PREVIEW / futures_30min / 2016-12-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-05.parquet
  size:    87 KB
  rows:    3,037

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
2016-12-05 00:00:00	ES	Futures	2379.6	2379.87	2378.24	2378.79	2105.0
2016-12-05 00:30:00	ES	Futures	2378.79	2378.79	2377.7	2378.24	1188.0
2016-12-05 01:00:00	ES	Futures	2378.24	2378.51	2376.88	2377.15	1289.0
2016-12-05 01:30:00	ES	Futures	2377.43	2378.51	2376.61	2376.88	4341.0
2016-12-05 02:00:00	ES	Futures	2376.61	2389.67	2374.71	2388.04	23439.0
2016-12-05 02:30:00	ES	Futures	2388.04	2388.58	2384.77	2385.86	10016.0
2016-12-05 03:00:00	ES	Futures	2385.86	2396.74	2385.04	2395.38	34657.0
2016-12-05 03:30:00	ES	Futures	2395.38	2400.55	2395.11	2399.46	24264.0
2016-12-05 04:00:00	ES	Futures	2399.46	2399.46	2394.02	2395.93	13354.0
2016-12-05 04:30:00	ES	Futures	2395.93	2397.83	2395.38	2396.47	8863.0
2016-12-05 05:00:00	ES	Futures	2396.2	2396.47	2394.02	2394.57	8717.0
2016-12-05 05:30:00	ES	Futures	2394.57	2394.84	2392.93	2394.3	7168.0
2016-12-05 06:00:00	ES	Futures	2394.3	2396.2	2393.48	2395.38	8006.0
2016-12-05 06:30:00	ES	Futures	2395.66	2397.02	2395.11	2395.93	6525.0
2016-12-05 07:00:00	ES	Futures	2396.2	2396.74	2393.75	2394.02	6653.0
2016-12-05 07:30:00	ES	Futures	2393.75	2394.57	2393.48	2394.3	7149.0
2016-12-05 08:00:00	ES	Futures	2394.02	2394.84	2392.39	2393.21	10757.0
2016-12-05 08:30:00	ES	Futures	2393.21	2395.38	2392.12	2394.3	15249.0
2016-12-05 09:00:00	ES	Futures	2394.3	2395.66	2393.75	2395.66	15910.0
2016-12-05 09:30:00	ES	Futures	2395.38	2401.1	2392.93	2400.55	200149.0
2016-12-05 10:00:00	ES	Futures	2400.55	2403.82	2399.19	2400.55	169109.0
2016-12-05 10:30:00	ES	Futures	2400.28	2402.19	2398.92	2401.37	119555.0
2016-12-05 11:00:00	ES	Futures	2401.37	2402.46	2399.46	2400.28	94743.0
2016-12-05 11:30:00	ES	Futures	2400.28	2401.37	2397.56	2398.92	82863.0
2016-12-05 12:00:00	ES	Futures	2398.92	2399.46	2396.2	2397.29	89687.0
2016-12-05 12:30:00	ES	Futures	2397.29	2398.65	2395.93	2398.38	70654.0
2016-12-05 13:00:00	ES	Futures	2398.38	2399.46	2397.02	2397.83	46593.0
2016-12-05 13:30:00	ES	Futures	2397.83	2398.65	2396.47	2396.74	39383.0
2016-12-05 14:00:00	ES	Futures	2396.74	2397.02	2394.02	2395.38	82525.0
2016-12-05 14:30:00	ES	Futures	2395.38	2396.74	2393.48	2395.93	76597.0
2016-12-05 15:00:00	ES	Futures	2395.93	2398.38	2395.66	2398.1	71975.0
2016-12-05 15:30:00	ES	Futures	2398.1	2398.65	2396.74	2398.1	125986.0
2016-12-05 16:00:00	ES	Futures	2398.38	2399.46	2397.56	2398.92	69601.0
2016-12-05 16:30:00	ES	Futures	2399.19	2400.83	2398.92	2400.01	8355.0
2016-12-05 18:00:00	ES	Futures	2399.74	2400.01	2397.29	2398.1	4063.0
2016-12-05 18:30:00	ES	Futures	2398.1	2400.28	2398.1	2399.46	2231.0
2016-12-05 19:00:00	ES	Futures	2399.46	2400.28	2399.19	2399.19	2079.0
2016-12-05 19:30:00	ES	Futures	2399.19	2399.46	2398.38	2398.65	2907.0
2016-12-05 20:00:00	ES	Futures	2398.65	2399.46	2397.83	2399.46	2841.0
2016-12-05 20:30:00	ES	Futures	2399.46	2399.74	2398.1	2398.38	1864.0
2016-12-05 21:00:00	ES	Futures	2398.38	2398.38	2397.29	2398.1	2575.0
2016-12-05 21:30:00	ES	Futures	2398.1	2398.65	2397.56	2398.38	1375.0
2016-12-05 22:00:00	ES	Futures	2398.1	2398.38	2397.02	2397.29	1456.0
2016-12-05 22:30:00	ES	Futures	2397.02	2397.83	2396.47	2397.29	2112.0
2016-12-05 23:00:00	ES	Futures	2397.29	2397.56	2396.74	2397.56	1025.0
2016-12-05 23:30:00	ES	Futures	2397.56	2397.56	2397.02	2397.02	682.0
2016-12-05 00:00:00	NQ	Futures	5640.32	5641.22	5638.83	5639.72	327.0
2016-12-05 00:30:00	NQ	Futures	5639.13	5639.72	5634.65	5634.95	245.0
2016-12-05 01:00:00	NQ	Futures	5635.25	5637.04	5633.16	5634.35	346.0
2016-12-05 01:30:00	NQ	Futures	5634.65	5638.53	5633.76	5634.35	331.0

> showing 50 of 3,037 rows — these rows as CSV

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