PREVIEW / futures_30min / 2016-11-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-23.parquet
  size:    86 KB
  rows:    2,978

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
2016-11-23 00:00:00	ES	Futures	2394.84	2396.47	2394.84	2395.38	1803.0
2016-11-23 00:30:00	ES	Futures	2395.66	2396.47	2395.66	2395.93	443.0
2016-11-23 01:00:00	ES	Futures	2395.66	2396.2	2395.11	2395.66	876.0
2016-11-23 01:30:00	ES	Futures	2395.66	2396.2	2395.11	2395.66	876.0
2016-11-23 02:00:00	ES	Futures	2395.93	2395.93	2394.57	2395.11	2854.0
2016-11-23 02:30:00	ES	Futures	2395.38	2395.93	2394.84	2395.66	1332.0
2016-11-23 03:00:00	ES	Futures	2395.38	2397.29	2394.57	2396.74	8472.0
2016-11-23 03:30:00	ES	Futures	2396.74	2397.02	2395.66	2396.2	6737.0
2016-11-23 04:00:00	ES	Futures	2396.2	2398.1	2395.93	2397.83	6403.0
2016-11-23 04:30:00	ES	Futures	2397.56	2398.1	2395.11	2395.11	7343.0
2016-11-23 05:00:00	ES	Futures	2394.84	2395.11	2393.75	2394.02	5839.0
2016-11-23 05:30:00	ES	Futures	2393.75	2394.57	2391.85	2393.48	9618.0
2016-11-23 06:00:00	ES	Futures	2393.48	2394.84	2393.48	2393.75	4054.0
2016-11-23 06:30:00	ES	Futures	2393.75	2393.75	2392.12	2392.93	6351.0
2016-11-23 07:00:00	ES	Futures	2392.93	2394.84	2392.93	2394.57	4607.0
2016-11-23 07:30:00	ES	Futures	2394.84	2395.38	2393.75	2394.84	4922.0
2016-11-23 08:00:00	ES	Futures	2394.84	2395.38	2392.66	2393.75	9489.0
2016-11-23 08:30:00	ES	Futures	2394.02	2394.02	2389.67	2390.76	34200.0
2016-11-23 09:00:00	ES	Futures	2390.76	2391.57	2386.95	2388.31	44036.0
2016-11-23 09:30:00	ES	Futures	2388.31	2391.03	2385.59	2387.22	195988.0
2016-11-23 10:00:00	ES	Futures	2387.49	2391.85	2387.22	2391.57	99949.0
2016-11-23 10:30:00	ES	Futures	2391.57	2393.48	2389.94	2391.85	93216.0
2016-11-23 11:00:00	ES	Futures	2391.85	2392.39	2388.04	2388.58	61428.0
2016-11-23 11:30:00	ES	Futures	2388.58	2392.66	2388.58	2392.39	54760.0
2016-11-23 12:00:00	ES	Futures	2392.12	2393.21	2391.57	2392.39	45668.0
2016-11-23 12:30:00	ES	Futures	2392.66	2395.38	2391.85	2393.48	47599.0
2016-11-23 13:00:00	ES	Futures	2393.75	2394.3	2392.66	2392.93	26437.0
2016-11-23 13:30:00	ES	Futures	2393.21	2394.57	2392.12	2392.39	28166.0
2016-11-23 14:00:00	ES	Futures	2392.12	2394.84	2392.12	2394.02	41676.0
2016-11-23 14:30:00	ES	Futures	2394.02	2395.11	2392.39	2393.48	38074.0
2016-11-23 15:00:00	ES	Futures	2393.48	2394.57	2393.21	2394.02	29098.0
2016-11-23 15:30:00	ES	Futures	2394.02	2396.74	2393.75	2396.2	86636.0
2016-11-23 16:00:00	ES	Futures	2396.2	2396.47	2394.84	2394.84	52488.0
2016-11-23 16:30:00	ES	Futures	2394.84	2395.38	2394.57	2395.38	4707.0
2016-11-23 18:00:00	ES	Futures	2395.38	2396.47	2394.84	2394.84	1804.0
2016-11-23 18:30:00	ES	Futures	2395.11	2395.11	2393.21	2393.48	1281.0
2016-11-23 19:00:00	ES	Futures	2393.48	2394.3	2392.66	2393.48	1851.0
2016-11-23 19:30:00	ES	Futures	2393.75	2394.3	2393.21	2394.02	1052.0
2016-11-23 20:00:00	ES	Futures	2394.02	2394.02	2392.39	2392.66	1190.0
2016-11-23 20:30:00	ES	Futures	2392.39	2394.3	2391.57	2393.75	2155.0
2016-11-23 21:00:00	ES	Futures	2393.75	2395.11	2392.93	2394.02	2469.0
2016-11-23 21:30:00	ES	Futures	2394.02	2394.57	2393.21	2394.3	1854.0
2016-11-23 22:00:00	ES	Futures	2394.57	2395.11	2394.02	2394.02	834.0
2016-11-23 22:30:00	ES	Futures	2394.02	2394.3	2393.21	2393.21	1169.0
2016-11-23 23:00:00	ES	Futures	2393.21	2393.75	2392.93	2393.21	670.0
2016-11-23 23:30:00	ES	Futures	2393.21	2393.75	2393.21	2393.75	392.0
2016-11-23 00:00:00	NQ	Futures	5820.81	5822.9	5820.22	5821.41	222.0
2016-11-23 00:30:00	NQ	Futures	5821.11	5824.09	5821.11	5822.01	181.0
2016-11-23 01:00:00	NQ	Futures	5822.3	5824.09	5820.81	5822.01	236.0
2016-11-23 01:30:00	NQ	Futures	5821.41	5822.3	5819.92	5821.71	124.0

> showing 50 of 2,978 rows — these rows as CSV

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