PREVIEW / futures_30min / 2017-02-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-17.parquet
  size:    71 KB
  rows:    2,552

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
2017-02-17 00:00:00	ES	Futures	2558.03	2558.57	2558.03	2558.3	534.0
2017-02-17 00:30:00	ES	Futures	2558.3	2558.57	2558.03	2558.03	454.0
2017-02-17 01:00:00	ES	Futures	2558.3	2558.57	2557.75	2558.03	368.0
2017-02-17 01:30:00	ES	Futures	2557.75	2558.03	2556.39	2556.39	1924.0
2017-02-17 02:00:00	ES	Futures	2556.66	2558.03	2556.39	2557.21	1507.0
2017-02-17 02:30:00	ES	Futures	2557.21	2557.75	2556.39	2556.66	3190.0
2017-02-17 03:00:00	ES	Futures	2556.94	2558.03	2555.57	2555.84	9089.0
2017-02-17 03:30:00	ES	Futures	2555.84	2556.39	2554.21	2555.3	6752.0
2017-02-17 04:00:00	ES	Futures	2555.3	2555.84	2552.3	2552.57	14092.0
2017-02-17 04:30:00	ES	Futures	2552.57	2553.66	2551.48	2552.84	13004.0
2017-02-17 05:00:00	ES	Futures	2552.57	2552.84	2550.66	2551.75	9864.0
2017-02-17 05:30:00	ES	Futures	2551.75	2552.84	2551.21	2551.48	8024.0
2017-02-17 06:00:00	ES	Futures	2551.48	2551.48	2549.84	2550.94	7508.0
2017-02-17 06:30:00	ES	Futures	2550.66	2554.21	2550.66	2553.39	14773.0
2017-02-17 07:00:00	ES	Futures	2553.12	2554.48	2553.12	2553.94	10318.0
2017-02-17 07:30:00	ES	Futures	2553.94	2554.21	2552.57	2553.39	13281.0
2017-02-17 08:00:00	ES	Futures	2553.66	2553.66	2549.3	2550.12	25927.0
2017-02-17 08:30:00	ES	Futures	2550.12	2552.84	2549.84	2552.3	23653.0
2017-02-17 09:00:00	ES	Futures	2552.57	2553.39	2549.57	2550.39	51373.0
2017-02-17 09:30:00	ES	Futures	2550.66	2556.12	2550.12	2554.48	215479.0
2017-02-17 10:00:00	ES	Futures	2554.75	2556.66	2553.39	2555.3	112207.0
2017-02-17 10:30:00	ES	Futures	2555.57	2556.12	2552.84	2553.39	96914.0
2017-02-17 11:00:00	ES	Futures	2553.12	2555.03	2550.66	2552.03	87619.0
2017-02-17 11:30:00	ES	Futures	2552.3	2554.75	2551.75	2553.66	58173.0
2017-02-17 12:00:00	ES	Futures	2553.94	2556.12	2553.12	2555.03	48806.0
2017-02-17 12:30:00	ES	Futures	2555.3	2555.57	2553.94	2555.3	37563.0
2017-02-17 13:00:00	ES	Futures	2555.57	2555.57	2553.39	2554.75	31832.0
2017-02-17 13:30:00	ES	Futures	2555.03	2556.12	2554.48	2555.03	38382.0
2017-02-17 14:00:00	ES	Futures	2555.3	2557.48	2554.75	2556.94	43689.0
2017-02-17 14:30:00	ES	Futures	2556.94	2558.85	2556.94	2557.21	48408.0
2017-02-17 15:00:00	ES	Futures	2557.48	2559.39	2557.21	2559.12	58451.0
2017-02-17 15:30:00	ES	Futures	2559.12	2562.66	2558.57	2562.12	166669.0
2017-02-17 16:00:00	ES	Futures	2562.12	2562.66	2561.3	2561.3	80826.0
2017-02-17 16:30:00	ES	Futures	2561.57	2562.66	2561.3	2562.39	7513.0
2017-02-17 00:00:00	NQ	Futures	6322.29	6324.38	6321.99	6324.38	367.0
2017-02-17 00:30:00	NQ	Futures	6324.08	6324.08	6322.59	6322.89	182.0
2017-02-17 01:00:00	NQ	Futures	6322.89	6323.78	6321.99	6322.29	183.0
2017-02-17 01:30:00	NQ	Futures	6321.99	6321.99	6319.61	6320.2	506.0
2017-02-17 02:00:00	NQ	Futures	6320.2	6322.59	6319.91	6321.1	556.0
2017-02-17 02:30:00	NQ	Futures	6321.7	6323.19	6319.91	6321.99	726.0
2017-02-17 03:00:00	NQ	Futures	6322.59	6324.38	6318.71	6319.01	1828.0
2017-02-17 03:30:00	NQ	Futures	6319.31	6321.99	6316.92	6321.4	1831.0
2017-02-17 04:00:00	NQ	Futures	6321.1	6322.29	6313.64	6313.64	2069.0
2017-02-17 04:30:00	NQ	Futures	6313.64	6315.43	6311.55	6315.13	1858.0
2017-02-17 05:00:00	NQ	Futures	6315.13	6315.13	6309.17	6313.04	1429.0
2017-02-17 05:30:00	NQ	Futures	6313.04	6315.43	6311.55	6312.15	1166.0
2017-02-17 06:00:00	NQ	Futures	6312.45	6312.75	6308.57	6311.55	1165.0
2017-02-17 06:30:00	NQ	Futures	6311.25	6318.71	6311.25	6316.92	1712.0
2017-02-17 07:00:00	NQ	Futures	6316.62	6319.01	6314.24	6316.92	2517.0
2017-02-17 07:30:00	NQ	Futures	6316.92	6319.01	6315.13	6317.22	1382.0

> showing 50 of 2,552 rows — these rows as CSV

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