PREVIEW / futures_30min / 2016-10-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-03.parquet
  size:    79 KB
  rows:    2,968

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
2016-10-03 00:00:00	ES	Futures	2352.67	2352.94	2352.4	2352.67	846.0
2016-10-03 00:30:00	ES	Futures	2352.67	2352.67	2351.31	2351.58	1131.0
2016-10-03 01:00:00	ES	Futures	2351.85	2352.4	2351.31	2352.4	995.0
2016-10-03 01:30:00	ES	Futures	2352.12	2352.67	2351.58	2352.12	1431.0
2016-10-03 02:00:00	ES	Futures	2351.85	2352.67	2351.31	2351.58	1884.0
2016-10-03 02:30:00	ES	Futures	2351.58	2351.58	2349.95	2350.76	2443.0
2016-10-03 03:00:00	ES	Futures	2350.49	2351.31	2348.31	2350.22	8257.0
2016-10-03 03:30:00	ES	Futures	2350.22	2352.12	2350.22	2352.12	5394.0
2016-10-03 04:00:00	ES	Futures	2352.12	2353.76	2351.85	2352.67	4877.0
2016-10-03 04:30:00	ES	Futures	2352.94	2353.48	2351.31	2351.85	3436.0
2016-10-03 05:00:00	ES	Futures	2351.85	2352.67	2351.31	2352.12	3007.0
2016-10-03 05:30:00	ES	Futures	2352.12	2353.76	2352.12	2352.4	2645.0
2016-10-03 06:00:00	ES	Futures	2352.67	2353.48	2352.12	2352.12	2723.0
2016-10-03 06:30:00	ES	Futures	2352.12	2352.4	2350.49	2350.76	4513.0
2016-10-03 07:00:00	ES	Futures	2350.76	2351.31	2349.95	2350.49	4854.0
2016-10-03 07:30:00	ES	Futures	2350.76	2351.31	2349.13	2349.4	5563.0
2016-10-03 08:00:00	ES	Futures	2349.67	2349.67	2346.41	2348.04	14742.0
2016-10-03 08:30:00	ES	Futures	2348.04	2348.04	2342.6	2343.42	28797.0
2016-10-03 09:00:00	ES	Futures	2343.42	2345.05	2343.14	2344.78	26265.0
2016-10-03 09:30:00	ES	Futures	2345.05	2345.32	2338.79	2340.7	166935.0
2016-10-03 10:00:00	ES	Futures	2340.7	2345.59	2339.34	2341.24	182015.0
2016-10-03 10:30:00	ES	Futures	2341.24	2347.23	2340.7	2344.23	99479.0
2016-10-03 11:00:00	ES	Futures	2344.5	2344.78	2340.7	2342.33	57997.0
2016-10-03 11:30:00	ES	Futures	2342.6	2343.14	2337.16	2339.61	83964.0
2016-10-03 12:00:00	ES	Futures	2339.34	2341.78	2336.34	2337.97	86582.0
2016-10-03 12:30:00	ES	Futures	2337.7	2341.24	2336.34	2341.24	57528.0
2016-10-03 13:00:00	ES	Futures	2340.97	2341.78	2337.7	2340.7	53114.0
2016-10-03 13:30:00	ES	Futures	2340.7	2342.33	2339.34	2341.78	44226.0
2016-10-03 14:00:00	ES	Futures	2341.78	2343.96	2341.51	2342.6	63395.0
2016-10-03 14:30:00	ES	Futures	2342.33	2343.69	2338.25	2341.24	66035.0
2016-10-03 15:00:00	ES	Futures	2340.97	2342.33	2339.61	2340.97	47140.0
2016-10-03 15:30:00	ES	Futures	2340.97	2346.14	2340.97	2343.69	156974.0
2016-10-03 16:00:00	ES	Futures	2343.42	2345.59	2342.87	2343.69	71888.0
2016-10-03 16:30:00	ES	Futures	2343.69	2344.78	2343.42	2344.5	6040.0
2016-10-03 18:00:00	ES	Futures	2343.96	2346.14	2343.96	2345.32	2841.0
2016-10-03 18:30:00	ES	Futures	2345.32	2346.14	2345.32	2345.32	1050.0
2016-10-03 19:00:00	ES	Futures	2345.32	2345.87	2344.78	2345.59	587.0
2016-10-03 19:30:00	ES	Futures	2345.32	2345.32	2344.78	2345.32	939.0
2016-10-03 20:00:00	ES	Futures	2345.05	2346.95	2344.5	2346.68	3617.0
2016-10-03 20:30:00	ES	Futures	2346.68	2346.95	2345.87	2346.14	1902.0
2016-10-03 21:00:00	ES	Futures	2346.14	2346.41	2345.32	2345.87	2346.0
2016-10-03 21:30:00	ES	Futures	2345.87	2346.95	2345.59	2345.59	1758.0
2016-10-03 22:00:00	ES	Futures	2345.59	2346.14	2345.05	2345.05	1340.0
2016-10-03 22:30:00	ES	Futures	2345.05	2345.32	2344.78	2344.78	743.0
2016-10-03 23:00:00	ES	Futures	2344.78	2345.59	2344.78	2345.05	1317.0
2016-10-03 23:30:00	ES	Futures	2345.32	2345.59	2344.78	2345.05	939.0
2016-10-03 00:00:00	NQ	Futures	5817.53	5817.53	5816.64	5817.23	73.0
2016-10-03 00:30:00	NQ	Futures	5817.23	5817.23	5812.76	5813.95	263.0
2016-10-03 01:00:00	NQ	Futures	5813.95	5815.44	5813.06	5815.44	110.0
2016-10-03 01:30:00	NQ	Futures	5814.85	5816.04	5813.06	5813.06	168.0

> showing 50 of 2,968 rows — these rows as CSV

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