PREVIEW / futures_30min / 2016-12-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-08.parquet
  size:    88 KB
  rows:    3,039

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
2016-12-08 00:00:00	ES	Futures	2435.92	2437.01	2435.65	2437.01	1063.0
2016-12-08 00:30:00	ES	Futures	2436.74	2437.83	2436.74	2437.01	2453.0
2016-12-08 01:00:00	ES	Futures	2437.01	2437.56	2436.74	2437.28	2481.0
2016-12-08 01:30:00	ES	Futures	2437.28	2437.56	2435.92	2435.92	2520.0
2016-12-08 02:00:00	ES	Futures	2435.92	2436.2	2434.83	2435.65	3923.0
2016-12-08 02:30:00	ES	Futures	2435.65	2435.92	2433.75	2434.29	6577.0
2016-12-08 03:00:00	ES	Futures	2434.56	2436.2	2434.02	2435.65	12884.0
2016-12-08 03:30:00	ES	Futures	2435.92	2436.2	2432.93	2433.2	12026.0
2016-12-08 04:00:00	ES	Futures	2433.47	2434.29	2432.11	2433.2	10066.0
2016-12-08 04:30:00	ES	Futures	2432.93	2434.56	2432.66	2433.75	5701.0
2016-12-08 05:00:00	ES	Futures	2433.75	2435.38	2433.2	2435.38	7127.0
2016-12-08 05:30:00	ES	Futures	2435.38	2436.2	2435.11	2435.92	6572.0
2016-12-08 06:00:00	ES	Futures	2435.92	2436.74	2434.29	2435.11	5243.0
2016-12-08 06:30:00	ES	Futures	2434.83	2435.38	2434.29	2435.11	5891.0
2016-12-08 07:00:00	ES	Futures	2435.11	2436.74	2434.56	2436.47	6654.0
2016-12-08 07:30:00	ES	Futures	2436.47	2438.37	2429.67	2436.2	47650.0
2016-12-08 08:00:00	ES	Futures	2436.2	2436.74	2432.11	2435.92	31978.0
2016-12-08 08:30:00	ES	Futures	2435.65	2439.46	2434.02	2437.28	62944.0
2016-12-08 09:00:00	ES	Futures	2437.28	2439.46	2436.47	2437.56	29015.0
2016-12-08 09:30:00	ES	Futures	2437.56	2441.91	2435.11	2437.83	236502.0
2016-12-08 10:00:00	ES	Futures	2437.83	2438.1	2434.29	2437.01	133825.0
2016-12-08 10:30:00	ES	Futures	2436.74	2440.0	2436.47	2439.46	77029.0
2016-12-08 11:00:00	ES	Futures	2439.46	2441.64	2437.83	2439.73	90187.0
2016-12-08 11:30:00	ES	Futures	2439.73	2441.09	2437.56	2440.28	72299.0
2016-12-08 12:00:00	ES	Futures	2440.28	2447.08	2440.0	2445.45	88556.0
2016-12-08 12:30:00	ES	Futures	2445.45	2448.98	2444.9	2445.99	85834.0
2016-12-08 13:00:00	ES	Futures	2445.99	2446.53	2444.63	2445.72	55467.0
2016-12-08 13:30:00	ES	Futures	2445.72	2450.34	2444.63	2449.8	66687.0
2016-12-08 14:00:00	ES	Futures	2449.53	2449.8	2442.73	2445.17	84079.0
2016-12-08 14:30:00	ES	Futures	2445.45	2445.99	2440.0	2443.27	121197.0
2016-12-08 15:00:00	ES	Futures	2443.54	2444.63	2441.36	2441.64	80720.0
2016-12-08 15:30:00	ES	Futures	2441.91	2445.99	2441.64	2443.81	139437.0
2016-12-08 16:00:00	ES	Futures	2444.09	2446.81	2443.54	2445.99	63694.0
2016-12-08 16:30:00	ES	Futures	2445.99	2446.26	2445.17	2446.26	6953.0
2016-12-08 18:00:00	ES	Futures	2445.17	2446.26	2444.9	2445.45	1887.0
2016-12-08 18:30:00	ES	Futures	2445.45	2445.99	2445.17	2445.45	713.0
2016-12-08 19:00:00	ES	Futures	2445.17	2446.53	2445.17	2446.26	1286.0
2016-12-08 19:30:00	ES	Futures	2446.26	2446.53	2445.72	2446.26	897.0
2016-12-08 20:00:00	ES	Futures	2446.26	2447.08	2445.72	2446.81	1959.0
2016-12-08 20:30:00	ES	Futures	2446.81	2447.35	2445.99	2446.26	1844.0
2016-12-08 21:00:00	ES	Futures	2445.99	2446.26	2443.81	2445.45	3422.0
2016-12-08 21:30:00	ES	Futures	2445.72	2446.26	2445.45	2445.45	751.0
2016-12-08 22:00:00	ES	Futures	2445.17	2445.99	2444.9	2445.45	1548.0
2016-12-08 22:30:00	ES	Futures	2445.17	2445.99	2445.17	2445.72	478.0
2016-12-08 23:00:00	ES	Futures	2445.99	2446.26	2445.72	2445.72	626.0
2016-12-08 23:30:00	ES	Futures	2445.99	2446.53	2445.72	2446.26	785.0
2016-12-08 00:00:00	NQ	Futures	5786.5	5790.08	5786.5	5790.08	175.0
2016-12-08 00:30:00	NQ	Futures	5789.49	5792.47	5789.49	5790.98	517.0
2016-12-08 01:00:00	NQ	Futures	5790.98	5791.58	5789.19	5790.38	292.0
2016-12-08 01:30:00	NQ	Futures	5790.08	5791.87	5787.7	5788.29	276.0

> showing 50 of 3,039 rows — these rows as CSV

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