PREVIEW / futures_30min / 2016-08-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-26.parquet
  size:    71 KB
  rows:    2,465

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
2016-08-26 00:00:00	ES	Futures	2358.78	2358.78	2358.24	2358.24	404.0
2016-08-26 00:30:00	ES	Futures	2358.51	2359.32	2358.51	2359.32	703.0
2016-08-26 01:00:00	ES	Futures	2359.05	2359.32	2358.51	2358.51	984.0
2016-08-26 01:30:00	ES	Futures	2358.51	2359.05	2357.69	2357.97	2459.0
2016-08-26 02:00:00	ES	Futures	2357.97	2359.05	2357.69	2358.24	3464.0
2016-08-26 02:30:00	ES	Futures	2358.24	2359.32	2357.97	2359.32	2342.0
2016-08-26 03:00:00	ES	Futures	2359.05	2360.68	2356.88	2358.24	21056.0
2016-08-26 03:30:00	ES	Futures	2358.24	2360.41	2357.42	2359.05	13042.0
2016-08-26 04:00:00	ES	Futures	2359.05	2359.05	2357.42	2357.97	8961.0
2016-08-26 04:30:00	ES	Futures	2357.97	2359.05	2357.42	2358.51	3801.0
2016-08-26 05:00:00	ES	Futures	2358.51	2358.78	2357.42	2357.97	5133.0
2016-08-26 05:30:00	ES	Futures	2357.97	2359.59	2357.97	2359.05	5648.0
2016-08-26 06:00:00	ES	Futures	2359.32	2359.32	2357.15	2357.97	4693.0
2016-08-26 06:30:00	ES	Futures	2357.97	2358.24	2356.88	2357.15	3576.0
2016-08-26 07:00:00	ES	Futures	2357.15	2357.69	2356.88	2357.42	4952.0
2016-08-26 07:30:00	ES	Futures	2357.42	2357.97	2356.61	2356.88	7881.0
2016-08-26 08:00:00	ES	Futures	2356.88	2357.15	2356.07	2356.07	8446.0
2016-08-26 08:30:00	ES	Futures	2356.34	2359.05	2355.8	2357.97	14852.0
2016-08-26 09:00:00	ES	Futures	2358.24	2359.59	2357.42	2358.78	20377.0
2016-08-26 09:30:00	ES	Futures	2359.05	2365.56	2358.51	2361.22	204291.0
2016-08-26 10:00:00	ES	Futures	2360.95	2372.07	2354.17	2370.44	324467.0
2016-08-26 10:30:00	ES	Futures	2370.44	2370.71	2365.29	2367.19	126453.0
2016-08-26 11:00:00	ES	Futures	2367.46	2368.54	2365.02	2368.27	92457.0
2016-08-26 11:30:00	ES	Futures	2368.27	2368.27	2352.81	2354.98	199406.0
2016-08-26 12:00:00	ES	Futures	2354.98	2355.25	2343.86	2347.93	287547.0
2016-08-26 12:30:00	ES	Futures	2348.2	2351.19	2346.3	2350.64	112562.0
2016-08-26 13:00:00	ES	Futures	2350.37	2352.54	2346.58	2349.02	111349.0
2016-08-26 13:30:00	ES	Futures	2349.02	2349.56	2344.14	2345.76	76084.0
2016-08-26 14:00:00	ES	Futures	2346.03	2349.02	2340.61	2342.24	156628.0
2016-08-26 14:30:00	ES	Futures	2341.97	2345.22	2340.34	2344.95	123258.0
2016-08-26 15:00:00	ES	Futures	2344.95	2351.73	2343.59	2350.37	174575.0
2016-08-26 15:30:00	ES	Futures	2350.64	2354.17	2349.83	2351.73	279489.0
2016-08-26 16:00:00	ES	Futures	2351.46	2353.08	2350.64	2352.54	75952.0
2016-08-26 16:30:00	ES	Futures	2352.54	2353.36	2350.64	2350.92	8711.0
2016-08-26 00:00:00	NQ	Futures	5702.92	5702.92	5702.02	5702.32	45.0
2016-08-26 00:30:00	NQ	Futures	5702.32	5703.81	5702.02	5703.51	112.0
2016-08-26 01:00:00	NQ	Futures	5703.81	5703.81	5701.73	5702.02	202.0
2016-08-26 01:30:00	NQ	Futures	5702.02	5702.62	5700.53	5701.43	289.0
2016-08-26 02:00:00	NQ	Futures	5700.53	5703.51	5700.24	5701.13	601.0
2016-08-26 02:30:00	NQ	Futures	5701.43	5702.62	5699.94	5702.32	486.0
2016-08-26 03:00:00	NQ	Futures	5702.32	5706.5	5695.47	5699.34	2920.0
2016-08-26 03:30:00	NQ	Futures	5699.04	5706.2	5697.85	5702.32	1202.0
2016-08-26 04:00:00	NQ	Futures	5702.62	5702.92	5696.96	5700.24	1164.0
2016-08-26 04:30:00	NQ	Futures	5700.24	5703.22	5698.15	5702.02	601.0
2016-08-26 05:00:00	NQ	Futures	5702.32	5702.32	5696.66	5698.75	1159.0
2016-08-26 05:30:00	NQ	Futures	5698.75	5703.81	5698.45	5702.32	742.0
2016-08-26 06:00:00	NQ	Futures	5702.02	5702.32	5696.66	5699.04	581.0
2016-08-26 06:30:00	NQ	Futures	5699.04	5699.94	5696.96	5697.26	390.0
2016-08-26 07:00:00	NQ	Futures	5697.26	5699.04	5696.96	5697.85	412.0
2016-08-26 07:30:00	NQ	Futures	5697.55	5699.64	5696.96	5697.55	898.0

> showing 50 of 2,465 rows — these rows as CSV

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