PREVIEW / futures_30min / 2016-07-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-20.parquet
  size:    85 KB
  rows:    3,012

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
2016-07-20 00:00:00	ES	Futures	2339.8	2339.8	2339.25	2339.8	668.0
2016-07-20 00:30:00	ES	Futures	2339.8	2340.34	2339.53	2340.07	845.0
2016-07-20 01:00:00	ES	Futures	2340.07	2340.88	2339.8	2340.07	1443.0
2016-07-20 01:30:00	ES	Futures	2340.07	2341.42	2339.8	2341.42	2285.0
2016-07-20 02:00:00	ES	Futures	2341.42	2344.68	2341.15	2344.41	7198.0
2016-07-20 02:30:00	ES	Futures	2344.41	2344.95	2343.32	2344.41	4866.0
2016-07-20 03:00:00	ES	Futures	2344.41	2346.03	2341.42	2343.59	17507.0
2016-07-20 03:30:00	ES	Futures	2343.59	2344.95	2342.78	2344.68	9123.0
2016-07-20 04:00:00	ES	Futures	2344.68	2345.22	2343.59	2344.68	7698.0
2016-07-20 04:30:00	ES	Futures	2344.68	2348.47	2344.41	2347.12	14261.0
2016-07-20 05:00:00	ES	Futures	2346.85	2350.64	2346.85	2350.1	19078.0
2016-07-20 05:30:00	ES	Futures	2350.1	2350.92	2349.83	2350.1	7611.0
2016-07-20 06:00:00	ES	Futures	2350.1	2350.64	2349.56	2349.56	6204.0
2016-07-20 06:30:00	ES	Futures	2349.83	2349.83	2349.02	2349.29	3978.0
2016-07-20 07:00:00	ES	Futures	2349.02	2349.56	2348.2	2348.47	8187.0
2016-07-20 07:30:00	ES	Futures	2348.47	2349.02	2347.39	2347.93	8210.0
2016-07-20 08:00:00	ES	Futures	2347.93	2347.93	2346.85	2347.93	13227.0
2016-07-20 08:30:00	ES	Futures	2347.66	2347.93	2345.76	2346.3	16700.0
2016-07-20 09:00:00	ES	Futures	2346.58	2347.93	2346.03	2346.85	20713.0
2016-07-20 09:30:00	ES	Futures	2346.85	2347.39	2341.42	2344.41	152388.0
2016-07-20 10:00:00	ES	Futures	2344.41	2348.75	2343.05	2347.66	110993.0
2016-07-20 10:30:00	ES	Futures	2347.66	2351.46	2346.85	2350.92	100695.0
2016-07-20 11:00:00	ES	Futures	2351.19	2353.63	2350.37	2353.36	89150.0
2016-07-20 11:30:00	ES	Futures	2353.36	2353.63	2351.19	2351.46	45796.0
2016-07-20 12:00:00	ES	Futures	2351.46	2351.73	2350.1	2351.19	33512.0
2016-07-20 12:30:00	ES	Futures	2351.19	2351.19	2350.1	2350.64	23786.0
2016-07-20 13:00:00	ES	Futures	2350.92	2352.81	2350.64	2352.54	29840.0
2016-07-20 13:30:00	ES	Futures	2352.27	2353.63	2352.0	2352.27	39462.0
2016-07-20 14:00:00	ES	Futures	2352.27	2353.63	2351.73	2352.27	41786.0
2016-07-20 14:30:00	ES	Futures	2352.0	2353.08	2351.19	2351.46	44012.0
2016-07-20 15:00:00	ES	Futures	2351.46	2351.73	2349.83	2350.1	52916.0
2016-07-20 15:30:00	ES	Futures	2350.1	2352.54	2350.1	2350.37	95768.0
2016-07-20 16:00:00	ES	Futures	2350.64	2351.46	2350.1	2350.92	62181.0
2016-07-20 16:30:00	ES	Futures	2351.19	2352.81	2350.92	2352.54	8686.0
2016-07-20 18:00:00	ES	Futures	2352.0	2352.27	2350.92	2351.73	2724.0
2016-07-20 18:30:00	ES	Futures	2352.0	2352.0	2350.92	2350.92	683.0
2016-07-20 19:00:00	ES	Futures	2350.92	2351.46	2350.37	2350.37	1595.0
2016-07-20 19:30:00	ES	Futures	2350.37	2351.19	2350.1	2350.64	1802.0
2016-07-20 20:00:00	ES	Futures	2350.64	2351.46	2350.37	2351.19	1453.0
2016-07-20 20:30:00	ES	Futures	2351.19	2351.46	2350.64	2351.19	1082.0
2016-07-20 21:00:00	ES	Futures	2350.92	2351.19	2350.37	2350.64	898.0
2016-07-20 21:30:00	ES	Futures	2350.64	2352.27	2350.64	2351.19	3623.0
2016-07-20 22:00:00	ES	Futures	2351.46	2352.0	2351.19	2351.19	1162.0
2016-07-20 22:30:00	ES	Futures	2351.19	2351.73	2351.19	2351.73	708.0
2016-07-20 23:00:00	ES	Futures	2351.46	2351.73	2351.19	2351.73	907.0
2016-07-20 23:30:00	ES	Futures	2351.73	2352.54	2351.19	2351.46	1940.0
2016-07-20 00:00:00	NQ	Futures	5488.32	5488.32	5486.53	5487.73	123.0
2016-07-20 00:30:00	NQ	Futures	5488.32	5490.11	5487.73	5489.51	122.0
2016-07-20 01:00:00	NQ	Futures	5489.51	5491.6	5487.73	5488.32	274.0
2016-07-20 01:30:00	NQ	Futures	5488.32	5491.6	5488.02	5491.6	241.0

> showing 50 of 3,012 rows — these rows as CSV

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