PREVIEW / futures_30min / 2015-04-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-29.parquet
  size:    86 KB
  rows:    2,994

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
2015-04-29 00:00:00	ES	Futures	2229.15	2229.42	2228.36	2228.36	671.0
2015-04-29 00:30:00	ES	Futures	2228.63	2228.89	2228.1	2228.36	415.0
2015-04-29 01:00:00	ES	Futures	2228.63	2228.63	2227.57	2228.1	1169.0
2015-04-29 01:30:00	ES	Futures	2228.1	2229.42	2228.1	2228.1	839.0
2015-04-29 02:00:00	ES	Futures	2228.36	2229.68	2227.83	2229.68	2500.0
2015-04-29 02:30:00	ES	Futures	2229.68	2229.95	2228.1	2228.1	3008.0
2015-04-29 03:00:00	ES	Futures	2228.36	2230.21	2227.04	2228.63	13477.0
2015-04-29 03:30:00	ES	Futures	2228.63	2230.21	2227.04	2229.95	10002.0
2015-04-29 04:00:00	ES	Futures	2229.95	2230.74	2229.15	2230.21	5685.0
2015-04-29 04:30:00	ES	Futures	2230.21	2231.8	2229.95	2230.21	6610.0
2015-04-29 05:00:00	ES	Futures	2229.95	2231.0	2228.63	2229.68	5179.0
2015-04-29 05:30:00	ES	Futures	2229.42	2230.47	2228.36	2229.15	4646.0
2015-04-29 06:00:00	ES	Futures	2229.15	2229.42	2228.36	2228.63	4224.0
2015-04-29 06:30:00	ES	Futures	2228.63	2229.95	2228.63	2228.89	2577.0
2015-04-29 07:00:00	ES	Futures	2228.89	2229.15	2224.93	2225.46	10759.0
2015-04-29 07:30:00	ES	Futures	2225.46	2228.1	2225.46	2226.51	7747.0
2015-04-29 08:00:00	ES	Futures	2226.51	2226.78	2222.02	2223.87	26118.0
2015-04-29 08:30:00	ES	Futures	2223.87	2224.93	2216.21	2217.8	80009.0
2015-04-29 09:00:00	ES	Futures	2217.8	2218.85	2213.57	2217.0	55178.0
2015-04-29 09:30:00	ES	Futures	2217.0	2225.98	2216.48	2222.02	216199.0
2015-04-29 10:00:00	ES	Futures	2222.29	2223.61	2214.1	2215.42	173405.0
2015-04-29 10:30:00	ES	Futures	2215.68	2221.23	2215.16	2218.85	123308.0
2015-04-29 11:00:00	ES	Futures	2218.85	2223.08	2218.59	2219.65	82586.0
2015-04-29 11:30:00	ES	Futures	2219.65	2220.17	2216.21	2217.8	62289.0
2015-04-29 12:00:00	ES	Futures	2217.8	2218.33	2209.87	2210.67	91256.0
2015-04-29 12:30:00	ES	Futures	2210.93	2215.42	2208.55	2214.36	68726.0
2015-04-29 13:00:00	ES	Futures	2214.36	2214.89	2210.4	2211.99	55897.0
2015-04-29 13:30:00	ES	Futures	2212.25	2220.7	2211.99	2219.12	55416.0
2015-04-29 14:00:00	ES	Futures	2219.12	2223.61	2213.57	2222.29	177935.0
2015-04-29 14:30:00	ES	Futures	2222.29	2226.78	2220.7	2221.49	103335.0
2015-04-29 15:00:00	ES	Futures	2221.76	2223.08	2215.68	2219.12	69193.0
2015-04-29 15:30:00	ES	Futures	2219.12	2223.08	2217.27	2218.59	124735.0
2015-04-29 16:00:00	ES	Futures	2218.59	2219.65	2215.95	2217.27	68728.0
2015-04-29 16:30:00	ES	Futures	2216.74	2218.06	2215.95	2216.74	6940.0
2015-04-29 17:00:00	ES	Futures	2216.74	2216.74	2216.21	2216.48	1202.0
2015-04-29 18:00:00	ES	Futures	2216.74	2217.53	2215.68	2215.95	2508.0
2015-04-29 18:30:00	ES	Futures	2215.95	2216.48	2215.68	2215.95	562.0
2015-04-29 19:00:00	ES	Futures	2215.95	2216.21	2215.68	2215.68	581.0
2015-04-29 19:30:00	ES	Futures	2215.68	2216.74	2215.16	2215.42	1447.0
2015-04-29 20:00:00	ES	Futures	2215.42	2219.65	2215.16	2218.85	5571.0
2015-04-29 20:30:00	ES	Futures	2218.85	2219.91	2217.53	2218.85	2189.0
2015-04-29 21:00:00	ES	Futures	2218.85	2220.7	2218.06	2218.06	3305.0
2015-04-29 21:30:00	ES	Futures	2218.06	2218.59	2216.21	2216.74	3494.0
2015-04-29 22:00:00	ES	Futures	2216.74	2217.53	2215.95	2217.0	1643.0
2015-04-29 22:30:00	ES	Futures	2216.74	2217.27	2216.21	2216.48	1065.0
2015-04-29 23:00:00	ES	Futures	2216.21	2217.27	2216.21	2217.27	1160.0
2015-04-29 23:30:00	ES	Futures	2217.0	2217.53	2217.0	2217.27	614.0
2015-04-29 00:00:00	NQ	Futures	5302.85	5303.14	5300.5	5300.5	123.0
2015-04-29 00:30:00	NQ	Futures	5300.5	5301.08	5299.91	5300.5	55.0
2015-04-29 01:00:00	NQ	Futures	5300.2	5300.2	5298.14	5299.91	213.0

> showing 50 of 2,994 rows — these rows as CSV

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