PREVIEW / futures_30min / 2015-06-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-23.parquet
  size:    77 KB
  rows:    2,916

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
2015-06-23 00:00:00	ES	Futures	2254.86	2256.45	2254.59	2255.66	2192.0
2015-06-23 00:30:00	ES	Futures	2255.66	2256.45	2255.66	2256.45	1670.0
2015-06-23 01:00:00	ES	Futures	2256.19	2256.99	2255.66	2256.72	1770.0
2015-06-23 01:30:00	ES	Futures	2256.72	2257.52	2255.92	2257.25	2701.0
2015-06-23 02:00:00	ES	Futures	2257.25	2258.32	2256.72	2256.72	8176.0
2015-06-23 02:30:00	ES	Futures	2256.72	2257.25	2256.19	2256.45	3585.0
2015-06-23 03:00:00	ES	Futures	2256.72	2256.99	2253.53	2254.86	10288.0
2015-06-23 03:30:00	ES	Futures	2254.86	2256.99	2254.32	2255.39	7834.0
2015-06-23 04:00:00	ES	Futures	2255.39	2255.92	2253.53	2254.32	7918.0
2015-06-23 04:30:00	ES	Futures	2254.32	2254.86	2253.53	2254.06	5421.0
2015-06-23 05:00:00	ES	Futures	2254.06	2254.06	2252.46	2252.99	5157.0
2015-06-23 05:30:00	ES	Futures	2252.99	2254.06	2252.73	2253.53	3856.0
2015-06-23 06:00:00	ES	Futures	2253.53	2254.59	2252.99	2253.79	5211.0
2015-06-23 06:30:00	ES	Futures	2253.79	2255.39	2252.46	2254.32	7190.0
2015-06-23 07:00:00	ES	Futures	2254.06	2255.39	2252.73	2254.86	6378.0
2015-06-23 07:30:00	ES	Futures	2255.12	2256.45	2254.86	2255.92	9667.0
2015-06-23 08:00:00	ES	Futures	2255.66	2256.99	2254.86	2255.12	8583.0
2015-06-23 08:30:00	ES	Futures	2255.12	2256.19	2251.4	2252.46	18113.0
2015-06-23 09:00:00	ES	Futures	2252.19	2254.86	2251.66	2254.86	16255.0
2015-06-23 09:30:00	ES	Futures	2254.86	2256.45	2253.79	2255.92	84631.0
2015-06-23 10:00:00	ES	Futures	2255.66	2258.05	2251.66	2252.73	92569.0
2015-06-23 10:30:00	ES	Futures	2252.46	2254.06	2250.06	2251.66	70858.0
2015-06-23 11:00:00	ES	Futures	2251.66	2253.53	2250.06	2250.86	69543.0
2015-06-23 11:30:00	ES	Futures	2250.86	2253.26	2250.06	2251.4	51773.0
2015-06-23 12:00:00	ES	Futures	2251.66	2251.66	2248.47	2249.8	45155.0
2015-06-23 12:30:00	ES	Futures	2250.06	2250.86	2249.27	2249.8	26345.0
2015-06-23 13:00:00	ES	Futures	2249.53	2251.4	2248.73	2250.6	21281.0
2015-06-23 13:30:00	ES	Futures	2250.6	2252.46	2250.33	2252.19	20237.0
2015-06-23 14:00:00	ES	Futures	2251.93	2252.46	2251.4	2251.93	15311.0
2015-06-23 14:30:00	ES	Futures	2252.19	2254.86	2251.4	2253.79	39627.0
2015-06-23 15:00:00	ES	Futures	2253.79	2254.06	2252.46	2253.79	24170.0
2015-06-23 15:30:00	ES	Futures	2253.79	2255.12	2252.99	2253.53	71150.0
2015-06-23 16:00:00	ES	Futures	2253.53	2254.32	2252.73	2254.32	47145.0
2015-06-23 16:30:00	ES	Futures	2254.59	2255.92	2254.32	2254.59	6695.0
2015-06-23 17:00:00	ES	Futures	2254.59	2255.39	2254.32	2255.12	1667.0
2015-06-23 18:00:00	ES	Futures	2255.12	2256.19	2254.86	2255.12	1883.0
2015-06-23 18:30:00	ES	Futures	2255.12	2255.39	2254.32	2255.12	676.0
2015-06-23 19:00:00	ES	Futures	2255.12	2255.39	2253.79	2254.59	1393.0
2015-06-23 19:30:00	ES	Futures	2254.59	2255.12	2254.32	2255.12	628.0
2015-06-23 20:00:00	ES	Futures	2255.12	2255.39	2254.32	2254.86	1465.0
2015-06-23 20:30:00	ES	Futures	2254.86	2255.12	2254.32	2254.59	1940.0
2015-06-23 21:00:00	ES	Futures	2254.59	2254.86	2252.99	2253.26	1824.0
2015-06-23 21:30:00	ES	Futures	2252.99	2253.79	2252.99	2253.26	1015.0
2015-06-23 22:00:00	ES	Futures	2253.26	2253.53	2252.99	2253.26	294.0
2015-06-23 22:30:00	ES	Futures	2253.26	2254.06	2252.99	2253.26	727.0
2015-06-23 23:00:00	ES	Futures	2253.26	2253.79	2253.26	2253.79	723.0
2015-06-23 23:30:00	ES	Futures	2253.79	2254.06	2253.26	2253.79	754.0
2015-06-23 00:00:00	NQ	Futures	5375.09	5378.34	5374.2	5376.56	288.0
2015-06-23 00:30:00	NQ	Futures	5376.86	5378.34	5376.27	5377.45	165.0
2015-06-23 01:00:00	NQ	Futures	5377.45	5378.63	5376.56	5378.34	86.0

> showing 50 of 2,916 rows — these rows as CSV

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