PREVIEW / futures_30min / 2015-12-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-08.parquet
  size:    81 KB
  rows:    3,001

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
2015-12-08 00:00:00	ES	Futures	2217.94	2219.28	2217.68	2219.01	2034.0
2015-12-08 00:30:00	ES	Futures	2218.75	2219.01	2217.14	2218.48	1229.0
2015-12-08 01:00:00	ES	Futures	2218.48	2219.28	2217.94	2218.48	1624.0
2015-12-08 01:30:00	ES	Futures	2218.48	2219.55	2218.21	2219.01	971.0
2015-12-08 02:00:00	ES	Futures	2218.75	2222.22	2218.21	2221.96	3809.0
2015-12-08 02:30:00	ES	Futures	2221.69	2222.49	2219.28	2219.28	2614.0
2015-12-08 03:00:00	ES	Futures	2219.28	2220.35	2213.13	2217.41	17486.0
2015-12-08 03:30:00	ES	Futures	2217.14	2223.29	2215.53	2216.6	13482.0
2015-12-08 04:00:00	ES	Futures	2216.6	2218.48	2214.46	2215.53	10365.0
2015-12-08 04:30:00	ES	Futures	2215.8	2216.34	2210.45	2214.2	13167.0
2015-12-08 05:00:00	ES	Futures	2214.2	2217.41	2213.39	2217.41	8337.0
2015-12-08 05:30:00	ES	Futures	2217.68	2218.21	2215.8	2217.14	5908.0
2015-12-08 06:00:00	ES	Futures	2217.14	2217.14	2213.93	2214.46	6695.0
2015-12-08 06:30:00	ES	Futures	2214.46	2215.0	2210.72	2211.79	10374.0
2015-12-08 07:00:00	ES	Futures	2211.52	2213.39	2205.37	2206.44	20406.0
2015-12-08 07:30:00	ES	Futures	2206.44	2208.58	2204.03	2204.03	19799.0
2015-12-08 08:00:00	ES	Futures	2204.03	2205.1	2201.89	2202.42	29001.0
2015-12-08 08:30:00	ES	Futures	2202.42	2205.37	2202.42	2203.23	26764.0
2015-12-08 09:00:00	ES	Futures	2203.23	2203.23	2200.02	2202.16	37376.0
2015-12-08 09:30:00	ES	Futures	2202.16	2206.97	2195.73	2199.48	259151.0
2015-12-08 10:00:00	ES	Futures	2199.75	2205.9	2195.47	2196.54	175387.0
2015-12-08 10:30:00	ES	Futures	2196.8	2210.45	2194.4	2210.18	186865.0
2015-12-08 11:00:00	ES	Futures	2210.18	2219.01	2209.92	2210.18	175622.0
2015-12-08 11:30:00	ES	Futures	2210.18	2210.99	2205.37	2209.38	112366.0
2015-12-08 12:00:00	ES	Futures	2209.65	2209.65	2203.23	2206.17	68373.0
2015-12-08 12:30:00	ES	Futures	2206.17	2208.31	2204.03	2208.04	52898.0
2015-12-08 13:00:00	ES	Futures	2208.04	2209.65	2201.89	2204.83	66417.0
2015-12-08 13:30:00	ES	Futures	2204.83	2208.85	2204.83	2208.58	63690.0
2015-12-08 14:00:00	ES	Futures	2208.58	2215.0	2208.31	2210.72	79616.0
2015-12-08 14:30:00	ES	Futures	2210.72	2212.86	2208.58	2209.38	62506.0
2015-12-08 15:00:00	ES	Futures	2209.38	2210.45	2204.03	2204.83	87729.0
2015-12-08 15:30:00	ES	Futures	2204.83	2212.06	2202.96	2207.24	151636.0
2015-12-08 16:00:00	ES	Futures	2207.24	2208.04	2202.96	2202.96	70813.0
2015-12-08 16:30:00	ES	Futures	2203.23	2206.44	2203.23	2204.83	5974.0
2015-12-08 18:00:00	ES	Futures	2204.3	2206.44	2203.23	2205.1	2763.0
2015-12-08 18:30:00	ES	Futures	2205.1	2208.31	2204.83	2208.04	1683.0
2015-12-08 19:00:00	ES	Futures	2208.04	2208.85	2206.7	2208.85	2290.0
2015-12-08 19:30:00	ES	Futures	2208.58	2210.72	2208.31	2209.92	5002.0
2015-12-08 20:00:00	ES	Futures	2209.92	2210.72	2208.85	2209.38	2129.0
2015-12-08 20:30:00	ES	Futures	2209.11	2211.79	2208.04	2208.04	4690.0
2015-12-08 21:00:00	ES	Futures	2208.58	2208.85	2206.17	2207.24	2318.0
2015-12-08 21:30:00	ES	Futures	2207.51	2209.11	2207.24	2208.58	1818.0
2015-12-08 22:00:00	ES	Futures	2208.85	2209.38	2207.77	2208.85	1378.0
2015-12-08 22:30:00	ES	Futures	2208.85	2210.18	2208.58	2208.58	1770.0
2015-12-08 23:00:00	ES	Futures	2208.58	2210.72	2208.31	2209.11	1384.0
2015-12-08 23:30:00	ES	Futures	2209.11	2209.92	2207.77	2208.58	1118.0
2015-12-08 00:00:00	NQ	Futures	5549.13	5553.87	5549.13	5553.28	310.0
2015-12-08 00:30:00	NQ	Futures	5552.98	5552.98	5548.83	5552.09	175.0
2015-12-08 01:00:00	NQ	Futures	5550.61	5553.28	5550.31	5551.5	224.0
2015-12-08 01:30:00	NQ	Futures	5552.09	5554.17	5551.5	5552.68	178.0

> showing 50 of 3,001 rows — these rows as CSV

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