PREVIEW / futures_30min / 2016-04-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-08.parquet
  size:    70 KB
  rows:    2,481

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
2016-04-08 00:00:00	ES	Futures	2199.53	2204.66	2199.26	2203.58	6782.0
2016-04-08 00:30:00	ES	Futures	2203.85	2204.93	2203.04	2203.58	3295.0
2016-04-08 01:00:00	ES	Futures	2203.31	2208.17	2203.31	2207.36	7725.0
2016-04-08 01:30:00	ES	Futures	2207.36	2207.63	2203.04	2203.85	5655.0
2016-04-08 02:00:00	ES	Futures	2203.85	2207.09	2203.85	2205.47	9684.0
2016-04-08 02:30:00	ES	Futures	2205.47	2207.09	2204.66	2205.74	6286.0
2016-04-08 03:00:00	ES	Futures	2205.74	2211.68	2205.47	2210.6	29248.0
2016-04-08 03:30:00	ES	Futures	2210.33	2212.76	2208.71	2211.14	23527.0
2016-04-08 04:00:00	ES	Futures	2210.87	2212.76	2208.71	2210.87	18224.0
2016-04-08 04:30:00	ES	Futures	2211.14	2211.14	2209.25	2210.06	8633.0
2016-04-08 05:00:00	ES	Futures	2210.06	2211.14	2206.82	2207.09	12020.0
2016-04-08 05:30:00	ES	Futures	2206.82	2210.87	2206.82	2210.33	9451.0
2016-04-08 06:00:00	ES	Futures	2210.06	2212.49	2210.06	2210.87	10303.0
2016-04-08 06:30:00	ES	Futures	2210.87	2211.68	2208.71	2210.6	10896.0
2016-04-08 07:00:00	ES	Futures	2210.33	2210.87	2208.44	2208.98	9982.0
2016-04-08 07:30:00	ES	Futures	2209.25	2211.68	2208.98	2209.52	15118.0
2016-04-08 08:00:00	ES	Futures	2209.52	2213.57	2208.71	2212.76	20346.0
2016-04-08 08:30:00	ES	Futures	2212.49	2217.08	2212.22	2216.0	47786.0
2016-04-08 09:00:00	ES	Futures	2215.73	2216.54	2212.22	2212.76	35787.0
2016-04-08 09:30:00	ES	Futures	2212.76	2215.73	2209.52	2215.19	215943.0
2016-04-08 10:00:00	ES	Futures	2215.19	2218.43	2213.57	2215.19	147260.0
2016-04-08 10:30:00	ES	Futures	2215.19	2216.27	2211.41	2211.68	94098.0
2016-04-08 11:00:00	ES	Futures	2211.95	2214.65	2209.25	2210.6	98662.0
2016-04-08 11:30:00	ES	Futures	2210.6	2210.87	2203.04	2206.28	134676.0
2016-04-08 12:00:00	ES	Futures	2206.28	2207.63	2203.04	2203.31	74257.0
2016-04-08 12:30:00	ES	Futures	2203.04	2207.09	2201.42	2206.28	74678.0
2016-04-08 13:00:00	ES	Futures	2206.01	2206.28	2200.88	2202.5	65417.0
2016-04-08 13:30:00	ES	Futures	2202.23	2207.9	2201.42	2207.9	53961.0
2016-04-08 14:00:00	ES	Futures	2207.9	2209.79	2205.2	2208.44	66584.0
2016-04-08 14:30:00	ES	Futures	2208.44	2208.44	2200.88	2202.77	64415.0
2016-04-08 15:00:00	ES	Futures	2202.77	2203.85	2198.18	2198.99	92464.0
2016-04-08 15:30:00	ES	Futures	2198.99	2204.12	2196.56	2203.85	172228.0
2016-04-08 16:00:00	ES	Futures	2203.85	2204.39	2202.77	2203.85	60478.0
2016-04-08 16:30:00	ES	Futures	2203.85	2205.2	2203.58	2204.93	7096.0
2016-04-08 00:00:00	NQ	Futures	5326.38	5338.87	5326.38	5337.09	1290.0
2016-04-08 00:30:00	NQ	Futures	5337.39	5339.47	5334.11	5336.79	530.0
2016-04-08 01:00:00	NQ	Futures	5335.9	5349.58	5335.9	5348.1	1707.0
2016-04-08 01:30:00	NQ	Futures	5348.39	5348.99	5337.39	5338.87	1006.0
2016-04-08 02:00:00	NQ	Futures	5339.17	5346.31	5339.17	5343.34	793.0
2016-04-08 02:30:00	NQ	Futures	5343.34	5346.31	5340.66	5343.34	641.0
2016-04-08 03:00:00	NQ	Futures	5343.34	5358.81	5343.04	5356.13	3711.0
2016-04-08 03:30:00	NQ	Futures	5356.43	5360.0	5351.07	5357.32	1914.0
2016-04-08 04:00:00	NQ	Futures	5357.02	5361.19	5348.99	5354.64	2027.0
2016-04-08 04:30:00	NQ	Futures	5354.94	5355.83	5350.77	5353.15	793.0
2016-04-08 05:00:00	NQ	Futures	5353.45	5355.83	5343.04	5343.34	1182.0
2016-04-08 05:30:00	NQ	Futures	5343.93	5354.94	5343.63	5354.34	992.0
2016-04-08 06:00:00	NQ	Futures	5354.05	5358.51	5353.45	5355.24	953.0
2016-04-08 06:30:00	NQ	Futures	5354.94	5357.02	5348.99	5353.15	1298.0
2016-04-08 07:00:00	NQ	Futures	5353.15	5353.75	5347.5	5348.39	1032.0
2016-04-08 07:30:00	NQ	Futures	5348.69	5355.83	5348.39	5350.18	1528.0

> showing 50 of 2,481 rows — these rows as CSV

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