PREVIEW / futures_30min / 2015-06-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-06-26.parquet
  size:    68 KB
  rows:    2,376

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
2015-06-26 00:00:00	ES	Futures	2229.03	2230.1	2229.03	2229.83	959.0
2015-06-26 00:30:00	ES	Futures	2229.83	2230.1	2229.3	2229.83	370.0
2015-06-26 01:00:00	ES	Futures	2230.1	2230.1	2229.03	2229.56	1132.0
2015-06-26 01:30:00	ES	Futures	2229.56	2229.83	2227.7	2229.3	2002.0
2015-06-26 02:00:00	ES	Futures	2229.3	2231.16	2227.7	2229.83	6801.0
2015-06-26 02:30:00	ES	Futures	2230.1	2231.43	2228.76	2229.3	4934.0
2015-06-26 03:00:00	ES	Futures	2229.3	2230.36	2226.37	2228.23	12896.0
2015-06-26 03:30:00	ES	Futures	2227.97	2230.36	2227.43	2229.03	8160.0
2015-06-26 04:00:00	ES	Futures	2228.76	2229.83	2228.5	2229.56	5293.0
2015-06-26 04:30:00	ES	Futures	2229.56	2230.36	2228.76	2229.83	5772.0
2015-06-26 05:00:00	ES	Futures	2229.56	2230.89	2229.03	2230.1	5743.0
2015-06-26 05:30:00	ES	Futures	2230.36	2230.36	2227.97	2227.97	6891.0
2015-06-26 06:00:00	ES	Futures	2227.97	2229.83	2227.97	2229.3	5343.0
2015-06-26 06:30:00	ES	Futures	2229.56	2233.56	2229.56	2233.29	10497.0
2015-06-26 07:00:00	ES	Futures	2233.29	2234.89	2231.69	2234.36	16735.0
2015-06-26 07:30:00	ES	Futures	2234.36	2235.69	2233.82	2234.89	10462.0
2015-06-26 08:00:00	ES	Futures	2234.62	2235.15	2231.43	2231.96	11507.0
2015-06-26 08:30:00	ES	Futures	2231.69	2234.89	2231.43	2234.09	16902.0
2015-06-26 09:00:00	ES	Futures	2234.36	2235.15	2232.76	2234.36	28243.0
2015-06-26 09:30:00	ES	Futures	2234.36	2236.22	2227.17	2234.62	164673.0
2015-06-26 10:00:00	ES	Futures	2234.89	2237.28	2230.63	2234.89	125203.0
2015-06-26 10:30:00	ES	Futures	2234.89	2235.42	2229.03	2229.83	58579.0
2015-06-26 11:00:00	ES	Futures	2229.83	2234.62	2229.03	2233.56	49295.0
2015-06-26 11:30:00	ES	Futures	2233.56	2234.62	2230.1	2230.63	53498.0
2015-06-26 12:00:00	ES	Futures	2230.63	2233.02	2230.1	2232.23	32661.0
2015-06-26 12:30:00	ES	Futures	2232.23	2232.23	2224.5	2224.77	74662.0
2015-06-26 13:00:00	ES	Futures	2224.77	2226.9	2221.84	2225.04	104689.0
2015-06-26 13:30:00	ES	Futures	2225.04	2229.03	2224.24	2227.17	61889.0
2015-06-26 14:00:00	ES	Futures	2227.43	2227.97	2225.04	2226.9	42084.0
2015-06-26 14:30:00	ES	Futures	2226.63	2228.76	2225.3	2226.9	47603.0
2015-06-26 15:00:00	ES	Futures	2226.9	2232.49	2226.9	2231.69	64919.0
2015-06-26 15:30:00	ES	Futures	2231.43	2231.96	2227.97	2229.3	160525.0
2015-06-26 16:00:00	ES	Futures	2229.56	2232.49	2228.5	2232.23	88923.0
2015-06-26 16:30:00	ES	Futures	2231.96	2233.02	2231.69	2232.49	7403.0
2015-06-26 17:00:00	ES	Futures	2232.23	2232.76	2231.69	2231.69	2296.0
2015-06-26 00:00:00	NQ	Futures	5329.53	5331.6	5328.65	5331.31	121.0
2015-06-26 00:30:00	NQ	Futures	5331.6	5331.6	5329.53	5330.72	44.0
2015-06-26 01:00:00	NQ	Futures	5330.72	5330.72	5328.65	5329.53	168.0
2015-06-26 01:30:00	NQ	Futures	5329.24	5329.83	5325.69	5328.35	204.0
2015-06-26 02:00:00	NQ	Futures	5328.35	5334.56	5325.39	5331.01	422.0
2015-06-26 02:30:00	NQ	Futures	5330.72	5333.67	5327.76	5328.35	383.0
2015-06-26 03:00:00	NQ	Futures	5328.05	5331.6	5321.55	5325.1	1686.0
2015-06-26 03:30:00	NQ	Futures	5325.1	5332.2	5324.21	5328.94	773.0
2015-06-26 04:00:00	NQ	Futures	5328.35	5331.31	5328.05	5330.13	438.0
2015-06-26 04:30:00	NQ	Futures	5330.13	5331.31	5327.76	5330.72	622.0
2015-06-26 05:00:00	NQ	Futures	5330.42	5333.97	5329.24	5332.2	610.0
2015-06-26 05:30:00	NQ	Futures	5332.2	5332.49	5325.69	5325.69	741.0
2015-06-26 06:00:00	NQ	Futures	5325.98	5330.72	5325.69	5329.53	568.0
2015-06-26 06:30:00	NQ	Futures	5329.53	5338.41	5329.53	5338.11	1099.0
2015-06-26 07:00:00	NQ	Futures	5338.41	5341.66	5334.86	5339.89	1722.0

> showing 50 of 2,376 rows — these rows as CSV

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