PREVIEW / futures_30min / 2016-02-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-01.parquet
  size:    87 KB
  rows:    3,076

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
2016-02-01 00:00:00	ES	Futures	2069.87	2073.09	2069.33	2072.02	4295.0
2016-02-01 00:30:00	ES	Futures	2072.28	2074.43	2071.21	2072.28	4114.0
2016-02-01 01:00:00	ES	Futures	2072.28	2073.9	2071.21	2072.82	3089.0
2016-02-01 01:30:00	ES	Futures	2073.09	2073.9	2070.67	2073.36	2730.0
2016-02-01 02:00:00	ES	Futures	2073.63	2073.9	2068.79	2070.13	9593.0
2016-02-01 02:30:00	ES	Futures	2070.13	2072.82	2068.52	2072.82	8236.0
2016-02-01 03:00:00	ES	Futures	2072.55	2072.82	2065.3	2068.52	22566.0
2016-02-01 03:30:00	ES	Futures	2068.52	2070.94	2064.76	2070.13	15281.0
2016-02-01 04:00:00	ES	Futures	2070.13	2070.4	2063.95	2066.64	16121.0
2016-02-01 04:30:00	ES	Futures	2066.64	2068.25	2061.27	2061.27	16340.0
2016-02-01 05:00:00	ES	Futures	2061.54	2064.76	2061.0	2064.22	13747.0
2016-02-01 05:30:00	ES	Futures	2064.49	2066.37	2063.42	2066.37	6473.0
2016-02-01 06:00:00	ES	Futures	2066.1	2069.87	2064.76	2067.72	7410.0
2016-02-01 06:30:00	ES	Futures	2067.72	2068.25	2064.22	2065.3	9678.0
2016-02-01 07:00:00	ES	Futures	2065.3	2066.1	2059.92	2061.27	18533.0
2016-02-01 07:30:00	ES	Futures	2061.27	2061.8	2056.97	2059.92	28220.0
2016-02-01 08:00:00	ES	Futures	2059.92	2061.8	2058.31	2058.85	26517.0
2016-02-01 08:30:00	ES	Futures	2058.58	2062.61	2057.51	2061.27	40648.0
2016-02-01 09:00:00	ES	Futures	2061.0	2063.95	2059.92	2062.88	26010.0
2016-02-01 09:30:00	ES	Futures	2062.88	2066.37	2058.58	2061.54	197377.0
2016-02-01 10:00:00	ES	Futures	2061.27	2066.91	2055.62	2062.07	176617.0
2016-02-01 10:30:00	ES	Futures	2062.07	2070.4	2060.73	2069.06	100727.0
2016-02-01 11:00:00	ES	Futures	2069.06	2070.4	2064.49	2069.33	75733.0
2016-02-01 11:30:00	ES	Futures	2069.06	2073.09	2067.72	2070.13	74806.0
2016-02-01 12:00:00	ES	Futures	2070.4	2071.48	2063.69	2064.49	60137.0
2016-02-01 12:30:00	ES	Futures	2064.76	2066.37	2062.07	2063.15	41472.0
2016-02-01 13:00:00	ES	Futures	2063.15	2069.87	2062.34	2069.33	59356.0
2016-02-01 13:30:00	ES	Futures	2069.33	2070.67	2066.37	2070.4	42596.0
2016-02-01 14:00:00	ES	Futures	2070.4	2072.82	2066.37	2072.55	57768.0
2016-02-01 14:30:00	ES	Futures	2072.82	2077.93	2072.02	2077.12	74756.0
2016-02-01 15:00:00	ES	Futures	2076.85	2084.91	2073.9	2084.11	126539.0
2016-02-01 15:30:00	ES	Futures	2084.38	2085.18	2074.97	2075.24	179527.0
2016-02-01 16:00:00	ES	Futures	2075.51	2081.15	2074.43	2074.97	96053.0
2016-02-01 16:30:00	ES	Futures	2074.7	2076.58	2072.55	2073.09	7338.0
2016-02-01 18:00:00	ES	Futures	2072.82	2073.63	2069.33	2070.4	5907.0
2016-02-01 18:30:00	ES	Futures	2070.4	2071.75	2067.45	2067.98	4603.0
2016-02-01 19:00:00	ES	Futures	2067.98	2069.33	2066.91	2067.98	6130.0
2016-02-01 19:30:00	ES	Futures	2067.72	2069.06	2067.72	2068.25	3788.0
2016-02-01 20:00:00	ES	Futures	2068.52	2070.13	2067.72	2068.25	3711.0
2016-02-01 20:30:00	ES	Futures	2068.25	2070.4	2067.72	2069.87	4721.0
2016-02-01 21:00:00	ES	Futures	2070.13	2071.21	2069.06	2070.67	3353.0
2016-02-01 21:30:00	ES	Futures	2070.94	2071.75	2070.13	2070.4	2480.0
2016-02-01 22:00:00	ES	Futures	2070.4	2070.67	2067.98	2069.06	2330.0
2016-02-01 22:30:00	ES	Futures	2068.79	2069.33	2061.8	2063.15	9852.0
2016-02-01 23:00:00	ES	Futures	2063.42	2065.03	2062.07	2062.07	4338.0
2016-02-01 23:30:00	ES	Futures	2062.07	2063.69	2061.27	2063.15	3909.0
2016-02-01 00:00:00	NQ	Futures	5054.37	5062.38	5052.58	5059.71	749.0
2016-02-01 00:30:00	NQ	Futures	5060.3	5066.54	5057.33	5058.82	736.0
2016-02-01 01:00:00	NQ	Futures	5058.82	5063.57	5056.44	5060.9	394.0
2016-02-01 01:30:00	NQ	Futures	5060.6	5062.09	5054.66	5061.49	408.0

> showing 50 of 3,076 rows — these rows as CSV

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