PREVIEW / futures_30min / 2017-01-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-12.parquet
  size:    87 KB
  rows:    3,047

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
2017-01-12 00:00:00	ES	Futures	2471.01	2471.83	2470.74	2471.29	2017.0
2017-01-12 00:30:00	ES	Futures	2471.29	2471.56	2470.74	2471.56	1013.0
2017-01-12 01:00:00	ES	Futures	2471.56	2471.83	2471.01	2471.29	1256.0
2017-01-12 01:30:00	ES	Futures	2471.29	2471.29	2470.47	2471.01	1595.0
2017-01-12 02:00:00	ES	Futures	2471.01	2471.56	2470.2	2470.2	3067.0
2017-01-12 02:30:00	ES	Futures	2470.47	2470.47	2468.83	2468.83	4163.0
2017-01-12 03:00:00	ES	Futures	2468.83	2469.92	2467.2	2468.56	13099.0
2017-01-12 03:30:00	ES	Futures	2468.56	2469.38	2466.92	2467.2	10689.0
2017-01-12 04:00:00	ES	Futures	2467.2	2469.92	2466.65	2469.38	10941.0
2017-01-12 04:30:00	ES	Futures	2469.38	2470.2	2468.56	2469.38	4448.0
2017-01-12 05:00:00	ES	Futures	2469.38	2470.74	2469.1	2470.74	4931.0
2017-01-12 05:30:00	ES	Futures	2470.47	2471.29	2469.65	2469.92	3504.0
2017-01-12 06:00:00	ES	Futures	2469.92	2471.29	2469.1	2470.74	4948.0
2017-01-12 06:30:00	ES	Futures	2470.74	2471.29	2470.2	2470.2	4905.0
2017-01-12 07:00:00	ES	Futures	2469.92	2470.74	2469.65	2469.65	6613.0
2017-01-12 07:30:00	ES	Futures	2469.65	2471.83	2469.65	2471.56	9092.0
2017-01-12 08:00:00	ES	Futures	2471.83	2472.38	2470.47	2470.47	7411.0
2017-01-12 08:30:00	ES	Futures	2470.47	2472.38	2470.2	2471.29	10273.0
2017-01-12 09:00:00	ES	Futures	2471.29	2472.1	2469.38	2470.47	16235.0
2017-01-12 09:30:00	ES	Futures	2470.74	2471.29	2463.38	2465.01	220880.0
2017-01-12 10:00:00	ES	Futures	2465.29	2465.56	2456.01	2459.28	241391.0
2017-01-12 10:30:00	ES	Futures	2459.28	2460.92	2456.01	2456.56	132939.0
2017-01-12 11:00:00	ES	Futures	2456.83	2459.56	2453.28	2459.28	160111.0
2017-01-12 11:30:00	ES	Futures	2459.28	2459.56	2456.56	2457.38	66043.0
2017-01-12 12:00:00	ES	Futures	2457.65	2464.47	2457.38	2463.1	97707.0
2017-01-12 12:30:00	ES	Futures	2463.1	2466.1	2462.83	2464.47	82190.0
2017-01-12 13:00:00	ES	Futures	2464.47	2467.47	2463.65	2465.83	77487.0
2017-01-12 13:30:00	ES	Futures	2465.83	2469.38	2465.56	2468.01	57923.0
2017-01-12 14:00:00	ES	Futures	2468.01	2470.2	2466.92	2469.38	52080.0
2017-01-12 14:30:00	ES	Futures	2469.38	2472.38	2468.83	2471.56	83734.0
2017-01-12 15:00:00	ES	Futures	2471.83	2471.83	2468.29	2469.38	59148.0
2017-01-12 15:30:00	ES	Futures	2469.38	2473.74	2469.38	2471.29	176654.0
2017-01-12 16:00:00	ES	Futures	2471.56	2471.83	2469.1	2469.92	76857.0
2017-01-12 16:30:00	ES	Futures	2469.92	2471.01	2469.92	2471.01	4420.0
2017-01-12 18:00:00	ES	Futures	2470.74	2472.38	2470.47	2472.1	3605.0
2017-01-12 18:30:00	ES	Futures	2472.38	2472.38	2471.29	2471.56	1284.0
2017-01-12 19:00:00	ES	Futures	2471.29	2471.83	2470.74	2471.01	1683.0
2017-01-12 19:30:00	ES	Futures	2471.01	2471.29	2470.47	2471.01	1343.0
2017-01-12 20:00:00	ES	Futures	2471.01	2472.1	2470.74	2471.83	1677.0
2017-01-12 20:30:00	ES	Futures	2471.56	2472.1	2471.56	2471.83	1284.0
2017-01-12 21:00:00	ES	Futures	2471.83	2472.1	2471.29	2472.1	1752.0
2017-01-12 21:30:00	ES	Futures	2472.1	2472.65	2471.56	2472.38	1319.0
2017-01-12 22:00:00	ES	Futures	2472.38	2472.92	2472.1	2472.65	1228.0
2017-01-12 22:30:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	844.0
2017-01-12 23:00:00	ES	Futures	2472.65	2472.65	2471.83	2471.83	706.0
2017-01-12 23:30:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	577.0
2017-01-12 00:00:00	NQ	Futures	6008.16	6011.14	6007.86	6008.76	395.0
2017-01-12 00:30:00	NQ	Futures	6009.06	6009.95	6008.16	6009.35	194.0
2017-01-12 01:00:00	NQ	Futures	6009.06	6009.95	6008.46	6008.46	201.0
2017-01-12 01:30:00	NQ	Futures	6008.46	6008.46	6005.77	6006.97	531.0

> showing 50 of 3,047 rows — these rows as CSV

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