PREVIEW / futures_30min / 2017-02-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-07.parquet
  size:    85 KB
  rows:    3,112

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
2017-02-07 00:00:00	ES	Futures	2494.74	2495.29	2494.2	2494.74	1909.0
2017-02-07 00:30:00	ES	Futures	2494.74	2495.02	2494.2	2494.74	543.0
2017-02-07 01:00:00	ES	Futures	2494.74	2495.02	2494.2	2494.47	744.0
2017-02-07 01:30:00	ES	Futures	2494.47	2494.74	2494.2	2494.2	681.0
2017-02-07 02:00:00	ES	Futures	2494.2	2494.2	2493.38	2494.2	4339.0
2017-02-07 02:30:00	ES	Futures	2493.93	2495.02	2493.65	2493.93	3219.0
2017-02-07 03:00:00	ES	Futures	2494.2	2495.84	2493.38	2493.93	9880.0
2017-02-07 03:30:00	ES	Futures	2494.2	2496.38	2494.2	2495.84	6086.0
2017-02-07 04:00:00	ES	Futures	2496.11	2496.93	2495.56	2495.84	5035.0
2017-02-07 04:30:00	ES	Futures	2496.11	2499.38	2495.56	2499.11	8842.0
2017-02-07 05:00:00	ES	Futures	2499.11	2499.93	2498.02	2498.02	6931.0
2017-02-07 05:30:00	ES	Futures	2498.02	2499.11	2498.02	2499.11	2581.0
2017-02-07 06:00:00	ES	Futures	2499.11	2501.56	2498.84	2501.02	11053.0
2017-02-07 06:30:00	ES	Futures	2501.02	2502.93	2501.02	2502.38	9816.0
2017-02-07 07:00:00	ES	Futures	2502.38	2502.38	2500.75	2502.11	7280.0
2017-02-07 07:30:00	ES	Futures	2502.11	2502.93	2500.47	2500.75	10891.0
2017-02-07 08:00:00	ES	Futures	2501.02	2501.56	2500.2	2500.75	11579.0
2017-02-07 08:30:00	ES	Futures	2501.02	2501.29	2500.2	2500.47	9155.0
2017-02-07 09:00:00	ES	Futures	2500.2	2501.29	2500.2	2501.02	15761.0
2017-02-07 09:30:00	ES	Futures	2501.02	2504.02	2498.84	2501.84	156762.0
2017-02-07 10:00:00	ES	Futures	2501.84	2503.47	2500.75	2501.56	57631.0
2017-02-07 10:30:00	ES	Futures	2501.56	2502.93	2500.47	2501.84	48908.0
2017-02-07 11:00:00	ES	Futures	2501.84	2503.47	2497.2	2498.29	97708.0
2017-02-07 11:30:00	ES	Futures	2498.02	2500.2	2497.75	2499.38	60818.0
2017-02-07 12:00:00	ES	Futures	2499.38	2501.02	2495.84	2496.11	74941.0
2017-02-07 12:30:00	ES	Futures	2496.38	2497.75	2493.38	2494.47	95168.0
2017-02-07 13:00:00	ES	Futures	2494.47	2496.65	2493.65	2496.11	67486.0
2017-02-07 13:30:00	ES	Futures	2496.11	2498.02	2495.84	2496.38	52294.0
2017-02-07 14:00:00	ES	Futures	2496.38	2497.47	2495.02	2495.84	39176.0
2017-02-07 14:30:00	ES	Futures	2496.11	2497.47	2495.29	2496.38	43490.0
2017-02-07 15:00:00	ES	Futures	2496.65	2498.56	2495.84	2496.93	64156.0
2017-02-07 15:30:00	ES	Futures	2496.65	2496.65	2494.2	2496.11	116310.0
2017-02-07 16:00:00	ES	Futures	2496.38	2497.2	2495.84	2496.38	61318.0
2017-02-07 16:30:00	ES	Futures	2496.11	2496.38	2493.93	2493.93	6609.0
2017-02-07 18:00:00	ES	Futures	2493.93	2494.47	2492.29	2493.93	5872.0
2017-02-07 18:30:00	ES	Futures	2494.2	2494.74	2493.65	2493.93	1885.0
2017-02-07 19:00:00	ES	Futures	2493.93	2494.74	2493.65	2494.47	2143.0
2017-02-07 19:30:00	ES	Futures	2494.74	2495.29	2494.47	2494.74	1050.0
2017-02-07 20:00:00	ES	Futures	2494.74	2496.11	2493.65	2494.2	3326.0
2017-02-07 20:30:00	ES	Futures	2494.2	2494.2	2493.11	2493.38	1386.0
2017-02-07 21:00:00	ES	Futures	2493.11	2494.74	2493.11	2493.93	1314.0
2017-02-07 21:30:00	ES	Futures	2493.65	2493.93	2492.84	2493.65	1408.0
2017-02-07 22:00:00	ES	Futures	2493.93	2494.47	2493.65	2494.47	883.0
2017-02-07 22:30:00	ES	Futures	2494.2	2494.74	2494.2	2494.47	586.0
2017-02-07 23:00:00	ES	Futures	2494.47	2495.56	2494.2	2495.56	945.0
2017-02-07 23:30:00	ES	Futures	2495.56	2495.56	2495.02	2495.29	653.0
2017-02-07 00:00:00	NQ	Futures	6156.43	6158.22	6156.13	6157.92	538.0
2017-02-07 00:30:00	NQ	Futures	6157.92	6158.22	6156.13	6157.02	198.0
2017-02-07 01:00:00	NQ	Futures	6157.02	6157.62	6156.43	6156.72	195.0
2017-02-07 01:30:00	NQ	Futures	6156.72	6157.62	6156.72	6157.02	245.0

> showing 50 of 3,112 rows — these rows as CSV

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