PREVIEW / futures_30min / 2016-11-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-01.parquet
  size:    91 KB
  rows:    3,137

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
2016-11-01 00:00:00	ES	Futures	2316.21	2316.48	2314.58	2315.12	2379.0
2016-11-01 00:30:00	ES	Futures	2314.85	2315.66	2314.58	2315.66	1202.0
2016-11-01 01:00:00	ES	Futures	2315.94	2315.94	2314.85	2315.66	1738.0
2016-11-01 01:30:00	ES	Futures	2315.66	2316.48	2315.39	2315.94	1560.0
2016-11-01 02:00:00	ES	Futures	2315.94	2316.21	2315.39	2315.66	1053.0
2016-11-01 02:30:00	ES	Futures	2315.39	2315.94	2315.12	2315.94	978.0
2016-11-01 03:00:00	ES	Futures	2315.94	2317.57	2315.66	2315.94	5715.0
2016-11-01 03:30:00	ES	Futures	2315.94	2317.02	2314.3	2315.12	5688.0
2016-11-01 04:00:00	ES	Futures	2314.85	2316.21	2313.76	2316.21	12142.0
2016-11-01 04:30:00	ES	Futures	2315.94	2316.48	2311.86	2312.13	10462.0
2016-11-01 05:00:00	ES	Futures	2312.13	2313.22	2310.77	2312.67	12032.0
2016-11-01 05:30:00	ES	Futures	2312.67	2314.58	2311.58	2314.3	5624.0
2016-11-01 06:00:00	ES	Futures	2314.03	2315.39	2313.76	2314.3	5712.0
2016-11-01 06:30:00	ES	Futures	2314.3	2315.12	2313.76	2314.03	3977.0
2016-11-01 07:00:00	ES	Futures	2313.76	2314.3	2311.04	2313.22	10149.0
2016-11-01 07:30:00	ES	Futures	2312.94	2313.22	2310.77	2310.77	8020.0
2016-11-01 08:00:00	ES	Futures	2310.77	2311.58	2309.95	2311.31	14991.0
2016-11-01 08:30:00	ES	Futures	2311.04	2313.22	2310.77	2312.13	17397.0
2016-11-01 09:00:00	ES	Futures	2311.86	2313.22	2311.58	2312.67	29616.0
2016-11-01 09:30:00	ES	Futures	2312.67	2313.22	2306.14	2306.96	158406.0
2016-11-01 10:00:00	ES	Futures	2306.96	2308.32	2302.33	2303.42	186896.0
2016-11-01 10:30:00	ES	Futures	2303.42	2305.05	2299.61	2303.96	135949.0
2016-11-01 11:00:00	ES	Futures	2303.96	2304.78	2301.24	2301.52	70275.0
2016-11-01 11:30:00	ES	Futures	2301.24	2302.6	2297.16	2298.25	109399.0
2016-11-01 12:00:00	ES	Futures	2298.25	2298.8	2291.72	2291.99	152251.0
2016-11-01 12:30:00	ES	Futures	2292.27	2294.99	2289.27	2291.99	99670.0
2016-11-01 13:00:00	ES	Futures	2291.72	2292.81	2287.1	2290.09	95131.0
2016-11-01 13:30:00	ES	Futures	2290.09	2290.09	2281.65	2283.29	141213.0
2016-11-01 14:00:00	ES	Futures	2283.29	2286.82	2275.67	2284.92	214212.0
2016-11-01 14:30:00	ES	Futures	2284.92	2288.73	2282.47	2283.56	192788.0
2016-11-01 15:00:00	ES	Futures	2283.56	2288.46	2281.38	2288.18	155591.0
2016-11-01 15:30:00	ES	Futures	2288.18	2293.63	2286.01	2291.18	228930.0
2016-11-01 16:00:00	ES	Futures	2291.18	2294.71	2289.0	2289.82	103741.0
2016-11-01 16:30:00	ES	Futures	2289.27	2291.18	2287.64	2287.64	15679.0
2016-11-01 18:00:00	ES	Futures	2287.91	2290.36	2286.28	2287.1	7021.0
2016-11-01 18:30:00	ES	Futures	2287.37	2288.18	2286.01	2287.37	1296.0
2016-11-01 19:00:00	ES	Futures	2287.37	2288.18	2286.82	2287.1	1392.0
2016-11-01 19:30:00	ES	Futures	2287.37	2288.18	2286.82	2287.1	2444.0
2016-11-01 20:00:00	ES	Futures	2287.1	2288.18	2286.28	2286.82	3915.0
2016-11-01 20:30:00	ES	Futures	2287.1	2288.73	2286.01	2288.46	3686.0
2016-11-01 21:00:00	ES	Futures	2288.73	2288.73	2283.29	2283.83	6335.0
2016-11-01 21:30:00	ES	Futures	2283.83	2285.19	2282.74	2284.92	4643.0
2016-11-01 22:00:00	ES	Futures	2284.92	2284.92	2281.65	2283.01	7013.0
2016-11-01 22:30:00	ES	Futures	2283.29	2283.56	2280.29	2280.29	3921.0
2016-11-01 23:00:00	ES	Futures	2280.29	2281.65	2279.48	2281.38	5988.0
2016-11-01 23:30:00	ES	Futures	2281.65	2282.74	2280.57	2280.57	3739.0
2016-11-01 00:00:00	NQ	Futures	5745.93	5747.12	5744.44	5744.74	402.0
2016-11-01 00:30:00	NQ	Futures	5744.74	5745.93	5744.44	5745.93	204.0
2016-11-01 01:00:00	NQ	Futures	5746.23	5746.23	5743.84	5745.33	283.0
2016-11-01 01:30:00	NQ	Futures	5745.63	5748.02	5745.04	5746.83	359.0

> showing 50 of 3,137 rows — these rows as CSV

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