PREVIEW / futures_30min / 2015-07-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-05.parquet
  size:    21 KB
  rows:    533

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
2015-07-05 18:00:00	ES	Futures	2169.66	2174.45	2166.46	2171.25	39088.0
2015-07-05 18:30:00	ES	Futures	2171.25	2174.98	2170.19	2173.65	13321.0
2015-07-05 19:00:00	ES	Futures	2173.65	2176.05	2172.59	2174.72	6385.0
2015-07-05 19:30:00	ES	Futures	2174.72	2175.78	2173.92	2174.45	5733.0
2015-07-05 20:00:00	ES	Futures	2174.45	2178.18	2174.45	2178.18	9805.0
2015-07-05 20:30:00	ES	Futures	2177.91	2178.98	2175.78	2176.58	6926.0
2015-07-05 21:00:00	ES	Futures	2176.31	2177.91	2175.78	2176.58	4363.0
2015-07-05 21:30:00	ES	Futures	2176.58	2177.38	2176.05	2176.85	2311.0
2015-07-05 22:00:00	ES	Futures	2176.85	2177.91	2175.78	2176.85	3219.0
2015-07-05 22:30:00	ES	Futures	2177.11	2177.64	2176.85	2176.85	1895.0
2015-07-05 23:00:00	ES	Futures	2176.85	2178.44	2176.58	2177.91	3151.0
2015-07-05 23:30:00	ES	Futures	2177.91	2178.44	2177.11	2177.91	3204.0
2015-07-05 18:00:00	NQ	Futures	5165.67	5166.85	5139.64	5162.12	3790.0
2015-07-05 18:30:00	NQ	Futures	5161.53	5168.03	5158.57	5165.07	737.0
2015-07-05 19:00:00	NQ	Futures	5164.48	5170.4	5163.6	5166.26	953.0
2015-07-05 19:30:00	NQ	Futures	5166.55	5168.92	5164.48	5165.07	543.0
2015-07-05 20:00:00	NQ	Futures	5165.96	5176.31	5165.37	5176.31	882.0
2015-07-05 20:30:00	NQ	Futures	5175.72	5177.2	5169.81	5171.58	859.0
2015-07-05 21:00:00	NQ	Futures	5171.29	5175.13	5170.1	5172.77	417.0
2015-07-05 21:30:00	NQ	Futures	5172.77	5176.02	5171.58	5174.84	546.0
2015-07-05 22:00:00	NQ	Futures	5174.84	5176.31	5172.77	5175.13	665.0
2015-07-05 22:30:00	NQ	Futures	5174.54	5175.72	5173.06	5173.65	186.0
2015-07-05 23:00:00	NQ	Futures	5173.95	5176.02	5172.77	5175.43	349.0
2015-07-05 23:30:00	NQ	Futures	5175.13	5176.31	5173.36	5174.84	202.0
2015-07-05 18:00:00	YM	Futures	18342.8	18354.4	18281.7	18338.6	3515.0
2015-07-05 18:30:00	YM	Futures	18337.6	18365.0	18332.3	18355.5	763.0
2015-07-05 19:00:00	YM	Futures	18354.4	18372.3	18349.2	18365.0	627.0
2015-07-05 19:30:00	YM	Futures	18365.0	18371.3	18357.6	18365.0	367.0
2015-07-05 20:00:00	YM	Futures	18363.9	18394.5	18362.9	18392.4	1175.0
2015-07-05 20:30:00	YM	Futures	18392.4	18397.6	18376.6	18381.8	906.0
2015-07-05 21:00:00	YM	Futures	18380.8	18390.3	18375.5	18381.8	563.0
2015-07-05 21:30:00	YM	Futures	18381.8	18388.1	18378.7	18380.8	353.0
2015-07-05 22:00:00	YM	Futures	18382.9	18388.1	18375.5	18381.8	332.0
2015-07-05 22:30:00	YM	Futures	18383.9	18386.0	18378.7	18379.7	290.0
2015-07-05 23:00:00	YM	Futures	18380.8	18390.3	18377.6	18387.1	322.0
2015-07-05 23:30:00	YM	Futures	18386.0	18391.3	18382.9	18386.0	266.0
2015-07-05 18:00:00	CL	Futures	81.79	81.94	81.1	81.88	7221.0
2015-07-05 18:30:00	CL	Futures	81.88	82.15	81.73	81.82	3198.0
2015-07-05 19:00:00	CL	Futures	81.83	81.85	81.61	81.67	1069.0
2015-07-05 19:30:00	CL	Futures	81.67	81.77	81.55	81.64	751.0
2015-07-05 20:00:00	CL	Futures	81.62	82.03	81.62	81.98	1499.0
2015-07-05 20:30:00	CL	Futures	82.0	82.44	81.95	82.31	2345.0
2015-07-05 21:00:00	CL	Futures	82.31	82.34	82.19	82.23	1511.0
2015-07-05 21:30:00	CL	Futures	82.23	82.23	82.0	82.09	1186.0
2015-07-05 22:00:00	CL	Futures	82.07	82.1	82.0	82.03	924.0
2015-07-05 22:30:00	CL	Futures	82.03	82.06	81.89	81.92	966.0
2015-07-05 23:00:00	CL	Futures	81.92	81.97	81.83	81.85	972.0
2015-07-05 23:30:00	CL	Futures	81.86	81.94	81.83	81.88	700.0
2015-07-05 18:00:00	GC	Futures	1601.4	1603.0	1597.8	1599.7	4067.0
2015-07-05 18:30:00	GC	Futures	1599.7	1602.6	1599.7	1601.6	1711.0

> showing 50 of 533 rows — these rows as CSV

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