PREVIEW / futures_30min / 2015-12-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-23.parquet
  size:    76 KB
  rows:    2,881

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
2015-12-23 00:00:00	ES	Futures	2185.41	2185.95	2184.6	2185.14	721.0
2015-12-23 00:30:00	ES	Futures	2185.14	2185.95	2184.87	2185.14	640.0
2015-12-23 01:00:00	ES	Futures	2184.87	2186.22	2184.87	2185.41	630.0
2015-12-23 01:30:00	ES	Futures	2185.41	2186.22	2184.87	2185.14	1410.0
2015-12-23 02:00:00	ES	Futures	2185.14	2186.49	2185.14	2185.68	2653.0
2015-12-23 02:30:00	ES	Futures	2185.95	2187.02	2184.87	2186.49	1790.0
2015-12-23 03:00:00	ES	Futures	2186.49	2192.13	2186.22	2190.78	13068.0
2015-12-23 03:30:00	ES	Futures	2191.05	2192.13	2188.9	2189.44	4176.0
2015-12-23 04:00:00	ES	Futures	2189.44	2191.05	2188.9	2190.25	4515.0
2015-12-23 04:30:00	ES	Futures	2190.25	2192.67	2189.98	2192.4	5691.0
2015-12-23 05:00:00	ES	Futures	2192.13	2192.67	2190.52	2191.86	4487.0
2015-12-23 05:30:00	ES	Futures	2191.59	2192.4	2190.78	2191.59	3055.0
2015-12-23 06:00:00	ES	Futures	2191.59	2194.82	2189.44	2194.01	8767.0
2015-12-23 06:30:00	ES	Futures	2194.01	2194.82	2192.93	2194.28	5936.0
2015-12-23 07:00:00	ES	Futures	2194.55	2198.58	2194.01	2197.5	12023.0
2015-12-23 07:30:00	ES	Futures	2197.77	2198.04	2195.35	2195.89	6562.0
2015-12-23 08:00:00	ES	Futures	2195.89	2196.7	2194.28	2195.62	8485.0
2015-12-23 08:30:00	ES	Futures	2195.62	2195.89	2194.28	2194.82	9357.0
2015-12-23 09:00:00	ES	Futures	2194.82	2197.23	2194.55	2196.16	14256.0
2015-12-23 09:30:00	ES	Futures	2195.89	2199.11	2194.55	2197.5	120325.0
2015-12-23 10:00:00	ES	Futures	2197.23	2200.46	2195.62	2195.89	70711.0
2015-12-23 10:30:00	ES	Futures	2195.89	2203.41	2195.35	2202.88	84677.0
2015-12-23 11:00:00	ES	Futures	2203.15	2203.68	2200.19	2201.8	59183.0
2015-12-23 11:30:00	ES	Futures	2201.8	2203.41	2200.73	2202.61	50353.0
2015-12-23 12:00:00	ES	Futures	2202.88	2207.18	2202.61	2205.83	55000.0
2015-12-23 12:30:00	ES	Futures	2205.56	2206.37	2203.68	2204.76	36011.0
2015-12-23 13:00:00	ES	Futures	2204.76	2205.56	2202.61	2203.95	34591.0
2015-12-23 13:30:00	ES	Futures	2203.95	2205.83	2201.0	2205.3	44383.0
2015-12-23 14:00:00	ES	Futures	2205.3	2209.06	2204.22	2208.25	56412.0
2015-12-23 14:30:00	ES	Futures	2208.52	2211.74	2208.25	2210.4	56764.0
2015-12-23 15:00:00	ES	Futures	2210.4	2211.21	2207.98	2208.79	45138.0
2015-12-23 15:30:00	ES	Futures	2208.79	2211.48	2205.83	2210.94	107904.0
2015-12-23 16:00:00	ES	Futures	2210.94	2211.48	2205.03	2206.37	51220.0
2015-12-23 16:30:00	ES	Futures	2207.44	2207.71	2206.1	2206.64	5710.0
2015-12-23 18:00:00	ES	Futures	2206.37	2207.44	2205.3	2207.18	1883.0
2015-12-23 18:30:00	ES	Futures	2206.91	2207.98	2206.64	2206.91	1071.0
2015-12-23 19:00:00	ES	Futures	2206.91	2209.86	2206.1	2209.59	3913.0
2015-12-23 19:30:00	ES	Futures	2209.86	2210.4	2208.79	2209.06	2113.0
2015-12-23 20:00:00	ES	Futures	2209.33	2209.86	2207.44	2207.98	2604.0
2015-12-23 20:30:00	ES	Futures	2207.98	2208.25	2206.64	2207.44	1380.0
2015-12-23 21:00:00	ES	Futures	2207.44	2207.44	2205.56	2206.1	1716.0
2015-12-23 21:30:00	ES	Futures	2206.1	2206.64	2204.76	2205.3	1456.0
2015-12-23 22:00:00	ES	Futures	2205.3	2206.1	2204.49	2205.56	1520.0
2015-12-23 22:30:00	ES	Futures	2205.3	2206.1	2204.76	2205.56	1529.0
2015-12-23 23:00:00	ES	Futures	2205.56	2205.56	2205.03	2205.3	1008.0
2015-12-23 23:30:00	ES	Futures	2205.56	2205.56	2205.03	2205.3	578.0
2015-12-23 00:00:00	NQ	Futures	5447.21	5448.1	5444.83	5446.31	127.0
2015-12-23 00:30:00	NQ	Futures	5446.61	5448.1	5445.72	5446.31	158.0
2015-12-23 01:00:00	NQ	Futures	5446.61	5448.1	5445.72	5447.5	97.0
2015-12-23 01:30:00	NQ	Futures	5447.5	5447.5	5445.13	5446.31	184.0

> showing 50 of 2,881 rows — these rows as CSV

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