PREVIEW / futures_30min / 2015-05-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-28.parquet
  size:    76 KB
  rows:    2,872

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
2015-05-28 00:00:00	ES	Futures	2239.45	2239.98	2239.19	2239.72	763.0
2015-05-28 00:30:00	ES	Futures	2239.72	2239.72	2238.93	2238.93	672.0
2015-05-28 01:00:00	ES	Futures	2239.19	2239.45	2238.66	2238.93	1096.0
2015-05-28 01:30:00	ES	Futures	2238.93	2239.19	2237.61	2238.13	2181.0
2015-05-28 02:00:00	ES	Futures	2238.13	2238.66	2237.34	2238.66	4323.0
2015-05-28 02:30:00	ES	Futures	2238.4	2238.93	2236.02	2236.29	5060.0
2015-05-28 03:00:00	ES	Futures	2236.02	2237.34	2234.96	2236.02	11721.0
2015-05-28 03:30:00	ES	Futures	2236.02	2236.55	2234.7	2236.29	5760.0
2015-05-28 04:00:00	ES	Futures	2236.02	2238.4	2235.23	2238.13	5150.0
2015-05-28 04:30:00	ES	Futures	2238.13	2238.93	2237.34	2238.4	5008.0
2015-05-28 05:00:00	ES	Futures	2238.66	2239.19	2236.29	2237.87	6224.0
2015-05-28 05:30:00	ES	Futures	2237.61	2239.19	2236.81	2238.66	4632.0
2015-05-28 06:00:00	ES	Futures	2238.93	2239.72	2237.87	2238.66	3454.0
2015-05-28 06:30:00	ES	Futures	2238.66	2239.19	2237.34	2238.4	4512.0
2015-05-28 07:00:00	ES	Futures	2238.4	2239.45	2236.81	2237.61	4756.0
2015-05-28 07:30:00	ES	Futures	2237.61	2237.87	2234.7	2235.76	11438.0
2015-05-28 08:00:00	ES	Futures	2235.76	2236.55	2234.7	2235.23	6842.0
2015-05-28 08:30:00	ES	Futures	2235.23	2237.34	2235.23	2236.02	11364.0
2015-05-28 09:00:00	ES	Futures	2235.76	2237.61	2235.23	2237.08	10737.0
2015-05-28 09:30:00	ES	Futures	2237.34	2239.98	2231.53	2232.32	162693.0
2015-05-28 10:00:00	ES	Futures	2232.32	2235.76	2231.27	2233.91	105926.0
2015-05-28 10:30:00	ES	Futures	2233.91	2234.17	2229.68	2232.06	101813.0
2015-05-28 11:00:00	ES	Futures	2232.06	2237.34	2231.53	2235.23	94736.0
2015-05-28 11:30:00	ES	Futures	2235.23	2236.29	2229.95	2232.06	65436.0
2015-05-28 12:00:00	ES	Futures	2231.8	2235.23	2230.47	2234.96	45192.0
2015-05-28 12:30:00	ES	Futures	2234.96	2235.23	2230.74	2232.59	37899.0
2015-05-28 13:00:00	ES	Futures	2232.32	2235.49	2231.8	2233.38	39113.0
2015-05-28 13:30:00	ES	Futures	2233.38	2236.29	2231.8	2234.7	37745.0
2015-05-28 14:00:00	ES	Futures	2234.44	2238.93	2233.64	2238.66	40377.0
2015-05-28 14:30:00	ES	Futures	2238.4	2239.19	2237.34	2238.66	27179.0
2015-05-28 15:00:00	ES	Futures	2238.4	2239.72	2236.81	2237.34	36419.0
2015-05-28 15:30:00	ES	Futures	2237.08	2239.72	2237.08	2238.66	78664.0
2015-05-28 16:00:00	ES	Futures	2238.93	2242.1	2237.61	2241.83	58130.0
2015-05-28 16:30:00	ES	Futures	2241.83	2242.62	2241.57	2242.36	4115.0
2015-05-28 17:00:00	ES	Futures	2242.1	2242.62	2241.57	2242.36	2655.0
2015-05-28 18:00:00	ES	Futures	2241.57	2241.83	2241.04	2241.57	1369.0
2015-05-28 18:30:00	ES	Futures	2241.57	2241.83	2241.3	2241.3	336.0
2015-05-28 19:00:00	ES	Futures	2241.57	2241.57	2240.78	2241.57	596.0
2015-05-28 19:30:00	ES	Futures	2241.57	2241.83	2240.78	2241.3	640.0
2015-05-28 20:00:00	ES	Futures	2241.57	2242.1	2241.3	2242.1	1712.0
2015-05-28 20:30:00	ES	Futures	2242.1	2242.62	2241.83	2242.36	1215.0
2015-05-28 21:00:00	ES	Futures	2242.62	2242.62	2241.83	2242.1	982.0
2015-05-28 21:30:00	ES	Futures	2242.1	2242.1	2240.25	2240.78	2973.0
2015-05-28 22:00:00	ES	Futures	2240.78	2240.78	2240.25	2240.51	1019.0
2015-05-28 22:30:00	ES	Futures	2240.78	2240.78	2240.25	2240.51	960.0
2015-05-28 23:00:00	ES	Futures	2240.51	2240.78	2240.25	2240.78	1409.0
2015-05-28 23:30:00	ES	Futures	2240.78	2241.04	2240.51	2241.04	881.0
2015-05-28 00:00:00	NQ	Futures	5342.25	5344.02	5342.25	5344.02	122.0
2015-05-28 00:30:00	NQ	Futures	5343.72	5343.72	5340.78	5341.66	169.0
2015-05-28 01:00:00	NQ	Futures	5341.66	5342.25	5340.78	5340.78	162.0

> showing 50 of 2,872 rows — these rows as CSV

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