PREVIEW / futures_30min / 2017-06-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-16.parquet
  size:    68 KB
  rows:    2,493

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
2017-06-16 00:00:00	ES	Futures	2662.87	2663.42	2662.32	2662.6	1021.0
2017-06-16 00:30:00	ES	Futures	2662.6	2662.6	2662.05	2662.32	651.0
2017-06-16 01:00:00	ES	Futures	2662.32	2662.32	2661.78	2661.78	902.0
2017-06-16 01:30:00	ES	Futures	2662.05	2662.32	2661.23	2661.78	1941.0
2017-06-16 02:00:00	ES	Futures	2661.78	2663.14	2661.5	2662.6	4132.0
2017-06-16 02:30:00	ES	Futures	2662.6	2663.42	2661.78	2661.78	3225.0
2017-06-16 03:00:00	ES	Futures	2661.78	2664.24	2661.78	2662.32	9259.0
2017-06-16 03:30:00	ES	Futures	2662.6	2662.87	2661.5	2662.32	5108.0
2017-06-16 04:00:00	ES	Futures	2662.32	2663.69	2662.05	2662.05	4730.0
2017-06-16 04:30:00	ES	Futures	2662.32	2662.6	2660.96	2660.96	6983.0
2017-06-16 05:00:00	ES	Futures	2660.96	2663.69	2660.96	2662.32	10206.0
2017-06-16 05:30:00	ES	Futures	2662.05	2662.6	2660.96	2661.78	9765.0
2017-06-16 06:00:00	ES	Futures	2661.5	2662.87	2661.5	2662.6	4615.0
2017-06-16 06:30:00	ES	Futures	2662.6	2662.87	2661.78	2662.32	6046.0
2017-06-16 07:00:00	ES	Futures	2662.6	2663.14	2662.32	2662.6	7243.0
2017-06-16 07:30:00	ES	Futures	2662.6	2663.42	2662.32	2662.32	5757.0
2017-06-16 08:00:00	ES	Futures	2662.32	2662.32	2660.41	2660.68	13108.0
2017-06-16 08:30:00	ES	Futures	2660.68	2661.23	2657.4	2658.5	26277.0
2017-06-16 09:00:00	ES	Futures	2658.22	2659.86	2657.4	2659.04	43151.0
2017-06-16 09:30:00	ES	Futures	2658.77	2659.59	2647.84	2652.21	238664.0
2017-06-16 10:00:00	ES	Futures	2652.21	2653.03	2647.29	2649.2	132530.0
2017-06-16 10:30:00	ES	Futures	2649.2	2651.12	2646.2	2648.66	85990.0
2017-06-16 11:00:00	ES	Futures	2648.38	2650.84	2647.02	2650.57	61546.0
2017-06-16 11:30:00	ES	Futures	2650.57	2653.58	2650.02	2653.3	66284.0
2017-06-16 12:00:00	ES	Futures	2653.58	2654.94	2653.3	2654.67	50626.0
2017-06-16 12:30:00	ES	Futures	2654.67	2655.22	2653.03	2653.3	33584.0
2017-06-16 13:00:00	ES	Futures	2653.3	2654.4	2651.39	2653.03	38224.0
2017-06-16 13:30:00	ES	Futures	2652.76	2654.12	2651.66	2654.12	30364.0
2017-06-16 14:00:00	ES	Futures	2653.85	2655.22	2653.3	2653.85	32433.0
2017-06-16 14:30:00	ES	Futures	2653.85	2656.04	2653.03	2654.94	39207.0
2017-06-16 15:00:00	ES	Futures	2655.22	2656.31	2652.48	2654.12	49490.0
2017-06-16 15:30:00	ES	Futures	2653.85	2658.22	2653.03	2657.4	156499.0
2017-06-16 16:00:00	ES	Futures	2657.4	2658.5	2656.58	2658.5	65737.0
2017-06-16 16:30:00	ES	Futures	2658.5	2661.78	2658.22	2661.78	18606.0
2017-06-16 00:00:00	NQ	Futures	6817.61	6819.69	6816.72	6817.01	437.0
2017-06-16 00:30:00	NQ	Futures	6816.42	6818.21	6815.53	6817.31	365.0
2017-06-16 01:00:00	NQ	Futures	6817.61	6817.61	6812.25	6813.14	490.0
2017-06-16 01:30:00	NQ	Futures	6812.85	6813.44	6808.08	6811.36	1010.0
2017-06-16 02:00:00	NQ	Futures	6811.06	6815.53	6808.38	6813.74	812.0
2017-06-16 02:30:00	NQ	Futures	6813.44	6818.5	6813.14	6814.93	699.0
2017-06-16 03:00:00	NQ	Futures	6815.23	6820.59	6814.93	6816.12	1287.0
2017-06-16 03:30:00	NQ	Futures	6816.42	6817.01	6813.44	6814.04	877.0
2017-06-16 04:00:00	NQ	Futures	6814.04	6817.31	6811.06	6811.36	958.0
2017-06-16 04:30:00	NQ	Futures	6811.06	6811.36	6799.75	6800.64	2200.0
2017-06-16 05:00:00	NQ	Futures	6800.64	6810.76	6800.34	6808.38	1574.0
2017-06-16 05:30:00	NQ	Futures	6808.38	6810.46	6803.91	6805.4	1269.0
2017-06-16 06:00:00	NQ	Futures	6805.4	6813.14	6805.4	6811.36	1162.0
2017-06-16 06:30:00	NQ	Futures	6811.95	6812.25	6808.38	6811.06	2490.0
2017-06-16 07:00:00	NQ	Futures	6811.36	6813.44	6810.17	6810.46	3531.0
2017-06-16 07:30:00	NQ	Futures	6810.17	6812.85	6809.87	6810.17	1082.0

> showing 50 of 2,493 rows — these rows as CSV

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