PREVIEW / futures_30min / 2015-05-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-05-29.parquet
  size:    67 KB
  rows:    2,387

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
2015-05-29 00:00:00	ES	Futures	2241.04	2241.57	2240.78	2241.57	470.0
2015-05-29 00:30:00	ES	Futures	2241.57	2241.83	2241.04	2241.57	638.0
2015-05-29 01:00:00	ES	Futures	2241.3	2241.83	2241.04	2241.57	870.0
2015-05-29 01:30:00	ES	Futures	2241.3	2241.57	2239.45	2239.45	2571.0
2015-05-29 02:00:00	ES	Futures	2239.45	2240.25	2239.19	2239.45	2836.0
2015-05-29 02:30:00	ES	Futures	2239.45	2239.72	2236.81	2237.08	4702.0
2015-05-29 03:00:00	ES	Futures	2236.81	2237.34	2233.12	2233.38	14477.0
2015-05-29 03:30:00	ES	Futures	2233.12	2236.29	2231.53	2235.23	13578.0
2015-05-29 04:00:00	ES	Futures	2235.23	2235.23	2231.27	2233.64	11670.0
2015-05-29 04:30:00	ES	Futures	2233.38	2234.96	2232.85	2234.44	6075.0
2015-05-29 05:00:00	ES	Futures	2234.17	2234.96	2232.06	2233.12	5426.0
2015-05-29 05:30:00	ES	Futures	2233.38	2235.49	2232.06	2235.49	6798.0
2015-05-29 06:00:00	ES	Futures	2235.23	2239.72	2234.7	2239.45	9823.0
2015-05-29 06:30:00	ES	Futures	2239.72	2241.83	2239.45	2239.98	16092.0
2015-05-29 07:00:00	ES	Futures	2239.98	2240.25	2237.61	2238.13	7681.0
2015-05-29 07:30:00	ES	Futures	2237.87	2238.93	2237.34	2238.13	5330.0
2015-05-29 08:00:00	ES	Futures	2238.4	2238.66	2236.81	2237.61	9654.0
2015-05-29 08:30:00	ES	Futures	2237.87	2239.45	2234.96	2235.76	17699.0
2015-05-29 09:00:00	ES	Futures	2235.76	2238.13	2234.96	2237.87	13912.0
2015-05-29 09:30:00	ES	Futures	2237.87	2238.4	2231.8	2234.44	149136.0
2015-05-29 10:00:00	ES	Futures	2234.17	2235.23	2230.47	2230.47	127229.0
2015-05-29 10:30:00	ES	Futures	2230.47	2230.74	2220.97	2223.87	180774.0
2015-05-29 11:00:00	ES	Futures	2223.87	2227.04	2222.02	2222.02	101578.0
2015-05-29 11:30:00	ES	Futures	2222.02	2228.89	2221.23	2227.83	115170.0
2015-05-29 12:00:00	ES	Futures	2227.83	2231.0	2227.04	2230.74	69182.0
2015-05-29 12:30:00	ES	Futures	2230.74	2233.12	2230.21	2230.47	50797.0
2015-05-29 13:00:00	ES	Futures	2230.47	2234.17	2229.42	2233.91	47930.0
2015-05-29 13:30:00	ES	Futures	2233.91	2234.44	2230.74	2231.27	38677.0
2015-05-29 14:00:00	ES	Futures	2231.0	2231.53	2224.66	2225.72	68908.0
2015-05-29 14:30:00	ES	Futures	2225.72	2226.51	2221.76	2224.4	90396.0
2015-05-29 15:00:00	ES	Futures	2224.66	2229.15	2223.87	2228.36	89811.0
2015-05-29 15:30:00	ES	Futures	2228.63	2229.95	2223.61	2223.87	248095.0
2015-05-29 16:00:00	ES	Futures	2224.14	2227.04	2222.02	2226.78	128785.0
2015-05-29 16:30:00	ES	Futures	2226.78	2226.78	2225.98	2226.51	10417.0
2015-05-29 17:00:00	ES	Futures	2226.51	2226.78	2224.4	2224.93	2651.0
2015-05-29 00:00:00	NQ	Futures	5343.72	5345.19	5343.72	5344.02	71.0
2015-05-29 00:30:00	NQ	Futures	5344.6	5345.19	5344.31	5344.6	66.0
2015-05-29 01:00:00	NQ	Futures	5344.9	5345.78	5343.72	5344.31	96.0
2015-05-29 01:30:00	NQ	Futures	5344.02	5344.6	5340.49	5340.49	217.0
2015-05-29 02:00:00	NQ	Futures	5340.19	5340.78	5339.02	5340.19	287.0
2015-05-29 02:30:00	NQ	Futures	5340.19	5340.49	5334.02	5334.02	569.0
2015-05-29 03:00:00	NQ	Futures	5334.02	5335.78	5321.37	5321.67	2409.0
2015-05-29 03:30:00	NQ	Futures	5321.37	5325.49	5316.08	5321.96	2298.0
2015-05-29 04:00:00	NQ	Futures	5321.96	5321.96	5309.61	5315.49	3163.0
2015-05-29 04:30:00	NQ	Futures	5315.2	5319.9	5313.43	5318.43	705.0
2015-05-29 05:00:00	NQ	Futures	5318.14	5318.73	5311.96	5314.61	954.0
2015-05-29 05:30:00	NQ	Futures	5314.32	5321.96	5311.96	5321.96	938.0
2015-05-29 06:00:00	NQ	Futures	5321.67	5336.37	5320.49	5336.08	1883.0
2015-05-29 06:30:00	NQ	Futures	5336.08	5343.43	5335.19	5335.49	2902.0
2015-05-29 07:00:00	NQ	Futures	5335.49	5336.67	5331.08	5332.84	962.0

> showing 50 of 2,387 rows — these rows as CSV

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