PREVIEW / futures_30min / 2017-01-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-03.parquet
  size:    89 KB
  rows:    3,110

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
2017-01-03 00:00:00	ES	Futures	2449.47	2450.83	2448.92	2450.28	3571.0
2017-01-03 00:30:00	ES	Futures	2450.56	2452.19	2450.28	2450.83	2603.0
2017-01-03 01:00:00	ES	Futures	2450.83	2451.65	2450.28	2450.83	1046.0
2017-01-03 01:30:00	ES	Futures	2450.83	2452.47	2450.56	2452.19	1910.0
2017-01-03 02:00:00	ES	Futures	2452.47	2453.28	2452.19	2452.74	4844.0
2017-01-03 02:30:00	ES	Futures	2453.01	2454.37	2452.74	2453.83	6156.0
2017-01-03 03:00:00	ES	Futures	2453.83	2456.56	2453.01	2455.19	16778.0
2017-01-03 03:30:00	ES	Futures	2455.47	2456.28	2453.56	2456.01	8672.0
2017-01-03 04:00:00	ES	Futures	2456.01	2456.01	2453.01	2453.56	6602.0
2017-01-03 04:30:00	ES	Futures	2453.56	2454.92	2452.74	2454.92	7425.0
2017-01-03 05:00:00	ES	Futures	2454.65	2456.01	2454.37	2454.92	6325.0
2017-01-03 05:30:00	ES	Futures	2454.65	2456.01	2454.37	2455.74	3348.0
2017-01-03 06:00:00	ES	Futures	2455.74	2459.01	2455.47	2459.01	10088.0
2017-01-03 06:30:00	ES	Futures	2458.74	2460.1	2458.47	2459.01	10104.0
2017-01-03 07:00:00	ES	Futures	2459.28	2460.65	2458.74	2459.01	9862.0
2017-01-03 07:30:00	ES	Futures	2459.28	2459.28	2457.65	2458.74	8518.0
2017-01-03 08:00:00	ES	Futures	2458.47	2458.74	2456.56	2456.83	10446.0
2017-01-03 08:30:00	ES	Futures	2456.83	2456.83	2455.19	2456.56	12617.0
2017-01-03 09:00:00	ES	Futures	2456.28	2457.38	2455.74	2456.83	21121.0
2017-01-03 09:30:00	ES	Futures	2457.1	2459.28	2453.01	2456.01	208318.0
2017-01-03 10:00:00	ES	Futures	2455.74	2465.29	2454.92	2461.74	190836.0
2017-01-03 10:30:00	ES	Futures	2461.47	2463.1	2451.37	2452.19	147109.0
2017-01-03 11:00:00	ES	Futures	2452.19	2453.28	2448.37	2449.47	153068.0
2017-01-03 11:30:00	ES	Futures	2449.47	2451.65	2443.46	2448.65	135850.0
2017-01-03 12:00:00	ES	Futures	2448.65	2449.19	2445.65	2447.01	71010.0
2017-01-03 12:30:00	ES	Futures	2447.28	2448.37	2443.74	2447.01	61124.0
2017-01-03 13:00:00	ES	Futures	2447.01	2448.65	2444.83	2447.83	41276.0
2017-01-03 13:30:00	ES	Futures	2447.83	2448.65	2444.01	2444.83	48211.0
2017-01-03 14:00:00	ES	Futures	2444.83	2448.1	2444.83	2445.37	46940.0
2017-01-03 14:30:00	ES	Futures	2445.37	2448.92	2444.83	2448.1	53287.0
2017-01-03 15:00:00	ES	Futures	2448.37	2451.1	2446.74	2448.37	80501.0
2017-01-03 15:30:00	ES	Futures	2448.37	2457.65	2447.01	2457.65	242149.0
2017-01-03 16:00:00	ES	Futures	2457.65	2458.19	2456.28	2457.92	112043.0
2017-01-03 16:30:00	ES	Futures	2457.65	2458.19	2457.1	2457.65	5883.0
2017-01-03 18:00:00	ES	Futures	2457.92	2458.19	2456.28	2457.38	3256.0
2017-01-03 18:30:00	ES	Futures	2457.38	2457.65	2456.01	2457.1	1764.0
2017-01-03 19:00:00	ES	Futures	2457.38	2457.38	2456.28	2456.56	2770.0
2017-01-03 19:30:00	ES	Futures	2456.56	2459.01	2456.28	2458.47	4147.0
2017-01-03 20:00:00	ES	Futures	2458.47	2459.83	2458.19	2459.83	3184.0
2017-01-03 20:30:00	ES	Futures	2459.56	2459.83	2459.01	2459.83	2266.0
2017-01-03 21:00:00	ES	Futures	2459.83	2459.83	2459.01	2459.28	1992.0
2017-01-03 21:30:00	ES	Futures	2459.28	2460.1	2459.28	2459.83	1287.0
2017-01-03 22:00:00	ES	Futures	2459.56	2460.1	2459.56	2459.83	781.0
2017-01-03 22:30:00	ES	Futures	2459.83	2460.92	2459.28	2460.65	2429.0
2017-01-03 23:00:00	ES	Futures	2460.38	2460.92	2459.83	2460.38	1082.0
2017-01-03 23:30:00	ES	Futures	2460.38	2461.19	2459.83	2461.19	1473.0
2017-01-03 00:00:00	NQ	Futures	5836.33	5840.8	5835.73	5839.31	584.0
2017-01-03 00:30:00	NQ	Futures	5839.61	5844.09	5839.61	5840.21	472.0
2017-01-03 01:00:00	NQ	Futures	5840.51	5842.3	5838.72	5839.91	237.0
2017-01-03 01:30:00	NQ	Futures	5839.61	5843.79	5839.01	5841.4	609.0

> showing 50 of 3,110 rows — these rows as CSV

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