PREVIEW / futures_30min / 2017-08-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-23.parquet
  size:    79 KB
  rows:    3,001

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
2017-08-23 00:00:00	ES	Futures	2675.99	2677.36	2675.99	2677.36	1920.0
2017-08-23 00:30:00	ES	Futures	2677.36	2677.63	2676.81	2677.08	1655.0
2017-08-23 01:00:00	ES	Futures	2677.08	2677.36	2676.81	2677.08	891.0
2017-08-23 01:30:00	ES	Futures	2677.36	2678.45	2677.08	2678.18	2662.0
2017-08-23 02:00:00	ES	Futures	2678.18	2678.45	2676.81	2677.08	4342.0
2017-08-23 02:30:00	ES	Futures	2677.08	2677.63	2676.81	2676.81	2186.0
2017-08-23 03:00:00	ES	Futures	2677.08	2679.82	2675.99	2679.27	16461.0
2017-08-23 03:30:00	ES	Futures	2679.54	2679.82	2677.36	2677.9	9904.0
2017-08-23 04:00:00	ES	Futures	2677.9	2678.18	2675.99	2676.26	12374.0
2017-08-23 04:30:00	ES	Futures	2676.26	2676.81	2675.44	2676.26	9692.0
2017-08-23 05:00:00	ES	Futures	2675.99	2676.81	2675.44	2675.72	6975.0
2017-08-23 05:30:00	ES	Futures	2675.99	2676.26	2675.17	2675.44	4421.0
2017-08-23 06:00:00	ES	Futures	2675.44	2675.44	2673.8	2674.35	7173.0
2017-08-23 06:30:00	ES	Futures	2674.62	2675.99	2673.53	2675.99	7394.0
2017-08-23 07:00:00	ES	Futures	2675.99	2676.26	2675.44	2675.72	7976.0
2017-08-23 07:30:00	ES	Futures	2675.72	2675.99	2670.8	2672.44	29367.0
2017-08-23 08:00:00	ES	Futures	2672.44	2673.53	2671.89	2672.16	14559.0
2017-08-23 08:30:00	ES	Futures	2671.89	2672.16	2670.25	2670.52	23598.0
2017-08-23 09:00:00	ES	Futures	2670.52	2670.8	2668.34	2668.34	35649.0
2017-08-23 09:30:00	ES	Futures	2668.34	2674.08	2666.42	2673.53	184513.0
2017-08-23 10:00:00	ES	Futures	2673.26	2674.62	2669.16	2672.16	112608.0
2017-08-23 10:30:00	ES	Futures	2672.44	2675.17	2670.52	2672.16	73110.0
2017-08-23 11:00:00	ES	Futures	2672.16	2675.17	2670.52	2675.17	57919.0
2017-08-23 11:30:00	ES	Futures	2674.9	2676.26	2673.26	2674.9	54414.0
2017-08-23 12:00:00	ES	Futures	2674.9	2676.26	2673.53	2673.8	33569.0
2017-08-23 12:30:00	ES	Futures	2673.8	2674.35	2671.89	2672.98	31597.0
2017-08-23 13:00:00	ES	Futures	2672.98	2673.8	2670.25	2671.62	35610.0
2017-08-23 13:30:00	ES	Futures	2671.62	2671.89	2669.43	2671.07	29916.0
2017-08-23 14:00:00	ES	Futures	2671.07	2673.53	2670.25	2671.62	48825.0
2017-08-23 14:30:00	ES	Futures	2671.62	2674.35	2671.34	2673.26	50419.0
2017-08-23 15:00:00	ES	Futures	2673.26	2675.17	2672.98	2674.62	34887.0
2017-08-23 15:30:00	ES	Futures	2674.35	2676.26	2670.25	2670.8	131209.0
2017-08-23 16:00:00	ES	Futures	2670.52	2671.62	2669.16	2669.16	87802.0
2017-08-23 16:30:00	ES	Futures	2668.88	2669.16	2666.97	2667.79	11235.0
2017-08-23 18:00:00	ES	Futures	2668.06	2668.61	2663.69	2664.78	10260.0
2017-08-23 18:30:00	ES	Futures	2664.78	2665.6	2662.6	2665.33	5779.0
2017-08-23 19:00:00	ES	Futures	2665.33	2665.6	2664.24	2665.33	3131.0
2017-08-23 19:30:00	ES	Futures	2665.33	2665.6	2663.42	2663.69	3773.0
2017-08-23 20:00:00	ES	Futures	2663.69	2665.33	2663.42	2665.06	2671.0
2017-08-23 20:30:00	ES	Futures	2665.33	2667.24	2665.06	2666.42	5645.0
2017-08-23 21:00:00	ES	Futures	2666.7	2668.34	2666.15	2667.79	4888.0
2017-08-23 21:30:00	ES	Futures	2667.52	2668.06	2666.7	2667.52	2452.0
2017-08-23 22:00:00	ES	Futures	2667.24	2668.06	2665.88	2665.88	2933.0
2017-08-23 22:30:00	ES	Futures	2665.88	2668.61	2665.88	2668.06	2305.0
2017-08-23 23:00:00	ES	Futures	2668.06	2669.43	2667.79	2669.16	2675.0
2017-08-23 23:30:00	ES	Futures	2669.16	2669.43	2668.06	2669.16	2478.0
2017-08-23 00:00:00	NQ	Futures	6988.22	6992.39	6987.92	6992.09	334.0
2017-08-23 00:30:00	NQ	Futures	6991.79	6993.28	6989.71	6990.31	530.0
2017-08-23 01:00:00	NQ	Futures	6990.6	6992.09	6988.82	6992.09	277.0
2017-08-23 01:30:00	NQ	Futures	6992.09	6993.28	6989.41	6992.69	403.0

> showing 50 of 3,001 rows — these rows as CSV

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