PREVIEW / futures_30min / 2017-04-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-16.parquet
  size:    21 KB
  rows:    548

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
2017-04-16 18:00:00	ES	Futures	2539.14	2542.14	2537.77	2541.32	8695.0
2017-04-16 18:30:00	ES	Futures	2541.6	2542.14	2540.5	2540.5	2389.0
2017-04-16 19:00:00	ES	Futures	2540.78	2541.6	2539.68	2539.96	3249.0
2017-04-16 19:30:00	ES	Futures	2539.96	2541.05	2539.41	2540.23	3554.0
2017-04-16 20:00:00	ES	Futures	2540.23	2542.41	2539.68	2541.32	4017.0
2017-04-16 20:30:00	ES	Futures	2541.32	2541.87	2540.5	2540.78	2792.0
2017-04-16 21:00:00	ES	Futures	2541.05	2541.05	2538.59	2538.86	3675.0
2017-04-16 21:30:00	ES	Futures	2539.14	2539.68	2538.32	2539.41	2823.0
2017-04-16 22:00:00	ES	Futures	2539.41	2540.23	2537.77	2539.14	4168.0
2017-04-16 22:30:00	ES	Futures	2539.41	2539.68	2538.59	2538.86	1880.0
2017-04-16 23:00:00	ES	Futures	2539.14	2539.68	2538.32	2539.14	1856.0
2017-04-16 23:30:00	ES	Futures	2539.41	2540.78	2539.41	2539.96	3052.0
2017-04-16 18:00:00	NQ	Futures	6383.48	6388.25	6380.2	6387.95	1063.0
2017-04-16 18:30:00	NQ	Futures	6387.95	6387.95	6382.88	6383.78	325.0
2017-04-16 19:00:00	NQ	Futures	6383.78	6386.76	6381.69	6382.29	638.0
2017-04-16 19:30:00	NQ	Futures	6382.29	6384.97	6381.69	6383.48	517.0
2017-04-16 20:00:00	NQ	Futures	6383.48	6390.34	6382.59	6387.65	959.0
2017-04-16 20:30:00	NQ	Futures	6387.95	6388.25	6384.37	6386.46	648.0
2017-04-16 21:00:00	NQ	Futures	6386.46	6387.36	6381.39	6382.29	740.0
2017-04-16 21:30:00	NQ	Futures	6381.99	6384.37	6380.5	6382.59	674.0
2017-04-16 22:00:00	NQ	Futures	6382.88	6384.67	6377.52	6383.48	1455.0
2017-04-16 22:30:00	NQ	Futures	6383.18	6384.67	6381.69	6382.88	510.0
2017-04-16 23:00:00	NQ	Futures	6382.88	6385.57	6381.99	6384.37	551.0
2017-04-16 23:30:00	NQ	Futures	6384.37	6388.25	6384.37	6385.57	603.0
2017-04-16 18:00:00	YM	Futures	22148.8	22171.6	22147.7	22162.9	1081.0
2017-04-16 18:30:00	YM	Futures	22162.9	22166.2	22155.3	22156.4	265.0
2017-04-16 19:00:00	YM	Futures	22157.5	22162.9	22151.0	22151.0	536.0
2017-04-16 19:30:00	YM	Futures	22151.0	22158.6	22145.5	22154.2	695.0
2017-04-16 20:00:00	YM	Futures	22153.2	22177.1	22153.2	22170.5	1020.0
2017-04-16 20:30:00	YM	Futures	22170.5	22171.6	22161.8	22166.2	720.0
2017-04-16 21:00:00	YM	Futures	22166.2	22168.4	22149.9	22153.2	881.0
2017-04-16 21:30:00	YM	Futures	22153.2	22157.5	22147.7	22153.2	808.0
2017-04-16 22:00:00	YM	Futures	22153.2	22160.8	22141.2	22153.2	1077.0
2017-04-16 22:30:00	YM	Futures	22153.2	22157.5	22149.9	22154.2	401.0
2017-04-16 23:00:00	YM	Futures	22154.2	22159.7	22151.0	22156.4	405.0
2017-04-16 23:30:00	YM	Futures	22156.4	22170.5	22156.4	22159.7	622.0
2017-04-16 18:00:00	CL	Futures	49.17	49.3	49.14	49.29	372.0
2017-04-16 18:30:00	CL	Futures	49.3	49.31	49.2	49.22	288.0
2017-04-16 19:00:00	CL	Futures	49.22	49.26	49.18	49.2	293.0
2017-04-16 19:30:00	CL	Futures	49.18	49.28	49.17	49.27	218.0
2017-04-16 20:00:00	CL	Futures	49.27	49.29	49.23	49.26	343.0
2017-04-16 20:30:00	CL	Futures	49.25	49.3	49.21	49.22	361.0
2017-04-16 21:00:00	CL	Futures	49.21	49.22	49.17	49.19	508.0
2017-04-16 21:30:00	CL	Futures	49.19	49.19	49.13	49.15	529.0
2017-04-16 22:00:00	CL	Futures	49.15	49.16	48.91	48.97	3299.0
2017-04-16 22:30:00	CL	Futures	48.97	49.01	48.96	48.99	421.0
2017-04-16 23:00:00	CL	Futures	48.99	49.02	48.97	49.0	304.0
2017-04-16 23:30:00	CL	Futures	49.0	49.05	48.98	49.02	490.0
2017-04-16 18:00:00	GC	Futures	1735.0	1740.4	1733.7	1740.1	6179.0
2017-04-16 18:30:00	GC	Futures	1740.1	1740.3	1738.5	1739.3	1536.0

> showing 50 of 548 rows — these rows as CSV

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