PREVIEW / futures_30min / 2017-05-31

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-31.parquet
  size:    82 KB
  rows:    3,123

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
2017-05-31 00:00:00	ES	Futures	2635.01	2635.28	2634.74	2635.28	454.0
2017-05-31 00:30:00	ES	Futures	2635.01	2635.28	2634.46	2635.01	637.0
2017-05-31 01:00:00	ES	Futures	2635.01	2635.28	2634.46	2634.46	597.0
2017-05-31 01:30:00	ES	Futures	2634.74	2634.74	2634.19	2634.46	1456.0
2017-05-31 02:00:00	ES	Futures	2634.19	2635.56	2634.19	2635.28	3691.0
2017-05-31 02:30:00	ES	Futures	2635.56	2636.1	2635.01	2635.83	2812.0
2017-05-31 03:00:00	ES	Futures	2635.83	2636.92	2635.28	2635.83	10323.0
2017-05-31 03:30:00	ES	Futures	2635.83	2636.38	2634.19	2635.28	6073.0
2017-05-31 04:00:00	ES	Futures	2635.28	2636.1	2634.19	2634.46	5408.0
2017-05-31 04:30:00	ES	Futures	2634.46	2635.56	2634.19	2634.74	3480.0
2017-05-31 05:00:00	ES	Futures	2635.01	2635.28	2633.64	2634.46	5478.0
2017-05-31 05:30:00	ES	Futures	2634.46	2635.28	2634.19	2634.74	4066.0
2017-05-31 06:00:00	ES	Futures	2634.46	2635.01	2633.92	2634.74	6449.0
2017-05-31 06:30:00	ES	Futures	2634.74	2637.2	2634.46	2636.38	11648.0
2017-05-31 07:00:00	ES	Futures	2636.65	2638.01	2636.38	2637.74	6450.0
2017-05-31 07:30:00	ES	Futures	2637.47	2639.38	2637.2	2638.29	11479.0
2017-05-31 08:00:00	ES	Futures	2638.29	2640.47	2638.29	2640.2	13356.0
2017-05-31 08:30:00	ES	Futures	2639.93	2640.2	2638.56	2639.38	9403.0
2017-05-31 09:00:00	ES	Futures	2639.38	2639.93	2637.74	2638.01	14760.0
2017-05-31 09:30:00	ES	Futures	2638.01	2638.83	2627.91	2628.73	199160.0
2017-05-31 10:00:00	ES	Futures	2628.73	2629.27	2625.18	2628.73	239873.0
2017-05-31 10:30:00	ES	Futures	2628.45	2633.1	2627.36	2632.83	126682.0
2017-05-31 11:00:00	ES	Futures	2632.55	2633.37	2628.45	2629.82	121869.0
2017-05-31 11:30:00	ES	Futures	2629.55	2630.37	2626.82	2630.09	107744.0
2017-05-31 12:00:00	ES	Futures	2630.09	2632.01	2629.55	2630.09	66714.0
2017-05-31 12:30:00	ES	Futures	2630.09	2630.64	2628.45	2629.0	32696.0
2017-05-31 13:00:00	ES	Futures	2629.0	2632.55	2628.73	2629.27	59350.0
2017-05-31 13:30:00	ES	Futures	2629.27	2630.37	2628.18	2629.0	40944.0
2017-05-31 14:00:00	ES	Futures	2629.0	2630.37	2626.27	2630.09	67180.0
2017-05-31 14:30:00	ES	Futures	2630.09	2631.73	2629.27	2630.09	52563.0
2017-05-31 15:00:00	ES	Futures	2630.09	2633.1	2629.0	2632.55	80217.0
2017-05-31 15:30:00	ES	Futures	2632.55	2635.01	2632.28	2633.37	227563.0
2017-05-31 16:00:00	ES	Futures	2633.64	2638.29	2633.37	2637.2	137973.0
2017-05-31 16:30:00	ES	Futures	2637.2	2638.56	2636.92	2637.74	10239.0
2017-05-31 18:00:00	ES	Futures	2637.2	2637.74	2636.1	2636.65	4477.0
2017-05-31 18:30:00	ES	Futures	2636.65	2636.92	2635.56	2635.83	1880.0
2017-05-31 19:00:00	ES	Futures	2635.83	2636.65	2635.83	2636.38	838.0
2017-05-31 19:30:00	ES	Futures	2636.38	2636.92	2635.28	2635.56	2421.0
2017-05-31 20:00:00	ES	Futures	2635.56	2636.65	2635.28	2636.38	3184.0
2017-05-31 20:30:00	ES	Futures	2636.65	2637.47	2636.38	2636.92	2620.0
2017-05-31 21:00:00	ES	Futures	2636.92	2638.01	2636.65	2636.65	3296.0
2017-05-31 21:30:00	ES	Futures	2636.38	2637.47	2634.46	2634.74	6538.0
2017-05-31 22:00:00	ES	Futures	2634.74	2635.56	2633.64	2635.56	5653.0
2017-05-31 22:30:00	ES	Futures	2635.56	2636.65	2635.28	2636.38	1905.0
2017-05-31 23:00:00	ES	Futures	2636.38	2636.92	2636.1	2636.38	1028.0
2017-05-31 23:30:00	ES	Futures	2636.65	2636.92	2635.83	2636.38	768.0
2017-05-31 00:00:00	NQ	Futures	6912.98	6914.17	6912.38	6914.17	212.0
2017-05-31 00:30:00	NQ	Futures	6913.87	6914.47	6912.08	6912.38	161.0
2017-05-31 01:00:00	NQ	Futures	6912.68	6914.47	6911.78	6912.38	224.0
2017-05-31 01:30:00	NQ	Futures	6912.38	6912.98	6910.59	6912.08	317.0

> showing 50 of 3,123 rows — these rows as CSV

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