PREVIEW / futures_30min / 2016-11-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-21.parquet
  size:    86 KB
  rows:    3,086

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
2016-11-21 00:00:00	ES	Futures	2377.43	2377.7	2376.34	2377.7	1527.0
2016-11-21 00:30:00	ES	Futures	2377.7	2377.97	2377.15	2377.15	986.0
2016-11-21 01:00:00	ES	Futures	2377.15	2377.43	2376.34	2376.88	848.0
2016-11-21 01:30:00	ES	Futures	2376.88	2377.15	2376.34	2376.88	499.0
2016-11-21 02:00:00	ES	Futures	2377.15	2377.7	2375.79	2377.15	2697.0
2016-11-21 02:30:00	ES	Futures	2377.15	2378.79	2377.15	2377.43	3383.0
2016-11-21 03:00:00	ES	Futures	2377.43	2378.24	2375.52	2377.7	8391.0
2016-11-21 03:30:00	ES	Futures	2377.97	2377.97	2375.52	2376.61	4634.0
2016-11-21 04:00:00	ES	Futures	2376.34	2376.88	2371.71	2372.26	11297.0
2016-11-21 04:30:00	ES	Futures	2371.98	2374.71	2371.71	2374.43	4598.0
2016-11-21 05:00:00	ES	Futures	2374.43	2379.06	2374.43	2378.24	10743.0
2016-11-21 05:30:00	ES	Futures	2378.51	2379.06	2376.34	2376.61	6278.0
2016-11-21 06:00:00	ES	Futures	2376.61	2378.79	2376.34	2378.51	5671.0
2016-11-21 06:30:00	ES	Futures	2378.51	2378.51	2377.15	2377.97	3467.0
2016-11-21 07:00:00	ES	Futures	2378.24	2378.79	2376.61	2376.61	5587.0
2016-11-21 07:30:00	ES	Futures	2376.88	2378.79	2376.61	2377.97	4674.0
2016-11-21 08:00:00	ES	Futures	2377.7	2379.87	2377.43	2379.06	8799.0
2016-11-21 08:30:00	ES	Futures	2379.06	2380.15	2378.51	2379.33	9751.0
2016-11-21 09:00:00	ES	Futures	2379.6	2380.69	2378.79	2379.6	14731.0
2016-11-21 09:30:00	ES	Futures	2379.6	2384.77	2379.33	2384.23	172279.0
2016-11-21 10:00:00	ES	Futures	2384.23	2384.77	2377.7	2379.6	119388.0
2016-11-21 10:30:00	ES	Futures	2379.6	2382.32	2379.06	2381.24	90875.0
2016-11-21 11:00:00	ES	Futures	2381.51	2384.77	2380.69	2383.41	86540.0
2016-11-21 11:30:00	ES	Futures	2383.41	2385.04	2382.87	2385.04	49082.0
2016-11-21 12:00:00	ES	Futures	2385.04	2385.32	2383.68	2385.04	30155.0
2016-11-21 12:30:00	ES	Futures	2385.04	2388.58	2384.77	2387.49	64428.0
2016-11-21 13:00:00	ES	Futures	2387.77	2389.13	2387.22	2387.77	45429.0
2016-11-21 13:30:00	ES	Futures	2388.04	2388.58	2386.95	2387.77	30774.0
2016-11-21 14:00:00	ES	Futures	2387.49	2387.77	2386.13	2386.68	34362.0
2016-11-21 14:30:00	ES	Futures	2386.68	2387.77	2385.86	2386.4	35951.0
2016-11-21 15:00:00	ES	Futures	2386.13	2387.49	2385.86	2386.95	57904.0
2016-11-21 15:30:00	ES	Futures	2386.95	2390.49	2386.4	2389.4	137910.0
2016-11-21 16:00:00	ES	Futures	2389.67	2389.94	2385.59	2386.4	89858.0
2016-11-21 16:30:00	ES	Futures	2386.68	2387.77	2385.86	2387.49	9536.0
2016-11-21 18:00:00	ES	Futures	2386.95	2388.31	2386.68	2387.22	3926.0
2016-11-21 18:30:00	ES	Futures	2387.22	2387.77	2387.22	2387.49	883.0
2016-11-21 19:00:00	ES	Futures	2387.77	2389.13	2387.49	2388.58	3804.0
2016-11-21 19:30:00	ES	Futures	2388.31	2390.76	2388.31	2389.67	3954.0
2016-11-21 20:00:00	ES	Futures	2389.67	2391.57	2388.85	2391.3	4785.0
2016-11-21 20:30:00	ES	Futures	2391.57	2392.93	2390.76	2392.66	5238.0
2016-11-21 21:00:00	ES	Futures	2392.39	2393.75	2392.12	2393.48	5607.0
2016-11-21 21:30:00	ES	Futures	2393.21	2395.66	2393.21	2394.57	7842.0
2016-11-21 22:00:00	ES	Futures	2394.57	2397.56	2394.57	2397.02	7872.0
2016-11-21 22:30:00	ES	Futures	2397.02	2397.56	2395.93	2395.93	3445.0
2016-11-21 23:00:00	ES	Futures	2395.93	2396.2	2394.57	2395.11	2761.0
2016-11-21 23:30:00	ES	Futures	2395.38	2396.2	2395.11	2395.38	2316.0
2016-11-21 00:00:00	NQ	Futures	5748.02	5749.21	5744.74	5748.91	328.0
2016-11-21 00:30:00	NQ	Futures	5748.91	5749.21	5747.42	5747.42	189.0
2016-11-21 01:00:00	NQ	Futures	5748.02	5748.91	5745.63	5747.42	226.0
2016-11-21 01:30:00	NQ	Futures	5747.42	5747.72	5745.04	5747.12	165.0

> showing 50 of 3,086 rows — these rows as CSV

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