PREVIEW / futures_30min / 2015-08-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-05.parquet
  size:    76 KB
  rows:    2,846

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
2015-08-05 00:00:00	ES	Futures	2221.84	2222.11	2221.58	2221.84	657.0
2015-08-05 00:30:00	ES	Futures	2221.84	2222.11	2221.58	2221.84	421.0
2015-08-05 01:00:00	ES	Futures	2221.84	2222.11	2220.78	2221.31	1043.0
2015-08-05 01:30:00	ES	Futures	2221.58	2222.11	2221.31	2221.31	690.0
2015-08-05 02:00:00	ES	Futures	2221.58	2223.44	2221.04	2223.17	3086.0
2015-08-05 02:30:00	ES	Futures	2223.17	2224.24	2223.17	2223.17	2917.0
2015-08-05 03:00:00	ES	Futures	2223.44	2225.3	2222.64	2223.44	9662.0
2015-08-05 03:30:00	ES	Futures	2223.44	2224.24	2222.37	2223.44	6304.0
2015-08-05 04:00:00	ES	Futures	2223.44	2223.97	2221.84	2223.17	5542.0
2015-08-05 04:30:00	ES	Futures	2223.44	2225.04	2222.91	2224.5	5265.0
2015-08-05 05:00:00	ES	Futures	2224.77	2225.04	2223.71	2224.24	3533.0
2015-08-05 05:30:00	ES	Futures	2224.5	2226.63	2224.24	2226.37	5605.0
2015-08-05 06:00:00	ES	Futures	2226.63	2227.97	2226.37	2227.43	6590.0
2015-08-05 06:30:00	ES	Futures	2227.43	2229.3	2227.43	2228.23	9787.0
2015-08-05 07:00:00	ES	Futures	2228.5	2233.29	2228.23	2233.02	18268.0
2015-08-05 07:30:00	ES	Futures	2232.76	2234.36	2231.69	2232.23	18376.0
2015-08-05 08:00:00	ES	Futures	2231.96	2239.95	2231.96	2237.28	48381.0
2015-08-05 08:30:00	ES	Futures	2237.55	2237.82	2234.62	2234.89	23352.0
2015-08-05 09:00:00	ES	Futures	2235.15	2235.69	2233.82	2234.62	19152.0
2015-08-05 09:30:00	ES	Futures	2234.62	2241.54	2234.36	2239.68	194801.0
2015-08-05 10:00:00	ES	Futures	2239.68	2243.41	2237.02	2242.88	130828.0
2015-08-05 10:30:00	ES	Futures	2242.88	2243.94	2240.21	2241.01	84220.0
2015-08-05 11:00:00	ES	Futures	2241.28	2242.34	2239.68	2241.81	65141.0
2015-08-05 11:30:00	ES	Futures	2241.81	2242.34	2234.89	2235.42	83935.0
2015-08-05 12:00:00	ES	Futures	2235.42	2235.95	2231.16	2231.96	82324.0
2015-08-05 12:30:00	ES	Futures	2231.96	2233.56	2228.76	2233.29	91946.0
2015-08-05 13:00:00	ES	Futures	2233.02	2233.29	2226.63	2229.56	66009.0
2015-08-05 13:30:00	ES	Futures	2229.56	2230.89	2227.17	2229.03	51827.0
2015-08-05 14:00:00	ES	Futures	2229.03	2233.29	2228.23	2233.02	55448.0
2015-08-05 14:30:00	ES	Futures	2232.76	2234.09	2231.16	2232.23	54221.0
2015-08-05 15:00:00	ES	Futures	2232.23	2235.15	2231.43	2232.49	60848.0
2015-08-05 15:30:00	ES	Futures	2232.23	2232.23	2229.56	2230.63	91813.0
2015-08-05 16:00:00	ES	Futures	2230.63	2232.49	2229.3	2230.36	55693.0
2015-08-05 16:30:00	ES	Futures	2230.63	2230.89	2229.3	2230.63	2818.0
2015-08-05 17:00:00	ES	Futures	2230.36	2231.16	2230.36	2230.89	837.0
2015-08-05 18:00:00	ES	Futures	2230.1	2230.89	2229.3	2229.83	1337.0
2015-08-05 18:30:00	ES	Futures	2229.83	2229.83	2229.3	2229.56	278.0
2015-08-05 19:00:00	ES	Futures	2229.83	2230.1	2229.3	2229.56	373.0
2015-08-05 19:30:00	ES	Futures	2229.56	2229.83	2228.5	2229.03	1117.0
2015-08-05 20:00:00	ES	Futures	2229.03	2230.1	2228.5	2230.1	1753.0
2015-08-05 20:30:00	ES	Futures	2230.1	2230.36	2229.03	2229.03	1292.0
2015-08-05 21:00:00	ES	Futures	2229.3	2229.83	2227.43	2227.43	1476.0
2015-08-05 21:30:00	ES	Futures	2227.7	2228.76	2227.43	2228.5	1587.0
2015-08-05 22:00:00	ES	Futures	2228.23	2228.76	2227.97	2228.76	875.0
2015-08-05 22:30:00	ES	Futures	2228.76	2229.03	2227.97	2228.23	894.0
2015-08-05 23:00:00	ES	Futures	2228.5	2228.5	2227.7	2227.97	645.0
2015-08-05 23:30:00	ES	Futures	2227.97	2228.5	2227.7	2228.23	527.0
2015-08-05 00:00:00	NQ	Futures	5394.61	5394.61	5393.42	5394.02	94.0
2015-08-05 00:30:00	NQ	Futures	5394.02	5394.9	5393.42	5393.72	95.0
2015-08-05 01:00:00	NQ	Futures	5394.02	5395.49	5391.95	5392.83	216.0

> showing 50 of 2,846 rows — these rows as CSV

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