PREVIEW / futures_30min / 2016-12-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-20.parquet
  size:    78 KB
  rows:    3,013

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
2016-12-20 00:00:00	ES	Futures	2467.47	2468.56	2467.2	2468.01	1457.0
2016-12-20 00:30:00	ES	Futures	2468.01	2468.01	2467.47	2467.47	467.0
2016-12-20 01:00:00	ES	Futures	2467.47	2468.01	2467.2	2467.47	874.0
2016-12-20 01:30:00	ES	Futures	2467.2	2468.01	2466.92	2467.47	717.0
2016-12-20 02:00:00	ES	Futures	2467.74	2468.56	2467.2	2468.01	1685.0
2016-12-20 02:30:00	ES	Futures	2468.01	2468.29	2466.92	2467.47	1563.0
2016-12-20 03:00:00	ES	Futures	2467.47	2469.92	2466.65	2469.38	7915.0
2016-12-20 03:30:00	ES	Futures	2469.65	2471.01	2469.1	2469.1	4433.0
2016-12-20 04:00:00	ES	Futures	2469.1	2469.65	2468.56	2468.83	2654.0
2016-12-20 04:30:00	ES	Futures	2468.83	2468.83	2467.74	2468.56	2693.0
2016-12-20 05:00:00	ES	Futures	2468.56	2469.1	2468.01	2469.1	3119.0
2016-12-20 05:30:00	ES	Futures	2469.1	2470.2	2468.83	2469.1	2400.0
2016-12-20 06:00:00	ES	Futures	2469.1	2469.92	2468.29	2469.92	1859.0
2016-12-20 06:30:00	ES	Futures	2469.65	2470.74	2469.1	2469.65	2410.0
2016-12-20 07:00:00	ES	Futures	2469.92	2471.83	2469.65	2470.74	5971.0
2016-12-20 07:30:00	ES	Futures	2470.74	2473.47	2470.47	2472.92	7982.0
2016-12-20 08:00:00	ES	Futures	2472.65	2474.29	2471.83	2472.38	10505.0
2016-12-20 08:30:00	ES	Futures	2472.38	2473.2	2471.56	2472.38	7790.0
2016-12-20 09:00:00	ES	Futures	2472.1	2472.38	2471.01	2471.29	12989.0
2016-12-20 09:30:00	ES	Futures	2471.56	2476.2	2470.2	2474.56	134142.0
2016-12-20 10:00:00	ES	Futures	2474.56	2474.56	2471.29	2471.83	76337.0
2016-12-20 10:30:00	ES	Futures	2472.1	2475.11	2471.56	2474.83	42116.0
2016-12-20 11:00:00	ES	Futures	2474.83	2475.11	2473.47	2474.01	29926.0
2016-12-20 11:30:00	ES	Futures	2474.01	2474.29	2469.38	2471.29	54748.0
2016-12-20 12:00:00	ES	Futures	2471.01	2472.65	2470.2	2471.56	22802.0
2016-12-20 12:30:00	ES	Futures	2471.56	2473.2	2471.01	2472.65	16496.0
2016-12-20 13:00:00	ES	Futures	2472.65	2474.01	2472.38	2473.74	16915.0
2016-12-20 13:30:00	ES	Futures	2473.74	2474.01	2471.83	2473.47	29772.0
2016-12-20 14:00:00	ES	Futures	2473.47	2473.47	2471.01	2471.56	26878.0
2016-12-20 14:30:00	ES	Futures	2471.56	2471.83	2468.29	2470.2	58959.0
2016-12-20 15:00:00	ES	Futures	2470.2	2472.1	2469.92	2471.83	37678.0
2016-12-20 15:30:00	ES	Futures	2472.1	2474.01	2470.74	2473.47	93991.0
2016-12-20 16:00:00	ES	Futures	2473.47	2473.74	2471.83	2472.92	65252.0
2016-12-20 16:30:00	ES	Futures	2472.65	2474.29	2472.1	2473.47	5622.0
2016-12-20 18:00:00	ES	Futures	2473.74	2474.29	2472.92	2473.74	1945.0
2016-12-20 18:30:00	ES	Futures	2473.47	2473.74	2472.92	2473.2	957.0
2016-12-20 19:00:00	ES	Futures	2473.2	2473.47	2472.38	2473.2	1577.0
2016-12-20 19:30:00	ES	Futures	2473.2	2473.74	2473.2	2473.47	773.0
2016-12-20 20:00:00	ES	Futures	2473.47	2474.01	2472.92	2473.2	1304.0
2016-12-20 20:30:00	ES	Futures	2473.2	2473.2	2472.38	2472.65	1069.0
2016-12-20 21:00:00	ES	Futures	2472.38	2473.47	2472.1	2473.47	1290.0
2016-12-20 21:30:00	ES	Futures	2473.47	2473.47	2472.65	2473.2	869.0
2016-12-20 22:00:00	ES	Futures	2473.2	2473.47	2472.65	2473.47	903.0
2016-12-20 22:30:00	ES	Futures	2473.2	2473.47	2472.92	2473.47	582.0
2016-12-20 23:00:00	ES	Futures	2473.2	2473.47	2473.2	2473.2	152.0
2016-12-20 23:30:00	ES	Futures	2473.2	2473.47	2471.83	2471.83	1912.0
2016-12-20 00:00:00	NQ	Futures	5898.98	5899.87	5897.48	5899.57	245.0
2016-12-20 00:30:00	NQ	Futures	5898.98	5899.27	5896.59	5897.19	168.0
2016-12-20 01:00:00	NQ	Futures	5896.89	5897.48	5895.69	5895.69	118.0
2016-12-20 01:30:00	NQ	Futures	5895.99	5896.89	5894.2	5896.59	204.0

> showing 50 of 3,013 rows — these rows as CSV

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