PREVIEW / futures_30min / 2016-02-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-10.parquet
  size:    89 KB
  rows:    3,030

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
2016-02-10 00:00:00	ES	Futures	1978.77	1981.73	1977.97	1979.85	4330.0
2016-02-10 00:30:00	ES	Futures	1979.58	1979.58	1977.16	1977.97	5307.0
2016-02-10 01:00:00	ES	Futures	1978.24	1982.27	1977.7	1980.12	6606.0
2016-02-10 01:30:00	ES	Futures	1980.12	1982.27	1980.12	1981.46	1789.0
2016-02-10 02:00:00	ES	Futures	1981.19	1992.21	1981.19	1991.94	17282.0
2016-02-10 02:30:00	ES	Futures	1991.94	1992.75	1987.91	1989.79	10477.0
2016-02-10 03:00:00	ES	Futures	1989.79	1992.21	1983.34	1988.45	27343.0
2016-02-10 03:30:00	ES	Futures	1988.18	2002.15	1987.64	2000.81	30611.0
2016-02-10 04:00:00	ES	Futures	2000.81	2003.49	1998.39	2001.08	17850.0
2016-02-10 04:30:00	ES	Futures	2000.81	2006.18	2000.0	2004.57	21421.0
2016-02-10 05:00:00	ES	Futures	2004.57	2010.48	2004.03	2009.14	23877.0
2016-02-10 05:30:00	ES	Futures	2009.14	2009.67	2005.64	2007.53	16874.0
2016-02-10 06:00:00	ES	Futures	2007.53	2009.94	2004.03	2006.99	15820.0
2016-02-10 06:30:00	ES	Futures	2007.26	2008.06	2004.03	2006.45	12266.0
2016-02-10 07:00:00	ES	Futures	2006.45	2009.14	2004.84	2006.18	10855.0
2016-02-10 07:30:00	ES	Futures	2006.45	2012.09	2005.64	2010.21	16845.0
2016-02-10 08:00:00	ES	Futures	2010.21	2011.02	2006.72	2008.6	32678.0
2016-02-10 08:30:00	ES	Futures	2008.33	2009.67	1998.12	2004.03	89223.0
2016-02-10 09:00:00	ES	Futures	2004.03	2004.84	1994.9	1997.31	62978.0
2016-02-10 09:30:00	ES	Futures	1997.31	2005.91	1993.82	2004.57	234222.0
2016-02-10 10:00:00	ES	Futures	2004.84	2010.75	2000.81	2007.79	156660.0
2016-02-10 10:30:00	ES	Futures	2008.06	2018.27	1998.66	2001.08	229408.0
2016-02-10 11:00:00	ES	Futures	2001.08	2005.64	1995.7	1998.93	185441.0
2016-02-10 11:30:00	ES	Futures	1998.66	2002.69	1991.4	2000.27	140920.0
2016-02-10 12:00:00	ES	Futures	2000.27	2004.84	1995.7	2004.03	93278.0
2016-02-10 12:30:00	ES	Futures	2004.03	2010.75	2001.61	2009.67	90047.0
2016-02-10 13:00:00	ES	Futures	2009.94	2011.56	2001.34	2002.42	77563.0
2016-02-10 13:30:00	ES	Futures	2002.42	2006.18	1999.73	2001.34	56103.0
2016-02-10 14:00:00	ES	Futures	2001.34	2006.18	2000.27	2003.23	60478.0
2016-02-10 14:30:00	ES	Futures	2003.23	2006.99	1995.16	1997.05	100050.0
2016-02-10 15:00:00	ES	Futures	1997.31	2004.84	1988.72	1989.79	137496.0
2016-02-10 15:30:00	ES	Futures	1989.79	1992.21	1983.34	1985.22	200743.0
2016-02-10 16:00:00	ES	Futures	1985.49	1986.83	1981.46	1985.22	71581.0
2016-02-10 16:30:00	ES	Futures	1984.68	1984.95	1979.85	1980.12	10900.0
2016-02-10 18:00:00	ES	Futures	1980.12	1985.49	1979.31	1980.39	10374.0
2016-02-10 18:30:00	ES	Futures	1980.39	1980.39	1976.09	1976.62	4800.0
2016-02-10 19:00:00	ES	Futures	1976.35	1980.65	1974.74	1979.58	9481.0
2016-02-10 19:30:00	ES	Futures	1979.31	1980.12	1969.91	1970.98	13714.0
2016-02-10 20:00:00	ES	Futures	1970.98	1972.32	1968.83	1970.98	8793.0
2016-02-10 20:30:00	ES	Futures	1970.98	1975.01	1970.71	1973.94	8430.0
2016-02-10 21:00:00	ES	Futures	1973.67	1976.62	1972.86	1975.55	5756.0
2016-02-10 21:30:00	ES	Futures	1975.55	1979.58	1975.28	1977.7	5964.0
2016-02-10 22:00:00	ES	Futures	1977.7	1978.77	1973.67	1973.94	4326.0
2016-02-10 22:30:00	ES	Futures	1973.94	1975.01	1972.59	1973.4	3889.0
2016-02-10 23:00:00	ES	Futures	1973.4	1975.01	1971.52	1973.4	3420.0
2016-02-10 23:30:00	ES	Futures	1973.13	1975.55	1973.13	1974.74	3180.0
2016-02-10 00:00:00	NQ	Futures	4667.17	4675.18	4665.09	4670.14	506.0
2016-02-10 00:30:00	NQ	Futures	4669.25	4669.84	4664.2	4665.98	572.0
2016-02-10 01:00:00	NQ	Futures	4665.39	4676.67	4665.39	4671.92	483.0
2016-02-10 01:30:00	NQ	Futures	4671.92	4676.97	4671.92	4675.18	129.0

> showing 50 of 3,030 rows — these rows as CSV

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