PREVIEW / futures_30min / 2016-07-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-04.parquet
  size:    62 KB
  rows:    2,170

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
2016-07-04 00:00:00	ES	Futures	2276.61	2277.15	2276.07	2276.88	494.0
2016-07-04 00:30:00	ES	Futures	2276.88	2277.15	2276.34	2276.88	287.0
2016-07-04 01:00:00	ES	Futures	2276.61	2277.15	2275.8	2276.61	835.0
2016-07-04 01:30:00	ES	Futures	2276.61	2278.78	2276.34	2278.78	1544.0
2016-07-04 02:00:00	ES	Futures	2278.78	2281.76	2278.51	2281.49	7489.0
2016-07-04 02:30:00	ES	Futures	2281.49	2283.12	2280.95	2281.22	4800.0
2016-07-04 03:00:00	ES	Futures	2281.49	2281.49	2277.97	2278.78	10229.0
2016-07-04 03:30:00	ES	Futures	2278.78	2280.14	2277.42	2278.24	6504.0
2016-07-04 04:00:00	ES	Futures	2277.97	2278.78	2276.34	2278.51	7718.0
2016-07-04 04:30:00	ES	Futures	2278.51	2279.59	2274.44	2275.53	8270.0
2016-07-04 05:00:00	ES	Futures	2275.53	2278.51	2275.25	2277.15	5088.0
2016-07-04 05:30:00	ES	Futures	2277.42	2280.14	2277.42	2278.78	5207.0
2016-07-04 06:00:00	ES	Futures	2278.78	2280.41	2278.78	2279.32	3232.0
2016-07-04 06:30:00	ES	Futures	2279.32	2280.14	2278.24	2278.78	2204.0
2016-07-04 07:00:00	ES	Futures	2279.05	2279.32	2276.61	2276.88	4486.0
2016-07-04 07:30:00	ES	Futures	2276.88	2278.24	2276.88	2277.15	2546.0
2016-07-04 08:00:00	ES	Futures	2277.15	2277.42	2275.25	2275.53	4235.0
2016-07-04 08:30:00	ES	Futures	2275.53	2277.15	2274.71	2276.88	4100.0
2016-07-04 09:00:00	ES	Futures	2277.15	2277.15	2275.25	2276.61	3339.0
2016-07-04 09:30:00	ES	Futures	2276.88	2277.69	2275.53	2275.8	8319.0
2016-07-04 10:00:00	ES	Futures	2276.07	2278.24	2275.8	2277.69	5874.0
2016-07-04 10:30:00	ES	Futures	2277.69	2279.32	2277.15	2277.15	5817.0
2016-07-04 11:00:00	ES	Futures	2277.42	2277.97	2274.44	2275.25	9001.0
2016-07-04 11:30:00	ES	Futures	2275.25	2276.61	2272.81	2276.07	5725.0
2016-07-04 12:00:00	ES	Futures	2276.34	2277.97	2276.07	2277.97	2586.0
2016-07-04 12:30:00	ES	Futures	2277.97	2278.51	2276.61	2277.97	2507.0
2016-07-04 18:00:00	ES	Futures	2277.42	2277.69	2275.25	2276.61	1785.0
2016-07-04 18:30:00	ES	Futures	2276.61	2276.61	2275.25	2275.8	375.0
2016-07-04 19:00:00	ES	Futures	2276.07	2276.34	2274.71	2276.34	1485.0
2016-07-04 19:30:00	ES	Futures	2276.61	2276.61	2273.9	2274.44	1243.0
2016-07-04 20:00:00	ES	Futures	2274.71	2274.71	2271.19	2272.54	4195.0
2016-07-04 20:30:00	ES	Futures	2272.54	2273.08	2270.92	2271.46	1971.0
2016-07-04 21:00:00	ES	Futures	2271.46	2272.54	2267.39	2267.39	4778.0
2016-07-04 21:30:00	ES	Futures	2267.66	2269.83	2267.39	2268.2	4688.0
2016-07-04 22:00:00	ES	Futures	2267.93	2269.29	2267.93	2268.47	2668.0
2016-07-04 22:30:00	ES	Futures	2268.47	2269.56	2267.93	2269.02	1303.0
2016-07-04 23:00:00	ES	Futures	2269.02	2269.56	2268.47	2269.02	1168.0
2016-07-04 23:30:00	ES	Futures	2269.02	2270.37	2268.2	2270.37	1780.0
2016-07-04 00:00:00	NQ	Futures	5291.61	5291.91	5289.52	5291.91	64.0
2016-07-04 00:30:00	NQ	Futures	5291.61	5291.61	5289.52	5291.01	89.0
2016-07-04 01:00:00	NQ	Futures	5290.42	5292.8	5288.33	5291.01	143.0
2016-07-04 01:30:00	NQ	Futures	5291.31	5296.97	5290.71	5296.67	184.0
2016-07-04 02:00:00	NQ	Futures	5296.97	5304.72	5296.97	5304.42	874.0
2016-07-04 02:30:00	NQ	Futures	5304.13	5307.11	5303.23	5304.13	862.0
2016-07-04 03:00:00	NQ	Futures	5304.42	5304.42	5295.18	5297.87	1271.0
2016-07-04 03:30:00	NQ	Futures	5297.57	5300.55	5294.29	5295.78	632.0
2016-07-04 04:00:00	NQ	Futures	5295.48	5297.27	5292.5	5296.97	638.0
2016-07-04 04:30:00	NQ	Futures	5297.57	5299.65	5287.73	5290.12	812.0
2016-07-04 05:00:00	NQ	Futures	5290.12	5295.78	5289.52	5291.91	401.0
2016-07-04 05:30:00	NQ	Futures	5292.5	5299.06	5292.2	5295.18	463.0

> showing 50 of 2,170 rows — these rows as CSV

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