PREVIEW / futures_30min / 2017-01-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-01-25.parquet
  size:    88 KB
  rows:    3,118

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
2017-01-25 00:00:00	ES	Futures	2483.56	2483.83	2483.02	2483.83	1099.0
2017-01-25 00:30:00	ES	Futures	2483.83	2484.38	2483.56	2483.83	1076.0
2017-01-25 01:00:00	ES	Futures	2484.11	2485.74	2483.83	2484.65	2745.0
2017-01-25 01:30:00	ES	Futures	2484.65	2485.2	2484.65	2484.65	684.0
2017-01-25 02:00:00	ES	Futures	2484.93	2486.02	2484.65	2485.47	3060.0
2017-01-25 02:30:00	ES	Futures	2485.74	2486.56	2485.47	2486.02	4627.0
2017-01-25 03:00:00	ES	Futures	2486.02	2487.93	2485.2	2487.65	11215.0
2017-01-25 03:30:00	ES	Futures	2487.93	2490.11	2487.65	2489.83	18797.0
2017-01-25 04:00:00	ES	Futures	2489.83	2490.11	2489.02	2489.83	9125.0
2017-01-25 04:30:00	ES	Futures	2489.83	2490.11	2487.38	2487.38	6889.0
2017-01-25 05:00:00	ES	Futures	2487.38	2487.93	2487.11	2487.38	3055.0
2017-01-25 05:30:00	ES	Futures	2487.65	2489.56	2487.38	2489.02	6152.0
2017-01-25 06:00:00	ES	Futures	2489.02	2489.56	2488.47	2489.02	3427.0
2017-01-25 06:30:00	ES	Futures	2489.02	2489.29	2487.93	2488.2	2554.0
2017-01-25 07:00:00	ES	Futures	2488.47	2489.56	2487.93	2489.29	6613.0
2017-01-25 07:30:00	ES	Futures	2489.56	2491.74	2489.29	2491.47	13209.0
2017-01-25 08:00:00	ES	Futures	2491.47	2491.74	2490.38	2490.65	7000.0
2017-01-25 08:30:00	ES	Futures	2490.65	2493.11	2490.65	2492.02	21296.0
2017-01-25 09:00:00	ES	Futures	2491.74	2494.74	2491.74	2494.74	27701.0
2017-01-25 09:30:00	ES	Futures	2494.74	2496.93	2492.29	2496.93	185080.0
2017-01-25 10:00:00	ES	Futures	2496.93	2498.84	2495.84	2495.84	115530.0
2017-01-25 10:30:00	ES	Futures	2496.11	2499.93	2495.56	2499.11	78322.0
2017-01-25 11:00:00	ES	Futures	2499.11	2501.56	2498.56	2499.65	90214.0
2017-01-25 11:30:00	ES	Futures	2499.65	2499.65	2495.84	2498.02	83182.0
2017-01-25 12:00:00	ES	Futures	2498.02	2499.11	2497.2	2498.56	54042.0
2017-01-25 12:30:00	ES	Futures	2498.56	2499.65	2497.2	2499.38	37177.0
2017-01-25 13:00:00	ES	Futures	2499.65	2501.02	2499.11	2500.75	34810.0
2017-01-25 13:30:00	ES	Futures	2500.75	2502.11	2499.11	2502.11	48022.0
2017-01-25 14:00:00	ES	Futures	2502.11	2503.2	2501.29	2502.66	45217.0
2017-01-25 14:30:00	ES	Futures	2502.66	2502.93	2499.93	2499.93	46414.0
2017-01-25 15:00:00	ES	Futures	2499.93	2501.84	2498.84	2501.56	86150.0
2017-01-25 15:30:00	ES	Futures	2501.56	2504.29	2501.02	2503.47	203744.0
2017-01-25 16:00:00	ES	Futures	2503.47	2504.02	2501.84	2502.66	86040.0
2017-01-25 16:30:00	ES	Futures	2502.66	2502.93	2501.84	2502.66	6599.0
2017-01-25 18:00:00	ES	Futures	2502.66	2502.93	2501.84	2502.38	2598.0
2017-01-25 18:30:00	ES	Futures	2502.11	2502.93	2501.84	2501.84	1251.0
2017-01-25 19:00:00	ES	Futures	2501.84	2502.11	2500.47	2501.02	4076.0
2017-01-25 19:30:00	ES	Futures	2501.02	2502.93	2501.02	2502.11	2683.0
2017-01-25 20:00:00	ES	Futures	2502.11	2503.2	2501.56	2501.56	2602.0
2017-01-25 20:30:00	ES	Futures	2501.84	2502.38	2501.56	2502.38	1461.0
2017-01-25 21:00:00	ES	Futures	2502.38	2506.75	2502.11	2506.47	8955.0
2017-01-25 21:30:00	ES	Futures	2506.2	2507.02	2505.66	2505.93	2910.0
2017-01-25 22:00:00	ES	Futures	2505.93	2507.29	2505.93	2507.02	2224.0
2017-01-25 22:30:00	ES	Futures	2506.75	2507.02	2506.2	2507.02	1613.0
2017-01-25 23:00:00	ES	Futures	2507.02	2507.29	2506.75	2507.29	1019.0
2017-01-25 23:30:00	ES	Futures	2507.02	2508.11	2506.47	2507.02	3834.0
2017-01-25 00:00:00	NQ	Futures	6089.9	6090.5	6089.01	6090.5	311.0
2017-01-25 00:30:00	NQ	Futures	6090.8	6091.39	6089.6	6090.2	464.0
2017-01-25 01:00:00	NQ	Futures	6090.5	6095.87	6090.5	6094.67	1029.0
2017-01-25 01:30:00	NQ	Futures	6094.67	6095.27	6094.08	6094.67	366.0

> showing 50 of 3,118 rows — these rows as CSV

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