PREVIEW / futures_30min / 2016-04-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-20.parquet
  size:    87 KB
  rows:    3,050

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
2016-04-20 00:00:00	ES	Futures	2254.6	2255.41	2253.79	2254.6	1999.0
2016-04-20 00:30:00	ES	Futures	2254.6	2255.68	2254.6	2255.14	1061.0
2016-04-20 01:00:00	ES	Futures	2255.41	2255.41	2253.25	2253.25	5092.0
2016-04-20 01:30:00	ES	Futures	2253.25	2254.06	2252.71	2253.79	3988.0
2016-04-20 02:00:00	ES	Futures	2253.79	2255.68	2252.71	2254.87	8480.0
2016-04-20 02:30:00	ES	Futures	2255.14	2255.95	2254.6	2255.41	5662.0
2016-04-20 03:00:00	ES	Futures	2255.14	2257.03	2252.44	2254.33	20900.0
2016-04-20 03:30:00	ES	Futures	2254.33	2255.68	2252.98	2255.14	13855.0
2016-04-20 04:00:00	ES	Futures	2255.14	2257.84	2254.87	2254.87	12657.0
2016-04-20 04:30:00	ES	Futures	2255.14	2256.22	2253.25	2253.79	9529.0
2016-04-20 05:00:00	ES	Futures	2254.06	2256.49	2254.06	2255.14	8146.0
2016-04-20 05:30:00	ES	Futures	2255.41	2258.92	2254.87	2258.38	10026.0
2016-04-20 06:00:00	ES	Futures	2258.38	2258.65	2256.49	2258.11	9519.0
2016-04-20 06:30:00	ES	Futures	2257.84	2261.62	2256.49	2261.35	16982.0
2016-04-20 07:00:00	ES	Futures	2261.35	2265.13	2261.08	2264.86	19902.0
2016-04-20 07:30:00	ES	Futures	2264.59	2265.67	2263.78	2263.78	18062.0
2016-04-20 08:00:00	ES	Futures	2264.05	2264.86	2262.97	2264.59	14079.0
2016-04-20 08:30:00	ES	Futures	2264.32	2264.59	2263.24	2264.32	14179.0
2016-04-20 09:00:00	ES	Futures	2264.05	2264.86	2262.7	2262.97	22165.0
2016-04-20 09:30:00	ES	Futures	2262.97	2264.05	2259.73	2263.24	156818.0
2016-04-20 10:00:00	ES	Futures	2263.24	2263.78	2259.73	2260.0	100939.0
2016-04-20 10:30:00	ES	Futures	2260.27	2262.16	2256.49	2261.89	130753.0
2016-04-20 11:00:00	ES	Futures	2261.89	2267.56	2260.81	2266.48	104793.0
2016-04-20 11:30:00	ES	Futures	2266.75	2268.37	2265.67	2265.94	92135.0
2016-04-20 12:00:00	ES	Futures	2266.21	2266.75	2264.59	2266.21	44577.0
2016-04-20 12:30:00	ES	Futures	2265.94	2268.64	2265.13	2267.56	49301.0
2016-04-20 13:00:00	ES	Futures	2267.56	2268.64	2265.4	2267.56	51207.0
2016-04-20 13:30:00	ES	Futures	2267.56	2270.8	2267.29	2269.45	60779.0
2016-04-20 14:00:00	ES	Futures	2269.45	2272.42	2268.64	2270.8	60584.0
2016-04-20 14:30:00	ES	Futures	2271.07	2272.69	2270.8	2272.42	43837.0
2016-04-20 15:00:00	ES	Futures	2272.15	2273.5	2268.91	2269.18	74450.0
2016-04-20 15:30:00	ES	Futures	2269.18	2269.45	2263.24	2264.05	166157.0
2016-04-20 16:00:00	ES	Futures	2264.05	2266.21	2263.24	2265.67	62992.0
2016-04-20 16:30:00	ES	Futures	2265.13	2265.67	2264.05	2265.4	6433.0
2016-04-20 18:00:00	ES	Futures	2265.4	2266.21	2264.59	2264.86	1899.0
2016-04-20 18:30:00	ES	Futures	2264.86	2265.94	2264.59	2265.94	660.0
2016-04-20 19:00:00	ES	Futures	2265.67	2266.21	2264.86	2265.4	754.0
2016-04-20 19:30:00	ES	Futures	2265.67	2266.21	2264.86	2265.4	1321.0
2016-04-20 20:00:00	ES	Futures	2265.4	2265.67	2263.24	2263.51	4746.0
2016-04-20 20:30:00	ES	Futures	2263.51	2265.4	2262.7	2263.24	4582.0
2016-04-20 21:00:00	ES	Futures	2262.97	2263.78	2262.16	2263.51	3484.0
2016-04-20 21:30:00	ES	Futures	2263.51	2265.67	2263.24	2265.4	5140.0
2016-04-20 22:00:00	ES	Futures	2265.4	2266.75	2264.59	2264.59	3305.0
2016-04-20 22:30:00	ES	Futures	2264.86	2268.37	2264.86	2268.1	4977.0
2016-04-20 23:00:00	ES	Futures	2268.1	2271.34	2268.1	2271.07	7176.0
2016-04-20 23:30:00	ES	Futures	2271.07	2272.15	2270.53	2271.34	4819.0
2016-04-20 00:00:00	NQ	Futures	5371.9	5374.58	5371.3	5372.79	269.0
2016-04-20 00:30:00	NQ	Futures	5372.79	5375.47	5372.2	5375.47	177.0
2016-04-20 01:00:00	NQ	Futures	5374.87	5375.17	5368.92	5369.22	756.0
2016-04-20 01:30:00	NQ	Futures	5368.92	5371.01	5366.84	5370.71	448.0

> showing 50 of 3,050 rows — these rows as CSV

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