PREVIEW / futures_30min / 2015-07-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-30.parquet
  size:    77 KB
  rows:    2,869

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
2015-07-30 00:00:00	ES	Futures	2234.36	2235.15	2234.09	2235.15	959.0
2015-07-30 00:30:00	ES	Futures	2234.89	2235.42	2234.89	2235.42	514.0
2015-07-30 01:00:00	ES	Futures	2235.42	2235.42	2234.62	2234.89	517.0
2015-07-30 01:30:00	ES	Futures	2235.15	2236.75	2234.62	2235.95	1680.0
2015-07-30 02:00:00	ES	Futures	2236.22	2237.28	2235.95	2236.22	3123.0
2015-07-30 02:30:00	ES	Futures	2236.22	2236.49	2235.15	2235.95	1952.0
2015-07-30 03:00:00	ES	Futures	2236.22	2236.75	2234.36	2235.95	10359.0
2015-07-30 03:30:00	ES	Futures	2235.69	2236.22	2232.49	2232.49	11517.0
2015-07-30 04:00:00	ES	Futures	2232.49	2234.89	2232.23	2233.56	7536.0
2015-07-30 04:30:00	ES	Futures	2233.29	2234.89	2231.69	2234.89	10271.0
2015-07-30 05:00:00	ES	Futures	2234.89	2234.89	2233.82	2234.36	6095.0
2015-07-30 05:30:00	ES	Futures	2234.36	2238.08	2234.09	2237.28	7315.0
2015-07-30 06:00:00	ES	Futures	2237.55	2240.21	2237.02	2239.41	9318.0
2015-07-30 06:30:00	ES	Futures	2239.41	2239.41	2237.55	2238.35	5761.0
2015-07-30 07:00:00	ES	Futures	2238.35	2239.15	2235.95	2236.22	6447.0
2015-07-30 07:30:00	ES	Futures	2236.22	2237.28	2236.22	2237.02	3945.0
2015-07-30 08:00:00	ES	Futures	2237.02	2237.28	2231.69	2232.23	19972.0
2015-07-30 08:30:00	ES	Futures	2232.23	2233.29	2229.56	2231.43	34572.0
2015-07-30 09:00:00	ES	Futures	2231.43	2231.69	2228.5	2231.43	30595.0
2015-07-30 09:30:00	ES	Futures	2231.16	2234.89	2223.44	2225.04	207802.0
2015-07-30 10:00:00	ES	Futures	2225.3	2230.63	2223.71	2230.63	102691.0
2015-07-30 10:30:00	ES	Futures	2230.36	2233.02	2226.9	2227.43	105384.0
2015-07-30 11:00:00	ES	Futures	2227.43	2234.36	2225.57	2232.49	111332.0
2015-07-30 11:30:00	ES	Futures	2232.49	2237.02	2232.49	2235.69	70626.0
2015-07-30 12:00:00	ES	Futures	2235.42	2237.82	2234.62	2236.75	49289.0
2015-07-30 12:30:00	ES	Futures	2236.75	2238.62	2235.15	2238.62	34947.0
2015-07-30 13:00:00	ES	Futures	2238.35	2239.68	2236.75	2237.82	47011.0
2015-07-30 13:30:00	ES	Futures	2237.82	2238.88	2235.15	2236.22	56698.0
2015-07-30 14:00:00	ES	Futures	2236.22	2238.35	2235.95	2236.75	33218.0
2015-07-30 14:30:00	ES	Futures	2236.75	2239.41	2235.42	2239.15	35826.0
2015-07-30 15:00:00	ES	Futures	2238.88	2240.75	2238.35	2240.48	54597.0
2015-07-30 15:30:00	ES	Futures	2240.48	2240.75	2238.08	2238.08	121301.0
2015-07-30 16:00:00	ES	Futures	2238.08	2240.75	2237.82	2240.75	56960.0
2015-07-30 16:30:00	ES	Futures	2240.75	2241.01	2239.41	2239.95	3578.0
2015-07-30 17:00:00	ES	Futures	2239.95	2240.21	2238.62	2238.88	1686.0
2015-07-30 18:00:00	ES	Futures	2238.35	2238.62	2237.55	2238.08	1814.0
2015-07-30 18:30:00	ES	Futures	2238.08	2238.88	2237.82	2238.62	618.0
2015-07-30 19:00:00	ES	Futures	2238.62	2238.88	2238.35	2238.35	539.0
2015-07-30 19:30:00	ES	Futures	2238.35	2238.88	2237.82	2238.62	1122.0
2015-07-30 20:00:00	ES	Futures	2238.88	2239.41	2238.08	2239.15	1441.0
2015-07-30 20:30:00	ES	Futures	2239.15	2239.41	2238.62	2239.15	650.0
2015-07-30 21:00:00	ES	Futures	2239.15	2239.15	2238.35	2238.35	845.0
2015-07-30 21:30:00	ES	Futures	2238.62	2239.15	2238.35	2239.15	1074.0
2015-07-30 22:00:00	ES	Futures	2239.15	2239.95	2238.88	2239.41	1229.0
2015-07-30 22:30:00	ES	Futures	2239.41	2239.95	2238.62	2239.41	1275.0
2015-07-30 23:00:00	ES	Futures	2239.68	2239.68	2238.08	2239.15	2138.0
2015-07-30 23:30:00	ES	Futures	2239.15	2239.15	2238.35	2238.62	830.0
2015-07-30 00:00:00	NQ	Futures	5396.97	5399.04	5396.68	5398.75	107.0
2015-07-30 00:30:00	NQ	Futures	5398.45	5400.23	5398.45	5400.23	113.0
2015-07-30 01:00:00	NQ	Futures	5399.93	5399.93	5398.16	5399.64	108.0

> showing 50 of 2,869 rows — these rows as CSV

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