PREVIEW / futures_30min / 2015-11-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-20.parquet
  size:    68 KB
  rows:    2,441

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
2015-11-20 00:00:00	ES	Futures	2224.36	2225.17	2223.83	2224.1	942.0
2015-11-20 00:30:00	ES	Futures	2224.1	2225.17	2224.1	2224.9	1735.0
2015-11-20 01:00:00	ES	Futures	2224.9	2225.97	2224.63	2225.97	2180.0
2015-11-20 01:30:00	ES	Futures	2225.97	2226.24	2225.43	2225.97	1210.0
2015-11-20 02:00:00	ES	Futures	2225.97	2226.24	2224.36	2225.97	2809.0
2015-11-20 02:30:00	ES	Futures	2225.7	2231.86	2225.7	2231.59	9196.0
2015-11-20 03:00:00	ES	Futures	2231.86	2232.39	2228.11	2228.91	13162.0
2015-11-20 03:30:00	ES	Futures	2228.65	2229.18	2225.97	2227.31	11490.0
2015-11-20 04:00:00	ES	Futures	2227.31	2227.58	2224.1	2224.9	11829.0
2015-11-20 04:30:00	ES	Futures	2224.9	2228.91	2224.1	2227.31	8440.0
2015-11-20 05:00:00	ES	Futures	2227.31	2228.11	2225.97	2227.84	5404.0
2015-11-20 05:30:00	ES	Futures	2227.84	2229.98	2227.04	2229.98	5712.0
2015-11-20 06:00:00	ES	Futures	2229.98	2230.52	2229.18	2229.45	4558.0
2015-11-20 06:30:00	ES	Futures	2229.72	2230.25	2229.18	2229.72	2458.0
2015-11-20 07:00:00	ES	Futures	2229.72	2231.59	2229.72	2231.32	6420.0
2015-11-20 07:30:00	ES	Futures	2231.05	2232.12	2229.98	2231.86	7304.0
2015-11-20 08:00:00	ES	Futures	2231.86	2233.73	2231.32	2232.39	11285.0
2015-11-20 08:30:00	ES	Futures	2232.12	2233.73	2231.32	2233.46	12434.0
2015-11-20 09:00:00	ES	Futures	2233.46	2235.6	2230.79	2234.53	39817.0
2015-11-20 09:30:00	ES	Futures	2234.53	2240.69	2232.93	2239.62	221902.0
2015-11-20 10:00:00	ES	Futures	2239.88	2241.76	2236.94	2238.55	147610.0
2015-11-20 10:30:00	ES	Futures	2238.81	2239.62	2235.6	2236.14	84488.0
2015-11-20 11:00:00	ES	Futures	2236.14	2239.08	2235.6	2237.74	70711.0
2015-11-20 11:30:00	ES	Futures	2237.74	2238.01	2234.26	2235.07	64505.0
2015-11-20 12:00:00	ES	Futures	2235.07	2235.34	2232.93	2234.26	46274.0
2015-11-20 12:30:00	ES	Futures	2234.53	2236.67	2234.26	2234.8	36685.0
2015-11-20 13:00:00	ES	Futures	2234.8	2237.21	2234.26	2234.53	47986.0
2015-11-20 13:30:00	ES	Futures	2234.26	2234.8	2231.59	2233.19	46823.0
2015-11-20 14:00:00	ES	Futures	2232.93	2234.8	2232.39	2232.39	31995.0
2015-11-20 14:30:00	ES	Futures	2232.39	2234.26	2229.72	2229.98	53022.0
2015-11-20 15:00:00	ES	Futures	2229.98	2231.59	2228.11	2231.05	69608.0
2015-11-20 15:30:00	ES	Futures	2231.05	2234.0	2230.79	2233.19	102892.0
2015-11-20 16:00:00	ES	Futures	2233.19	2235.87	2232.93	2235.34	61991.0
2015-11-20 16:30:00	ES	Futures	2235.34	2236.14	2234.53	2235.6	5795.0
2015-11-20 00:00:00	NQ	Futures	5522.15	5524.81	5521.26	5523.03	114.0
2015-11-20 00:30:00	NQ	Futures	5523.03	5526.3	5523.03	5525.11	231.0
2015-11-20 01:00:00	NQ	Futures	5525.7	5529.56	5525.41	5529.26	276.0
2015-11-20 01:30:00	NQ	Futures	5529.56	5529.85	5527.78	5528.08	66.0
2015-11-20 02:00:00	NQ	Futures	5527.48	5529.26	5525.11	5528.96	258.0
2015-11-20 02:30:00	NQ	Futures	5528.37	5543.49	5528.37	5542.9	1537.0
2015-11-20 03:00:00	NQ	Futures	5542.9	5543.49	5533.71	5535.49	2026.0
2015-11-20 03:30:00	NQ	Futures	5535.78	5536.08	5527.78	5532.23	1719.0
2015-11-20 04:00:00	NQ	Futures	5532.82	5532.82	5523.63	5526.0	1200.0
2015-11-20 04:30:00	NQ	Futures	5525.11	5534.89	5523.33	5532.23	1238.0
2015-11-20 05:00:00	NQ	Futures	5532.52	5534.0	5528.96	5533.12	501.0
2015-11-20 05:30:00	NQ	Futures	5533.41	5538.45	5531.34	5538.45	510.0
2015-11-20 06:00:00	NQ	Futures	5538.75	5539.34	5535.78	5536.67	756.0
2015-11-20 06:30:00	NQ	Futures	5536.67	5538.16	5535.49	5536.08	477.0
2015-11-20 07:00:00	NQ	Futures	5536.38	5540.53	5536.38	5539.34	1130.0
2015-11-20 07:30:00	NQ	Futures	5539.05	5541.71	5538.16	5540.82	1116.0

> showing 50 of 2,441 rows — these rows as CSV

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