PREVIEW / futures_30min / 2017-07-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-09.parquet
  size:    20 KB
  rows:    547

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
2017-07-09 18:00:00	ES	Futures	2649.2	2650.57	2649.2	2650.3	2744.0
2017-07-09 18:30:00	ES	Futures	2650.3	2650.57	2649.48	2649.48	821.0
2017-07-09 19:00:00	ES	Futures	2649.48	2650.57	2648.93	2650.57	1520.0
2017-07-09 19:30:00	ES	Futures	2650.57	2652.48	2650.57	2651.94	3305.0
2017-07-09 20:00:00	ES	Futures	2651.66	2653.03	2651.66	2652.48	3103.0
2017-07-09 20:30:00	ES	Futures	2652.21	2653.03	2652.21	2652.76	1114.0
2017-07-09 21:00:00	ES	Futures	2652.76	2653.58	2652.21	2652.21	2458.0
2017-07-09 21:30:00	ES	Futures	2652.21	2653.58	2651.94	2653.58	1932.0
2017-07-09 22:00:00	ES	Futures	2653.58	2654.67	2653.03	2654.4	4127.0
2017-07-09 22:30:00	ES	Futures	2654.12	2655.76	2654.12	2654.4	3246.0
2017-07-09 23:00:00	ES	Futures	2654.4	2655.49	2654.4	2654.67	1388.0
2017-07-09 23:30:00	ES	Futures	2654.67	2656.04	2654.4	2655.49	1921.0
2017-07-09 18:00:00	NQ	Futures	6744.66	6744.66	6739.9	6742.58	735.0
2017-07-09 18:30:00	NQ	Futures	6742.87	6742.87	6739.3	6739.3	143.0
2017-07-09 19:00:00	NQ	Futures	6739.3	6743.47	6736.32	6741.98	477.0
2017-07-09 19:30:00	NQ	Futures	6741.98	6746.75	6741.98	6744.96	341.0
2017-07-09 20:00:00	NQ	Futures	6744.96	6745.85	6741.98	6742.58	461.0
2017-07-09 20:30:00	NQ	Futures	6742.28	6748.23	6742.28	6747.64	484.0
2017-07-09 21:00:00	NQ	Futures	6747.64	6751.21	6745.26	6745.85	811.0
2017-07-09 21:30:00	NQ	Futures	6745.85	6757.76	6744.36	6755.98	862.0
2017-07-09 22:00:00	NQ	Futures	6755.98	6764.31	6754.19	6763.12	1485.0
2017-07-09 22:30:00	NQ	Futures	6763.42	6771.76	6762.82	6764.91	1603.0
2017-07-09 23:00:00	NQ	Futures	6765.21	6767.59	6763.12	6763.12	363.0
2017-07-09 23:30:00	NQ	Futures	6763.12	6768.78	6763.12	6765.5	432.0
2017-07-09 18:00:00	YM	Futures	23248.9	23263.0	23248.9	23259.8	373.0
2017-07-09 18:30:00	YM	Futures	23260.9	23260.9	23256.5	23256.5	130.0
2017-07-09 19:00:00	YM	Futures	23255.4	23260.9	23252.1	23259.8	168.0
2017-07-09 19:30:00	YM	Futures	23259.8	23269.6	23259.8	23265.2	411.0
2017-07-09 20:00:00	YM	Futures	23265.2	23268.5	23261.9	23264.1	451.0
2017-07-09 20:30:00	YM	Futures	23264.1	23269.6	23264.1	23268.5	232.0
2017-07-09 21:00:00	YM	Futures	23268.5	23277.2	23266.3	23266.3	526.0
2017-07-09 21:30:00	YM	Futures	23266.3	23276.1	23264.1	23275.0	325.0
2017-07-09 22:00:00	YM	Futures	23275.0	23287.0	23272.8	23282.6	655.0
2017-07-09 22:30:00	YM	Futures	23281.5	23294.6	23280.5	23285.9	743.0
2017-07-09 23:00:00	YM	Futures	23285.9	23287.0	23283.7	23283.7	290.0
2017-07-09 23:30:00	YM	Futures	23283.7	23293.5	23282.6	23289.2	378.0
2017-07-09 18:00:00	CL	Futures	40.38	40.72	40.36	40.54	3556.0
2017-07-09 18:30:00	CL	Futures	40.53	40.54	40.39	40.44	1706.0
2017-07-09 19:00:00	CL	Futures	40.44	40.49	40.44	40.48	618.0
2017-07-09 19:30:00	CL	Futures	40.48	40.54	40.44	40.53	986.0
2017-07-09 20:00:00	CL	Futures	40.54	40.65	40.47	40.55	3588.0
2017-07-09 20:30:00	CL	Futures	40.54	40.64	40.54	40.58	2002.0
2017-07-09 21:00:00	CL	Futures	40.58	40.65	40.57	40.59	2105.0
2017-07-09 21:30:00	CL	Futures	40.59	40.64	40.58	40.63	1446.0
2017-07-09 22:00:00	CL	Futures	40.63	40.67	40.54	40.63	3695.0
2017-07-09 22:30:00	CL	Futures	40.62	40.65	40.61	40.64	1908.0
2017-07-09 23:00:00	CL	Futures	40.64	40.65	40.58	40.59	1538.0
2017-07-09 23:30:00	CL	Futures	40.59	40.63	40.57	40.59	1255.0
2017-07-09 18:00:00	GC	Futures	1622.7	1624.5	1620.8	1623.0	2971.0
2017-07-09 18:30:00	GC	Futures	1623.3	1624.5	1622.9	1623.1	619.0

> showing 50 of 547 rows — these rows as CSV

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