PREVIEW / futures_30min / 2017-02-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-10.parquet
  size:    70 KB
  rows:    2,524

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
2017-02-10 00:00:00	ES	Futures	2517.38	2517.38	2516.02	2516.57	2076.0
2017-02-10 00:30:00	ES	Futures	2516.84	2517.66	2516.84	2517.11	1306.0
2017-02-10 01:00:00	ES	Futures	2517.38	2518.2	2517.11	2518.2	1702.0
2017-02-10 01:30:00	ES	Futures	2518.2	2518.75	2517.93	2518.75	1940.0
2017-02-10 02:00:00	ES	Futures	2518.75	2519.84	2518.48	2518.75	5819.0
2017-02-10 02:30:00	ES	Futures	2518.48	2519.57	2517.93	2518.48	3753.0
2017-02-10 03:00:00	ES	Futures	2518.48	2518.75	2516.84	2517.11	8350.0
2017-02-10 03:30:00	ES	Futures	2517.11	2517.38	2516.02	2516.29	5552.0
2017-02-10 04:00:00	ES	Futures	2516.29	2517.93	2516.29	2517.11	5331.0
2017-02-10 04:30:00	ES	Futures	2517.11	2517.93	2516.02	2517.38	4551.0
2017-02-10 05:00:00	ES	Futures	2517.66	2517.93	2516.57	2516.84	3499.0
2017-02-10 05:30:00	ES	Futures	2516.84	2517.11	2514.93	2515.2	6584.0
2017-02-10 06:00:00	ES	Futures	2515.2	2516.29	2514.66	2516.02	4604.0
2017-02-10 06:30:00	ES	Futures	2515.75	2516.29	2515.2	2515.2	3754.0
2017-02-10 07:00:00	ES	Futures	2515.2	2516.84	2515.2	2516.84	6717.0
2017-02-10 07:30:00	ES	Futures	2516.84	2517.66	2516.57	2517.11	5889.0
2017-02-10 08:00:00	ES	Futures	2517.38	2517.66	2516.29	2516.57	6048.0
2017-02-10 08:30:00	ES	Futures	2516.84	2517.66	2516.29	2517.11	7078.0
2017-02-10 09:00:00	ES	Futures	2516.84	2519.02	2516.84	2518.2	18465.0
2017-02-10 09:30:00	ES	Futures	2518.2	2520.38	2516.84	2519.02	159653.0
2017-02-10 10:00:00	ES	Futures	2519.29	2519.84	2517.11	2519.29	84189.0
2017-02-10 10:30:00	ES	Futures	2519.29	2522.02	2518.75	2520.66	112026.0
2017-02-10 11:00:00	ES	Futures	2520.66	2520.93	2518.75	2519.57	66106.0
2017-02-10 11:30:00	ES	Futures	2519.29	2520.93	2518.75	2520.93	49966.0
2017-02-10 12:00:00	ES	Futures	2520.93	2522.57	2519.84	2522.29	46841.0
2017-02-10 12:30:00	ES	Futures	2522.29	2524.2	2522.02	2523.11	52922.0
2017-02-10 13:00:00	ES	Futures	2523.39	2525.57	2522.84	2524.2	64287.0
2017-02-10 13:30:00	ES	Futures	2523.93	2526.66	2523.66	2524.48	59623.0
2017-02-10 14:00:00	ES	Futures	2524.48	2525.84	2523.66	2524.75	48595.0
2017-02-10 14:30:00	ES	Futures	2524.48	2525.29	2522.29	2522.57	39340.0
2017-02-10 15:00:00	ES	Futures	2522.84	2524.48	2522.57	2523.39	48958.0
2017-02-10 15:30:00	ES	Futures	2523.66	2525.02	2522.57	2523.39	132732.0
2017-02-10 16:00:00	ES	Futures	2523.39	2523.93	2522.57	2523.39	64412.0
2017-02-10 16:30:00	ES	Futures	2523.39	2524.2	2523.11	2523.93	6807.0
2017-02-10 00:00:00	NQ	Futures	6229.81	6230.11	6227.72	6228.92	555.0
2017-02-10 00:30:00	NQ	Futures	6228.92	6231.9	6228.92	6230.71	539.0
2017-02-10 01:00:00	NQ	Futures	6230.71	6234.29	6230.71	6233.69	732.0
2017-02-10 01:30:00	NQ	Futures	6233.69	6234.59	6232.8	6233.69	404.0
2017-02-10 02:00:00	NQ	Futures	6233.69	6237.57	6233.69	6234.59	1197.0
2017-02-10 02:30:00	NQ	Futures	6234.88	6237.27	6233.69	6234.88	756.0
2017-02-10 03:00:00	NQ	Futures	6234.88	6236.08	6230.71	6231.6	1748.0
2017-02-10 03:30:00	NQ	Futures	6231.6	6232.2	6228.62	6228.62	1218.0
2017-02-10 04:00:00	NQ	Futures	6229.22	6233.09	6228.62	6230.41	806.0
2017-02-10 04:30:00	NQ	Futures	6230.41	6231.6	6227.13	6230.71	682.0
2017-02-10 05:00:00	NQ	Futures	6230.71	6231.3	6228.02	6228.32	637.0
2017-02-10 05:30:00	NQ	Futures	6228.32	6228.62	6223.85	6224.44	871.0
2017-02-10 06:00:00	NQ	Futures	6224.44	6226.83	6222.95	6225.64	687.0
2017-02-10 06:30:00	NQ	Futures	6225.64	6226.53	6223.85	6224.74	511.0
2017-02-10 07:00:00	NQ	Futures	6225.04	6227.43	6224.74	6226.83	759.0
2017-02-10 07:30:00	NQ	Futures	6227.13	6229.22	6227.13	6228.92	777.0

> showing 50 of 2,524 rows — these rows as CSV

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