PREVIEW / futures_30min / 2017-06-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-29.parquet
  size:    88 KB
  rows:    3,098

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
2017-06-29 00:00:00	ES	Futures	2671.89	2672.16	2671.89	2671.89	457.0
2017-06-29 00:30:00	ES	Futures	2671.89	2672.16	2671.34	2671.62	1076.0
2017-06-29 01:00:00	ES	Futures	2671.62	2671.89	2671.34	2671.34	929.0
2017-06-29 01:30:00	ES	Futures	2671.62	2671.62	2670.8	2671.34	1175.0
2017-06-29 02:00:00	ES	Futures	2671.34	2672.44	2671.07	2671.34	5219.0
2017-06-29 02:30:00	ES	Futures	2671.34	2671.89	2671.07	2671.34	2189.0
2017-06-29 03:00:00	ES	Futures	2671.07	2673.26	2670.25	2670.8	15832.0
2017-06-29 03:30:00	ES	Futures	2671.07	2671.34	2669.16	2669.43	10693.0
2017-06-29 04:00:00	ES	Futures	2669.43	2669.98	2668.34	2669.43	9245.0
2017-06-29 04:30:00	ES	Futures	2669.43	2669.7	2668.88	2669.43	5834.0
2017-06-29 05:00:00	ES	Futures	2669.16	2670.52	2668.34	2668.88	6716.0
2017-06-29 05:30:00	ES	Futures	2668.88	2669.43	2666.97	2668.06	9094.0
2017-06-29 06:00:00	ES	Futures	2668.34	2668.34	2666.7	2667.79	10636.0
2017-06-29 06:30:00	ES	Futures	2667.52	2669.43	2666.97	2669.16	8383.0
2017-06-29 07:00:00	ES	Futures	2669.16	2671.34	2668.34	2670.52	14970.0
2017-06-29 07:30:00	ES	Futures	2670.52	2672.98	2670.52	2671.89	10799.0
2017-06-29 08:00:00	ES	Futures	2671.89	2672.71	2668.61	2669.16	18454.0
2017-06-29 08:30:00	ES	Futures	2669.16	2669.98	2666.15	2666.97	39554.0
2017-06-29 09:00:00	ES	Futures	2667.24	2668.34	2665.88	2667.52	40792.0
2017-06-29 09:30:00	ES	Futures	2667.79	2668.34	2657.68	2659.59	241762.0
2017-06-29 10:00:00	ES	Futures	2659.59	2660.68	2652.48	2657.13	202002.0
2017-06-29 10:30:00	ES	Futures	2657.13	2660.68	2654.67	2656.31	125712.0
2017-06-29 11:00:00	ES	Futures	2656.58	2657.13	2646.47	2647.84	144189.0
2017-06-29 11:30:00	ES	Futures	2647.84	2648.11	2641.55	2642.1	181144.0
2017-06-29 12:00:00	ES	Futures	2642.37	2646.74	2639.09	2642.92	124472.0
2017-06-29 12:30:00	ES	Futures	2642.92	2644.28	2637.72	2638.82	113241.0
2017-06-29 13:00:00	ES	Futures	2638.54	2641.55	2626.52	2628.43	159541.0
2017-06-29 13:30:00	ES	Futures	2628.16	2638.27	2628.16	2636.63	160994.0
2017-06-29 14:00:00	ES	Futures	2636.36	2643.74	2633.35	2643.46	123366.0
2017-06-29 14:30:00	ES	Futures	2643.46	2644.56	2640.18	2642.92	70017.0
2017-06-29 15:00:00	ES	Futures	2642.92	2647.84	2641.55	2643.46	121877.0
2017-06-29 15:30:00	ES	Futures	2643.46	2648.66	2641.82	2642.37	223995.0
2017-06-29 16:00:00	ES	Futures	2642.64	2646.47	2642.1	2645.92	87560.0
2017-06-29 16:30:00	ES	Futures	2646.2	2647.84	2645.92	2647.56	7831.0
2017-06-29 18:00:00	ES	Futures	2646.74	2648.38	2644.56	2645.38	6777.0
2017-06-29 18:30:00	ES	Futures	2645.38	2645.38	2643.19	2644.01	2378.0
2017-06-29 19:00:00	ES	Futures	2644.01	2645.92	2643.74	2644.83	1407.0
2017-06-29 19:30:00	ES	Futures	2644.83	2646.74	2644.83	2645.92	1442.0
2017-06-29 20:00:00	ES	Futures	2645.92	2647.29	2644.83	2646.47	4940.0
2017-06-29 20:30:00	ES	Futures	2646.47	2647.02	2644.56	2645.65	3466.0
2017-06-29 21:00:00	ES	Futures	2645.65	2646.47	2643.19	2643.74	5651.0
2017-06-29 21:30:00	ES	Futures	2643.74	2647.56	2643.74	2647.29	4745.0
2017-06-29 22:00:00	ES	Futures	2647.29	2647.56	2643.46	2645.1	4205.0
2017-06-29 22:30:00	ES	Futures	2645.1	2645.92	2644.28	2644.56	2024.0
2017-06-29 23:00:00	ES	Futures	2644.56	2645.38	2644.28	2644.56	1376.0
2017-06-29 23:30:00	ES	Futures	2644.56	2645.1	2644.01	2644.28	1551.0
2017-06-29 00:00:00	NQ	Futures	6874.48	6874.48	6873.29	6874.18	144.0
2017-06-29 00:30:00	NQ	Futures	6874.18	6874.18	6870.01	6870.91	251.0
2017-06-29 01:00:00	NQ	Futures	6871.21	6871.5	6867.04	6867.63	413.0
2017-06-29 01:30:00	NQ	Futures	6867.63	6867.63	6863.76	6866.44	483.0

> showing 50 of 3,098 rows — these rows as CSV

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