PREVIEW / futures_30min / 2015-09-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-16.parquet
  size:    79 KB
  rows:    2,904

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
2015-09-16 00:00:00	ES	Futures	2102.35	2104.76	2102.35	2104.49	1736.0
2015-09-16 00:30:00	ES	Futures	2104.49	2106.1	2104.22	2104.76	1799.0
2015-09-16 01:00:00	ES	Futures	2104.49	2105.83	2102.88	2103.69	1346.0
2015-09-16 01:30:00	ES	Futures	2103.69	2104.76	2102.88	2104.22	1456.0
2015-09-16 02:00:00	ES	Futures	2104.22	2108.77	2103.96	2108.5	7986.0
2015-09-16 02:30:00	ES	Futures	2108.77	2109.04	2106.63	2107.97	6578.0
2015-09-16 03:00:00	ES	Futures	2107.97	2111.45	2106.63	2107.97	16731.0
2015-09-16 03:30:00	ES	Futures	2107.97	2109.31	2103.69	2104.76	10686.0
2015-09-16 04:00:00	ES	Futures	2105.03	2108.5	2103.96	2105.29	7828.0
2015-09-16 04:30:00	ES	Futures	2105.29	2107.97	2103.96	2105.56	5585.0
2015-09-16 05:00:00	ES	Futures	2105.56	2108.5	2104.76	2105.56	7830.0
2015-09-16 05:30:00	ES	Futures	2105.56	2106.9	2103.15	2104.22	6771.0
2015-09-16 06:00:00	ES	Futures	2104.22	2106.1	2102.62	2103.96	5372.0
2015-09-16 06:30:00	ES	Futures	2103.96	2107.7	2103.15	2107.43	5171.0
2015-09-16 07:00:00	ES	Futures	2107.7	2109.04	2106.1	2107.97	9325.0
2015-09-16 07:30:00	ES	Futures	2107.97	2109.04	2106.63	2108.5	8075.0
2015-09-16 08:00:00	ES	Futures	2108.5	2109.04	2105.29	2106.9	11211.0
2015-09-16 08:30:00	ES	Futures	2106.9	2109.04	2104.76	2106.1	14016.0
2015-09-16 09:00:00	ES	Futures	2106.36	2110.11	2105.83	2109.57	20376.0
2015-09-16 09:30:00	ES	Futures	2109.57	2113.05	2106.1	2107.97	145315.0
2015-09-16 10:00:00	ES	Futures	2107.97	2112.25	2105.29	2110.38	89507.0
2015-09-16 10:30:00	ES	Futures	2110.38	2111.71	2106.9	2109.31	59848.0
2015-09-16 11:00:00	ES	Futures	2109.31	2119.74	2108.24	2119.21	117648.0
2015-09-16 11:30:00	ES	Futures	2119.21	2119.47	2115.73	2118.67	54471.0
2015-09-16 12:00:00	ES	Futures	2118.67	2121.08	2117.07	2120.81	54937.0
2015-09-16 12:30:00	ES	Futures	2120.81	2123.22	2119.21	2122.69	57660.0
2015-09-16 13:00:00	ES	Futures	2122.42	2122.69	2117.33	2117.87	34707.0
2015-09-16 13:30:00	ES	Futures	2118.14	2120.81	2117.07	2120.81	33207.0
2015-09-16 14:00:00	ES	Futures	2120.81	2120.81	2113.86	2115.46	60948.0
2015-09-16 14:30:00	ES	Futures	2115.19	2122.95	2114.12	2121.88	62361.0
2015-09-16 15:00:00	ES	Futures	2121.88	2125.36	2120.54	2124.83	88634.0
2015-09-16 15:30:00	ES	Futures	2124.83	2126.7	2122.95	2124.02	140071.0
2015-09-16 16:00:00	ES	Futures	2124.02	2128.84	2122.69	2127.5	56701.0
2015-09-16 16:30:00	ES	Futures	2126.97	2127.77	2126.43	2127.23	6134.0
2015-09-16 17:00:00	ES	Futures	2126.97	2127.23	2126.16	2126.7	2315.0
2015-09-16 18:00:00	ES	Futures	2126.16	2126.7	2125.09	2125.63	2288.0
2015-09-16 18:30:00	ES	Futures	2125.63	2126.43	2124.83	2125.9	683.0
2015-09-16 19:00:00	ES	Futures	2125.9	2126.43	2125.36	2125.63	758.0
2015-09-16 19:30:00	ES	Futures	2125.9	2125.9	2124.29	2124.29	1095.0
2015-09-16 20:00:00	ES	Futures	2124.56	2125.63	2123.76	2125.36	3354.0
2015-09-16 20:30:00	ES	Futures	2125.36	2126.43	2124.02	2124.56	1844.0
2015-09-16 21:00:00	ES	Futures	2124.56	2125.36	2123.49	2123.49	1966.0
2015-09-16 21:30:00	ES	Futures	2123.49	2124.83	2122.69	2123.22	2695.0
2015-09-16 22:00:00	ES	Futures	2123.22	2123.49	2121.62	2123.22	2963.0
2015-09-16 22:30:00	ES	Futures	2122.95	2124.83	2122.69	2124.02	1306.0
2015-09-16 23:00:00	ES	Futures	2124.29	2125.36	2123.76	2125.36	1325.0
2015-09-16 23:30:00	ES	Futures	2125.09	2125.36	2123.76	2124.56	772.0
2015-09-16 00:00:00	NQ	Futures	5147.08	5153.31	5147.08	5152.72	403.0
2015-09-16 00:30:00	NQ	Futures	5153.31	5155.98	5151.53	5152.72	214.0
2015-09-16 01:00:00	NQ	Futures	5151.83	5154.5	5147.08	5148.86	320.0

> showing 50 of 2,904 rows — these rows as CSV

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