PREVIEW / futures_30min / 2017-07-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-03.parquet
  size:    78 KB
  rows:    2,841

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
2017-07-03 00:00:00	ES	Futures	2653.58	2653.85	2652.76	2653.3	940.0
2017-07-03 00:30:00	ES	Futures	2653.3	2653.3	2652.21	2652.76	1020.0
2017-07-03 01:00:00	ES	Futures	2653.03	2653.3	2652.48	2653.03	1050.0
2017-07-03 01:30:00	ES	Futures	2652.76	2653.58	2652.76	2653.58	728.0
2017-07-03 02:00:00	ES	Futures	2653.58	2653.85	2652.48	2653.03	3840.0
2017-07-03 02:30:00	ES	Futures	2653.3	2653.58	2651.94	2652.21	2039.0
2017-07-03 03:00:00	ES	Futures	2652.21	2654.12	2652.21	2653.58	10422.0
2017-07-03 03:30:00	ES	Futures	2653.58	2656.58	2653.3	2655.49	11942.0
2017-07-03 04:00:00	ES	Futures	2655.76	2656.04	2654.12	2655.49	7823.0
2017-07-03 04:30:00	ES	Futures	2655.49	2657.13	2655.22	2656.04	6724.0
2017-07-03 05:00:00	ES	Futures	2656.04	2656.31	2654.12	2656.04	5138.0
2017-07-03 05:30:00	ES	Futures	2656.04	2656.31	2654.4	2654.67	3350.0
2017-07-03 06:00:00	ES	Futures	2654.67	2655.22	2653.85	2654.67	3851.0
2017-07-03 06:30:00	ES	Futures	2654.67	2655.22	2653.85	2655.22	4343.0
2017-07-03 07:00:00	ES	Futures	2654.94	2655.76	2654.4	2655.22	4439.0
2017-07-03 07:30:00	ES	Futures	2655.49	2656.58	2654.94	2656.04	7493.0
2017-07-03 08:00:00	ES	Futures	2656.04	2656.31	2654.94	2655.49	5901.0
2017-07-03 08:30:00	ES	Futures	2655.49	2658.22	2655.22	2658.22	11766.0
2017-07-03 09:00:00	ES	Futures	2658.22	2659.59	2657.68	2658.5	20124.0
2017-07-03 09:30:00	ES	Futures	2658.77	2661.78	2658.22	2660.41	106210.0
2017-07-03 10:00:00	ES	Futures	2660.41	2663.96	2659.04	2659.86	97093.0
2017-07-03 10:30:00	ES	Futures	2659.86	2663.69	2659.86	2662.32	59278.0
2017-07-03 11:00:00	ES	Futures	2662.32	2662.6	2659.86	2661.5	82494.0
2017-07-03 11:30:00	ES	Futures	2661.5	2662.32	2660.14	2661.23	32173.0
2017-07-03 12:00:00	ES	Futures	2661.23	2661.23	2653.03	2656.31	76149.0
2017-07-03 12:30:00	ES	Futures	2656.31	2657.95	2651.39	2651.39	93106.0
2017-07-03 13:00:00	ES	Futures	2651.39	2652.48	2648.11	2650.02	62526.0
2017-07-03 18:00:00	ES	Futures	2650.02	2650.84	2647.56	2650.57	2600.0
2017-07-03 18:30:00	ES	Futures	2650.57	2651.39	2650.02	2650.02	1042.0
2017-07-03 19:00:00	ES	Futures	2650.02	2651.39	2649.2	2651.12	966.0
2017-07-03 19:30:00	ES	Futures	2651.39	2654.12	2651.12	2653.85	2124.0
2017-07-03 20:00:00	ES	Futures	2654.12	2654.12	2651.66	2652.21	2827.0
2017-07-03 20:30:00	ES	Futures	2652.21	2652.48	2650.84	2650.84	1464.0
2017-07-03 21:00:00	ES	Futures	2651.12	2652.21	2650.02	2651.66	2117.0
2017-07-03 21:30:00	ES	Futures	2651.94	2653.03	2651.39	2652.48	1545.0
2017-07-03 22:00:00	ES	Futures	2652.76	2653.58	2652.48	2652.76	1353.0
2017-07-03 22:30:00	ES	Futures	2652.76	2653.3	2650.57	2650.57	1168.0
2017-07-03 23:00:00	ES	Futures	2650.84	2651.39	2650.3	2650.84	1894.0
2017-07-03 23:30:00	ES	Futures	2650.57	2651.94	2650.02	2651.39	1950.0
2017-07-03 00:00:00	NQ	Futures	6750.02	6752.1	6748.53	6751.21	313.0
2017-07-03 00:30:00	NQ	Futures	6750.91	6750.91	6747.94	6750.02	166.0
2017-07-03 01:00:00	NQ	Futures	6750.02	6751.21	6748.53	6749.72	179.0
2017-07-03 01:30:00	NQ	Futures	6750.02	6752.7	6749.72	6751.81	270.0
2017-07-03 02:00:00	NQ	Futures	6752.7	6755.08	6749.72	6753.89	527.0
2017-07-03 02:30:00	NQ	Futures	6753.89	6755.08	6751.21	6752.7	482.0
2017-07-03 03:00:00	NQ	Futures	6752.7	6757.17	6752.4	6754.49	1191.0
2017-07-03 03:30:00	NQ	Futures	6754.19	6762.53	6754.19	6757.76	1416.0
2017-07-03 04:00:00	NQ	Futures	6757.76	6758.66	6755.08	6757.46	737.0
2017-07-03 04:30:00	NQ	Futures	6758.06	6758.36	6753.0	6755.38	764.0
2017-07-03 05:00:00	NQ	Futures	6755.38	6756.57	6751.21	6755.68	733.0

> showing 50 of 2,841 rows — these rows as CSV

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