PREVIEW / futures_30min / 2017-06-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-06.parquet
  size:    79 KB
  rows:    3,057

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
2017-06-06 00:00:00	ES	Futures	2657.95	2658.23	2657.68	2657.95	584.0
2017-06-06 00:30:00	ES	Futures	2657.95	2658.23	2657.95	2658.23	776.0
2017-06-06 01:00:00	ES	Futures	2658.23	2658.5	2657.95	2657.95	1142.0
2017-06-06 01:30:00	ES	Futures	2658.23	2658.23	2655.77	2656.32	5502.0
2017-06-06 02:00:00	ES	Futures	2656.59	2656.86	2654.4	2654.68	8578.0
2017-06-06 02:30:00	ES	Futures	2654.68	2656.04	2654.68	2655.5	3182.0
2017-06-06 03:00:00	ES	Futures	2655.77	2656.59	2654.4	2656.32	11602.0
2017-06-06 03:30:00	ES	Futures	2656.32	2657.41	2655.77	2656.59	7002.0
2017-06-06 04:00:00	ES	Futures	2656.86	2657.68	2655.77	2656.32	8921.0
2017-06-06 04:30:00	ES	Futures	2656.32	2658.23	2656.32	2657.13	4863.0
2017-06-06 05:00:00	ES	Futures	2657.41	2657.95	2655.77	2657.13	6549.0
2017-06-06 05:30:00	ES	Futures	2657.13	2657.68	2656.04	2656.86	4009.0
2017-06-06 06:00:00	ES	Futures	2656.86	2657.13	2655.5	2655.5	4319.0
2017-06-06 06:30:00	ES	Futures	2655.5	2656.32	2654.68	2654.68	5815.0
2017-06-06 07:00:00	ES	Futures	2654.68	2655.22	2651.67	2651.95	19838.0
2017-06-06 07:30:00	ES	Futures	2651.95	2653.58	2650.85	2653.04	18323.0
2017-06-06 08:00:00	ES	Futures	2653.04	2653.58	2652.49	2653.04	8193.0
2017-06-06 08:30:00	ES	Futures	2653.04	2654.13	2653.04	2653.86	9663.0
2017-06-06 09:00:00	ES	Futures	2653.86	2654.13	2652.49	2653.86	16990.0
2017-06-06 09:30:00	ES	Futures	2653.58	2657.95	2651.67	2657.41	154508.0
2017-06-06 10:00:00	ES	Futures	2657.68	2659.59	2655.5	2658.5	106844.0
2017-06-06 10:30:00	ES	Futures	2658.23	2658.5	2656.04	2656.59	74339.0
2017-06-06 11:00:00	ES	Futures	2656.32	2656.86	2654.4	2655.5	70880.0
2017-06-06 11:30:00	ES	Futures	2655.5	2659.59	2654.95	2657.68	65406.0
2017-06-06 12:00:00	ES	Futures	2657.68	2658.5	2656.59	2657.13	45562.0
2017-06-06 12:30:00	ES	Futures	2657.41	2658.23	2656.32	2657.95	36342.0
2017-06-06 13:00:00	ES	Futures	2657.68	2658.23	2654.95	2656.04	47484.0
2017-06-06 13:30:00	ES	Futures	2655.77	2656.32	2654.95	2656.32	52450.0
2017-06-06 14:00:00	ES	Futures	2656.32	2658.23	2656.04	2657.95	37055.0
2017-06-06 14:30:00	ES	Futures	2657.68	2661.23	2657.68	2659.87	80188.0
2017-06-06 15:00:00	ES	Futures	2660.14	2660.69	2655.5	2656.04	74862.0
2017-06-06 15:30:00	ES	Futures	2656.04	2656.32	2652.49	2653.58	173390.0
2017-06-06 16:00:00	ES	Futures	2653.31	2656.32	2652.76	2655.77	73903.0
2017-06-06 16:30:00	ES	Futures	2655.77	2656.04	2654.4	2654.95	5103.0
2017-06-06 18:00:00	ES	Futures	2654.4	2655.77	2654.13	2655.22	2668.0
2017-06-06 18:30:00	ES	Futures	2655.22	2656.04	2655.22	2656.04	1099.0
2017-06-06 19:00:00	ES	Futures	2655.77	2656.04	2655.22	2655.22	801.0
2017-06-06 19:30:00	ES	Futures	2655.5	2656.04	2655.22	2655.77	823.0
2017-06-06 20:00:00	ES	Futures	2655.5	2657.13	2655.5	2656.32	4053.0
2017-06-06 20:30:00	ES	Futures	2656.32	2656.59	2655.77	2656.59	1588.0
2017-06-06 21:00:00	ES	Futures	2656.59	2657.95	2656.32	2656.59	2565.0
2017-06-06 21:30:00	ES	Futures	2656.86	2657.68	2656.59	2657.13	1381.0
2017-06-06 22:00:00	ES	Futures	2656.86	2657.41	2656.86	2657.13	609.0
2017-06-06 22:30:00	ES	Futures	2656.86	2657.95	2656.86	2657.41	1413.0
2017-06-06 23:00:00	ES	Futures	2657.13	2657.41	2657.13	2657.13	203.0
2017-06-06 23:30:00	ES	Futures	2657.41	2657.68	2657.41	2657.41	443.0
2017-06-06 00:00:00	NQ	Futures	7010.47	7011.06	7008.68	7010.47	158.0
2017-06-06 00:30:00	NQ	Futures	7010.47	7011.36	7009.87	7010.77	104.0
2017-06-06 01:00:00	NQ	Futures	7010.77	7011.96	7010.17	7011.06	149.0
2017-06-06 01:30:00	NQ	Futures	7011.06	7011.06	7003.91	7005.4	975.0

> showing 50 of 3,057 rows — these rows as CSV

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