PREVIEW / futures_30min / 2016-12-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-23.parquet
  size:    60 KB
  rows:    2,283

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
2016-12-23 00:00:00	ES	Futures	2465.01	2465.29	2464.74	2465.01	374.0
2016-12-23 00:30:00	ES	Futures	2464.74	2465.29	2464.74	2465.01	388.0
2016-12-23 01:00:00	ES	Futures	2465.01	2465.01	2464.19	2464.47	386.0
2016-12-23 01:30:00	ES	Futures	2464.19	2465.29	2464.19	2465.29	397.0
2016-12-23 02:00:00	ES	Futures	2465.01	2465.56	2464.74	2465.29	1016.0
2016-12-23 02:30:00	ES	Futures	2465.56	2466.38	2465.29	2465.83	1490.0
2016-12-23 03:00:00	ES	Futures	2465.83	2466.92	2464.19	2465.29	5809.0
2016-12-23 03:30:00	ES	Futures	2465.29	2465.56	2464.19	2464.74	1907.0
2016-12-23 04:00:00	ES	Futures	2464.74	2465.01	2464.19	2465.01	1692.0
2016-12-23 04:30:00	ES	Futures	2465.01	2465.56	2464.74	2465.01	1933.0
2016-12-23 05:00:00	ES	Futures	2464.74	2465.56	2464.74	2465.29	1621.0
2016-12-23 05:30:00	ES	Futures	2465.01	2465.29	2464.47	2465.01	2290.0
2016-12-23 06:00:00	ES	Futures	2465.01	2465.29	2464.47	2465.29	1899.0
2016-12-23 06:30:00	ES	Futures	2465.01	2465.01	2463.92	2464.74	2470.0
2016-12-23 07:00:00	ES	Futures	2464.74	2464.74	2462.01	2462.29	4669.0
2016-12-23 07:30:00	ES	Futures	2462.29	2462.56	2460.92	2462.56	4976.0
2016-12-23 08:00:00	ES	Futures	2462.29	2462.83	2460.92	2462.29	6179.0
2016-12-23 08:30:00	ES	Futures	2462.01	2462.83	2461.47	2462.01	4305.0
2016-12-23 09:00:00	ES	Futures	2461.74	2462.29	2460.65	2462.29	10294.0
2016-12-23 09:30:00	ES	Futures	2462.01	2463.92	2461.19	2463.38	54490.0
2016-12-23 10:00:00	ES	Futures	2463.1	2464.19	2462.01	2462.01	30361.0
2016-12-23 10:30:00	ES	Futures	2462.29	2463.1	2460.92	2461.74	21810.0
2016-12-23 11:00:00	ES	Futures	2461.74	2462.29	2459.56	2461.47	28921.0
2016-12-23 11:30:00	ES	Futures	2461.74	2462.01	2460.92	2461.74	15100.0
2016-12-23 12:00:00	ES	Futures	2462.01	2462.56	2461.19	2462.01	15019.0
2016-12-23 12:30:00	ES	Futures	2462.01	2462.56	2461.19	2461.19	7492.0
2016-12-23 13:00:00	ES	Futures	2461.47	2462.01	2460.92	2461.74	8161.0
2016-12-23 13:30:00	ES	Futures	2462.01	2462.56	2461.74	2462.01	10306.0
2016-12-23 14:00:00	ES	Futures	2462.01	2462.83	2461.74	2462.01	8214.0
2016-12-23 14:30:00	ES	Futures	2462.01	2463.1	2462.01	2462.56	12577.0
2016-12-23 15:00:00	ES	Futures	2462.83	2463.38	2462.29	2462.29	16022.0
2016-12-23 15:30:00	ES	Futures	2462.29	2465.01	2462.29	2464.74	59092.0
2016-12-23 16:00:00	ES	Futures	2464.74	2466.1	2464.47	2465.56	33757.0
2016-12-23 16:30:00	ES	Futures	2465.29	2465.29	2464.19	2464.47	3755.0
2016-12-23 00:00:00	NQ	Futures	5887.94	5888.54	5887.64	5888.24	131.0
2016-12-23 00:30:00	NQ	Futures	5887.94	5888.24	5887.04	5887.34	120.0
2016-12-23 01:00:00	NQ	Futures	5887.34	5888.54	5887.34	5887.64	120.0
2016-12-23 01:30:00	NQ	Futures	5887.64	5888.54	5887.34	5888.54	61.0
2016-12-23 02:00:00	NQ	Futures	5888.54	5890.32	5887.94	5889.43	220.0
2016-12-23 02:30:00	NQ	Futures	5889.73	5891.22	5889.13	5889.73	193.0
2016-12-23 03:00:00	NQ	Futures	5889.43	5892.71	5884.66	5890.03	1072.0
2016-12-23 03:30:00	NQ	Futures	5890.03	5891.82	5887.94	5890.03	444.0
2016-12-23 04:00:00	NQ	Futures	5889.13	5891.82	5888.24	5891.22	433.0
2016-12-23 04:30:00	NQ	Futures	5891.22	5892.41	5890.62	5891.22	272.0
2016-12-23 05:00:00	NQ	Futures	5891.22	5892.41	5890.62	5890.92	185.0
2016-12-23 05:30:00	NQ	Futures	5890.92	5890.92	5887.94	5888.54	249.0
2016-12-23 06:00:00	NQ	Futures	5888.24	5888.83	5887.34	5888.24	394.0
2016-12-23 06:30:00	NQ	Futures	5888.54	5888.54	5885.25	5887.94	443.0
2016-12-23 07:00:00	NQ	Futures	5888.24	5888.54	5882.27	5882.87	486.0
2016-12-23 07:30:00	NQ	Futures	5882.87	5883.76	5879.59	5883.76	722.0

> showing 50 of 2,283 rows — these rows as CSV

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