PREVIEW / futures_30min / 2015-06-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-02.parquet
  size:    80 KB
  rows:    2,867

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
2015-06-02 00:00:00	ES	Futures	2227.83	2228.36	2227.57	2227.83	745.0
2015-06-02 00:30:00	ES	Futures	2228.1	2228.36	2227.31	2227.57	871.0
2015-06-02 01:00:00	ES	Futures	2227.83	2228.1	2227.31	2227.57	1174.0
2015-06-02 01:30:00	ES	Futures	2227.57	2228.36	2227.57	2228.1	860.0
2015-06-02 02:00:00	ES	Futures	2228.1	2228.63	2226.78	2228.1	4568.0
2015-06-02 02:30:00	ES	Futures	2228.1	2231.53	2227.31	2230.74	4514.0
2015-06-02 03:00:00	ES	Futures	2231.0	2231.27	2225.72	2226.25	13646.0
2015-06-02 03:30:00	ES	Futures	2226.25	2229.95	2225.98	2228.1	6128.0
2015-06-02 04:00:00	ES	Futures	2228.1	2228.89	2220.7	2221.49	18404.0
2015-06-02 04:30:00	ES	Futures	2221.49	2222.55	2212.25	2214.89	26089.0
2015-06-02 05:00:00	ES	Futures	2214.89	2218.06	2213.57	2217.0	22808.0
2015-06-02 05:30:00	ES	Futures	2217.27	2219.12	2216.48	2217.27	12752.0
2015-06-02 06:00:00	ES	Futures	2217.53	2228.89	2217.27	2228.1	35913.0
2015-06-02 06:30:00	ES	Futures	2227.83	2228.1	2222.55	2223.87	15737.0
2015-06-02 07:00:00	ES	Futures	2224.14	2225.72	2220.97	2223.08	21668.0
2015-06-02 07:30:00	ES	Futures	2222.82	2225.46	2221.23	2223.08	18057.0
2015-06-02 08:00:00	ES	Futures	2223.08	2223.34	2217.27	2222.02	47922.0
2015-06-02 08:30:00	ES	Futures	2222.02	2225.72	2221.76	2224.14	23551.0
2015-06-02 09:00:00	ES	Futures	2223.87	2224.14	2219.12	2223.08	50418.0
2015-06-02 09:30:00	ES	Futures	2223.34	2224.4	2214.63	2220.17	252222.0
2015-06-02 10:00:00	ES	Futures	2220.17	2225.46	2217.8	2222.55	130517.0
2015-06-02 10:30:00	ES	Futures	2222.29	2227.83	2222.02	2224.4	76161.0
2015-06-02 11:00:00	ES	Futures	2224.4	2227.31	2223.08	2223.34	64726.0
2015-06-02 11:30:00	ES	Futures	2223.61	2227.04	2223.08	2226.78	40233.0
2015-06-02 12:00:00	ES	Futures	2226.51	2233.38	2226.25	2231.27	92359.0
2015-06-02 12:30:00	ES	Futures	2231.27	2234.7	2231.27	2233.64	48097.0
2015-06-02 13:00:00	ES	Futures	2233.38	2235.49	2232.59	2233.12	39886.0
2015-06-02 13:30:00	ES	Futures	2233.38	2235.49	2232.06	2234.96	34924.0
2015-06-02 14:00:00	ES	Futures	2234.7	2235.23	2230.74	2232.06	38505.0
2015-06-02 14:30:00	ES	Futures	2232.06	2232.32	2226.78	2229.95	51088.0
2015-06-02 15:00:00	ES	Futures	2229.95	2229.95	2226.25	2227.31	44253.0
2015-06-02 15:30:00	ES	Futures	2227.31	2229.15	2225.46	2226.78	107220.0
2015-06-02 16:00:00	ES	Futures	2226.78	2227.04	2224.66	2225.46	60888.0
2015-06-02 16:30:00	ES	Futures	2225.46	2225.98	2224.93	2225.72	3705.0
2015-06-02 17:00:00	ES	Futures	2225.72	2225.98	2225.46	2225.72	562.0
2015-06-02 18:00:00	ES	Futures	2225.98	2226.78	2225.72	2226.25	1393.0
2015-06-02 18:30:00	ES	Futures	2226.25	2227.04	2225.72	2226.51	922.0
2015-06-02 19:00:00	ES	Futures	2226.51	2226.78	2226.25	2226.51	609.0
2015-06-02 19:30:00	ES	Futures	2226.51	2227.31	2226.51	2227.04	1314.0
2015-06-02 20:00:00	ES	Futures	2227.04	2227.57	2225.98	2227.31	2222.0
2015-06-02 20:30:00	ES	Futures	2227.31	2227.57	2226.78	2227.04	1281.0
2015-06-02 21:00:00	ES	Futures	2227.04	2227.31	2226.51	2226.78	1287.0
2015-06-02 21:30:00	ES	Futures	2227.04	2227.31	2226.25	2226.51	924.0
2015-06-02 22:00:00	ES	Futures	2226.25	2227.04	2226.25	2226.78	937.0
2015-06-02 22:30:00	ES	Futures	2226.78	2227.04	2226.25	2226.78	616.0
2015-06-02 23:00:00	ES	Futures	2226.51	2226.78	2225.72	2225.98	1180.0
2015-06-02 23:30:00	ES	Futures	2225.98	2226.78	2225.98	2226.51	1484.0
2015-06-02 00:00:00	NQ	Futures	5317.55	5319.02	5317.26	5318.43	112.0
2015-06-02 00:30:00	NQ	Futures	5318.43	5319.02	5316.96	5316.96	88.0
2015-06-02 01:00:00	NQ	Futures	5317.26	5319.02	5316.96	5317.84	198.0

> showing 50 of 2,867 rows — these rows as CSV

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