PREVIEW / futures_30min / 2016-06-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-09.parquet
  size:    79 KB
  rows:    2,954

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
2016-06-09 00:00:00	ES	Futures	2284.3	2284.84	2283.22	2284.03	1626.0
2016-06-09 00:30:00	ES	Futures	2284.03	2284.03	2282.68	2283.49	2367.0
2016-06-09 01:00:00	ES	Futures	2283.49	2284.84	2283.22	2284.84	1330.0
2016-06-09 01:30:00	ES	Futures	2284.84	2285.11	2284.03	2284.3	1372.0
2016-06-09 02:00:00	ES	Futures	2284.3	2285.11	2283.76	2284.57	2627.0
2016-06-09 02:30:00	ES	Futures	2284.57	2284.84	2283.76	2284.03	2794.0
2016-06-09 03:00:00	ES	Futures	2284.03	2284.03	2280.52	2280.79	21349.0
2016-06-09 03:30:00	ES	Futures	2280.79	2281.06	2277.82	2278.63	19065.0
2016-06-09 04:00:00	ES	Futures	2278.36	2279.71	2277.82	2278.09	12019.0
2016-06-09 04:30:00	ES	Futures	2277.82	2280.25	2277.82	2280.25	8332.0
2016-06-09 05:00:00	ES	Futures	2280.25	2281.06	2278.9	2279.17	8851.0
2016-06-09 05:30:00	ES	Futures	2279.17	2279.98	2278.63	2279.71	6908.0
2016-06-09 06:00:00	ES	Futures	2279.71	2279.71	2278.09	2278.63	8276.0
2016-06-09 06:30:00	ES	Futures	2278.63	2280.52	2278.63	2280.52	3951.0
2016-06-09 07:00:00	ES	Futures	2280.52	2280.79	2279.71	2279.98	6468.0
2016-06-09 07:30:00	ES	Futures	2280.25	2280.25	2277.82	2279.17	10184.0
2016-06-09 08:00:00	ES	Futures	2279.44	2279.44	2277.01	2277.82	16510.0
2016-06-09 08:30:00	ES	Futures	2277.82	2279.17	2276.74	2278.09	21714.0
2016-06-09 09:00:00	ES	Futures	2277.82	2278.63	2276.74	2278.09	26661.0
2016-06-09 09:30:00	ES	Futures	2278.09	2281.33	2276.47	2280.25	165511.0
2016-06-09 10:00:00	ES	Futures	2279.98	2280.25	2275.93	2276.74	92688.0
2016-06-09 10:30:00	ES	Futures	2277.01	2279.98	2275.39	2278.36	76590.0
2016-06-09 11:00:00	ES	Futures	2278.36	2280.79	2276.74	2277.01	71212.0
2016-06-09 11:30:00	ES	Futures	2277.28	2277.82	2275.12	2276.47	57831.0
2016-06-09 12:00:00	ES	Futures	2276.2	2277.55	2274.58	2277.55	53594.0
2016-06-09 12:30:00	ES	Futures	2277.55	2280.79	2277.01	2279.98	37915.0
2016-06-09 13:00:00	ES	Futures	2280.25	2283.22	2279.17	2282.41	42029.0
2016-06-09 13:30:00	ES	Futures	2282.41	2283.49	2278.36	2280.25	50326.0
2016-06-09 14:00:00	ES	Futures	2280.52	2282.68	2279.17	2280.79	40351.0
2016-06-09 14:30:00	ES	Futures	2281.06	2284.84	2280.79	2283.76	44583.0
2016-06-09 15:00:00	ES	Futures	2283.76	2285.11	2282.14	2283.76	52036.0
2016-06-09 15:30:00	ES	Futures	2284.03	2285.92	2283.49	2283.49	79739.0
2016-06-09 16:00:00	ES	Futures	2283.76	2285.11	2282.95	2283.49	48380.0
2016-06-09 16:30:00	ES	Futures	2283.22	2283.22	2282.41	2282.68	7738.0
2016-06-09 18:00:00	ES	Futures	2282.68	2282.95	2280.79	2280.79	2685.0
2016-06-09 18:30:00	ES	Futures	2281.06	2281.33	2280.52	2281.33	1128.0
2016-06-09 19:00:00	ES	Futures	2281.33	2282.41	2281.33	2282.14	938.0
2016-06-09 19:30:00	ES	Futures	2282.14	2282.41	2281.06	2282.14	1748.0
2016-06-09 20:00:00	ES	Futures	2281.87	2282.41	2280.79	2281.33	3373.0
2016-06-09 20:30:00	ES	Futures	2281.06	2282.68	2281.06	2282.68	1576.0
2016-06-09 21:00:00	ES	Futures	2282.41	2282.68	2281.6	2282.14	1544.0
2016-06-09 21:30:00	ES	Futures	2282.14	2282.14	2281.33	2281.6	733.0
2016-06-09 22:00:00	ES	Futures	2281.6	2281.87	2281.33	2281.6	553.0
2016-06-09 22:30:00	ES	Futures	2281.6	2281.87	2281.06	2281.06	877.0
2016-06-09 23:00:00	ES	Futures	2281.06	2281.6	2280.25	2281.06	1725.0
2016-06-09 23:30:00	ES	Futures	2281.06	2281.33	2279.71	2280.52	1366.0
2016-06-09 00:00:00	NQ	Futures	5373.98	5374.28	5369.82	5371.6	328.0
2016-06-09 00:30:00	NQ	Futures	5371.9	5372.79	5369.52	5371.6	352.0
2016-06-09 01:00:00	NQ	Futures	5371.9	5374.87	5371.6	5374.87	172.0
2016-06-09 01:30:00	NQ	Futures	5375.17	5375.77	5372.49	5373.39	161.0

> showing 50 of 2,954 rows — these rows as CSV

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