PREVIEW / futures_30min / 2017-04-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-24.parquet
  size:    84 KB
  rows:    3,126

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
2017-04-24 00:00:00	ES	Futures	2585.3	2585.57	2584.75	2585.03	1733.0
2017-04-24 00:30:00	ES	Futures	2585.03	2585.84	2584.75	2585.3	2703.0
2017-04-24 01:00:00	ES	Futures	2585.3	2586.66	2585.03	2586.12	4789.0
2017-04-24 01:30:00	ES	Futures	2586.39	2588.03	2585.84	2588.03	6270.0
2017-04-24 02:00:00	ES	Futures	2587.76	2592.4	2587.76	2590.76	24783.0
2017-04-24 02:30:00	ES	Futures	2590.76	2591.03	2589.67	2590.76	6217.0
2017-04-24 03:00:00	ES	Futures	2590.76	2591.58	2588.03	2588.58	20347.0
2017-04-24 03:30:00	ES	Futures	2588.3	2591.58	2588.03	2591.31	13066.0
2017-04-24 04:00:00	ES	Futures	2591.03	2591.85	2590.21	2591.03	6799.0
2017-04-24 04:30:00	ES	Futures	2591.03	2593.22	2590.49	2593.22	13133.0
2017-04-24 05:00:00	ES	Futures	2592.95	2594.59	2591.58	2593.77	15228.0
2017-04-24 05:30:00	ES	Futures	2593.49	2593.77	2592.4	2592.95	5108.0
2017-04-24 06:00:00	ES	Futures	2592.95	2596.77	2592.95	2595.68	17767.0
2017-04-24 06:30:00	ES	Futures	2595.4	2595.95	2594.31	2594.86	4354.0
2017-04-24 07:00:00	ES	Futures	2594.86	2594.86	2592.4	2593.77	10451.0
2017-04-24 07:30:00	ES	Futures	2593.77	2594.59	2591.85	2594.04	12073.0
2017-04-24 08:00:00	ES	Futures	2594.04	2595.13	2593.49	2594.59	13029.0
2017-04-24 08:30:00	ES	Futures	2594.31	2595.13	2591.85	2592.4	22931.0
2017-04-24 09:00:00	ES	Futures	2592.4	2592.95	2588.85	2591.31	31245.0
2017-04-24 09:30:00	ES	Futures	2591.03	2592.13	2586.39	2588.85	184068.0
2017-04-24 10:00:00	ES	Futures	2589.12	2591.58	2588.03	2589.94	106932.0
2017-04-24 10:30:00	ES	Futures	2590.21	2590.49	2586.94	2588.58	94125.0
2017-04-24 11:00:00	ES	Futures	2588.58	2589.94	2584.75	2586.12	95432.0
2017-04-24 11:30:00	ES	Futures	2586.12	2587.76	2584.75	2585.3	78134.0
2017-04-24 12:00:00	ES	Futures	2585.57	2588.85	2585.3	2587.76	46476.0
2017-04-24 12:30:00	ES	Futures	2587.76	2588.58	2586.66	2587.76	32912.0
2017-04-24 13:00:00	ES	Futures	2587.76	2590.49	2587.48	2590.21	55748.0
2017-04-24 13:30:00	ES	Futures	2590.21	2590.49	2588.58	2589.94	33511.0
2017-04-24 14:00:00	ES	Futures	2589.94	2592.67	2588.58	2591.58	81635.0
2017-04-24 14:30:00	ES	Futures	2591.31	2592.67	2589.94	2591.03	54084.0
2017-04-24 15:00:00	ES	Futures	2591.03	2593.77	2590.49	2591.85	69356.0
2017-04-24 15:30:00	ES	Futures	2591.85	2592.67	2589.4	2590.21	148024.0
2017-04-24 16:00:00	ES	Futures	2590.21	2591.03	2587.48	2589.67	98810.0
2017-04-24 16:30:00	ES	Futures	2589.4	2590.49	2589.4	2589.4	6365.0
2017-04-24 18:00:00	ES	Futures	2589.4	2589.67	2587.48	2588.03	2504.0
2017-04-24 18:30:00	ES	Futures	2588.3	2589.67	2588.03	2589.12	1760.0
2017-04-24 19:00:00	ES	Futures	2588.85	2589.4	2588.3	2588.58	958.0
2017-04-24 19:30:00	ES	Futures	2588.3	2589.4	2587.48	2588.03	2543.0
2017-04-24 20:00:00	ES	Futures	2587.76	2589.12	2587.76	2588.3	2948.0
2017-04-24 20:30:00	ES	Futures	2588.3	2589.12	2588.3	2589.12	1393.0
2017-04-24 21:00:00	ES	Futures	2589.12	2589.12	2588.03	2588.85	1842.0
2017-04-24 21:30:00	ES	Futures	2588.85	2591.31	2588.58	2590.49	3676.0
2017-04-24 22:00:00	ES	Futures	2590.49	2592.67	2590.49	2591.31	4448.0
2017-04-24 22:30:00	ES	Futures	2591.58	2592.4	2591.58	2591.85	2568.0
2017-04-24 23:00:00	ES	Futures	2591.85	2592.67	2591.58	2592.4	1741.0
2017-04-24 23:30:00	ES	Futures	2592.13	2592.4	2591.03	2592.13	2791.0
2017-04-24 00:00:00	NQ	Futures	6544.77	6545.07	6541.49	6542.98	297.0
2017-04-24 00:30:00	NQ	Futures	6542.98	6544.77	6542.09	6543.88	359.0
2017-04-24 01:00:00	NQ	Futures	6544.18	6547.76	6543.28	6547.46	610.0
2017-04-24 01:30:00	NQ	Futures	6547.16	6551.63	6546.56	6550.74	978.0

> showing 50 of 3,126 rows — these rows as CSV

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