PREVIEW / futures_30min / 2015-05-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-15.parquet
  size:    70 KB
  rows:    2,407

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
2015-05-15 00:00:00	ES	Futures	2236.55	2237.34	2236.55	2237.08	542.0
2015-05-15 00:30:00	ES	Futures	2237.08	2237.34	2236.29	2236.29	708.0
2015-05-15 01:00:00	ES	Futures	2236.55	2236.81	2236.02	2236.29	741.0
2015-05-15 01:30:00	ES	Futures	2236.29	2237.34	2235.49	2236.81	1791.0
2015-05-15 02:00:00	ES	Futures	2236.55	2242.62	2235.76	2242.1	13758.0
2015-05-15 02:30:00	ES	Futures	2242.1	2242.62	2240.25	2241.04	5355.0
2015-05-15 03:00:00	ES	Futures	2241.04	2241.3	2237.87	2239.19	12915.0
2015-05-15 03:30:00	ES	Futures	2239.19	2240.78	2238.66	2239.98	6104.0
2015-05-15 04:00:00	ES	Futures	2239.72	2242.36	2239.72	2240.78	9942.0
2015-05-15 04:30:00	ES	Futures	2240.78	2242.36	2240.51	2241.83	5875.0
2015-05-15 05:00:00	ES	Futures	2241.83	2242.1	2241.3	2241.57	4889.0
2015-05-15 05:30:00	ES	Futures	2241.83	2242.1	2240.78	2241.83	7857.0
2015-05-15 06:00:00	ES	Futures	2241.57	2242.36	2241.04	2241.83	6316.0
2015-05-15 06:30:00	ES	Futures	2241.83	2241.83	2239.45	2239.98	6409.0
2015-05-15 07:00:00	ES	Futures	2240.25	2240.51	2239.19	2239.45	9823.0
2015-05-15 07:30:00	ES	Futures	2239.45	2241.3	2238.93	2241.04	8684.0
2015-05-15 08:00:00	ES	Futures	2240.78	2241.3	2238.66	2238.93	9733.0
2015-05-15 08:30:00	ES	Futures	2239.19	2240.51	2238.4	2239.19	9568.0
2015-05-15 09:00:00	ES	Futures	2239.19	2239.19	2237.34	2238.66	21833.0
2015-05-15 09:30:00	ES	Futures	2238.4	2240.25	2235.23	2236.55	148466.0
2015-05-15 10:00:00	ES	Futures	2236.55	2236.55	2232.59	2235.23	137779.0
2015-05-15 10:30:00	ES	Futures	2235.23	2237.87	2233.12	2237.08	96623.0
2015-05-15 11:00:00	ES	Futures	2236.81	2238.4	2233.64	2234.44	68267.0
2015-05-15 11:30:00	ES	Futures	2234.44	2235.76	2233.12	2234.44	52129.0
2015-05-15 12:00:00	ES	Futures	2234.44	2235.49	2233.12	2234.17	39936.0
2015-05-15 12:30:00	ES	Futures	2234.17	2236.29	2233.91	2235.49	30655.0
2015-05-15 13:00:00	ES	Futures	2235.49	2236.29	2234.17	2234.96	29194.0
2015-05-15 13:30:00	ES	Futures	2234.7	2235.76	2234.44	2234.7	24872.0
2015-05-15 14:00:00	ES	Futures	2234.96	2236.02	2233.64	2235.49	26532.0
2015-05-15 14:30:00	ES	Futures	2235.49	2238.13	2235.23	2237.34	35517.0
2015-05-15 15:00:00	ES	Futures	2237.34	2238.13	2236.29	2236.55	33800.0
2015-05-15 15:30:00	ES	Futures	2236.81	2239.19	2236.29	2238.66	82083.0
2015-05-15 16:00:00	ES	Futures	2238.93	2239.19	2237.61	2238.93	48197.0
2015-05-15 16:30:00	ES	Futures	2238.66	2239.98	2237.87	2239.98	4586.0
2015-05-15 17:00:00	ES	Futures	2239.98	2239.98	2238.93	2239.72	2216.0
2015-05-15 00:00:00	NQ	Futures	5284.32	5286.09	5284.03	5285.2	107.0
2015-05-15 00:30:00	NQ	Futures	5284.91	5285.79	5283.44	5283.44	64.0
2015-05-15 01:00:00	NQ	Futures	5283.44	5284.32	5282.56	5283.15	107.0
2015-05-15 01:30:00	NQ	Futures	5283.15	5284.91	5282.26	5284.62	168.0
2015-05-15 02:00:00	NQ	Futures	5284.32	5296.08	5282.26	5294.32	1517.0
2015-05-15 02:30:00	NQ	Futures	5294.32	5296.38	5291.67	5295.5	755.0
2015-05-15 03:00:00	NQ	Futures	5295.5	5296.08	5287.26	5291.97	1872.0
2015-05-15 03:30:00	NQ	Futures	5291.67	5296.08	5290.5	5293.14	1056.0
2015-05-15 04:00:00	NQ	Futures	5292.85	5300.2	5292.85	5297.85	1726.0
2015-05-15 04:30:00	NQ	Futures	5297.85	5300.5	5296.97	5299.61	652.0
2015-05-15 05:00:00	NQ	Futures	5299.32	5300.79	5298.14	5300.79	548.0
2015-05-15 05:30:00	NQ	Futures	5300.5	5301.97	5298.44	5300.79	1268.0
2015-05-15 06:00:00	NQ	Futures	5300.79	5301.97	5298.14	5299.91	938.0
2015-05-15 06:30:00	NQ	Futures	5299.61	5300.2	5295.79	5296.97	963.0
2015-05-15 07:00:00	NQ	Futures	5296.97	5297.26	5294.61	5295.2	1142.0

> showing 50 of 2,407 rows — these rows as CSV

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