PREVIEW / futures_30min / 2017-06-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-28.parquet
  size:    84 KB
  rows:    3,089

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
2017-06-28 00:00:00	ES	Futures	2643.74	2644.28	2643.19	2643.19	1369.0
2017-06-28 00:30:00	ES	Futures	2643.19	2644.01	2642.92	2644.01	1421.0
2017-06-28 01:00:00	ES	Futures	2644.01	2644.83	2643.74	2644.01	1446.0
2017-06-28 01:30:00	ES	Futures	2644.28	2644.28	2643.46	2644.01	1789.0
2017-06-28 02:00:00	ES	Futures	2644.01	2645.92	2643.74	2644.56	7767.0
2017-06-28 02:30:00	ES	Futures	2644.56	2645.92	2644.28	2645.65	5252.0
2017-06-28 03:00:00	ES	Futures	2645.65	2645.92	2643.46	2644.56	17971.0
2017-06-28 03:30:00	ES	Futures	2644.28	2644.56	2642.1	2643.19	9864.0
2017-06-28 04:00:00	ES	Futures	2642.92	2643.19	2639.09	2641.0	18056.0
2017-06-28 04:30:00	ES	Futures	2641.28	2644.01	2640.73	2643.46	14419.0
2017-06-28 05:00:00	ES	Futures	2643.19	2645.38	2643.19	2645.1	10934.0
2017-06-28 05:30:00	ES	Futures	2644.83	2648.93	2644.83	2647.56	18395.0
2017-06-28 06:00:00	ES	Futures	2647.56	2650.02	2647.29	2648.93	16156.0
2017-06-28 06:30:00	ES	Futures	2648.93	2650.3	2647.84	2648.66	10267.0
2017-06-28 07:00:00	ES	Futures	2648.38	2649.75	2647.56	2649.48	8864.0
2017-06-28 07:30:00	ES	Futures	2649.48	2650.57	2648.93	2650.02	11542.0
2017-06-28 08:00:00	ES	Futures	2650.02	2655.76	2648.93	2653.85	54436.0
2017-06-28 08:30:00	ES	Futures	2653.58	2654.12	2651.66	2653.03	18792.0
2017-06-28 09:00:00	ES	Futures	2653.03	2655.22	2652.76	2654.94	28821.0
2017-06-28 09:30:00	ES	Futures	2654.67	2657.13	2651.94	2653.3	185607.0
2017-06-28 10:00:00	ES	Futures	2653.03	2659.04	2652.76	2656.04	150108.0
2017-06-28 10:30:00	ES	Futures	2656.31	2663.69	2656.04	2661.78	157576.0
2017-06-28 11:00:00	ES	Futures	2662.05	2663.14	2660.96	2662.05	73901.0
2017-06-28 11:30:00	ES	Futures	2662.05	2665.88	2661.23	2663.69	71006.0
2017-06-28 12:00:00	ES	Futures	2663.96	2665.33	2662.87	2663.69	57337.0
2017-06-28 12:30:00	ES	Futures	2663.69	2666.7	2663.14	2666.15	53851.0
2017-06-28 13:00:00	ES	Futures	2666.15	2667.79	2665.33	2667.52	50149.0
2017-06-28 13:30:00	ES	Futures	2667.79	2668.34	2666.42	2666.97	55626.0
2017-06-28 14:00:00	ES	Futures	2667.24	2667.79	2664.24	2665.06	58282.0
2017-06-28 14:30:00	ES	Futures	2665.06	2666.42	2664.24	2665.88	35425.0
2017-06-28 15:00:00	ES	Futures	2666.15	2667.79	2665.6	2667.79	37010.0
2017-06-28 15:30:00	ES	Futures	2667.79	2668.34	2663.96	2665.33	159854.0
2017-06-28 16:00:00	ES	Futures	2665.33	2667.24	2664.51	2665.88	85644.0
2017-06-28 16:30:00	ES	Futures	2666.15	2670.52	2665.88	2670.52	12866.0
2017-06-28 18:00:00	ES	Futures	2669.98	2672.71	2668.88	2671.62	7277.0
2017-06-28 18:30:00	ES	Futures	2671.62	2671.89	2670.8	2670.8	809.0
2017-06-28 19:00:00	ES	Futures	2671.07	2671.62	2670.25	2670.8	1242.0
2017-06-28 19:30:00	ES	Futures	2670.52	2671.34	2670.25	2671.07	1222.0
2017-06-28 20:00:00	ES	Futures	2671.34	2671.62	2670.25	2670.8	3270.0
2017-06-28 20:30:00	ES	Futures	2670.52	2671.89	2670.52	2670.8	2409.0
2017-06-28 21:00:00	ES	Futures	2670.8	2671.34	2670.25	2671.34	2274.0
2017-06-28 21:30:00	ES	Futures	2671.07	2671.62	2670.25	2671.34	1750.0
2017-06-28 22:00:00	ES	Futures	2671.34	2671.62	2670.8	2671.34	1341.0
2017-06-28 22:30:00	ES	Futures	2671.34	2672.16	2671.07	2671.89	1800.0
2017-06-28 23:00:00	ES	Futures	2671.89	2672.16	2671.62	2672.16	497.0
2017-06-28 23:30:00	ES	Futures	2672.16	2672.44	2671.89	2671.89	970.0
2017-06-28 00:00:00	NQ	Futures	6741.68	6743.17	6734.24	6734.54	786.0
2017-06-28 00:30:00	NQ	Futures	6733.94	6743.17	6733.05	6742.28	644.0
2017-06-28 01:00:00	NQ	Futures	6741.98	6745.26	6739.9	6743.47	543.0
2017-06-28 01:30:00	NQ	Futures	6743.17	6743.17	6736.92	6741.09	749.0

> showing 50 of 3,089 rows — these rows as CSV

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