PREVIEW / futures_30min / 2016-05-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-13.parquet
  size:    71 KB
  rows:    2,490

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
2016-05-13 00:00:00	ES	Futures	2216.81	2216.81	2215.73	2216.0	1273.0
2016-05-13 00:30:00	ES	Futures	2215.73	2217.35	2215.73	2216.81	1117.0
2016-05-13 01:00:00	ES	Futures	2217.08	2217.62	2216.27	2216.27	1476.0
2016-05-13 01:30:00	ES	Futures	2216.0	2217.35	2216.0	2216.27	2097.0
2016-05-13 02:00:00	ES	Futures	2216.27	2216.27	2213.84	2214.92	12359.0
2016-05-13 02:30:00	ES	Futures	2214.65	2215.19	2213.03	2213.03	7772.0
2016-05-13 03:00:00	ES	Futures	2213.03	2214.38	2209.79	2211.14	38174.0
2016-05-13 03:30:00	ES	Futures	2211.41	2218.43	2210.06	2215.46	22021.0
2016-05-13 04:00:00	ES	Futures	2215.19	2217.08	2211.95	2214.65	17435.0
2016-05-13 04:30:00	ES	Futures	2214.92	2215.46	2212.49	2213.57	10948.0
2016-05-13 05:00:00	ES	Futures	2213.57	2214.38	2211.95	2214.11	9332.0
2016-05-13 05:30:00	ES	Futures	2214.11	2216.0	2212.49	2214.11	11040.0
2016-05-13 06:00:00	ES	Futures	2214.38	2216.0	2213.3	2215.73	8622.0
2016-05-13 06:30:00	ES	Futures	2215.73	2217.62	2215.46	2217.62	9257.0
2016-05-13 07:00:00	ES	Futures	2217.35	2218.7	2216.81	2218.16	9644.0
2016-05-13 07:30:00	ES	Futures	2218.16	2219.24	2215.46	2215.46	10470.0
2016-05-13 08:00:00	ES	Futures	2215.46	2218.16	2215.46	2217.08	13044.0
2016-05-13 08:30:00	ES	Futures	2217.35	2224.1	2217.35	2220.05	61379.0
2016-05-13 09:00:00	ES	Futures	2219.78	2221.94	2217.35	2221.4	34609.0
2016-05-13 09:30:00	ES	Futures	2221.4	2228.41	2220.32	2221.67	207944.0
2016-05-13 10:00:00	ES	Futures	2221.67	2224.64	2216.81	2219.78	160774.0
2016-05-13 10:30:00	ES	Futures	2219.78	2221.13	2215.46	2218.97	131631.0
2016-05-13 11:00:00	ES	Futures	2218.7	2227.33	2218.43	2226.52	115685.0
2016-05-13 11:30:00	ES	Futures	2226.52	2226.79	2221.13	2221.4	69053.0
2016-05-13 12:00:00	ES	Futures	2221.4	2223.29	2219.78	2221.94	46399.0
2016-05-13 12:30:00	ES	Futures	2221.94	2223.29	2216.27	2216.81	58138.0
2016-05-13 13:00:00	ES	Futures	2217.08	2218.97	2213.03	2213.57	69934.0
2016-05-13 13:30:00	ES	Futures	2213.57	2214.92	2207.09	2209.52	130212.0
2016-05-13 14:00:00	ES	Futures	2209.25	2211.14	2203.85	2206.01	118353.0
2016-05-13 14:30:00	ES	Futures	2205.74	2206.28	2201.42	2205.74	114523.0
2016-05-13 15:00:00	ES	Futures	2205.74	2207.36	2203.31	2205.47	86118.0
2016-05-13 15:30:00	ES	Futures	2205.2	2208.44	2204.39	2205.47	147078.0
2016-05-13 16:00:00	ES	Futures	2205.74	2207.63	2204.93	2206.82	83912.0
2016-05-13 16:30:00	ES	Futures	2206.82	2207.36	2205.74	2205.74	7621.0
2016-05-13 00:00:00	NQ	Futures	5141.31	5141.61	5138.34	5138.93	184.0
2016-05-13 00:30:00	NQ	Futures	5139.23	5143.1	5139.23	5142.21	108.0
2016-05-13 01:00:00	NQ	Futures	5141.91	5143.69	5140.12	5140.42	184.0
2016-05-13 01:30:00	NQ	Futures	5140.42	5143.4	5139.83	5140.12	194.0
2016-05-13 02:00:00	NQ	Futures	5139.53	5140.72	5132.39	5136.26	1273.0
2016-05-13 02:30:00	NQ	Futures	5135.96	5137.45	5132.39	5132.39	855.0
2016-05-13 03:00:00	NQ	Futures	5132.09	5133.58	5121.97	5124.65	4734.0
2016-05-13 03:30:00	NQ	Futures	5125.25	5146.37	5122.57	5138.04	3178.0
2016-05-13 04:00:00	NQ	Futures	5137.74	5141.91	5129.71	5135.66	1943.0
2016-05-13 04:30:00	NQ	Futures	5136.26	5138.34	5130.01	5133.88	1621.0
2016-05-13 05:00:00	NQ	Futures	5133.88	5136.55	5129.71	5136.26	1253.0
2016-05-13 05:30:00	NQ	Futures	5136.26	5142.8	5132.39	5137.74	1116.0
2016-05-13 06:00:00	NQ	Futures	5137.15	5141.31	5135.36	5141.02	963.0
2016-05-13 06:30:00	NQ	Futures	5140.42	5146.67	5140.42	5145.48	1266.0
2016-05-13 07:00:00	NQ	Futures	5145.18	5148.16	5143.1	5146.37	1110.0
2016-05-13 07:30:00	NQ	Futures	5146.67	5149.05	5139.83	5140.12	1145.0

> showing 50 of 2,490 rows — these rows as CSV

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