PREVIEW / futures_30min / 2017-10-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-16.parquet
  size:    78 KB
  rows:    3,072

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
2017-10-16 00:00:00	ES	Futures	2796.32	2796.32	2795.5	2795.77	1394.0
2017-10-16 00:30:00	ES	Futures	2795.5	2795.77	2795.22	2795.77	1067.0
2017-10-16 01:00:00	ES	Futures	2795.77	2795.77	2795.22	2795.22	1111.0
2017-10-16 01:30:00	ES	Futures	2795.5	2795.5	2794.67	2794.95	2016.0
2017-10-16 02:00:00	ES	Futures	2795.22	2795.22	2794.13	2794.4	4240.0
2017-10-16 02:30:00	ES	Futures	2794.4	2794.4	2793.58	2794.4	2714.0
2017-10-16 03:00:00	ES	Futures	2794.13	2794.4	2792.49	2793.03	8849.0
2017-10-16 03:30:00	ES	Futures	2793.03	2794.4	2793.03	2794.13	6339.0
2017-10-16 04:00:00	ES	Futures	2793.85	2794.4	2793.31	2793.31	3948.0
2017-10-16 04:30:00	ES	Futures	2793.58	2794.13	2793.31	2793.85	3524.0
2017-10-16 05:00:00	ES	Futures	2793.85	2794.13	2793.31	2793.58	2889.0
2017-10-16 05:30:00	ES	Futures	2793.58	2794.4	2793.58	2794.13	1742.0
2017-10-16 06:00:00	ES	Futures	2794.13	2794.67	2793.85	2794.4	1772.0
2017-10-16 06:30:00	ES	Futures	2794.67	2794.67	2794.13	2794.13	1128.0
2017-10-16 07:00:00	ES	Futures	2794.4	2794.4	2793.03	2793.31	3356.0
2017-10-16 07:30:00	ES	Futures	2793.03	2794.4	2792.76	2794.13	3421.0
2017-10-16 08:00:00	ES	Futures	2794.4	2795.77	2794.13	2795.5	5203.0
2017-10-16 08:30:00	ES	Futures	2795.5	2795.77	2794.95	2794.95	5949.0
2017-10-16 09:00:00	ES	Futures	2795.22	2796.32	2794.4	2795.22	10791.0
2017-10-16 09:30:00	ES	Futures	2795.5	2798.78	2795.22	2797.41	91857.0
2017-10-16 10:00:00	ES	Futures	2797.14	2797.68	2792.49	2794.13	86542.0
2017-10-16 10:30:00	ES	Futures	2794.4	2794.4	2792.49	2793.03	60725.0
2017-10-16 11:00:00	ES	Futures	2793.03	2795.5	2792.76	2795.22	46170.0
2017-10-16 11:30:00	ES	Futures	2795.22	2795.5	2793.58	2793.85	23400.0
2017-10-16 12:00:00	ES	Futures	2793.85	2794.13	2791.12	2792.21	46663.0
2017-10-16 12:30:00	ES	Futures	2792.49	2793.85	2792.21	2793.03	23782.0
2017-10-16 13:00:00	ES	Futures	2793.03	2794.4	2792.49	2794.4	26053.0
2017-10-16 13:30:00	ES	Futures	2794.13	2795.22	2793.31	2793.58	22151.0
2017-10-16 14:00:00	ES	Futures	2793.58	2794.95	2793.31	2794.67	25770.0
2017-10-16 14:30:00	ES	Futures	2794.67	2794.95	2793.58	2794.13	18956.0
2017-10-16 15:00:00	ES	Futures	2794.4	2795.5	2793.85	2794.67	26855.0
2017-10-16 15:30:00	ES	Futures	2794.67	2796.86	2794.4	2796.32	127589.0
2017-10-16 16:00:00	ES	Futures	2796.32	2797.41	2796.04	2797.14	49527.0
2017-10-16 16:30:00	ES	Futures	2797.41	2797.41	2796.04	2796.32	5472.0
2017-10-16 18:00:00	ES	Futures	2796.32	2796.59	2795.5	2796.04	4019.0
2017-10-16 18:30:00	ES	Futures	2796.04	2796.32	2795.77	2796.04	875.0
2017-10-16 19:00:00	ES	Futures	2796.04	2796.59	2796.04	2796.32	801.0
2017-10-16 19:30:00	ES	Futures	2796.32	2796.86	2796.32	2796.59	968.0
2017-10-16 20:00:00	ES	Futures	2796.32	2797.68	2796.32	2797.41	3373.0
2017-10-16 20:30:00	ES	Futures	2797.14	2797.96	2796.59	2796.86	2013.0
2017-10-16 21:00:00	ES	Futures	2796.86	2797.41	2796.04	2796.32	2626.0
2017-10-16 21:30:00	ES	Futures	2796.32	2796.59	2794.95	2795.22	4238.0
2017-10-16 22:00:00	ES	Futures	2795.5	2796.32	2795.22	2796.04	2132.0
2017-10-16 22:30:00	ES	Futures	2796.04	2796.59	2795.77	2796.59	683.0
2017-10-16 23:00:00	ES	Futures	2796.32	2796.86	2796.32	2796.59	720.0
2017-10-16 23:30:00	ES	Futures	2796.59	2796.86	2796.32	2796.86	977.0
2017-10-16 00:00:00	NQ	Futures	7270.94	7271.24	7268.86	7269.16	400.0
2017-10-16 00:30:00	NQ	Futures	7269.16	7269.45	7267.37	7268.56	351.0
2017-10-16 01:00:00	NQ	Futures	7268.56	7268.86	7267.67	7267.97	376.0
2017-10-16 01:30:00	NQ	Futures	7267.97	7268.86	7267.07	7267.97	420.0

> showing 50 of 3,072 rows — these rows as CSV

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