PREVIEW / futures_30min / 2015-06-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-12.parquet
  size:    66 KB
  rows:    2,297

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
2015-06-12 00:00:00	ES	Futures	2223.87	2224.4	2223.61	2224.4	786.0
2015-06-12 00:30:00	ES	Futures	2224.4	2224.4	2223.08	2224.14	962.0
2015-06-12 01:00:00	ES	Futures	2224.14	2224.66	2223.87	2224.14	769.0
2015-06-12 01:30:00	ES	Futures	2224.14	2224.66	2223.87	2224.14	609.0
2015-06-12 02:00:00	ES	Futures	2223.87	2224.93	2223.34	2224.66	1693.0
2015-06-12 02:30:00	ES	Futures	2224.66	2225.98	2224.4	2225.19	1625.0
2015-06-12 03:00:00	ES	Futures	2225.46	2226.78	2223.34	2225.46	6014.0
2015-06-12 03:30:00	ES	Futures	2225.46	2226.51	2224.4	2224.66	2541.0
2015-06-12 04:00:00	ES	Futures	2224.93	2225.46	2221.23	2223.08	5099.0
2015-06-12 04:30:00	ES	Futures	2223.08	2224.93	2222.02	2222.55	3025.0
2015-06-12 05:00:00	ES	Futures	2222.55	2223.87	2221.76	2222.55	2245.0
2015-06-12 05:30:00	ES	Futures	2222.55	2227.57	2222.55	2225.46	4614.0
2015-06-12 06:00:00	ES	Futures	2225.46	2228.1	2225.19	2225.98	3086.0
2015-06-12 06:30:00	ES	Futures	2226.25	2226.25	2223.08	2223.87	2375.0
2015-06-12 07:00:00	ES	Futures	2223.87	2224.4	2220.97	2220.97	5073.0
2015-06-12 07:30:00	ES	Futures	2220.97	2221.23	2218.33	2220.97	11101.0
2015-06-12 08:00:00	ES	Futures	2220.7	2222.55	2219.38	2220.17	9283.0
2015-06-12 08:30:00	ES	Futures	2220.17	2221.23	2218.85	2219.91	8916.0
2015-06-12 09:00:00	ES	Futures	2219.65	2220.7	2217.53	2218.59	9983.0
2015-06-12 09:30:00	ES	Futures	2218.59	2220.7	2213.31	2215.95	84092.0
2015-06-12 10:00:00	ES	Futures	2215.68	2219.65	2213.04	2214.63	54074.0
2015-06-12 10:30:00	ES	Futures	2214.63	2215.42	2208.55	2209.08	54031.0
2015-06-12 11:00:00	ES	Futures	2208.82	2217.53	2208.29	2215.95	52514.0
2015-06-12 11:30:00	ES	Futures	2216.21	2216.48	2211.72	2212.25	19976.0
2015-06-12 12:00:00	ES	Futures	2212.25	2213.57	2210.4	2213.04	14766.0
2015-06-12 12:30:00	ES	Futures	2212.78	2213.04	2210.67	2211.19	11469.0
2015-06-12 13:00:00	ES	Futures	2211.19	2213.04	2210.67	2213.04	12058.0
2015-06-12 13:30:00	ES	Futures	2213.04	2214.89	2211.72	2213.57	13906.0
2015-06-12 14:00:00	ES	Futures	2213.57	2213.84	2211.19	2211.72	9636.0
2015-06-12 14:30:00	ES	Futures	2211.46	2211.72	2208.55	2209.08	18805.0
2015-06-12 15:00:00	ES	Futures	2209.08	2212.51	2208.55	2212.25	17746.0
2015-06-12 15:30:00	ES	Futures	2212.25	2213.57	2210.93	2211.46	30368.0
2015-06-12 16:00:00	ES	Futures	2211.72	2212.25	2209.87	2211.19	30574.0
2015-06-12 16:30:00	ES	Futures	2212.25	2212.51	2211.19	2211.72	2806.0
2015-06-12 17:00:00	ES	Futures	2211.72	2211.99	2211.19	2211.46	548.0
2015-06-12 00:00:00	NQ	Futures	5272.85	5274.32	5272.27	5273.74	65.0
2015-06-12 00:30:00	NQ	Futures	5273.74	5274.03	5270.21	5272.56	72.0
2015-06-12 01:00:00	NQ	Futures	5272.56	5274.32	5272.27	5272.27	65.0
2015-06-12 01:30:00	NQ	Futures	5272.27	5273.74	5271.68	5272.27	55.0
2015-06-12 02:00:00	NQ	Futures	5272.27	5274.03	5271.09	5272.85	121.0
2015-06-12 02:30:00	NQ	Futures	5272.85	5276.09	5272.85	5274.62	170.0
2015-06-12 03:00:00	NQ	Futures	5274.91	5278.15	5267.85	5272.56	640.0
2015-06-12 03:30:00	NQ	Futures	5274.03	5276.09	5269.62	5270.79	243.0
2015-06-12 04:00:00	NQ	Futures	5271.09	5272.56	5260.21	5263.44	731.0
2015-06-12 04:30:00	NQ	Futures	5263.44	5267.56	5260.8	5262.86	440.0
2015-06-12 05:00:00	NQ	Futures	5262.86	5265.8	5259.62	5261.09	397.0
2015-06-12 05:30:00	NQ	Futures	5261.38	5278.44	5261.09	5273.74	802.0
2015-06-12 06:00:00	NQ	Futures	5273.74	5279.32	5271.97	5275.21	394.0
2015-06-12 06:30:00	NQ	Futures	5275.21	5275.21	5265.5	5268.15	370.0
2015-06-12 07:00:00	NQ	Futures	5267.85	5268.44	5259.91	5260.5	554.0

> showing 50 of 2,297 rows — these rows as CSV

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