PREVIEW / futures_30min / 2015-07-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-13.parquet
  size:    79 KB
  rows:    2,902

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
2015-07-13 00:00:00	ES	Futures	2200.28	2204.27	2199.21	2203.47	4551.0
2015-07-13 00:30:00	ES	Futures	2203.47	2203.47	2197.88	2198.94	3507.0
2015-07-13 01:00:00	ES	Futures	2199.21	2202.41	2199.21	2202.14	1607.0
2015-07-13 01:30:00	ES	Futures	2202.41	2202.67	2198.94	2199.48	4568.0
2015-07-13 02:00:00	ES	Futures	2199.21	2199.48	2195.48	2197.35	8070.0
2015-07-13 02:30:00	ES	Futures	2197.35	2214.12	2195.48	2211.19	38598.0
2015-07-13 03:00:00	ES	Futures	2211.19	2213.06	2205.07	2211.46	35836.0
2015-07-13 03:30:00	ES	Futures	2211.46	2212.52	2207.73	2211.46	16225.0
2015-07-13 04:00:00	ES	Futures	2211.46	2213.32	2210.66	2211.19	10903.0
2015-07-13 04:30:00	ES	Futures	2211.19	2214.12	2210.39	2213.32	10615.0
2015-07-13 05:00:00	ES	Futures	2213.32	2220.24	2213.06	2218.38	26080.0
2015-07-13 05:30:00	ES	Futures	2218.38	2223.17	2217.05	2220.24	16562.0
2015-07-13 06:00:00	ES	Futures	2220.24	2220.24	2218.11	2218.65	6065.0
2015-07-13 06:30:00	ES	Futures	2218.65	2219.45	2217.58	2218.11	7037.0
2015-07-13 07:00:00	ES	Futures	2218.11	2219.98	2216.78	2218.11	15350.0
2015-07-13 07:30:00	ES	Futures	2218.11	2220.51	2217.58	2218.65	19013.0
2015-07-13 08:00:00	ES	Futures	2218.65	2218.91	2215.98	2217.05	21303.0
2015-07-13 08:30:00	ES	Futures	2217.05	2218.91	2216.52	2217.58	17303.0
2015-07-13 09:00:00	ES	Futures	2217.85	2220.51	2217.58	2220.51	18900.0
2015-07-13 09:30:00	ES	Futures	2220.24	2226.37	2219.45	2223.71	199727.0
2015-07-13 10:00:00	ES	Futures	2223.71	2227.17	2222.91	2224.24	111690.0
2015-07-13 10:30:00	ES	Futures	2224.24	2225.3	2222.64	2224.5	57935.0
2015-07-13 11:00:00	ES	Futures	2224.5	2225.57	2222.11	2224.5	59309.0
2015-07-13 11:30:00	ES	Futures	2224.5	2226.63	2223.71	2225.04	55982.0
2015-07-13 12:00:00	ES	Futures	2225.04	2225.04	2222.91	2224.24	34919.0
2015-07-13 12:30:00	ES	Futures	2224.24	2224.77	2221.58	2222.37	30799.0
2015-07-13 13:00:00	ES	Futures	2222.37	2224.5	2222.11	2223.97	38026.0
2015-07-13 13:30:00	ES	Futures	2223.97	2224.5	2222.37	2223.17	34203.0
2015-07-13 14:00:00	ES	Futures	2223.17	2225.84	2223.17	2224.77	37088.0
2015-07-13 14:30:00	ES	Futures	2224.77	2228.23	2224.24	2227.43	41549.0
2015-07-13 15:00:00	ES	Futures	2227.7	2229.3	2226.63	2229.03	55429.0
2015-07-13 15:30:00	ES	Futures	2228.76	2230.1	2227.43	2228.5	136050.0
2015-07-13 16:00:00	ES	Futures	2228.5	2230.89	2228.5	2230.1	73151.0
2015-07-13 16:30:00	ES	Futures	2230.1	2230.63	2229.56	2229.83	6465.0
2015-07-13 17:00:00	ES	Futures	2229.83	2230.89	2229.56	2230.89	2787.0
2015-07-13 18:00:00	ES	Futures	2230.1	2230.36	2229.03	2229.83	3440.0
2015-07-13 18:30:00	ES	Futures	2229.83	2230.1	2229.3	2229.56	885.0
2015-07-13 19:00:00	ES	Futures	2229.56	2229.83	2228.76	2228.76	757.0
2015-07-13 19:30:00	ES	Futures	2229.03	2230.1	2228.76	2229.83	1115.0
2015-07-13 20:00:00	ES	Futures	2229.56	2230.1	2229.3	2229.56	2020.0
2015-07-13 20:30:00	ES	Futures	2229.83	2230.63	2229.3	2230.1	3278.0
2015-07-13 21:00:00	ES	Futures	2229.83	2230.36	2229.3	2229.83	1646.0
2015-07-13 21:30:00	ES	Futures	2229.56	2230.36	2229.3	2229.56	2178.0
2015-07-13 22:00:00	ES	Futures	2229.56	2230.63	2229.3	2229.83	1950.0
2015-07-13 22:30:00	ES	Futures	2229.56	2230.36	2229.56	2229.83	925.0
2015-07-13 23:00:00	ES	Futures	2230.1	2230.36	2229.03	2229.3	987.0
2015-07-13 23:30:00	ES	Futures	2229.3	2230.1	2229.03	2229.56	1504.0
2015-07-13 00:00:00	NQ	Futures	5214.47	5223.05	5210.33	5221.87	562.0
2015-07-13 00:30:00	NQ	Futures	5220.39	5220.39	5208.56	5210.63	739.0
2015-07-13 01:00:00	NQ	Futures	5210.63	5218.32	5210.63	5217.13	222.0

> showing 50 of 2,902 rows — these rows as CSV

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