PREVIEW / futures_30min / 2015-11-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-12.parquet
  size:    81 KB
  rows:    2,985

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
2015-11-12 00:00:00	ES	Futures	2219.55	2220.08	2219.01	2219.55	1146.0
2015-11-12 00:30:00	ES	Futures	2219.55	2220.62	2219.28	2220.62	958.0
2015-11-12 01:00:00	ES	Futures	2220.35	2220.62	2219.28	2220.08	1096.0
2015-11-12 01:30:00	ES	Futures	2220.08	2220.62	2218.21	2219.01	2558.0
2015-11-12 02:00:00	ES	Futures	2219.01	2220.35	2217.68	2219.55	3873.0
2015-11-12 02:30:00	ES	Futures	2219.55	2221.15	2219.28	2219.82	3765.0
2015-11-12 03:00:00	ES	Futures	2219.82	2220.35	2214.73	2219.01	14436.0
2015-11-12 03:30:00	ES	Futures	2218.75	2223.56	2218.48	2219.55	13625.0
2015-11-12 04:00:00	ES	Futures	2219.28	2220.08	2214.2	2215.53	12598.0
2015-11-12 04:30:00	ES	Futures	2215.8	2218.21	2214.46	2215.8	5924.0
2015-11-12 05:00:00	ES	Futures	2215.8	2215.8	2210.72	2211.52	10544.0
2015-11-12 05:30:00	ES	Futures	2211.79	2213.66	2211.25	2211.52	5934.0
2015-11-12 06:00:00	ES	Futures	2211.79	2213.39	2210.45	2212.59	6916.0
2015-11-12 06:30:00	ES	Futures	2212.59	2216.34	2212.32	2214.73	6888.0
2015-11-12 07:00:00	ES	Futures	2214.73	2215.53	2213.93	2214.73	4587.0
2015-11-12 07:30:00	ES	Futures	2215.0	2216.07	2210.72	2210.99	8583.0
2015-11-12 08:00:00	ES	Futures	2210.99	2211.52	2207.24	2208.85	26138.0
2015-11-12 08:30:00	ES	Futures	2209.11	2210.18	2206.44	2208.85	23668.0
2015-11-12 09:00:00	ES	Futures	2208.58	2208.85	2199.75	2202.42	60622.0
2015-11-12 09:30:00	ES	Futures	2202.42	2204.83	2198.14	2202.42	227816.0
2015-11-12 10:00:00	ES	Futures	2202.42	2204.03	2197.87	2200.28	155972.0
2015-11-12 10:30:00	ES	Futures	2200.55	2207.24	2197.61	2206.44	143756.0
2015-11-12 11:00:00	ES	Futures	2206.7	2208.58	2200.55	2201.09	133384.0
2015-11-12 11:30:00	ES	Futures	2201.35	2201.89	2197.87	2200.82	96256.0
2015-11-12 12:00:00	ES	Futures	2200.82	2202.16	2193.06	2194.93	94638.0
2015-11-12 12:30:00	ES	Futures	2194.93	2199.75	2193.59	2198.14	69643.0
2015-11-12 13:00:00	ES	Futures	2198.41	2202.16	2197.07	2200.28	60437.0
2015-11-12 13:30:00	ES	Futures	2200.28	2202.16	2196.54	2199.48	49642.0
2015-11-12 14:00:00	ES	Futures	2199.48	2200.28	2194.4	2198.68	61134.0
2015-11-12 14:30:00	ES	Futures	2198.68	2198.94	2189.31	2192.26	96167.0
2015-11-12 15:00:00	ES	Futures	2191.99	2194.13	2190.11	2192.52	71746.0
2015-11-12 15:30:00	ES	Futures	2192.52	2193.33	2184.5	2185.03	201240.0
2015-11-12 16:00:00	ES	Futures	2185.03	2186.9	2183.43	2184.23	81735.0
2015-11-12 16:30:00	ES	Futures	2183.69	2186.37	2182.89	2183.96	11161.0
2015-11-12 18:00:00	ES	Futures	2183.96	2184.76	2181.55	2184.23	5018.0
2015-11-12 18:30:00	ES	Futures	2184.23	2186.64	2183.96	2186.37	2681.0
2015-11-12 19:00:00	ES	Futures	2186.37	2187.97	2185.83	2186.9	3657.0
2015-11-12 19:30:00	ES	Futures	2186.9	2186.9	2185.03	2185.57	2083.0
2015-11-12 20:00:00	ES	Futures	2185.3	2188.78	2185.3	2188.24	5366.0
2015-11-12 20:30:00	ES	Futures	2188.24	2189.04	2187.17	2188.51	4336.0
2015-11-12 21:00:00	ES	Futures	2188.51	2188.78	2187.44	2187.97	1741.0
2015-11-12 21:30:00	ES	Futures	2187.97	2187.97	2186.37	2187.17	2339.0
2015-11-12 22:00:00	ES	Futures	2187.44	2188.51	2186.37	2186.9	1699.0
2015-11-12 22:30:00	ES	Futures	2186.64	2186.9	2185.3	2185.83	2206.0
2015-11-12 23:00:00	ES	Futures	2185.83	2186.64	2185.3	2185.83	1272.0
2015-11-12 23:30:00	ES	Futures	2186.1	2186.1	2183.69	2185.03	2083.0
2015-11-12 00:00:00	NQ	Futures	5508.8	5511.47	5507.91	5508.21	304.0
2015-11-12 00:30:00	NQ	Futures	5507.91	5511.47	5507.91	5511.47	170.0
2015-11-12 01:00:00	NQ	Futures	5511.77	5512.36	5509.1	5510.29	150.0
2015-11-12 01:30:00	NQ	Futures	5510.29	5511.47	5505.84	5507.02	297.0

> showing 50 of 2,985 rows — these rows as CSV

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