PREVIEW / futures_30min / 2016-02-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-15.parquet
  size:    63 KB
  rows:    2,212

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
2016-02-15 00:00:00	ES	Futures	2015.32	2019.35	2015.05	2018.27	6762.0
2016-02-15 00:30:00	ES	Futures	2018.27	2020.42	2018.0	2020.15	5299.0
2016-02-15 01:00:00	ES	Futures	2019.89	2020.42	2016.66	2017.74	4591.0
2016-02-15 01:30:00	ES	Futures	2018.0	2019.35	2015.86	2017.47	3051.0
2016-02-15 02:00:00	ES	Futures	2017.47	2020.69	2017.2	2017.47	14452.0
2016-02-15 02:30:00	ES	Futures	2017.47	2020.69	2016.66	2020.42	9869.0
2016-02-15 03:00:00	ES	Futures	2020.15	2020.42	2012.9	2019.89	27765.0
2016-02-15 03:30:00	ES	Futures	2020.15	2024.99	2019.35	2020.15	21607.0
2016-02-15 04:00:00	ES	Futures	2019.89	2021.77	2018.27	2021.77	10429.0
2016-02-15 04:30:00	ES	Futures	2022.04	2023.38	2020.15	2022.57	7552.0
2016-02-15 05:00:00	ES	Futures	2022.84	2025.53	2021.77	2025.53	9627.0
2016-02-15 05:30:00	ES	Futures	2025.53	2030.37	2023.38	2028.48	12658.0
2016-02-15 06:00:00	ES	Futures	2028.48	2028.75	2026.07	2026.07	8477.0
2016-02-15 06:30:00	ES	Futures	2025.8	2029.83	2025.8	2028.48	7932.0
2016-02-15 07:00:00	ES	Futures	2028.22	2031.44	2027.95	2028.75	8312.0
2016-02-15 07:30:00	ES	Futures	2029.02	2029.29	2024.19	2026.07	9470.0
2016-02-15 08:00:00	ES	Futures	2026.07	2026.87	2023.65	2024.19	9825.0
2016-02-15 08:30:00	ES	Futures	2024.19	2026.6	2021.5	2021.77	12168.0
2016-02-15 09:00:00	ES	Futures	2021.77	2023.92	2020.96	2021.23	10071.0
2016-02-15 09:30:00	ES	Futures	2021.23	2024.45	2020.42	2024.45	20362.0
2016-02-15 10:00:00	ES	Futures	2024.19	2025.8	2022.3	2022.57	13032.0
2016-02-15 10:30:00	ES	Futures	2022.84	2024.99	2020.96	2024.99	8286.0
2016-02-15 11:00:00	ES	Futures	2024.72	2025.26	2022.3	2023.11	7971.0
2016-02-15 11:30:00	ES	Futures	2023.11	2024.19	2022.04	2023.65	6789.0
2016-02-15 12:00:00	ES	Futures	2023.65	2024.99	2022.57	2024.19	3029.0
2016-02-15 12:30:00	ES	Futures	2024.19	2026.33	2024.19	2026.33	3771.0
2016-02-15 18:00:00	ES	Futures	2025.53	2030.1	2024.19	2027.95	8846.0
2016-02-15 18:30:00	ES	Futures	2028.22	2028.22	2023.38	2023.92	2984.0
2016-02-15 19:00:00	ES	Futures	2023.65	2031.17	2023.65	2030.63	10010.0
2016-02-15 19:30:00	ES	Futures	2030.63	2033.59	2030.1	2030.63	9258.0
2016-02-15 20:00:00	ES	Futures	2030.9	2031.71	2026.87	2028.22	6916.0
2016-02-15 20:30:00	ES	Futures	2027.95	2031.71	2027.95	2031.17	4607.0
2016-02-15 21:00:00	ES	Futures	2030.9	2031.98	2029.83	2031.71	4030.0
2016-02-15 21:30:00	ES	Futures	2031.71	2032.52	2031.17	2031.71	4678.0
2016-02-15 22:00:00	ES	Futures	2031.44	2032.52	2031.17	2032.52	2355.0
2016-02-15 22:30:00	ES	Futures	2032.52	2033.86	2031.98	2033.86	7063.0
2016-02-15 23:00:00	ES	Futures	2033.59	2034.13	2032.78	2033.05	3759.0
2016-02-15 23:30:00	ES	Futures	2033.05	2034.13	2031.44	2033.86	3909.0
2016-02-15 00:00:00	NQ	Futures	4815.04	4821.57	4815.04	4819.2	703.0
2016-02-15 00:30:00	NQ	Futures	4820.09	4826.32	4819.2	4825.13	722.0
2016-02-15 01:00:00	NQ	Futures	4825.43	4826.32	4817.71	4821.57	466.0
2016-02-15 01:30:00	NQ	Futures	4821.87	4825.13	4818.01	4821.27	546.0
2016-02-15 02:00:00	NQ	Futures	4821.27	4831.07	4821.27	4823.06	2528.0
2016-02-15 02:30:00	NQ	Futures	4822.46	4829.29	4820.68	4828.99	1009.0
2016-02-15 03:00:00	NQ	Futures	4828.4	4829.29	4812.37	4826.92	3150.0
2016-02-15 03:30:00	NQ	Futures	4827.51	4837.9	4826.92	4828.99	2600.0
2016-02-15 04:00:00	NQ	Futures	4828.7	4832.56	4823.06	4832.56	1368.0
2016-02-15 04:30:00	NQ	Futures	4832.85	4835.23	4827.21	4830.48	1106.0
2016-02-15 05:00:00	NQ	Futures	4830.78	4845.92	4828.4	4845.33	2158.0
2016-02-15 05:30:00	NQ	Futures	4845.92	4850.37	4839.98	4848.89	1647.0

> showing 50 of 2,212 rows — these rows as CSV

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