PREVIEW / futures_30min / 2016-07-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-19.parquet
  size:    79 KB
  rows:    2,986

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
2016-07-19 00:00:00	ES	Futures	2340.34	2340.34	2339.25	2339.25	754.0
2016-07-19 00:30:00	ES	Futures	2339.25	2340.88	2339.25	2340.34	1870.0
2016-07-19 01:00:00	ES	Futures	2340.61	2341.15	2339.25	2340.07	2722.0
2016-07-19 01:30:00	ES	Futures	2340.07	2341.15	2340.07	2340.61	2015.0
2016-07-19 02:00:00	ES	Futures	2340.61	2341.15	2338.44	2339.25	4631.0
2016-07-19 02:30:00	ES	Futures	2338.98	2340.34	2338.44	2339.53	3984.0
2016-07-19 03:00:00	ES	Futures	2339.53	2341.15	2337.08	2337.9	20719.0
2016-07-19 03:30:00	ES	Futures	2337.9	2338.71	2335.46	2335.46	16287.0
2016-07-19 04:00:00	ES	Futures	2335.73	2336.54	2333.56	2336.27	13563.0
2016-07-19 04:30:00	ES	Futures	2336.54	2337.36	2334.37	2335.73	7974.0
2016-07-19 05:00:00	ES	Futures	2335.73	2337.08	2334.92	2336.27	7753.0
2016-07-19 05:30:00	ES	Futures	2336.27	2337.08	2335.73	2335.73	4842.0
2016-07-19 06:00:00	ES	Futures	2335.73	2336.27	2334.92	2335.19	5262.0
2016-07-19 06:30:00	ES	Futures	2335.46	2338.17	2335.19	2337.9	9531.0
2016-07-19 07:00:00	ES	Futures	2338.17	2338.44	2336.81	2338.17	9193.0
2016-07-19 07:30:00	ES	Futures	2338.44	2339.25	2337.9	2337.9	18650.0
2016-07-19 08:00:00	ES	Futures	2338.17	2338.98	2337.08	2337.9	15349.0
2016-07-19 08:30:00	ES	Futures	2337.9	2340.07	2337.63	2337.63	19656.0
2016-07-19 09:00:00	ES	Futures	2337.9	2338.44	2336.54	2338.17	24097.0
2016-07-19 09:30:00	ES	Futures	2337.9	2340.88	2335.73	2337.36	184846.0
2016-07-19 10:00:00	ES	Futures	2337.36	2340.34	2335.73	2339.25	103900.0
2016-07-19 10:30:00	ES	Futures	2339.25	2339.8	2336.81	2339.25	62016.0
2016-07-19 11:00:00	ES	Futures	2339.53	2341.42	2338.17	2339.53	89853.0
2016-07-19 11:30:00	ES	Futures	2339.25	2340.34	2335.46	2336.54	63869.0
2016-07-19 12:00:00	ES	Futures	2336.54	2337.63	2335.46	2337.08	33597.0
2016-07-19 12:30:00	ES	Futures	2336.81	2338.98	2336.0	2338.44	52099.0
2016-07-19 13:00:00	ES	Futures	2338.44	2338.44	2335.19	2335.73	46499.0
2016-07-19 13:30:00	ES	Futures	2335.46	2337.08	2334.64	2335.46	31881.0
2016-07-19 14:00:00	ES	Futures	2335.73	2338.44	2335.46	2337.9	34567.0
2016-07-19 14:30:00	ES	Futures	2337.63	2338.98	2337.08	2337.36	36021.0
2016-07-19 15:00:00	ES	Futures	2337.36	2338.98	2336.54	2337.9	39086.0
2016-07-19 15:30:00	ES	Futures	2338.17	2340.88	2337.63	2340.61	77332.0
2016-07-19 16:00:00	ES	Futures	2340.61	2343.05	2340.61	2340.88	73850.0
2016-07-19 16:30:00	ES	Futures	2341.15	2342.51	2340.88	2341.97	5942.0
2016-07-19 18:00:00	ES	Futures	2341.97	2342.78	2341.97	2342.51	2011.0
2016-07-19 18:30:00	ES	Futures	2342.51	2342.78	2341.15	2341.42	1575.0
2016-07-19 19:00:00	ES	Futures	2341.42	2341.69	2340.88	2341.69	905.0
2016-07-19 19:30:00	ES	Futures	2341.69	2341.97	2340.61	2340.88	1204.0
2016-07-19 20:00:00	ES	Futures	2340.88	2341.42	2339.53	2339.8	2508.0
2016-07-19 20:30:00	ES	Futures	2340.07	2340.07	2338.17	2338.44	2576.0
2016-07-19 21:00:00	ES	Futures	2338.71	2339.25	2337.9	2338.98	3235.0
2016-07-19 21:30:00	ES	Futures	2338.98	2339.53	2338.17	2338.71	2558.0
2016-07-19 22:00:00	ES	Futures	2338.98	2339.25	2337.9	2339.25	1877.0
2016-07-19 22:30:00	ES	Futures	2338.98	2339.25	2337.9	2338.17	1578.0
2016-07-19 23:00:00	ES	Futures	2338.17	2339.53	2338.17	2339.25	1076.0
2016-07-19 23:30:00	ES	Futures	2338.98	2340.07	2338.71	2339.53	1520.0
2016-07-19 00:00:00	NQ	Futures	5488.92	5489.51	5485.94	5486.24	192.0
2016-07-19 00:30:00	NQ	Futures	5486.24	5490.71	5486.24	5490.11	181.0
2016-07-19 01:00:00	NQ	Futures	5490.41	5492.2	5488.02	5490.71	548.0
2016-07-19 01:30:00	NQ	Futures	5491.0	5493.09	5490.71	5492.2	296.0

> showing 50 of 2,986 rows — these rows as CSV

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