PREVIEW / futures_30min / 2017-06-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-27.parquet
  size:    87 KB
  rows:    3,070

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
2017-06-27 00:00:00	ES	Futures	2664.24	2664.24	2663.69	2663.96	1266.0
2017-06-27 00:30:00	ES	Futures	2663.69	2663.96	2663.42	2663.69	596.0
2017-06-27 01:00:00	ES	Futures	2663.96	2663.96	2662.6	2662.87	1148.0
2017-06-27 01:30:00	ES	Futures	2662.87	2663.14	2662.32	2663.14	1863.0
2017-06-27 02:00:00	ES	Futures	2663.14	2663.14	2661.5	2661.78	3259.0
2017-06-27 02:30:00	ES	Futures	2661.78	2662.87	2660.68	2661.23	5825.0
2017-06-27 03:00:00	ES	Futures	2660.96	2662.32	2659.59	2661.23	13259.0
2017-06-27 03:30:00	ES	Futures	2661.5	2661.5	2659.59	2660.14	7406.0
2017-06-27 04:00:00	ES	Futures	2660.41	2660.96	2656.86	2657.95	23553.0
2017-06-27 04:30:00	ES	Futures	2657.95	2661.23	2657.4	2660.68	11430.0
2017-06-27 05:00:00	ES	Futures	2660.68	2663.42	2660.41	2662.6	13252.0
2017-06-27 05:30:00	ES	Futures	2662.32	2662.6	2660.41	2660.68	7449.0
2017-06-27 06:00:00	ES	Futures	2660.96	2661.5	2659.86	2661.5	4743.0
2017-06-27 06:30:00	ES	Futures	2661.5	2661.78	2660.96	2660.96	3810.0
2017-06-27 07:00:00	ES	Futures	2660.96	2661.23	2659.32	2659.32	8086.0
2017-06-27 07:30:00	ES	Futures	2659.59	2661.5	2659.04	2661.5	8117.0
2017-06-27 08:00:00	ES	Futures	2661.5	2662.05	2660.41	2661.78	7605.0
2017-06-27 08:30:00	ES	Futures	2662.05	2662.05	2660.96	2661.5	8826.0
2017-06-27 09:00:00	ES	Futures	2661.23	2661.78	2659.59	2660.68	16728.0
2017-06-27 09:30:00	ES	Futures	2660.41	2660.96	2656.04	2658.77	168460.0
2017-06-27 10:00:00	ES	Futures	2658.5	2661.78	2657.95	2657.95	116129.0
2017-06-27 10:30:00	ES	Futures	2657.95	2664.24	2657.95	2662.87	96147.0
2017-06-27 11:00:00	ES	Futures	2663.14	2664.51	2662.05	2662.6	78292.0
2017-06-27 11:30:00	ES	Futures	2662.6	2664.51	2662.05	2662.87	40461.0
2017-06-27 12:00:00	ES	Futures	2662.87	2663.69	2661.23	2661.78	36272.0
2017-06-27 12:30:00	ES	Futures	2661.5	2662.05	2656.86	2657.95	73500.0
2017-06-27 13:00:00	ES	Futures	2657.68	2658.5	2655.22	2656.86	69802.0
2017-06-27 13:30:00	ES	Futures	2656.86	2657.68	2647.02	2651.12	163147.0
2017-06-27 14:00:00	ES	Futures	2650.84	2653.3	2646.47	2652.48	123483.0
2017-06-27 14:30:00	ES	Futures	2652.48	2654.12	2650.84	2651.66	61465.0
2017-06-27 15:00:00	ES	Futures	2651.66	2652.48	2647.84	2649.2	73149.0
2017-06-27 15:30:00	ES	Futures	2649.2	2649.48	2642.1	2642.92	235797.0
2017-06-27 16:00:00	ES	Futures	2643.19	2647.02	2642.64	2646.74	110800.0
2017-06-27 16:30:00	ES	Futures	2647.02	2647.02	2642.37	2643.46	11988.0
2017-06-27 18:00:00	ES	Futures	2642.64	2645.38	2642.37	2644.83	5206.0
2017-06-27 18:30:00	ES	Futures	2644.83	2645.92	2644.56	2644.56	1612.0
2017-06-27 19:00:00	ES	Futures	2644.83	2645.1	2644.28	2645.1	1845.0
2017-06-27 19:30:00	ES	Futures	2645.1	2645.38	2643.19	2643.46	2144.0
2017-06-27 20:00:00	ES	Futures	2643.46	2645.1	2642.92	2643.74	4642.0
2017-06-27 20:30:00	ES	Futures	2643.46	2645.38	2643.46	2645.1	1888.0
2017-06-27 21:00:00	ES	Futures	2645.38	2646.74	2644.83	2646.2	4075.0
2017-06-27 21:30:00	ES	Futures	2646.2	2646.47	2645.1	2645.38	3139.0
2017-06-27 22:00:00	ES	Futures	2645.1	2646.2	2642.1	2642.92	5267.0
2017-06-27 22:30:00	ES	Futures	2642.92	2642.92	2640.73	2641.55	6388.0
2017-06-27 23:00:00	ES	Futures	2641.55	2644.28	2641.28	2643.46	3892.0
2017-06-27 23:30:00	ES	Futures	2643.46	2644.28	2643.19	2643.74	1758.0
2017-06-27 00:00:00	NQ	Futures	6888.18	6888.48	6886.69	6887.58	177.0
2017-06-27 00:30:00	NQ	Futures	6887.58	6887.88	6883.41	6885.2	138.0
2017-06-27 01:00:00	NQ	Futures	6885.5	6885.5	6877.76	6878.05	366.0
2017-06-27 01:30:00	NQ	Futures	6878.35	6879.54	6872.99	6879.24	685.0

> showing 50 of 3,070 rows — these rows as CSV

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