PREVIEW / futures_30min / 2016-09-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-15.parquet
  size:    80 KB
  rows:    2,965

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
2016-09-15 00:00:00	ES	Futures	2298.8	2301.52	2298.52	2300.97	5822.0
2016-09-15 00:30:00	ES	Futures	2300.97	2301.52	2299.61	2300.16	1786.0
2016-09-15 01:00:00	ES	Futures	2300.16	2301.24	2299.61	2300.16	1551.0
2016-09-15 01:30:00	ES	Futures	2300.16	2302.6	2300.16	2301.24	1927.0
2016-09-15 02:00:00	ES	Futures	2301.52	2303.42	2301.52	2302.88	3634.0
2016-09-15 02:30:00	ES	Futures	2302.88	2302.88	2299.07	2300.7	4799.0
2016-09-15 03:00:00	ES	Futures	2300.43	2304.78	2298.25	2302.88	20049.0
2016-09-15 03:30:00	ES	Futures	2302.88	2304.51	2300.7	2301.79	11828.0
2016-09-15 04:00:00	ES	Futures	2301.79	2304.51	2301.24	2302.06	9966.0
2016-09-15 04:30:00	ES	Futures	2302.33	2304.51	2301.24	2304.51	8454.0
2016-09-15 05:00:00	ES	Futures	2304.51	2305.87	2303.15	2304.78	8781.0
2016-09-15 05:30:00	ES	Futures	2304.78	2308.32	2304.24	2307.5	9132.0
2016-09-15 06:00:00	ES	Futures	2307.23	2307.77	2305.6	2306.96	5713.0
2016-09-15 06:30:00	ES	Futures	2306.69	2310.77	2306.41	2309.41	11528.0
2016-09-15 07:00:00	ES	Futures	2309.41	2309.68	2304.24	2305.6	19481.0
2016-09-15 07:30:00	ES	Futures	2305.6	2308.32	2304.78	2308.05	12302.0
2016-09-15 08:00:00	ES	Futures	2308.05	2310.49	2307.5	2309.95	14202.0
2016-09-15 08:30:00	ES	Futures	2309.95	2312.13	2302.6	2303.42	75538.0
2016-09-15 09:00:00	ES	Futures	2303.42	2304.24	2299.88	2303.42	39827.0
2016-09-15 09:30:00	ES	Futures	2303.42	2310.77	2301.24	2308.32	312344.0
2016-09-15 10:00:00	ES	Futures	2308.32	2315.94	2305.33	2313.76	195633.0
2016-09-15 10:30:00	ES	Futures	2313.76	2319.75	2311.58	2319.47	147911.0
2016-09-15 11:00:00	ES	Futures	2319.47	2325.19	2319.2	2324.64	133788.0
2016-09-15 11:30:00	ES	Futures	2324.64	2326.82	2322.47	2322.74	134479.0
2016-09-15 12:00:00	ES	Futures	2322.74	2325.46	2322.19	2323.01	68532.0
2016-09-15 12:30:00	ES	Futures	2323.01	2323.83	2318.39	2320.29	90920.0
2016-09-15 13:00:00	ES	Futures	2320.02	2324.1	2319.47	2322.47	88095.0
2016-09-15 13:30:00	ES	Futures	2322.74	2329.81	2322.47	2329.81	96565.0
2016-09-15 14:00:00	ES	Futures	2329.54	2333.89	2329.0	2332.53	92299.0
2016-09-15 14:30:00	ES	Futures	2332.81	2333.35	2330.36	2331.44	64545.0
2016-09-15 15:00:00	ES	Futures	2331.72	2333.62	2327.91	2329.54	86421.0
2016-09-15 15:30:00	ES	Futures	2329.54	2332.53	2327.91	2329.0	161680.0
2016-09-15 16:00:00	ES	Futures	2329.0	2329.0	2326.28	2326.82	80308.0
2016-09-15 16:30:00	ES	Futures	2326.82	2326.82	2325.19	2325.46	7116.0
2016-09-15 18:00:00	ES	Futures	2325.19	2325.73	2320.29	2321.11	7928.0
2016-09-15 18:30:00	ES	Futures	2321.11	2323.01	2320.83	2322.47	1930.0
2016-09-15 19:00:00	ES	Futures	2322.74	2324.1	2322.47	2323.55	1886.0
2016-09-15 19:30:00	ES	Futures	2323.83	2324.1	2321.92	2322.19	2113.0
2016-09-15 20:00:00	ES	Futures	2321.92	2322.74	2320.83	2322.47	3882.0
2016-09-15 20:30:00	ES	Futures	2322.19	2323.55	2321.65	2321.92	2251.0
2016-09-15 21:00:00	ES	Futures	2321.92	2323.01	2321.65	2323.01	2082.0
2016-09-15 21:30:00	ES	Futures	2323.01	2323.55	2322.47	2323.28	1850.0
2016-09-15 22:00:00	ES	Futures	2323.28	2324.1	2322.74	2323.83	1096.0
2016-09-15 22:30:00	ES	Futures	2323.55	2323.83	2323.28	2323.28	613.0
2016-09-15 23:00:00	ES	Futures	2323.28	2324.1	2323.01	2323.28	1163.0
2016-09-15 23:30:00	ES	Futures	2323.55	2323.83	2323.01	2323.28	880.0
2016-09-15 00:00:00	NQ	Futures	5638.83	5646.29	5637.93	5643.6	864.0
2016-09-15 00:30:00	NQ	Futures	5644.2	5646.29	5640.92	5642.11	405.0
2016-09-15 01:00:00	NQ	Futures	5642.11	5644.5	5640.62	5642.11	327.0
2016-09-15 01:30:00	NQ	Futures	5641.81	5648.97	5641.81	5645.09	420.0

> showing 50 of 2,965 rows — these rows as CSV

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