PREVIEW / futures_30min / 2017-09-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-08.parquet
  size:    70 KB
  rows:    2,471

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
2017-09-08 00:00:00	ES	Futures	2692.66	2693.21	2692.66	2692.94	733.0
2017-09-08 00:30:00	ES	Futures	2692.94	2694.58	2692.39	2693.76	1791.0
2017-09-08 01:00:00	ES	Futures	2694.03	2694.03	2690.75	2690.75	4129.0
2017-09-08 01:30:00	ES	Futures	2691.02	2691.3	2690.2	2690.2	3009.0
2017-09-08 02:00:00	ES	Futures	2690.2	2692.12	2689.93	2692.12	3369.0
2017-09-08 02:30:00	ES	Futures	2692.12	2692.12	2688.56	2689.66	4945.0
2017-09-08 03:00:00	ES	Futures	2689.66	2691.3	2688.02	2688.84	7691.0
2017-09-08 03:30:00	ES	Futures	2688.84	2690.48	2688.56	2689.93	5137.0
2017-09-08 04:00:00	ES	Futures	2690.2	2690.2	2688.29	2688.84	4072.0
2017-09-08 04:30:00	ES	Futures	2688.84	2689.66	2687.2	2687.74	6177.0
2017-09-08 05:00:00	ES	Futures	2687.74	2692.39	2687.74	2691.3	6033.0
2017-09-08 05:30:00	ES	Futures	2691.57	2692.39	2689.11	2689.66	5168.0
2017-09-08 06:00:00	ES	Futures	2689.66	2690.75	2688.02	2688.56	5292.0
2017-09-08 06:30:00	ES	Futures	2688.56	2689.93	2686.1	2686.92	7801.0
2017-09-08 07:00:00	ES	Futures	2686.92	2688.84	2686.65	2688.84	5239.0
2017-09-08 07:30:00	ES	Futures	2688.84	2689.66	2688.02	2689.11	3850.0
2017-09-08 08:00:00	ES	Futures	2689.38	2690.48	2688.29	2690.48	4760.0
2017-09-08 08:30:00	ES	Futures	2690.2	2691.3	2689.66	2690.75	7057.0
2017-09-08 09:00:00	ES	Futures	2690.48	2691.02	2689.38	2690.2	6057.0
2017-09-08 09:30:00	ES	Futures	2690.48	2692.66	2688.02	2692.39	55252.0
2017-09-08 10:00:00	ES	Futures	2692.39	2694.3	2690.75	2692.12	54500.0
2017-09-08 10:30:00	ES	Futures	2691.84	2694.3	2690.75	2693.76	37061.0
2017-09-08 11:00:00	ES	Futures	2693.76	2696.76	2693.21	2694.85	29884.0
2017-09-08 11:30:00	ES	Futures	2695.12	2695.67	2692.66	2693.21	20242.0
2017-09-08 12:00:00	ES	Futures	2693.21	2693.76	2691.02	2692.94	18690.0
2017-09-08 12:30:00	ES	Futures	2692.94	2694.58	2692.66	2693.76	13565.0
2017-09-08 13:00:00	ES	Futures	2693.76	2694.03	2692.66	2692.94	9737.0
2017-09-08 13:30:00	ES	Futures	2692.94	2692.94	2691.57	2692.66	16625.0
2017-09-08 14:00:00	ES	Futures	2692.66	2694.03	2692.12	2692.94	15131.0
2017-09-08 14:30:00	ES	Futures	2693.21	2694.85	2691.3	2692.94	28427.0
2017-09-08 15:00:00	ES	Futures	2692.66	2693.48	2689.93	2690.2	33082.0
2017-09-08 15:30:00	ES	Futures	2689.93	2691.57	2688.56	2690.75	71559.0
2017-09-08 16:00:00	ES	Futures	2691.02	2692.94	2690.48	2692.66	31593.0
2017-09-08 16:30:00	ES	Futures	2692.12	2692.94	2691.02	2692.39	4437.0
2017-09-08 00:00:00	NQ	Futures	7100.18	7102.26	7099.58	7101.37	94.0
2017-09-08 00:30:00	NQ	Futures	7101.07	7106.43	7099.88	7102.86	294.0
2017-09-08 01:00:00	NQ	Futures	7103.15	7103.45	7092.73	7095.11	707.0
2017-09-08 01:30:00	NQ	Futures	7094.52	7095.71	7091.24	7094.22	441.0
2017-09-08 02:00:00	NQ	Futures	7093.92	7097.2	7090.05	7097.2	852.0
2017-09-08 02:30:00	NQ	Futures	7097.2	7097.2	7087.67	7091.24	793.0
2017-09-08 03:00:00	NQ	Futures	7091.24	7094.52	7084.69	7087.08	1992.0
2017-09-08 03:30:00	NQ	Futures	7087.37	7094.52	7086.48	7092.14	1198.0
2017-09-08 04:00:00	NQ	Futures	7091.54	7092.73	7087.97	7090.35	453.0
2017-09-08 04:30:00	NQ	Futures	7090.35	7093.03	7087.67	7088.56	769.0
2017-09-08 05:00:00	NQ	Futures	7088.56	7103.75	7087.67	7100.18	1641.0
2017-09-08 05:30:00	NQ	Futures	7100.18	7103.75	7093.33	7096.01	1005.0
2017-09-08 06:00:00	NQ	Futures	7095.41	7098.69	7089.16	7091.54	774.0
2017-09-08 06:30:00	NQ	Futures	7091.54	7095.41	7085.59	7087.08	1575.0
2017-09-08 07:00:00	NQ	Futures	7087.37	7093.63	7086.48	7091.54	1133.0
2017-09-08 07:30:00	NQ	Futures	7091.24	7094.82	7089.16	7094.52	887.0

> showing 50 of 2,471 rows — these rows as CSV

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