PREVIEW / futures_30min / 2016-09-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-25.parquet
  size:    20 KB
  rows:    521

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
2016-09-25 18:00:00	ES	Futures	2346.68	2349.95	2345.87	2349.4	4505.0
2016-09-25 18:30:00	ES	Futures	2349.4	2349.95	2348.86	2349.67	1158.0
2016-09-25 19:00:00	ES	Futures	2349.67	2349.67	2348.86	2349.4	1008.0
2016-09-25 19:30:00	ES	Futures	2349.4	2350.22	2348.86	2349.13	1303.0
2016-09-25 20:00:00	ES	Futures	2349.13	2349.95	2348.59	2349.95	1827.0
2016-09-25 20:30:00	ES	Futures	2349.95	2350.22	2349.13	2349.13	1545.0
2016-09-25 21:00:00	ES	Futures	2349.13	2349.4	2347.23	2347.77	2791.0
2016-09-25 21:30:00	ES	Futures	2347.77	2348.04	2344.5	2345.05	4008.0
2016-09-25 22:00:00	ES	Futures	2345.32	2345.87	2344.78	2345.32	2358.0
2016-09-25 22:30:00	ES	Futures	2345.32	2345.59	2342.33	2344.78	7208.0
2016-09-25 23:00:00	ES	Futures	2344.78	2345.05	2343.69	2343.69	2271.0
2016-09-25 23:30:00	ES	Futures	2343.96	2345.87	2343.69	2345.32	1918.0
2016-09-25 18:00:00	NQ	Futures	5790.08	5796.95	5788.0	5796.05	651.0
2016-09-25 18:30:00	NQ	Futures	5795.75	5796.95	5794.86	5796.35	128.0
2016-09-25 19:00:00	NQ	Futures	5796.95	5797.84	5795.75	5796.35	210.0
2016-09-25 19:30:00	NQ	Futures	5796.35	5799.03	5796.05	5796.35	150.0
2016-09-25 20:00:00	NQ	Futures	5796.95	5797.84	5795.16	5797.84	184.0
2016-09-25 20:30:00	NQ	Futures	5798.14	5799.03	5796.35	5796.35	220.0
2016-09-25 21:00:00	NQ	Futures	5796.35	5796.35	5791.87	5792.77	550.0
2016-09-25 21:30:00	NQ	Futures	5793.07	5793.66	5784.12	5785.31	909.0
2016-09-25 22:00:00	NQ	Futures	5785.61	5787.4	5784.12	5785.91	370.0
2016-09-25 22:30:00	NQ	Futures	5785.91	5785.91	5776.66	5783.22	1606.0
2016-09-25 23:00:00	NQ	Futures	5783.22	5783.22	5779.94	5780.84	402.0
2016-09-25 23:30:00	NQ	Futures	5780.84	5786.21	5780.54	5783.82	322.0
2016-09-25 18:00:00	YM	Futures	19639.6	19667.7	19633.1	19663.4	795.0
2016-09-25 18:30:00	YM	Futures	19663.4	19667.7	19660.2	19666.6	78.0
2016-09-25 19:00:00	YM	Futures	19666.6	19668.8	19663.4	19664.5	92.0
2016-09-25 19:30:00	YM	Futures	19663.4	19673.1	19662.3	19664.5	201.0
2016-09-25 20:00:00	YM	Futures	19665.6	19671.0	19660.2	19671.0	261.0
2016-09-25 20:30:00	YM	Futures	19669.9	19673.1	19667.7	19667.7	243.0
2016-09-25 21:00:00	YM	Futures	19666.6	19667.7	19650.4	19651.5	509.0
2016-09-25 21:30:00	YM	Futures	19653.7	19656.9	19628.8	19633.1	706.0
2016-09-25 22:00:00	YM	Futures	19633.1	19640.7	19631.0	19637.5	314.0
2016-09-25 22:30:00	YM	Futures	19635.3	19635.3	19611.5	19631.0	937.0
2016-09-25 23:00:00	YM	Futures	19629.9	19629.9	19622.3	19624.5	268.0
2016-09-25 23:30:00	YM	Futures	19624.5	19639.6	19622.3	19635.3	399.0
2016-09-25 18:00:00	CL	Futures	44.79	45.11	44.74	44.98	4844.0
2016-09-25 18:30:00	CL	Futures	44.97	45.12	44.94	45.07	1334.0
2016-09-25 19:00:00	CL	Futures	45.07	45.11	45.01	45.02	935.0
2016-09-25 19:30:00	CL	Futures	45.02	45.09	45.02	45.06	451.0
2016-09-25 20:00:00	CL	Futures	45.06	45.09	45.02	45.06	684.0
2016-09-25 20:30:00	CL	Futures	45.07	45.1	45.05	45.06	528.0
2016-09-25 21:00:00	CL	Futures	45.06	45.07	45.02	45.05	677.0
2016-09-25 21:30:00	CL	Futures	45.06	45.07	45.02	45.06	797.0
2016-09-25 22:00:00	CL	Futures	45.05	45.07	45.0	45.0	707.0
2016-09-25 22:30:00	CL	Futures	45.0	45.0	44.91	44.97	1618.0
2016-09-25 23:00:00	CL	Futures	44.97	45.02	44.95	44.98	767.0
2016-09-25 23:30:00	CL	Futures	44.97	45.0	44.95	44.98	680.0
2016-09-25 18:00:00	GC	Futures	1814.0	1815.9	1813.8	1815.5	604.0
2016-09-25 18:30:00	GC	Futures	1815.4	1816.2	1815.3	1815.9	236.0

> showing 50 of 521 rows — these rows as CSV

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