PREVIEW / futures_30min / 2017-01-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-11.parquet
  size:    89 KB
  rows:    3,064

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
2017-01-11 00:00:00	ES	Futures	2466.65	2466.92	2466.38	2466.65	1617.0
2017-01-11 00:30:00	ES	Futures	2466.38	2467.47	2465.83	2466.92	1605.0
2017-01-11 01:00:00	ES	Futures	2466.92	2467.2	2466.65	2466.92	638.0
2017-01-11 01:30:00	ES	Futures	2466.92	2468.56	2466.92	2468.29	1882.0
2017-01-11 02:00:00	ES	Futures	2468.29	2469.1	2468.01	2468.83	1850.0
2017-01-11 02:30:00	ES	Futures	2468.83	2469.1	2468.29	2468.29	1593.0
2017-01-11 03:00:00	ES	Futures	2468.56	2469.65	2465.56	2466.92	8056.0
2017-01-11 03:30:00	ES	Futures	2466.65	2467.2	2465.83	2466.1	5450.0
2017-01-11 04:00:00	ES	Futures	2466.1	2469.65	2466.1	2468.83	8770.0
2017-01-11 04:30:00	ES	Futures	2469.1	2471.29	2468.29	2470.74	11020.0
2017-01-11 05:00:00	ES	Futures	2470.74	2471.56	2469.92	2471.01	6433.0
2017-01-11 05:30:00	ES	Futures	2471.01	2471.56	2470.2	2470.74	4059.0
2017-01-11 06:00:00	ES	Futures	2470.74	2470.74	2469.92	2470.2	4162.0
2017-01-11 06:30:00	ES	Futures	2470.2	2471.83	2469.1	2471.83	5727.0
2017-01-11 07:00:00	ES	Futures	2471.83	2471.83	2468.83	2469.1	6693.0
2017-01-11 07:30:00	ES	Futures	2469.1	2469.1	2466.92	2466.92	9245.0
2017-01-11 08:00:00	ES	Futures	2466.92	2468.01	2466.65	2467.2	7535.0
2017-01-11 08:30:00	ES	Futures	2467.2	2468.56	2467.2	2468.01	12687.0
2017-01-11 09:00:00	ES	Futures	2468.01	2471.01	2468.01	2469.38	28068.0
2017-01-11 09:30:00	ES	Futures	2469.38	2474.01	2468.01	2474.01	144421.0
2017-01-11 10:00:00	ES	Futures	2474.01	2474.29	2470.2	2473.2	89080.0
2017-01-11 10:30:00	ES	Futures	2472.92	2475.65	2470.47	2472.65	113526.0
2017-01-11 11:00:00	ES	Futures	2472.38	2476.2	2466.65	2466.92	135099.0
2017-01-11 11:30:00	ES	Futures	2466.92	2473.2	2460.38	2472.65	252622.0
2017-01-11 12:00:00	ES	Futures	2472.65	2474.29	2466.65	2470.74	143988.0
2017-01-11 12:30:00	ES	Futures	2470.74	2471.83	2463.1	2468.01	92030.0
2017-01-11 13:00:00	ES	Futures	2468.01	2469.1	2461.19	2462.01	105154.0
2017-01-11 13:30:00	ES	Futures	2462.01	2470.47	2461.19	2468.83	99438.0
2017-01-11 14:00:00	ES	Futures	2469.1	2471.56	2467.74	2470.2	63480.0
2017-01-11 14:30:00	ES	Futures	2470.2	2473.47	2470.2	2472.38	51803.0
2017-01-11 15:00:00	ES	Futures	2472.38	2474.83	2471.83	2473.2	57174.0
2017-01-11 15:30:00	ES	Futures	2473.2	2477.01	2472.92	2477.01	135791.0
2017-01-11 16:00:00	ES	Futures	2476.74	2478.65	2476.2	2477.29	79860.0
2017-01-11 16:30:00	ES	Futures	2477.29	2478.65	2477.01	2477.83	5259.0
2017-01-11 18:00:00	ES	Futures	2477.29	2477.29	2476.2	2476.74	2996.0
2017-01-11 18:30:00	ES	Futures	2476.47	2477.01	2476.2	2476.47	1534.0
2017-01-11 19:00:00	ES	Futures	2476.47	2477.01	2475.11	2475.38	3186.0
2017-01-11 19:30:00	ES	Futures	2475.38	2475.65	2474.56	2474.83	2247.0
2017-01-11 20:00:00	ES	Futures	2475.11	2475.11	2473.2	2474.83	5282.0
2017-01-11 20:30:00	ES	Futures	2474.83	2475.65	2474.01	2475.11	1831.0
2017-01-11 21:00:00	ES	Futures	2475.11	2475.38	2474.01	2474.56	1833.0
2017-01-11 21:30:00	ES	Futures	2474.56	2474.83	2474.01	2474.29	1653.0
2017-01-11 22:00:00	ES	Futures	2474.29	2474.56	2474.01	2474.29	830.0
2017-01-11 22:30:00	ES	Futures	2474.29	2474.29	2471.83	2472.38	4759.0
2017-01-11 23:00:00	ES	Futures	2472.38	2472.38	2469.1	2470.2	7305.0
2017-01-11 23:30:00	ES	Futures	2470.2	2471.29	2469.65	2471.29	2599.0
2017-01-11 00:00:00	NQ	Futures	5998.91	6000.7	5998.62	5998.62	213.0
2017-01-11 00:30:00	NQ	Futures	5998.62	6001.6	5997.72	6001.0	215.0
2017-01-11 01:00:00	NQ	Futures	6001.0	6001.9	6000.7	6001.0	197.0
2017-01-11 01:30:00	NQ	Futures	6001.0	6004.88	6000.7	6003.98	306.0

> showing 50 of 3,064 rows — these rows as CSV

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