PREVIEW / futures_30min / 2015-10-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-26.parquet
  size:    75 KB
  rows:    2,902

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
2015-10-26 00:00:00	ES	Futures	2207.24	2207.51	2206.44	2206.7	1285.0
2015-10-26 00:30:00	ES	Futures	2206.7	2207.51	2206.44	2206.97	1067.0
2015-10-26 01:00:00	ES	Futures	2207.24	2208.85	2206.7	2208.31	1775.0
2015-10-26 01:30:00	ES	Futures	2208.31	2208.31	2205.9	2205.9	1990.0
2015-10-26 02:00:00	ES	Futures	2206.17	2207.51	2205.63	2205.9	1820.0
2015-10-26 02:30:00	ES	Futures	2205.9	2207.24	2205.63	2206.97	2226.0
2015-10-26 03:00:00	ES	Futures	2206.97	2208.04	2205.9	2206.17	4505.0
2015-10-26 03:30:00	ES	Futures	2206.17	2207.24	2205.63	2206.17	3644.0
2015-10-26 04:00:00	ES	Futures	2206.44	2206.97	2202.69	2202.96	10185.0
2015-10-26 04:30:00	ES	Futures	2202.96	2206.7	2202.16	2206.17	7457.0
2015-10-26 05:00:00	ES	Futures	2206.44	2208.58	2204.83	2207.51	7650.0
2015-10-26 05:30:00	ES	Futures	2207.77	2208.04	2206.44	2207.51	4395.0
2015-10-26 06:00:00	ES	Futures	2207.51	2209.11	2206.97	2208.58	8847.0
2015-10-26 06:30:00	ES	Futures	2208.31	2209.11	2206.7	2208.04	5989.0
2015-10-26 07:00:00	ES	Futures	2208.31	2208.85	2206.7	2208.04	5834.0
2015-10-26 07:30:00	ES	Futures	2208.04	2208.31	2206.97	2208.31	6605.0
2015-10-26 08:00:00	ES	Futures	2208.31	2209.38	2207.51	2208.58	11499.0
2015-10-26 08:30:00	ES	Futures	2208.58	2212.06	2208.04	2211.25	20103.0
2015-10-26 09:00:00	ES	Futures	2211.25	2213.39	2210.45	2212.06	20934.0
2015-10-26 09:30:00	ES	Futures	2212.06	2212.59	2205.9	2206.7	175156.0
2015-10-26 10:00:00	ES	Futures	2206.7	2209.38	2204.3	2208.04	161180.0
2015-10-26 10:30:00	ES	Futures	2208.04	2210.99	2206.7	2210.18	107213.0
2015-10-26 11:00:00	ES	Futures	2209.92	2210.99	2207.24	2207.24	71793.0
2015-10-26 11:30:00	ES	Futures	2206.97	2210.18	2206.97	2207.77	53955.0
2015-10-26 12:00:00	ES	Futures	2207.51	2209.92	2205.9	2209.38	49305.0
2015-10-26 12:30:00	ES	Futures	2209.11	2212.86	2208.31	2210.99	66225.0
2015-10-26 13:00:00	ES	Futures	2210.99	2211.79	2209.38	2211.25	36530.0
2015-10-26 13:30:00	ES	Futures	2211.25	2212.86	2208.31	2208.58	39065.0
2015-10-26 14:00:00	ES	Futures	2208.85	2211.52	2207.51	2207.77	48299.0
2015-10-26 14:30:00	ES	Futures	2208.04	2210.99	2207.51	2210.18	38683.0
2015-10-26 15:00:00	ES	Futures	2210.18	2210.99	2208.58	2209.65	35675.0
2015-10-26 15:30:00	ES	Futures	2209.92	2210.72	2208.04	2208.58	85283.0
2015-10-26 16:00:00	ES	Futures	2208.58	2208.85	2206.7	2207.24	55413.0
2015-10-26 16:30:00	ES	Futures	2207.24	2208.58	2207.24	2207.77	3825.0
2015-10-26 18:00:00	ES	Futures	2208.85	2208.85	2207.77	2208.85	1323.0
2015-10-26 18:30:00	ES	Futures	2208.85	2208.85	2208.31	2208.58	522.0
2015-10-26 19:00:00	ES	Futures	2208.31	2208.85	2208.04	2208.58	589.0
2015-10-26 19:30:00	ES	Futures	2208.58	2208.58	2207.77	2208.04	690.0
2015-10-26 20:00:00	ES	Futures	2208.04	2208.31	2205.9	2207.24	3808.0
2015-10-26 20:30:00	ES	Futures	2207.24	2207.24	2206.17	2206.44	1243.0
2015-10-26 21:00:00	ES	Futures	2206.44	2208.04	2206.17	2207.51	1649.0
2015-10-26 21:30:00	ES	Futures	2207.51	2207.77	2206.44	2207.24	1413.0
2015-10-26 22:00:00	ES	Futures	2206.97	2206.97	2202.16	2202.69	6782.0
2015-10-26 22:30:00	ES	Futures	2202.42	2203.49	2202.16	2202.69	2729.0
2015-10-26 23:00:00	ES	Futures	2202.69	2205.1	2202.42	2204.03	2603.0
2015-10-26 23:30:00	ES	Futures	2204.03	2205.1	2202.69	2203.23	2638.0
2015-10-26 00:00:00	NQ	Futures	5460.48	5461.07	5458.7	5459.29	212.0
2015-10-26 00:30:00	NQ	Futures	5458.99	5460.77	5458.1	5459.29	287.0
2015-10-26 01:00:00	NQ	Futures	5459.88	5463.14	5457.81	5462.25	415.0
2015-10-26 01:30:00	NQ	Futures	5461.66	5461.66	5456.92	5457.51	225.0

> showing 50 of 2,902 rows — these rows as CSV

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