PREVIEW / futures_30min / 2015-09-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-08.parquet
  size:    81 KB
  rows:    2,880

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
2015-09-08 00:00:00	ES	Futures	2058.63	2059.7	2057.03	2059.43	1266.0
2015-09-08 00:30:00	ES	Futures	2059.7	2062.63	2059.43	2061.56	2518.0
2015-09-08 01:00:00	ES	Futures	2061.56	2065.02	2061.03	2062.36	3872.0
2015-09-08 01:30:00	ES	Futures	2062.09	2064.22	2061.29	2063.42	3453.0
2015-09-08 02:00:00	ES	Futures	2063.16	2069.81	2058.37	2069.28	12944.0
2015-09-08 02:30:00	ES	Futures	2069.55	2072.48	2069.28	2072.21	11735.0
2015-09-08 03:00:00	ES	Futures	2072.21	2075.14	2070.88	2074.61	19339.0
2015-09-08 03:30:00	ES	Futures	2074.87	2083.66	2074.87	2081.0	28722.0
2015-09-08 04:00:00	ES	Futures	2081.26	2084.19	2079.4	2082.06	12393.0
2015-09-08 04:30:00	ES	Futures	2082.06	2083.93	2080.2	2082.86	7027.0
2015-09-08 05:00:00	ES	Futures	2083.13	2086.85	2082.59	2083.66	14482.0
2015-09-08 05:30:00	ES	Futures	2083.66	2088.45	2083.39	2086.85	10773.0
2015-09-08 06:00:00	ES	Futures	2086.59	2088.19	2085.52	2087.65	9480.0
2015-09-08 06:30:00	ES	Futures	2087.92	2088.45	2085.79	2086.32	14520.0
2015-09-08 07:00:00	ES	Futures	2086.32	2086.32	2081.26	2081.8	15545.0
2015-09-08 07:30:00	ES	Futures	2081.8	2083.93	2079.13	2081.0	14425.0
2015-09-08 08:00:00	ES	Futures	2081.0	2081.53	2076.74	2080.2	18813.0
2015-09-08 08:30:00	ES	Futures	2079.93	2083.13	2079.93	2080.2	20895.0
2015-09-08 09:00:00	ES	Futures	2080.2	2082.33	2078.33	2078.33	23408.0
2015-09-08 09:30:00	ES	Futures	2078.33	2086.59	2077.54	2078.6	205007.0
2015-09-08 10:00:00	ES	Futures	2078.87	2079.67	2073.28	2077.0	130164.0
2015-09-08 10:30:00	ES	Futures	2077.27	2079.13	2070.35	2076.2	123350.0
2015-09-08 11:00:00	ES	Futures	2075.94	2078.07	2071.94	2076.47	81783.0
2015-09-08 11:30:00	ES	Futures	2076.47	2077.0	2071.94	2073.28	56861.0
2015-09-08 12:00:00	ES	Futures	2073.54	2082.59	2071.94	2082.33	64687.0
2015-09-08 12:30:00	ES	Futures	2082.59	2083.39	2077.0	2077.54	48013.0
2015-09-08 13:00:00	ES	Futures	2077.54	2078.6	2074.07	2076.2	45637.0
2015-09-08 13:30:00	ES	Futures	2076.2	2083.13	2074.07	2082.86	46194.0
2015-09-08 14:00:00	ES	Futures	2083.13	2087.12	2081.53	2086.59	61611.0
2015-09-08 14:30:00	ES	Futures	2086.59	2091.65	2086.06	2089.78	107770.0
2015-09-08 15:00:00	ES	Futures	2089.78	2091.38	2087.12	2091.11	70840.0
2015-09-08 15:30:00	ES	Futures	2091.11	2096.71	2089.78	2095.64	166458.0
2015-09-08 16:00:00	ES	Futures	2095.64	2095.91	2090.85	2093.78	74005.0
2015-09-08 16:30:00	ES	Futures	2093.24	2095.11	2092.98	2093.51	7909.0
2015-09-08 17:00:00	ES	Futures	2093.24	2094.31	2092.71	2093.78	1597.0
2015-09-08 18:00:00	ES	Futures	2094.31	2094.58	2091.91	2092.18	2058.0
2015-09-08 18:30:00	ES	Futures	2092.45	2093.24	2091.65	2092.45	1122.0
2015-09-08 19:00:00	ES	Futures	2092.45	2094.04	2091.91	2094.04	1150.0
2015-09-08 19:30:00	ES	Futures	2093.78	2095.91	2092.18	2095.64	2070.0
2015-09-08 20:00:00	ES	Futures	2095.37	2098.04	2094.31	2096.44	5118.0
2015-09-08 20:30:00	ES	Futures	2096.17	2099.63	2094.58	2099.37	5742.0
2015-09-08 21:00:00	ES	Futures	2099.1	2100.97	2096.44	2098.3	6157.0
2015-09-08 21:30:00	ES	Futures	2098.57	2105.76	2096.71	2102.56	9510.0
2015-09-08 22:00:00	ES	Futures	2102.56	2108.15	2101.5	2106.02	11361.0
2015-09-08 22:30:00	ES	Futures	2105.76	2107.62	2103.89	2107.09	3752.0
2015-09-08 23:00:00	ES	Futures	2106.82	2107.62	2105.23	2106.02	2777.0
2015-09-08 23:30:00	ES	Futures	2106.02	2109.49	2104.69	2108.15	4700.0
2015-09-08 00:00:00	NQ	Futures	4983.46	4985.23	4979.32	4984.35	592.0
2015-09-08 00:30:00	NQ	Futures	4984.94	4991.15	4984.35	4988.19	800.0
2015-09-08 01:00:00	NQ	Futures	4988.49	4997.07	4987.9	4990.56	854.0

> showing 50 of 2,880 rows — these rows as CSV

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