PREVIEW / futures_30min / 2016-11-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-16.parquet
  size:    89 KB
  rows:    3,091

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
2016-11-16 00:00:00	ES	Futures	2374.43	2375.25	2373.62	2373.62	2379.0
2016-11-16 00:30:00	ES	Futures	2373.62	2374.43	2371.98	2372.26	2968.0
2016-11-16 01:00:00	ES	Futures	2372.26	2373.89	2371.71	2373.89	2198.0
2016-11-16 01:30:00	ES	Futures	2373.62	2373.89	2372.26	2373.62	1272.0
2016-11-16 02:00:00	ES	Futures	2373.62	2373.62	2370.9	2371.17	4938.0
2016-11-16 02:30:00	ES	Futures	2371.17	2371.44	2368.72	2369.26	10231.0
2016-11-16 03:00:00	ES	Futures	2369.54	2371.71	2367.63	2369.54	18644.0
2016-11-16 03:30:00	ES	Futures	2369.26	2370.9	2368.45	2368.99	7924.0
2016-11-16 04:00:00	ES	Futures	2368.99	2369.54	2367.09	2369.26	8537.0
2016-11-16 04:30:00	ES	Futures	2369.26	2370.35	2367.09	2367.36	8499.0
2016-11-16 05:00:00	ES	Futures	2367.63	2369.54	2367.09	2368.99	6686.0
2016-11-16 05:30:00	ES	Futures	2369.26	2369.54	2367.63	2369.26	5786.0
2016-11-16 06:00:00	ES	Futures	2369.26	2369.54	2367.36	2367.9	5133.0
2016-11-16 06:30:00	ES	Futures	2367.9	2368.18	2364.64	2365.18	9971.0
2016-11-16 07:00:00	ES	Futures	2365.45	2365.45	2362.19	2363.55	16375.0
2016-11-16 07:30:00	ES	Futures	2363.55	2364.37	2360.56	2363.82	19911.0
2016-11-16 08:00:00	ES	Futures	2364.09	2364.37	2361.1	2361.65	19479.0
2016-11-16 08:30:00	ES	Futures	2361.37	2364.64	2361.37	2362.19	23745.0
2016-11-16 09:00:00	ES	Futures	2361.92	2362.73	2360.29	2362.46	32463.0
2016-11-16 09:30:00	ES	Futures	2362.46	2367.36	2361.65	2362.46	188942.0
2016-11-16 10:00:00	ES	Futures	2362.46	2366.27	2361.65	2364.37	108752.0
2016-11-16 10:30:00	ES	Futures	2364.64	2368.45	2363.55	2366.54	108849.0
2016-11-16 11:00:00	ES	Futures	2366.54	2366.82	2362.73	2365.73	89767.0
2016-11-16 11:30:00	ES	Futures	2365.73	2366.54	2361.92	2363.28	77746.0
2016-11-16 12:00:00	ES	Futures	2363.55	2363.82	2360.56	2363.01	47620.0
2016-11-16 12:30:00	ES	Futures	2363.28	2364.64	2362.19	2363.55	48002.0
2016-11-16 13:00:00	ES	Futures	2363.55	2364.37	2360.83	2362.73	43490.0
2016-11-16 13:30:00	ES	Futures	2362.46	2364.37	2362.19	2363.82	37163.0
2016-11-16 14:00:00	ES	Futures	2363.82	2365.18	2363.28	2364.37	39394.0
2016-11-16 14:30:00	ES	Futures	2364.09	2366.54	2363.82	2365.73	47929.0
2016-11-16 15:00:00	ES	Futures	2365.73	2367.9	2365.18	2365.73	53982.0
2016-11-16 15:30:00	ES	Futures	2365.45	2366.82	2363.55	2366.0	115877.0
2016-11-16 16:00:00	ES	Futures	2366.27	2366.82	2364.37	2364.37	56077.0
2016-11-16 16:30:00	ES	Futures	2364.64	2364.91	2363.82	2364.09	5213.0
2016-11-16 18:00:00	ES	Futures	2364.37	2364.91	2363.55	2364.37	1726.0
2016-11-16 18:30:00	ES	Futures	2364.64	2365.73	2363.82	2364.64	1706.0
2016-11-16 19:00:00	ES	Futures	2364.64	2365.45	2364.37	2365.18	1136.0
2016-11-16 19:30:00	ES	Futures	2364.91	2365.18	2364.64	2365.18	744.0
2016-11-16 20:00:00	ES	Futures	2365.18	2367.36	2364.91	2366.82	4690.0
2016-11-16 20:30:00	ES	Futures	2366.54	2370.08	2366.27	2369.26	6403.0
2016-11-16 21:00:00	ES	Futures	2369.54	2370.62	2368.72	2368.99	4166.0
2016-11-16 21:30:00	ES	Futures	2369.26	2369.81	2367.9	2367.9	2687.0
2016-11-16 22:00:00	ES	Futures	2367.9	2368.99	2367.63	2367.9	2116.0
2016-11-16 22:30:00	ES	Futures	2367.9	2368.45	2367.36	2367.9	1869.0
2016-11-16 23:00:00	ES	Futures	2367.63	2367.9	2366.82	2367.36	1677.0
2016-11-16 23:30:00	ES	Futures	2367.36	2367.63	2366.0	2366.54	1642.0
2016-11-16 00:00:00	NQ	Futures	5704.46	5705.06	5701.18	5702.08	485.0
2016-11-16 00:30:00	NQ	Futures	5701.48	5702.37	5693.72	5694.62	532.0
2016-11-16 01:00:00	NQ	Futures	5694.02	5697.6	5692.83	5696.71	345.0
2016-11-16 01:30:00	NQ	Futures	5696.41	5697.0	5693.42	5697.0	349.0

> showing 50 of 3,091 rows — these rows as CSV

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