PREVIEW / futures_30min / 2016-07-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-14.parquet
  size:    87 KB
  rows:    3,058

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
2016-07-14 00:00:00	ES	Futures	2327.05	2328.41	2326.78	2327.86	1615.0
2016-07-14 00:30:00	ES	Futures	2327.86	2328.14	2327.05	2327.59	1190.0
2016-07-14 01:00:00	ES	Futures	2327.86	2330.03	2327.59	2329.49	4246.0
2016-07-14 01:30:00	ES	Futures	2329.22	2330.58	2328.14	2330.58	4715.0
2016-07-14 02:00:00	ES	Futures	2330.3	2340.07	2329.76	2339.25	24199.0
2016-07-14 02:30:00	ES	Futures	2339.25	2340.07	2337.36	2339.25	15546.0
2016-07-14 03:00:00	ES	Futures	2339.25	2344.68	2338.17	2341.97	38699.0
2016-07-14 03:30:00	ES	Futures	2341.97	2343.05	2340.61	2342.24	16267.0
2016-07-14 04:00:00	ES	Futures	2342.24	2343.86	2341.97	2342.24	13878.0
2016-07-14 04:30:00	ES	Futures	2341.97	2342.78	2341.97	2342.24	10002.0
2016-07-14 05:00:00	ES	Futures	2342.24	2344.68	2341.97	2342.51	13369.0
2016-07-14 05:30:00	ES	Futures	2342.78	2351.73	2342.51	2350.92	32503.0
2016-07-14 06:00:00	ES	Futures	2350.92	2350.92	2344.41	2345.22	25916.0
2016-07-14 06:30:00	ES	Futures	2345.22	2345.76	2343.59	2345.76	16226.0
2016-07-14 07:00:00	ES	Futures	2345.76	2345.76	2338.44	2343.86	61645.0
2016-07-14 07:30:00	ES	Futures	2343.59	2348.75	2343.59	2347.66	37452.0
2016-07-14 08:00:00	ES	Futures	2347.66	2347.93	2344.95	2345.76	24020.0
2016-07-14 08:30:00	ES	Futures	2346.03	2347.12	2344.14	2346.58	33137.0
2016-07-14 09:00:00	ES	Futures	2346.3	2346.58	2343.32	2343.32	38534.0
2016-07-14 09:30:00	ES	Futures	2343.32	2344.68	2338.17	2341.97	237366.0
2016-07-14 10:00:00	ES	Futures	2341.69	2346.3	2341.42	2343.32	182298.0
2016-07-14 10:30:00	ES	Futures	2343.32	2345.76	2340.34	2341.69	110066.0
2016-07-14 11:00:00	ES	Futures	2341.69	2344.95	2341.42	2342.78	96610.0
2016-07-14 11:30:00	ES	Futures	2342.78	2342.78	2339.8	2340.34	85755.0
2016-07-14 12:00:00	ES	Futures	2340.34	2342.51	2338.98	2339.53	56091.0
2016-07-14 12:30:00	ES	Futures	2339.53	2341.69	2339.25	2340.34	42556.0
2016-07-14 13:00:00	ES	Futures	2340.07	2340.34	2335.19	2335.46	68282.0
2016-07-14 13:30:00	ES	Futures	2335.46	2338.17	2335.46	2337.08	50711.0
2016-07-14 14:00:00	ES	Futures	2336.81	2340.34	2336.0	2340.07	53716.0
2016-07-14 14:30:00	ES	Futures	2340.07	2341.42	2338.98	2340.34	49115.0
2016-07-14 15:00:00	ES	Futures	2340.07	2343.86	2339.53	2343.32	72966.0
2016-07-14 15:30:00	ES	Futures	2343.32	2343.86	2339.25	2339.8	147761.0
2016-07-14 16:00:00	ES	Futures	2339.8	2340.34	2337.63	2340.34	70280.0
2016-07-14 16:30:00	ES	Futures	2340.07	2341.69	2339.53	2340.61	9343.0
2016-07-14 18:00:00	ES	Futures	2339.25	2340.07	2336.81	2336.81	5554.0
2016-07-14 18:30:00	ES	Futures	2336.81	2337.63	2336.0	2336.81	3244.0
2016-07-14 19:00:00	ES	Futures	2336.81	2336.81	2335.19	2335.73	2828.0
2016-07-14 19:30:00	ES	Futures	2335.46	2336.54	2334.92	2336.27	2970.0
2016-07-14 20:00:00	ES	Futures	2336.27	2337.36	2333.56	2333.83	6722.0
2016-07-14 20:30:00	ES	Futures	2333.83	2334.92	2333.56	2334.1	3852.0
2016-07-14 21:00:00	ES	Futures	2334.1	2336.0	2333.83	2335.19	2757.0
2016-07-14 21:30:00	ES	Futures	2335.19	2336.54	2335.19	2336.0	2396.0
2016-07-14 22:00:00	ES	Futures	2336.27	2341.97	2336.27	2340.34	9898.0
2016-07-14 22:30:00	ES	Futures	2340.34	2341.42	2340.34	2340.61	1810.0
2016-07-14 23:00:00	ES	Futures	2340.88	2341.69	2340.07	2340.34	2141.0
2016-07-14 23:30:00	ES	Futures	2340.34	2340.34	2338.98	2339.8	1697.0
2016-07-14 00:00:00	NQ	Futures	5437.95	5440.63	5437.06	5440.04	130.0
2016-07-14 00:30:00	NQ	Futures	5440.04	5440.63	5437.95	5439.14	172.0
2016-07-14 01:00:00	NQ	Futures	5439.74	5444.81	5439.74	5443.91	396.0
2016-07-14 01:30:00	NQ	Futures	5443.32	5445.7	5440.04	5445.4	454.0

> showing 50 of 3,058 rows — these rows as CSV

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