PREVIEW / futures_30min / 2017-09-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-10.parquet
  size:    19 KB
  rows:    503

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
2017-09-10 18:00:00	ES	Futures	2698.4	2703.87	2698.4	2702.23	8376.0
2017-09-10 18:30:00	ES	Futures	2702.23	2702.51	2701.41	2701.69	911.0
2017-09-10 19:00:00	ES	Futures	2701.96	2702.51	2701.14	2701.96	1623.0
2017-09-10 19:30:00	ES	Futures	2702.23	2702.23	2700.04	2700.59	2250.0
2017-09-10 20:00:00	ES	Futures	2700.59	2702.23	2700.32	2701.69	2006.0
2017-09-10 20:30:00	ES	Futures	2701.69	2702.51	2701.41	2702.23	1052.0
2017-09-10 21:00:00	ES	Futures	2701.96	2703.87	2701.96	2703.33	2294.0
2017-09-10 21:30:00	ES	Futures	2703.33	2705.79	2703.05	2704.69	4563.0
2017-09-10 22:00:00	ES	Futures	2704.69	2705.24	2704.42	2704.69	592.0
2017-09-10 22:30:00	ES	Futures	2704.69	2705.79	2704.69	2705.51	1208.0
2017-09-10 23:00:00	ES	Futures	2705.51	2706.06	2705.24	2705.79	1130.0
2017-09-10 23:30:00	ES	Futures	2706.06	2706.06	2705.24	2706.06	746.0
2017-09-10 18:00:00	NQ	Futures	7061.17	7082.61	7061.17	7077.84	1788.0
2017-09-10 18:30:00	NQ	Futures	7078.14	7078.14	7074.87	7075.76	342.0
2017-09-10 19:00:00	NQ	Futures	7076.06	7078.74	7073.38	7078.74	333.0
2017-09-10 19:30:00	NQ	Futures	7078.44	7079.04	7073.68	7075.17	356.0
2017-09-10 20:00:00	NQ	Futures	7075.17	7079.04	7074.57	7078.14	343.0
2017-09-10 20:30:00	NQ	Futures	7078.14	7081.42	7076.65	7079.93	409.0
2017-09-10 21:00:00	NQ	Futures	7079.93	7085.59	7079.33	7084.69	521.0
2017-09-10 21:30:00	NQ	Futures	7084.99	7089.16	7082.61	7085.88	909.0
2017-09-10 22:00:00	NQ	Futures	7085.88	7089.75	7085.59	7088.56	363.0
2017-09-10 22:30:00	NQ	Futures	7088.86	7090.05	7087.67	7089.16	237.0
2017-09-10 23:00:00	NQ	Futures	7089.16	7091.24	7088.56	7090.65	196.0
2017-09-10 23:30:00	NQ	Futures	7090.65	7090.95	7088.86	7090.65	121.0
2017-09-10 18:00:00	YM	Futures	23749.6	23783.3	23730.0	23775.7	1578.0
2017-09-10 18:30:00	YM	Futures	23775.7	23779.0	23767.0	23769.2	335.0
2017-09-10 19:00:00	YM	Futures	23770.3	23773.5	23764.8	23771.3	311.0
2017-09-10 19:30:00	YM	Futures	23772.4	23775.7	23761.6	23765.9	327.0
2017-09-10 20:00:00	YM	Futures	23765.9	23785.5	23765.9	23785.5	795.0
2017-09-10 20:30:00	YM	Futures	23783.3	23790.9	23781.1	23790.9	529.0
2017-09-10 21:00:00	YM	Futures	23789.8	23804.0	23786.6	23801.8	877.0
2017-09-10 21:30:00	YM	Futures	23801.8	23817.0	23799.6	23808.3	998.0
2017-09-10 22:00:00	YM	Futures	23809.4	23814.8	23808.3	23809.4	411.0
2017-09-10 22:30:00	YM	Futures	23810.5	23815.9	23809.4	23813.8	298.0
2017-09-10 23:00:00	YM	Futures	23813.8	23814.8	23810.5	23812.7	231.0
2017-09-10 23:30:00	YM	Futures	23813.8	23815.9	23810.5	23815.9	265.0
2017-09-10 18:00:00	CL	Futures	43.03	43.16	43.02	43.15	2128.0
2017-09-10 18:30:00	CL	Futures	43.15	43.16	43.1	43.11	1152.0
2017-09-10 19:00:00	CL	Futures	43.12	43.16	43.11	43.14	617.0
2017-09-10 19:30:00	CL	Futures	43.15	43.15	43.09	43.12	694.0
2017-09-10 20:00:00	CL	Futures	43.12	43.21	43.11	43.18	2368.0
2017-09-10 20:30:00	CL	Futures	43.19	43.2	43.16	43.19	1973.0
2017-09-10 21:00:00	CL	Futures	43.2	43.29	43.2	43.27	4494.0
2017-09-10 21:30:00	CL	Futures	43.27	43.29	43.26	43.26	1516.0
2017-09-10 22:00:00	CL	Futures	43.26	43.3	43.2	43.28	3312.0
2017-09-10 22:30:00	CL	Futures	43.28	43.31	43.26	43.27	1426.0
2017-09-10 23:00:00	CL	Futures	43.26	43.27	43.25	43.26	933.0
2017-09-10 23:30:00	CL	Futures	43.26	43.27	43.26	43.27	1040.0
2017-09-10 18:00:00	GC	Futures	1787.1	1791.2	1781.5	1786.8	8532.0
2017-09-10 18:30:00	GC	Futures	1786.9	1787.6	1784.1	1784.3	2809.0

> showing 50 of 503 rows — these rows as CSV

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