PREVIEW / futures_30min / 2016-05-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-02.parquet
  size:    79 KB
  rows:    2,892

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
2016-05-02 00:00:00	ES	Futures	2222.21	2223.02	2221.94	2222.21	1258.0
2016-05-02 00:30:00	ES	Futures	2222.21	2223.29	2222.21	2223.02	1928.0
2016-05-02 01:00:00	ES	Futures	2223.29	2223.56	2223.02	2223.29	1323.0
2016-05-02 01:30:00	ES	Futures	2223.29	2224.37	2223.02	2223.29	1852.0
2016-05-02 02:00:00	ES	Futures	2223.29	2225.72	2223.02	2224.91	5909.0
2016-05-02 02:30:00	ES	Futures	2224.91	2227.06	2224.91	2224.91	6299.0
2016-05-02 03:00:00	ES	Futures	2224.91	2227.6	2221.4	2223.29	11925.0
2016-05-02 03:30:00	ES	Futures	2223.29	2225.98	2222.21	2225.18	7577.0
2016-05-02 04:00:00	ES	Futures	2225.45	2227.6	2224.64	2227.33	8436.0
2016-05-02 04:30:00	ES	Futures	2227.33	2227.87	2224.91	2225.18	6315.0
2016-05-02 05:00:00	ES	Futures	2224.91	2228.41	2224.64	2226.25	5297.0
2016-05-02 05:30:00	ES	Futures	2225.98	2226.52	2224.91	2225.72	4865.0
2016-05-02 06:00:00	ES	Futures	2225.98	2226.25	2224.91	2225.45	4364.0
2016-05-02 06:30:00	ES	Futures	2225.18	2227.33	2225.18	2227.33	4381.0
2016-05-02 07:00:00	ES	Futures	2227.33	2230.03	2227.06	2229.76	8445.0
2016-05-02 07:30:00	ES	Futures	2230.03	2231.11	2229.22	2229.49	9171.0
2016-05-02 08:00:00	ES	Futures	2229.49	2231.38	2228.68	2230.03	12025.0
2016-05-02 08:30:00	ES	Futures	2230.03	2230.3	2228.14	2230.03	9828.0
2016-05-02 09:00:00	ES	Futures	2230.03	2231.65	2229.22	2229.76	17222.0
2016-05-02 09:30:00	ES	Futures	2230.03	2231.11	2224.1	2226.79	184905.0
2016-05-02 10:00:00	ES	Futures	2226.79	2234.08	2224.64	2232.19	154921.0
2016-05-02 10:30:00	ES	Futures	2231.92	2233.27	2227.06	2228.41	85716.0
2016-05-02 11:00:00	ES	Futures	2228.68	2234.62	2228.41	2232.19	85084.0
2016-05-02 11:30:00	ES	Futures	2232.19	2233.81	2229.22	2229.76	74132.0
2016-05-02 12:00:00	ES	Futures	2229.49	2230.84	2228.14	2229.49	45811.0
2016-05-02 12:30:00	ES	Futures	2229.49	2234.08	2229.49	2233.81	49636.0
2016-05-02 13:00:00	ES	Futures	2233.81	2237.32	2233.27	2237.32	55222.0
2016-05-02 13:30:00	ES	Futures	2237.32	2238.67	2236.51	2236.78	43650.0
2016-05-02 14:00:00	ES	Futures	2237.05	2239.75	2236.51	2238.94	45877.0
2016-05-02 14:30:00	ES	Futures	2238.67	2239.75	2237.05	2238.94	35705.0
2016-05-02 15:00:00	ES	Futures	2238.94	2240.83	2238.67	2240.56	54209.0
2016-05-02 15:30:00	ES	Futures	2240.29	2243.53	2238.94	2241.1	142201.0
2016-05-02 16:00:00	ES	Futures	2241.37	2241.37	2239.48	2240.29	59289.0
2016-05-02 16:30:00	ES	Futures	2240.29	2242.18	2240.29	2241.64	5827.0
2016-05-02 18:00:00	ES	Futures	2241.37	2242.18	2239.75	2241.37	3449.0
2016-05-02 18:30:00	ES	Futures	2241.64	2241.64	2240.83	2241.37	1099.0
2016-05-02 19:00:00	ES	Futures	2241.37	2241.64	2240.29	2240.29	980.0
2016-05-02 19:30:00	ES	Futures	2240.56	2240.83	2239.75	2239.75	1302.0
2016-05-02 20:00:00	ES	Futures	2240.02	2240.29	2238.4	2239.48	3966.0
2016-05-02 20:30:00	ES	Futures	2239.21	2240.29	2238.4	2240.29	1790.0
2016-05-02 21:00:00	ES	Futures	2240.02	2241.37	2239.75	2241.1	2523.0
2016-05-02 21:30:00	ES	Futures	2240.83	2241.37	2238.13	2238.13	3833.0
2016-05-02 22:00:00	ES	Futures	2238.13	2239.48	2238.13	2239.21	2005.0
2016-05-02 22:30:00	ES	Futures	2239.21	2240.02	2238.67	2239.75	1210.0
2016-05-02 23:00:00	ES	Futures	2239.75	2240.56	2239.75	2240.02	1127.0
2016-05-02 23:30:00	ES	Futures	2240.02	2241.91	2239.75	2241.64	1241.0
2016-05-02 00:00:00	NQ	Futures	5146.97	5149.64	5146.67	5148.45	323.0
2016-05-02 00:30:00	NQ	Futures	5148.45	5150.24	5148.16	5150.24	368.0
2016-05-02 01:00:00	NQ	Futures	5149.64	5150.54	5149.35	5150.24	136.0
2016-05-02 01:30:00	NQ	Futures	5150.24	5152.02	5149.64	5151.13	202.0

> showing 50 of 2,892 rows — these rows as CSV

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