PREVIEW / futures_30min / 2015-11-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-13.parquet
  size:    70 KB
  rows:    2,463

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
2015-11-13 00:00:00	ES	Futures	2185.03	2186.1	2184.23	2185.03	1804.0
2015-11-13 00:30:00	ES	Futures	2185.3	2186.64	2184.76	2185.03	1594.0
2015-11-13 01:00:00	ES	Futures	2185.3	2187.44	2185.3	2186.9	1675.0
2015-11-13 01:30:00	ES	Futures	2186.9	2186.9	2184.76	2185.03	1630.0
2015-11-13 02:00:00	ES	Futures	2185.03	2187.71	2185.03	2187.17	5544.0
2015-11-13 02:30:00	ES	Futures	2186.9	2188.51	2184.76	2187.71	8396.0
2015-11-13 03:00:00	ES	Futures	2187.71	2188.78	2184.5	2186.37	17112.0
2015-11-13 03:30:00	ES	Futures	2186.1	2189.85	2185.83	2188.24	11568.0
2015-11-13 04:00:00	ES	Futures	2188.24	2188.51	2185.3	2186.37	7034.0
2015-11-13 04:30:00	ES	Futures	2186.37	2186.37	2183.43	2185.3	7528.0
2015-11-13 05:00:00	ES	Futures	2185.3	2186.9	2183.96	2185.03	6614.0
2015-11-13 05:30:00	ES	Futures	2185.03	2185.57	2183.69	2184.23	5120.0
2015-11-13 06:00:00	ES	Futures	2184.23	2184.76	2179.41	2179.68	16588.0
2015-11-13 06:30:00	ES	Futures	2179.68	2180.48	2177.0	2179.95	19044.0
2015-11-13 07:00:00	ES	Futures	2179.68	2181.28	2179.41	2180.21	13370.0
2015-11-13 07:30:00	ES	Futures	2179.95	2181.82	2179.68	2179.95	11039.0
2015-11-13 08:00:00	ES	Futures	2179.95	2181.02	2178.07	2180.75	14215.0
2015-11-13 08:30:00	ES	Futures	2180.48	2183.43	2176.47	2180.75	46115.0
2015-11-13 09:00:00	ES	Futures	2180.75	2182.09	2178.34	2179.41	26739.0
2015-11-13 09:30:00	ES	Futures	2179.41	2182.89	2174.33	2176.47	199885.0
2015-11-13 10:00:00	ES	Futures	2176.47	2178.34	2164.96	2167.1	267463.0
2015-11-13 10:30:00	ES	Futures	2167.37	2171.38	2164.96	2171.12	158711.0
2015-11-13 11:00:00	ES	Futures	2171.38	2171.65	2163.36	2169.51	140773.0
2015-11-13 11:30:00	ES	Futures	2169.51	2174.06	2166.84	2174.06	112147.0
2015-11-13 12:00:00	ES	Futures	2173.79	2179.95	2172.99	2174.33	131823.0
2015-11-13 12:30:00	ES	Futures	2174.6	2175.67	2170.05	2172.45	66080.0
2015-11-13 13:00:00	ES	Futures	2172.45	2173.53	2168.17	2170.05	73027.0
2015-11-13 13:30:00	ES	Futures	2170.05	2171.65	2165.77	2167.37	82563.0
2015-11-13 14:00:00	ES	Futures	2167.37	2169.51	2164.96	2166.3	75120.0
2015-11-13 14:30:00	ES	Futures	2166.3	2167.64	2159.34	2160.95	117371.0
2015-11-13 15:00:00	ES	Futures	2161.22	2165.23	2158.54	2159.88	106631.0
2015-11-13 15:30:00	ES	Futures	2159.61	2164.96	2159.08	2159.88	225728.0
2015-11-13 16:00:00	ES	Futures	2159.88	2161.22	2157.74	2161.22	92506.0
2015-11-13 16:30:00	ES	Futures	2160.95	2162.02	2152.92	2154.53	16628.0
2015-11-13 00:00:00	NQ	Futures	5432.9	5435.27	5431.42	5433.79	324.0
2015-11-13 00:30:00	NQ	Futures	5433.79	5437.94	5433.2	5434.38	319.0
2015-11-13 01:00:00	NQ	Futures	5434.68	5440.02	5434.68	5438.83	307.0
2015-11-13 01:30:00	NQ	Futures	5438.24	5438.53	5432.9	5434.09	177.0
2015-11-13 02:00:00	NQ	Futures	5434.38	5440.02	5434.38	5437.94	780.0
2015-11-13 02:30:00	NQ	Futures	5437.65	5441.8	5432.61	5438.83	975.0
2015-11-13 03:00:00	NQ	Futures	5438.83	5442.39	5431.42	5434.98	2084.0
2015-11-13 03:30:00	NQ	Futures	5434.38	5443.87	5434.09	5440.31	1300.0
2015-11-13 04:00:00	NQ	Futures	5440.31	5440.61	5433.2	5434.98	1095.0
2015-11-13 04:30:00	NQ	Futures	5435.27	5435.27	5427.27	5431.12	1027.0
2015-11-13 05:00:00	NQ	Futures	5431.12	5435.87	5427.86	5430.53	973.0
2015-11-13 05:30:00	NQ	Futures	5431.12	5432.01	5427.86	5430.53	1022.0
2015-11-13 06:00:00	NQ	Futures	5430.83	5431.42	5417.19	5417.78	2368.0
2015-11-13 06:30:00	NQ	Futures	5417.78	5422.23	5413.63	5420.45	2204.0
2015-11-13 07:00:00	NQ	Futures	5420.15	5423.41	5418.37	5420.75	1511.0
2015-11-13 07:30:00	NQ	Futures	5420.75	5423.12	5418.37	5418.97	1149.0

> showing 50 of 2,463 rows — these rows as CSV

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