87	5188.46	194.0
2015-04-17 00:30:00	NQ	Futures	5188.75	5188.75	5185.81	5186.69	214.0
2015-04-17 01:00:00	NQ	Futures	5186.69	5189.63	5186.69	5187.28	131.0
2015-04-17 01:30:00	NQ	Futures	5187.28	5187.87	5186.1	5186.4	107.0
2015-04-17 02:00:00	NQ	Futures	5186.69	5189.63	5186.69	5189.05	281.0
2015-04-17 02:30:00	NQ	Futures	5188.75	5189.93	5185.81	5187.57	535.0
2015-04-17 03:00:00	NQ	Futures	5187.28	5193.16	5186.1	5191.1	1144.0
2015-04-17 03:30:00	NQ	Futures	5191.1	5191.4	5180.52	5181.11	1147.0
2015-04-17 04:00:00	NQ	Futures	5181.11	5183.46	5180.81	5181.69	813.0
2015-04-17 04:30:00	NQ	Futures	5181.4	5186.4	5181.4	5184.34	654.0
2015-04-17 05:00:00	NQ	Futures	5184.93	5186.69	5179.64	5180.81	890.0
2015-04-17 05:30:00	NQ	Futures	5180.52	5182.28	5174.05	5174.64	1535.0
2015-04-17 06:00:00	NQ	Futures	5174.64	5175.52	5132.0	5134.35	14773.0
2015-04-17 06:30:00	NQ	Futures	5134.06	5147.88	5132.58	5145.82	6233.0
2015-04-17 07:00:00	NQ	Futures	5145.52	5151.7	5144.64	5151.41	2485.0

> showing 50 of 2,471 rows — these rows as CSV

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