PREVIEW / futures_30min / 2016-06-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-08.parquet
  size:    80 KB
  rows:    2,977

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
2016-06-08 00:00:00	ES	Futures	2277.82	2278.09	2277.28	2277.82	921.0
2016-06-08 00:30:00	ES	Futures	2277.82	2278.09	2277.01	2277.55	1184.0
2016-06-08 01:00:00	ES	Futures	2277.82	2277.82	2277.01	2277.28	822.0
2016-06-08 01:30:00	ES	Futures	2277.55	2279.44	2277.28	2279.17	1826.0
2016-06-08 02:00:00	ES	Futures	2279.17	2279.98	2278.9	2279.71	4029.0
2016-06-08 02:30:00	ES	Futures	2279.71	2279.98	2278.63	2278.63	2512.0
2016-06-08 03:00:00	ES	Futures	2278.63	2279.71	2277.55	2278.63	11431.0
2016-06-08 03:30:00	ES	Futures	2278.63	2281.33	2277.82	2278.63	10586.0
2016-06-08 04:00:00	ES	Futures	2278.9	2279.71	2277.55	2278.63	7391.0
2016-06-08 04:30:00	ES	Futures	2278.9	2279.44	2278.09	2278.63	5818.0
2016-06-08 05:00:00	ES	Futures	2278.63	2280.79	2278.63	2280.52	4761.0
2016-06-08 05:30:00	ES	Futures	2280.52	2281.06	2279.98	2280.52	3499.0
2016-06-08 06:00:00	ES	Futures	2280.52	2282.41	2280.52	2282.14	6374.0
2016-06-08 06:30:00	ES	Futures	2282.14	2282.68	2281.87	2282.41	4040.0
2016-06-08 07:00:00	ES	Futures	2282.41	2283.49	2281.33	2283.49	8096.0
2016-06-08 07:30:00	ES	Futures	2283.22	2283.76	2282.41	2283.49	6661.0
2016-06-08 08:00:00	ES	Futures	2283.76	2283.76	2282.41	2282.68	9188.0
2016-06-08 08:30:00	ES	Futures	2282.41	2283.76	2282.14	2283.22	9717.0
2016-06-08 09:00:00	ES	Futures	2283.22	2284.03	2281.6	2281.87	15049.0
2016-06-08 09:30:00	ES	Futures	2281.6	2288.08	2281.6	2287.81	158052.0
2016-06-08 10:00:00	ES	Futures	2287.54	2288.08	2280.79	2283.22	128876.0
2016-06-08 10:30:00	ES	Futures	2283.22	2285.38	2281.87	2282.95	91118.0
2016-06-08 11:00:00	ES	Futures	2282.95	2283.22	2279.98	2282.14	83992.0
2016-06-08 11:30:00	ES	Futures	2281.87	2285.65	2281.87	2284.57	57900.0
2016-06-08 12:00:00	ES	Futures	2284.3	2287.0	2284.3	2286.19	40605.0
2016-06-08 12:30:00	ES	Futures	2286.19	2287.0	2284.03	2285.38	33314.0
2016-06-08 13:00:00	ES	Futures	2285.65	2286.19	2283.76	2283.76	27941.0
2016-06-08 13:30:00	ES	Futures	2283.76	2285.11	2283.49	2284.84	28922.0
2016-06-08 14:00:00	ES	Futures	2285.11	2287.54	2283.76	2287.54	48683.0
2016-06-08 14:30:00	ES	Futures	2287.54	2289.16	2286.73	2287.81	63203.0
2016-06-08 15:00:00	ES	Futures	2288.08	2288.89	2286.19	2286.46	56416.0
2016-06-08 15:30:00	ES	Futures	2286.46	2288.35	2285.65	2287.27	106319.0
2016-06-08 16:00:00	ES	Futures	2287.27	2287.81	2286.19	2287.54	55287.0
2016-06-08 16:30:00	ES	Futures	2287.27	2287.54	2286.73	2287.0	6061.0
2016-06-08 18:00:00	ES	Futures	2287.0	2287.54	2286.73	2287.27	2274.0
2016-06-08 18:30:00	ES	Futures	2287.27	2287.54	2286.46	2286.73	2630.0
2016-06-08 19:00:00	ES	Futures	2286.73	2287.0	2286.19	2286.73	806.0
2016-06-08 19:30:00	ES	Futures	2286.46	2287.27	2285.65	2285.92	2120.0
2016-06-08 20:00:00	ES	Futures	2285.92	2287.54	2285.92	2287.27	1960.0
2016-06-08 20:30:00	ES	Futures	2287.27	2287.81	2285.65	2286.19	1961.0
2016-06-08 21:00:00	ES	Futures	2286.19	2286.46	2284.57	2285.11	3646.0
2016-06-08 21:30:00	ES	Futures	2285.11	2286.19	2284.57	2284.57	3863.0
2016-06-08 22:00:00	ES	Futures	2284.84	2285.11	2284.3	2284.84	1563.0
2016-06-08 22:30:00	ES	Futures	2284.84	2285.38	2284.57	2284.84	618.0
2016-06-08 23:00:00	ES	Futures	2284.84	2285.11	2284.3	2284.57	1291.0
2016-06-08 23:30:00	ES	Futures	2284.57	2284.84	2284.03	2284.3	998.0
2016-06-08 00:00:00	NQ	Futures	5370.11	5371.01	5369.22	5370.11	178.0
2016-06-08 00:30:00	NQ	Futures	5369.82	5370.41	5368.03	5369.52	139.0
2016-06-08 01:00:00	NQ	Futures	5369.52	5369.82	5368.03	5369.22	49.0
2016-06-08 01:30:00	NQ	Futures	5368.92	5373.68	5368.92	5373.68	268.0

> showing 50 of 2,977 rows — these rows as CSV

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