PREVIEW / futures_30min / 2017-10-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-06.parquet
  size:    68 KB
  rows:    2,501

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
2017-10-06 00:00:00	ES	Futures	2789.48	2790.02	2789.2	2789.75	1277.0
2017-10-06 00:30:00	ES	Futures	2789.75	2790.02	2789.75	2789.75	323.0
2017-10-06 01:00:00	ES	Futures	2789.75	2790.02	2789.48	2789.75	1812.0
2017-10-06 01:30:00	ES	Futures	2789.75	2789.75	2789.2	2789.2	1281.0
2017-10-06 02:00:00	ES	Futures	2789.2	2789.48	2788.93	2789.48	2901.0
2017-10-06 02:30:00	ES	Futures	2789.48	2790.02	2789.2	2789.48	1825.0
2017-10-06 03:00:00	ES	Futures	2789.48	2790.02	2788.93	2789.48	11527.0
2017-10-06 03:30:00	ES	Futures	2789.48	2789.75	2788.93	2789.48	7471.0
2017-10-06 04:00:00	ES	Futures	2789.48	2789.75	2788.66	2788.93	7210.0
2017-10-06 04:30:00	ES	Futures	2789.2	2789.2	2788.38	2788.66	4613.0
2017-10-06 05:00:00	ES	Futures	2788.66	2788.66	2788.11	2788.66	5117.0
2017-10-06 05:30:00	ES	Futures	2788.66	2789.2	2788.38	2789.2	5313.0
2017-10-06 06:00:00	ES	Futures	2788.93	2789.48	2788.66	2788.93	4976.0
2017-10-06 06:30:00	ES	Futures	2788.93	2789.48	2788.38	2789.2	3744.0
2017-10-06 07:00:00	ES	Futures	2788.93	2789.75	2788.93	2788.93	5448.0
2017-10-06 07:30:00	ES	Futures	2788.93	2789.2	2788.38	2788.66	6669.0
2017-10-06 08:00:00	ES	Futures	2788.66	2788.93	2787.02	2787.56	15404.0
2017-10-06 08:30:00	ES	Futures	2787.56	2788.11	2782.91	2782.91	62367.0
2017-10-06 09:00:00	ES	Futures	2783.19	2784.55	2782.91	2784.01	29935.0
2017-10-06 09:30:00	ES	Futures	2784.01	2786.47	2783.73	2785.92	110742.0
2017-10-06 10:00:00	ES	Futures	2785.92	2787.56	2785.65	2787.29	65979.0
2017-10-06 10:30:00	ES	Futures	2787.29	2787.56	2781.27	2782.64	120986.0
2017-10-06 11:00:00	ES	Futures	2782.64	2784.28	2782.09	2784.28	60915.0
2017-10-06 11:30:00	ES	Futures	2784.55	2784.55	2781.0	2782.09	48086.0
2017-10-06 12:00:00	ES	Futures	2782.36	2783.19	2781.0	2782.36	59807.0
2017-10-06 12:30:00	ES	Futures	2782.36	2784.55	2782.09	2783.19	51980.0
2017-10-06 13:00:00	ES	Futures	2783.19	2783.73	2781.54	2782.91	46099.0
2017-10-06 13:30:00	ES	Futures	2783.19	2783.73	2782.64	2783.46	28357.0
2017-10-06 14:00:00	ES	Futures	2783.19	2784.83	2782.91	2784.55	27656.0
2017-10-06 14:30:00	ES	Futures	2784.55	2785.92	2783.73	2785.65	34900.0
2017-10-06 15:00:00	ES	Futures	2785.65	2785.92	2784.01	2785.1	38155.0
2017-10-06 15:30:00	ES	Futures	2784.83	2787.29	2784.01	2786.74	151386.0
2017-10-06 16:00:00	ES	Futures	2787.02	2787.56	2784.28	2785.1	82775.0
2017-10-06 16:30:00	ES	Futures	2784.83	2785.1	2784.01	2784.55	6212.0
2017-10-06 00:00:00	NQ	Futures	7215.32	7218.3	7215.32	7217.4	253.0
2017-10-06 00:30:00	NQ	Futures	7217.11	7217.4	7216.22	7216.81	130.0
2017-10-06 01:00:00	NQ	Futures	7216.81	7218.3	7215.62	7218.3	257.0
2017-10-06 01:30:00	NQ	Futures	7218.3	7218.59	7215.92	7216.22	252.0
2017-10-06 02:00:00	NQ	Futures	7216.22	7218.0	7215.62	7215.92	665.0
2017-10-06 02:30:00	NQ	Futures	7216.22	7219.78	7215.92	7219.19	461.0
2017-10-06 03:00:00	NQ	Futures	7218.89	7219.19	7215.03	7217.11	1296.0
2017-10-06 03:30:00	NQ	Futures	7217.4	7218.89	7216.22	7217.7	804.0
2017-10-06 04:00:00	NQ	Futures	7217.7	7218.3	7212.05	7215.32	1272.0
2017-10-06 04:30:00	NQ	Futures	7215.62	7216.22	7212.94	7213.54	830.0
2017-10-06 05:00:00	NQ	Futures	7213.54	7217.4	7212.05	7217.11	1024.0
2017-10-06 05:30:00	NQ	Futures	7216.81	7220.68	7216.51	7220.38	1335.0
2017-10-06 06:00:00	NQ	Futures	7220.38	7223.06	7219.78	7222.46	1092.0
2017-10-06 06:30:00	NQ	Futures	7222.16	7222.16	7219.49	7220.08	718.0
2017-10-06 07:00:00	NQ	Futures	7220.08	7221.87	7219.49	7219.49	757.0
2017-10-06 07:30:00	NQ	Futures	7219.49	7221.57	7216.81	7217.11	1199.0

> showing 50 of 2,501 rows — these rows as CSV

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