PREVIEW / futures_30min / 2015-10-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-04.parquet
  size:    20 KB
  rows:    519

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
2015-10-04 18:00:00	ES	Futures	2077.47	2079.07	2073.99	2074.52	8799.0
2015-10-04 18:30:00	ES	Futures	2074.52	2075.59	2073.45	2073.72	1870.0
2015-10-04 19:00:00	ES	Futures	2073.72	2076.13	2073.72	2075.32	1924.0
2015-10-04 19:30:00	ES	Futures	2075.32	2079.07	2074.52	2078.54	4943.0
2015-10-04 20:00:00	ES	Futures	2078.54	2079.07	2075.06	2078.27	5924.0
2015-10-04 20:30:00	ES	Futures	2078.27	2078.54	2075.32	2075.86	3508.0
2015-10-04 21:00:00	ES	Futures	2075.86	2076.66	2074.25	2074.52	3561.0
2015-10-04 21:30:00	ES	Futures	2074.52	2075.86	2073.72	2074.52	3326.0
2015-10-04 22:00:00	ES	Futures	2074.52	2078.27	2074.52	2075.32	2699.0
2015-10-04 22:30:00	ES	Futures	2075.06	2079.61	2075.06	2078.54	3047.0
2015-10-04 23:00:00	ES	Futures	2078.54	2079.34	2078.0	2079.07	1602.0
2015-10-04 23:30:00	ES	Futures	2078.8	2084.42	2078.54	2081.75	6595.0
2015-10-04 18:00:00	NQ	Futures	5049.54	5053.99	5043.02	5044.2	814.0
2015-10-04 18:30:00	NQ	Futures	5043.61	5046.87	5040.94	5042.42	287.0
2015-10-04 19:00:00	NQ	Futures	5042.72	5049.54	5042.42	5048.06	468.0
2015-10-04 19:30:00	NQ	Futures	5047.76	5056.06	5045.09	5054.88	688.0
2015-10-04 20:00:00	NQ	Futures	5054.58	5057.25	5046.28	5054.58	1128.0
2015-10-04 20:30:00	NQ	Futures	5054.88	5055.76	5047.76	5050.13	678.0
2015-10-04 21:00:00	NQ	Futures	5049.84	5051.32	5043.31	5044.2	1046.0
2015-10-04 21:30:00	NQ	Futures	5043.61	5048.65	5043.02	5043.61	852.0
2015-10-04 22:00:00	NQ	Futures	5043.91	5053.1	5043.91	5045.98	749.0
2015-10-04 22:30:00	NQ	Futures	5045.68	5056.36	5045.68	5053.99	590.0
2015-10-04 23:00:00	NQ	Futures	5053.69	5055.76	5052.8	5053.99	281.0
2015-10-04 23:30:00	NQ	Futures	5053.99	5066.74	5053.1	5062.29	1543.0
2015-10-04 18:00:00	YM	Futures	17323.0	17340.0	17302.9	17302.9	687.0
2015-10-04 18:30:00	YM	Futures	17301.8	17315.6	17295.5	17302.9	284.0
2015-10-04 19:00:00	YM	Futures	17302.9	17320.9	17301.8	17316.7	187.0
2015-10-04 19:30:00	YM	Futures	17315.6	17341.0	17308.2	17338.9	545.0
2015-10-04 20:00:00	YM	Futures	17337.9	17341.0	17313.5	17330.4	1093.0
2015-10-04 20:30:00	YM	Futures	17332.6	17334.7	17312.4	17317.7	473.0
2015-10-04 21:00:00	YM	Futures	17316.7	17323.0	17301.8	17305.0	598.0
2015-10-04 21:30:00	YM	Futures	17305.0	17313.5	17298.7	17306.1	589.0
2015-10-04 22:00:00	YM	Futures	17306.1	17331.5	17306.1	17311.4	447.0
2015-10-04 22:30:00	YM	Futures	17311.4	17343.2	17311.4	17335.7	529.0
2015-10-04 23:00:00	YM	Futures	17334.7	17338.9	17328.3	17336.8	196.0
2015-10-04 23:30:00	YM	Futures	17335.7	17378.1	17335.7	17365.4	1540.0
2015-10-04 18:00:00	CL	Futures	65.31	65.44	64.68	64.73	2026.0
2015-10-04 18:30:00	CL	Futures	64.75	64.86	64.69	64.72	399.0
2015-10-04 19:00:00	CL	Futures	64.72	64.81	64.69	64.75	143.0
2015-10-04 19:30:00	CL	Futures	64.75	65.08	64.73	65.03	633.0
2015-10-04 20:00:00	CL	Futures	65.05	65.46	65.03	65.34	1430.0
2015-10-04 20:30:00	CL	Futures	65.35	65.41	65.18	65.26	953.0
2015-10-04 21:00:00	CL	Futures	65.26	65.38	65.22	65.32	932.0
2015-10-04 21:30:00	CL	Futures	65.32	65.38	65.24	65.24	446.0
2015-10-04 22:00:00	CL	Futures	65.24	65.34	65.24	65.32	423.0
2015-10-04 22:30:00	CL	Futures	65.34	65.35	65.28	65.31	179.0
2015-10-04 23:00:00	CL	Futures	65.29	65.44	65.29	65.42	407.0
2015-10-04 23:30:00	CL	Futures	65.41	65.74	65.36	65.59	1451.0
2015-10-04 18:00:00	GC	Futures	1552.4	1555.4	1551.4	1554.6	999.0
2015-10-04 18:30:00	GC	Futures	1554.4	1555.0	1551.4	1551.8	347.0

> showing 50 of 519 rows — these rows as CSV

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