PREVIEW / futures_30min / 2015-10-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-21.parquet
  size:    78 KB
  rows:    2,914

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
2015-10-21 00:00:00	ES	Futures	2167.1	2172.19	2167.1	2171.65	6532.0
2015-10-21 00:30:00	ES	Futures	2171.65	2174.06	2171.12	2172.19	9830.0
2015-10-21 01:00:00	ES	Futures	2172.19	2172.99	2171.92	2172.72	2740.0
2015-10-21 01:30:00	ES	Futures	2172.45	2177.27	2172.19	2172.72	11485.0
2015-10-21 02:00:00	ES	Futures	2172.72	2174.6	2170.58	2171.12	6117.0
2015-10-21 02:30:00	ES	Futures	2171.12	2171.38	2167.91	2168.71	6041.0
2015-10-21 03:00:00	ES	Futures	2168.71	2169.51	2164.16	2165.77	14161.0
2015-10-21 03:30:00	ES	Futures	2165.77	2167.64	2163.09	2163.62	9200.0
2015-10-21 04:00:00	ES	Futures	2163.36	2167.37	2162.55	2166.03	9879.0
2015-10-21 04:30:00	ES	Futures	2166.03	2167.64	2165.23	2166.84	4768.0
2015-10-21 05:00:00	ES	Futures	2166.84	2172.45	2166.84	2170.85	11368.0
2015-10-21 05:30:00	ES	Futures	2171.12	2172.72	2170.31	2170.85	7291.0
2015-10-21 06:00:00	ES	Futures	2170.85	2174.6	2170.85	2173.53	11405.0
2015-10-21 06:30:00	ES	Futures	2173.53	2174.33	2171.65	2171.92	5636.0
2015-10-21 07:00:00	ES	Futures	2171.92	2172.72	2170.85	2172.45	6144.0
2015-10-21 07:30:00	ES	Futures	2172.19	2173.79	2171.65	2172.45	10453.0
2015-10-21 08:00:00	ES	Futures	2172.19	2173.26	2171.12	2171.65	10557.0
2015-10-21 08:30:00	ES	Futures	2171.38	2173.26	2171.38	2172.19	10195.0
2015-10-21 09:00:00	ES	Futures	2172.19	2173.79	2170.85	2172.45	29344.0
2015-10-21 09:30:00	ES	Futures	2172.45	2174.06	2168.44	2170.31	181240.0
2015-10-21 10:00:00	ES	Futures	2170.31	2170.31	2161.48	2163.36	152229.0
2015-10-21 10:30:00	ES	Futures	2163.09	2167.64	2160.41	2166.57	147267.0
2015-10-21 11:00:00	ES	Futures	2166.84	2168.98	2160.95	2167.1	132144.0
2015-10-21 11:30:00	ES	Futures	2167.1	2171.12	2166.84	2168.98	81335.0
2015-10-21 12:00:00	ES	Futures	2168.98	2170.31	2167.64	2169.51	44125.0
2015-10-21 12:30:00	ES	Futures	2169.51	2170.85	2166.57	2166.57	45908.0
2015-10-21 13:00:00	ES	Futures	2166.57	2166.84	2154.53	2155.33	140587.0
2015-10-21 13:30:00	ES	Futures	2155.33	2160.68	2154.26	2157.47	108170.0
2015-10-21 14:00:00	ES	Futures	2157.47	2160.41	2155.33	2159.34	86694.0
2015-10-21 14:30:00	ES	Futures	2159.34	2166.57	2159.34	2162.82	89167.0
2015-10-21 15:00:00	ES	Futures	2163.09	2166.3	2157.2	2159.61	93421.0
2015-10-21 15:30:00	ES	Futures	2159.34	2159.61	2150.78	2152.92	180254.0
2015-10-21 16:00:00	ES	Futures	2152.65	2154.53	2149.18	2149.71	75979.0
2015-10-21 16:30:00	ES	Futures	2149.98	2152.39	2148.64	2152.12	9390.0
2015-10-21 18:00:00	ES	Futures	2151.85	2153.46	2151.32	2152.92	2307.0
2015-10-21 18:30:00	ES	Futures	2153.19	2153.46	2151.32	2151.85	1023.0
2015-10-21 19:00:00	ES	Futures	2151.85	2152.12	2149.71	2151.85	2502.0
2015-10-21 19:30:00	ES	Futures	2151.58	2152.39	2150.78	2151.58	1443.0
2015-10-21 20:00:00	ES	Futures	2151.58	2154.79	2151.32	2154.53	3981.0
2015-10-21 20:30:00	ES	Futures	2154.26	2156.13	2154.26	2155.33	2968.0
2015-10-21 21:00:00	ES	Futures	2155.33	2155.6	2154.79	2155.06	1957.0
2015-10-21 21:30:00	ES	Futures	2155.06	2156.13	2154.79	2155.86	2057.0
2015-10-21 22:00:00	ES	Futures	2155.6	2158.27	2155.6	2157.2	5284.0
2015-10-21 22:30:00	ES	Futures	2157.2	2159.08	2156.67	2158.01	3515.0
2015-10-21 23:00:00	ES	Futures	2158.01	2158.54	2155.86	2156.4	2888.0
2015-10-21 23:30:00	ES	Futures	2156.13	2157.2	2155.06	2155.33	1940.0
2015-10-21 00:00:00	NQ	Futures	5261.53	5273.69	5261.23	5273.09	1180.0
2015-10-21 00:30:00	NQ	Futures	5273.39	5276.65	5271.91	5272.2	1623.0
2015-10-21 01:00:00	NQ	Futures	5271.91	5274.58	5271.91	5273.39	374.0
2015-10-21 01:30:00	NQ	Futures	5273.09	5281.69	5271.02	5272.2	1554.0

> showing 50 of 2,914 rows — these rows as CSV

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