PREVIEW / futures_30min / 2015-12-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-11.parquet
  size:    70 KB
  rows:    2,386

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
2015-12-11 00:00:00	ES	Futures	2196.54	2198.68	2196.27	2198.14	978.0
2015-12-11 00:30:00	ES	Futures	2197.87	2199.21	2197.34	2197.87	960.0
2015-12-11 01:00:00	ES	Futures	2197.87	2198.68	2196.8	2197.34	914.0
2015-12-11 01:30:00	ES	Futures	2197.07	2198.41	2196.54	2198.14	764.0
2015-12-11 02:00:00	ES	Futures	2198.14	2198.68	2195.47	2196.0	1735.0
2015-12-11 02:30:00	ES	Futures	2196.0	2197.87	2195.2	2196.27	1602.0
2015-12-11 03:00:00	ES	Futures	2196.0	2199.75	2193.59	2199.21	7102.0
2015-12-11 03:30:00	ES	Futures	2199.48	2199.48	2191.45	2191.45	7765.0
2015-12-11 04:00:00	ES	Futures	2191.45	2192.52	2189.04	2190.92	8843.0
2015-12-11 04:30:00	ES	Futures	2190.65	2196.0	2190.65	2194.93	5252.0
2015-12-11 05:00:00	ES	Futures	2194.66	2195.2	2189.85	2190.38	6205.0
2015-12-11 05:30:00	ES	Futures	2190.11	2190.38	2177.81	2180.21	25737.0
2015-12-11 06:00:00	ES	Futures	2180.21	2182.09	2175.4	2180.48	16823.0
2015-12-11 06:30:00	ES	Futures	2180.48	2180.75	2175.67	2177.81	7452.0
2015-12-11 07:00:00	ES	Futures	2177.81	2181.28	2175.67	2177.81	10312.0
2015-12-11 07:30:00	ES	Futures	2177.81	2177.81	2171.65	2173.26	15957.0
2015-12-11 08:00:00	ES	Futures	2172.99	2178.07	2172.72	2176.74	11249.0
2015-12-11 08:30:00	ES	Futures	2177.27	2180.75	2174.33	2178.34	23385.0
2015-12-11 09:00:00	ES	Futures	2178.61	2178.61	2162.82	2168.44	49225.0
2015-12-11 09:30:00	ES	Futures	2168.44	2173.26	2161.75	2164.69	105624.0
2015-12-11 10:00:00	ES	Futures	2164.96	2174.6	2162.82	2174.06	77223.0
2015-12-11 10:30:00	ES	Futures	2173.79	2176.74	2164.69	2164.96	56172.0
2015-12-11 11:00:00	ES	Futures	2164.96	2170.58	2162.82	2165.5	53404.0
2015-12-11 11:30:00	ES	Futures	2165.77	2168.44	2160.15	2162.55	50817.0
2015-12-11 12:00:00	ES	Futures	2162.82	2163.89	2153.72	2156.67	62256.0
2015-12-11 12:30:00	ES	Futures	2156.4	2158.81	2153.72	2158.27	48263.0
2015-12-11 13:00:00	ES	Futures	2158.54	2163.36	2156.67	2156.67	37602.0
2015-12-11 13:30:00	ES	Futures	2156.67	2161.75	2155.33	2159.34	32520.0
2015-12-11 14:00:00	ES	Futures	2159.34	2165.77	2159.08	2160.41	37144.0
2015-12-11 14:30:00	ES	Futures	2160.68	2162.82	2158.54	2158.81	36751.0
2015-12-11 15:00:00	ES	Futures	2158.81	2161.22	2148.37	2152.39	54834.0
2015-12-11 15:30:00	ES	Futures	2152.39	2155.33	2149.71	2152.12	87684.0
2015-12-11 16:00:00	ES	Futures	2151.85	2154.79	2149.98	2150.78	46987.0
2015-12-11 16:30:00	ES	Futures	2150.51	2150.78	2145.96	2148.11	9782.0
2015-12-11 00:00:00	NQ	Futures	5515.33	5520.07	5515.33	5520.07	46.0
2015-12-11 00:30:00	NQ	Futures	5518.29	5522.44	5517.99	5518.88	133.0
2015-12-11 01:00:00	NQ	Futures	5519.18	5520.96	5516.51	5517.1	99.0
2015-12-11 01:30:00	NQ	Futures	5516.22	5519.18	5515.62	5518.88	98.0
2015-12-11 02:00:00	NQ	Futures	5518.88	5520.37	5512.36	5514.73	230.0
2015-12-11 02:30:00	NQ	Futures	5514.14	5517.7	5511.47	5514.44	203.0
2015-12-11 03:00:00	NQ	Futures	5514.14	5522.74	5506.73	5521.55	1081.0
2015-12-11 03:30:00	NQ	Futures	5522.15	5522.15	5501.39	5502.28	1231.0
2015-12-11 04:00:00	NQ	Futures	5501.69	5502.58	5494.28	5496.05	1519.0
2015-12-11 04:30:00	NQ	Futures	5496.35	5509.99	5496.05	5507.32	920.0
2015-12-11 05:00:00	NQ	Futures	5507.91	5509.1	5494.87	5496.05	646.0
2015-12-11 05:30:00	NQ	Futures	5496.94	5496.94	5461.96	5469.37	3636.0
2015-12-11 06:00:00	NQ	Futures	5468.18	5471.74	5456.03	5467.59	2413.0
2015-12-11 06:30:00	NQ	Futures	5467.0	5467.59	5457.51	5465.22	1352.0
2015-12-11 07:00:00	NQ	Futures	5466.11	5475.6	5458.99	5464.03	1137.0
2015-12-11 07:30:00	NQ	Futures	5463.74	5464.63	5445.06	5450.39	3174.0

> showing 50 of 2,386 rows — these rows as CSV

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