PREVIEW / futures_30min / 2016-08-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-24.parquet
  size:    76 KB
  rows:    2,963

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
2016-08-24 00:00:00	ES	Futures	2369.36	2369.63	2369.08	2369.36	973.0
2016-08-24 00:30:00	ES	Futures	2369.08	2369.63	2368.81	2369.36	631.0
2016-08-24 01:00:00	ES	Futures	2369.36	2369.36	2368.81	2369.36	843.0
2016-08-24 01:30:00	ES	Futures	2369.36	2369.9	2368.81	2369.36	1593.0
2016-08-24 02:00:00	ES	Futures	2369.08	2369.9	2368.0	2369.08	4326.0
2016-08-24 02:30:00	ES	Futures	2368.81	2369.08	2367.73	2368.0	4184.0
2016-08-24 03:00:00	ES	Futures	2367.73	2369.08	2365.56	2369.08	23533.0
2016-08-24 03:30:00	ES	Futures	2368.81	2371.53	2368.54	2370.71	13846.0
2016-08-24 04:00:00	ES	Futures	2370.44	2371.53	2369.08	2369.63	10296.0
2016-08-24 04:30:00	ES	Futures	2369.63	2372.34	2369.08	2371.8	10993.0
2016-08-24 05:00:00	ES	Futures	2371.8	2373.15	2370.71	2372.61	13105.0
2016-08-24 05:30:00	ES	Futures	2372.61	2372.88	2371.53	2372.07	3645.0
2016-08-24 06:00:00	ES	Futures	2372.07	2372.88	2371.53	2372.34	5491.0
2016-08-24 06:30:00	ES	Futures	2372.34	2372.88	2371.25	2372.61	7457.0
2016-08-24 07:00:00	ES	Futures	2372.34	2372.88	2370.71	2371.53	10017.0
2016-08-24 07:30:00	ES	Futures	2371.8	2371.8	2370.44	2371.25	7892.0
2016-08-24 08:00:00	ES	Futures	2371.25	2372.07	2371.25	2372.07	4979.0
2016-08-24 08:30:00	ES	Futures	2371.8	2371.8	2370.71	2371.25	8158.0
2016-08-24 09:00:00	ES	Futures	2371.53	2371.8	2368.54	2368.81	16925.0
2016-08-24 09:30:00	ES	Futures	2368.81	2369.9	2366.37	2368.0	148571.0
2016-08-24 10:00:00	ES	Futures	2368.0	2369.08	2365.56	2366.92	103949.0
2016-08-24 10:30:00	ES	Futures	2366.64	2367.19	2362.85	2365.02	115805.0
2016-08-24 11:00:00	ES	Futures	2365.02	2365.83	2363.93	2365.56	65991.0
2016-08-24 11:30:00	ES	Futures	2365.29	2366.1	2363.39	2364.75	48700.0
2016-08-24 12:00:00	ES	Futures	2364.47	2367.46	2364.2	2365.83	44337.0
2016-08-24 12:30:00	ES	Futures	2365.83	2368.27	2365.83	2367.73	31542.0
2016-08-24 13:00:00	ES	Futures	2367.73	2368.0	2365.83	2365.83	42869.0
2016-08-24 13:30:00	ES	Futures	2365.83	2366.37	2365.02	2365.29	32504.0
2016-08-24 14:00:00	ES	Futures	2365.02	2365.29	2360.41	2361.22	112883.0
2016-08-24 14:30:00	ES	Futures	2361.22	2362.58	2360.14	2362.03	64678.0
2016-08-24 15:00:00	ES	Futures	2362.3	2362.3	2357.15	2357.42	128962.0
2016-08-24 15:30:00	ES	Futures	2357.42	2358.78	2352.54	2358.51	281663.0
2016-08-24 16:00:00	ES	Futures	2358.78	2360.41	2357.97	2359.59	88712.0
2016-08-24 16:30:00	ES	Futures	2359.59	2360.14	2359.05	2359.59	10598.0
2016-08-24 18:00:00	ES	Futures	2359.32	2359.59	2357.69	2359.32	3560.0
2016-08-24 18:30:00	ES	Futures	2359.32	2359.32	2358.51	2358.78	844.0
2016-08-24 19:00:00	ES	Futures	2359.05	2359.32	2358.78	2358.78	1144.0
2016-08-24 19:30:00	ES	Futures	2358.78	2359.32	2358.51	2358.78	880.0
2016-08-24 20:00:00	ES	Futures	2358.78	2359.05	2356.88	2357.42	4310.0
2016-08-24 20:30:00	ES	Futures	2357.42	2358.78	2357.42	2358.51	1689.0
2016-08-24 21:00:00	ES	Futures	2358.78	2359.86	2357.97	2358.24	3131.0
2016-08-24 21:30:00	ES	Futures	2358.24	2358.24	2357.15	2357.42	3117.0
2016-08-24 22:00:00	ES	Futures	2357.42	2359.59	2357.42	2359.05	2914.0
2016-08-24 22:30:00	ES	Futures	2359.32	2360.68	2358.78	2359.59	2626.0
2016-08-24 23:00:00	ES	Futures	2359.59	2360.41	2359.59	2359.86	1290.0
2016-08-24 23:30:00	ES	Futures	2359.86	2360.41	2359.59	2359.59	1333.0
2016-08-24 00:00:00	NQ	Futures	5738.09	5739.28	5738.09	5738.09	141.0
2016-08-24 00:30:00	NQ	Futures	5738.39	5739.28	5737.79	5738.98	137.0
2016-08-24 01:00:00	NQ	Futures	5738.68	5738.68	5737.19	5738.39	193.0
2016-08-24 01:30:00	NQ	Futures	5737.79	5738.98	5737.79	5738.68	265.0

> showing 50 of 2,963 rows — these rows as CSV

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