PREVIEW / futures_30min / 2017-03-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-17.parquet
  size:    69 KB
  rows:    2,503

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
2017-03-17 00:00:00	ES	Futures	2599.23	2599.23	2598.68	2598.68	593.0
2017-03-17 00:30:00	ES	Futures	2598.96	2598.96	2597.86	2598.14	2170.0
2017-03-17 01:00:00	ES	Futures	2598.14	2598.96	2598.14	2598.41	1672.0
2017-03-17 01:30:00	ES	Futures	2598.41	2598.41	2596.77	2597.04	3200.0
2017-03-17 02:00:00	ES	Futures	2597.04	2597.32	2595.4	2595.95	1921.0
2017-03-17 02:30:00	ES	Futures	2595.68	2596.22	2595.68	2595.68	1195.0
2017-03-17 03:00:00	ES	Futures	2595.95	2596.5	2595.4	2595.95	2940.0
2017-03-17 03:30:00	ES	Futures	2595.95	2596.77	2595.4	2595.95	3438.0
2017-03-17 04:00:00	ES	Futures	2595.95	2596.5	2595.13	2595.68	6961.0
2017-03-17 04:30:00	ES	Futures	2595.4	2597.32	2595.4	2596.5	5247.0
2017-03-17 05:00:00	ES	Futures	2596.5	2598.14	2596.5	2597.59	5115.0
2017-03-17 05:30:00	ES	Futures	2597.59	2598.41	2597.04	2597.86	5413.0
2017-03-17 06:00:00	ES	Futures	2597.59	2598.96	2597.04	2597.59	9261.0
2017-03-17 06:30:00	ES	Futures	2597.59	2599.77	2597.04	2598.68	7603.0
2017-03-17 07:00:00	ES	Futures	2598.68	2600.32	2598.41	2598.68	13005.0
2017-03-17 07:30:00	ES	Futures	2598.96	2599.77	2597.59	2598.41	7787.0
2017-03-17 08:00:00	ES	Futures	2598.41	2599.77	2597.32	2599.77	14527.0
2017-03-17 08:30:00	ES	Futures	2599.77	2601.69	2598.68	2601.41	24107.0
2017-03-17 09:00:00	ES	Futures	2601.41	2602.51	2598.68	2600.59	58950.0
2017-03-17 09:30:00	ES	Futures	2600.87	2601.14	2597.32	2598.41	138650.0
2017-03-17 10:00:00	ES	Futures	2598.68	2599.23	2596.22	2597.86	74245.0
2017-03-17 10:30:00	ES	Futures	2597.86	2598.41	2595.4	2596.5	70479.0
2017-03-17 11:00:00	ES	Futures	2596.5	2596.5	2594.04	2595.4	69587.0
2017-03-17 11:30:00	ES	Futures	2595.4	2597.04	2593.49	2597.04	56948.0
2017-03-17 12:00:00	ES	Futures	2597.04	2598.96	2596.77	2597.32	52761.0
2017-03-17 12:30:00	ES	Futures	2597.59	2598.14	2597.04	2597.59	33210.0
2017-03-17 13:00:00	ES	Futures	2597.59	2600.05	2597.32	2599.77	35005.0
2017-03-17 13:30:00	ES	Futures	2599.77	2600.32	2598.41	2599.23	28633.0
2017-03-17 14:00:00	ES	Futures	2599.5	2602.78	2599.23	2600.59	52717.0
2017-03-17 14:30:00	ES	Futures	2600.59	2601.41	2599.23	2599.23	37401.0
2017-03-17 15:00:00	ES	Futures	2599.5	2600.32	2597.04	2597.59	55378.0
2017-03-17 15:30:00	ES	Futures	2597.86	2597.86	2592.4	2592.67	212655.0
2017-03-17 16:00:00	ES	Futures	2592.67	2596.77	2592.4	2594.59	105944.0
2017-03-17 16:30:00	ES	Futures	2594.59	2595.68	2593.77	2595.13	14261.0
2017-03-17 00:00:00	NQ	Futures	6460.4	6460.4	6459.51	6459.51	145.0
2017-03-17 00:30:00	NQ	Futures	6459.8	6459.8	6458.01	6458.91	461.0
2017-03-17 01:00:00	NQ	Futures	6458.91	6461.0	6458.91	6459.8	360.0
2017-03-17 01:30:00	NQ	Futures	6459.8	6459.8	6457.12	6457.72	544.0
2017-03-17 02:00:00	NQ	Futures	6457.72	6457.72	6454.74	6455.33	567.0
2017-03-17 02:30:00	NQ	Futures	6455.33	6455.63	6453.84	6454.14	409.0
2017-03-17 03:00:00	NQ	Futures	6454.14	6455.63	6453.84	6455.03	689.0
2017-03-17 03:30:00	NQ	Futures	6454.74	6457.42	6453.54	6454.44	645.0
2017-03-17 04:00:00	NQ	Futures	6454.74	6456.82	6452.95	6454.44	1540.0
2017-03-17 04:30:00	NQ	Futures	6454.44	6458.01	6453.54	6456.23	818.0
2017-03-17 05:00:00	NQ	Futures	6455.93	6460.1	6455.93	6459.21	745.0
2017-03-17 05:30:00	NQ	Futures	6458.91	6461.29	6458.91	6460.7	964.0
2017-03-17 06:00:00	NQ	Futures	6460.7	6463.68	6459.8	6461.29	1338.0
2017-03-17 06:30:00	NQ	Futures	6461.59	6465.77	6460.4	6463.38	1511.0
2017-03-17 07:00:00	NQ	Futures	6463.68	6466.06	6462.19	6463.38	1429.0
2017-03-17 07:30:00	NQ	Futures	6463.08	6464.87	6461.0	6462.19	1044.0

> showing 50 of 2,503 rows — these rows as CSV

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