PREVIEW / futures_30min / 2015-04-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-23.parquet
  size:    79 KB
  rows:    2,905

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
2015-04-23 00:00:00	ES	Futures	2217.27	2217.8	2217.27	2217.27	704.0
2015-04-23 00:30:00	ES	Futures	2217.27	2217.53	2217.0	2217.0	519.0
2015-04-23 01:00:00	ES	Futures	2217.27	2217.53	2215.68	2215.95	1602.0
2015-04-23 01:30:00	ES	Futures	2215.95	2218.33	2215.95	2217.8	1948.0
2015-04-23 02:00:00	ES	Futures	2217.8	2219.12	2215.68	2216.21	3427.0
2015-04-23 02:30:00	ES	Futures	2216.48	2216.48	2213.57	2214.63	5072.0
2015-04-23 03:00:00	ES	Futures	2214.89	2217.53	2212.51	2213.84	16602.0
2015-04-23 03:30:00	ES	Futures	2213.84	2213.84	2208.55	2208.82	24497.0
2015-04-23 04:00:00	ES	Futures	2209.08	2210.93	2208.55	2209.87	11327.0
2015-04-23 04:30:00	ES	Futures	2209.61	2211.99	2205.38	2211.72	15128.0
2015-04-23 05:00:00	ES	Futures	2211.46	2215.95	2210.4	2213.84	10622.0
2015-04-23 05:30:00	ES	Futures	2214.1	2216.48	2211.99	2214.89	9891.0
2015-04-23 06:00:00	ES	Futures	2215.16	2215.42	2212.51	2213.04	6201.0
2015-04-23 06:30:00	ES	Futures	2213.04	2213.57	2211.19	2213.04	5688.0
2015-04-23 07:00:00	ES	Futures	2213.04	2214.36	2211.46	2213.57	5809.0
2015-04-23 07:30:00	ES	Futures	2213.84	2214.1	2210.14	2212.51	11899.0
2015-04-23 08:00:00	ES	Futures	2212.25	2215.42	2211.99	2213.31	9269.0
2015-04-23 08:30:00	ES	Futures	2213.31	2213.84	2211.46	2213.04	9137.0
2015-04-23 09:00:00	ES	Futures	2213.04	2215.95	2212.51	2214.89	15661.0
2015-04-23 09:30:00	ES	Futures	2214.89	2219.91	2213.04	2219.12	133720.0
2015-04-23 10:00:00	ES	Futures	2219.12	2222.29	2214.63	2217.53	130291.0
2015-04-23 10:30:00	ES	Futures	2217.53	2219.91	2216.21	2216.21	76776.0
2015-04-23 11:00:00	ES	Futures	2216.21	2220.17	2216.21	2219.91	66752.0
2015-04-23 11:30:00	ES	Futures	2219.65	2228.1	2218.59	2226.25	124602.0
2015-04-23 12:00:00	ES	Futures	2226.25	2227.57	2224.66	2227.04	77473.0
2015-04-23 12:30:00	ES	Futures	2227.31	2232.06	2225.98	2231.53	82765.0
2015-04-23 13:00:00	ES	Futures	2231.53	2232.06	2229.42	2229.95	35348.0
2015-04-23 13:30:00	ES	Futures	2229.95	2231.0	2228.63	2230.47	48764.0
2015-04-23 14:00:00	ES	Futures	2230.47	2231.53	2229.42	2229.68	68793.0
2015-04-23 14:30:00	ES	Futures	2229.95	2230.21	2228.1	2229.68	33671.0
2015-04-23 15:00:00	ES	Futures	2229.68	2233.91	2229.42	2231.53	76278.0
2015-04-23 15:30:00	ES	Futures	2231.53	2231.53	2225.46	2225.98	132414.0
2015-04-23 16:00:00	ES	Futures	2225.98	2227.57	2224.93	2225.98	79540.0
2015-04-23 16:30:00	ES	Futures	2226.78	2228.36	2225.98	2226.51	8634.0
2015-04-23 17:00:00	ES	Futures	2226.25	2227.57	2226.25	2227.57	2313.0
2015-04-23 18:00:00	ES	Futures	2226.51	2227.04	2223.08	2223.87	5322.0
2015-04-23 18:30:00	ES	Futures	2224.14	2224.66	2223.61	2224.4	1565.0
2015-04-23 19:00:00	ES	Futures	2224.66	2225.98	2224.14	2225.46	985.0
2015-04-23 19:30:00	ES	Futures	2225.46	2225.98	2224.93	2225.72	704.0
2015-04-23 20:00:00	ES	Futures	2225.72	2228.36	2225.19	2226.25	3703.0
2015-04-23 20:30:00	ES	Futures	2226.25	2227.31	2225.72	2226.51	1875.0
2015-04-23 21:00:00	ES	Futures	2226.25	2227.04	2226.25	2226.78	607.0
2015-04-23 21:30:00	ES	Futures	2226.78	2227.04	2225.72	2226.51	2223.0
2015-04-23 22:00:00	ES	Futures	2226.51	2227.04	2225.98	2226.51	1133.0
2015-04-23 22:30:00	ES	Futures	2226.51	2227.31	2226.51	2227.31	566.0
2015-04-23 23:00:00	ES	Futures	2227.31	2227.57	2226.51	2227.04	775.0
2015-04-23 23:30:00	ES	Futures	2227.31	2228.36	2226.25	2226.78	1964.0
2015-04-23 00:00:00	NQ	Futures	5224.63	5226.1	5224.33	5224.92	197.0
2015-04-23 00:30:00	NQ	Futures	5224.92	5224.92	5223.74	5223.74	114.0
2015-04-23 01:00:00	NQ	Futures	5223.74	5224.92	5220.8	5221.98	189.0

> showing 50 of 2,905 rows — these rows as CSV

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