PREVIEW / futures_30min / 2017-11-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-02.parquet
  size:    79 KB
  rows:    3,079

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
2017-11-02 00:00:00	ES	Futures	2812.18	2812.73	2811.64	2812.46	1388.0
2017-11-02 00:30:00	ES	Futures	2812.18	2812.46	2811.36	2811.91	1312.0
2017-11-02 01:00:00	ES	Futures	2811.91	2812.46	2811.64	2812.46	1652.0
2017-11-02 01:30:00	ES	Futures	2812.46	2812.46	2811.64	2812.46	2112.0
2017-11-02 02:00:00	ES	Futures	2812.18	2812.73	2811.36	2811.36	1653.0
2017-11-02 02:30:00	ES	Futures	2811.64	2812.18	2811.36	2811.64	898.0
2017-11-02 03:00:00	ES	Futures	2811.64	2812.46	2811.09	2811.64	4100.0
2017-11-02 03:30:00	ES	Futures	2811.64	2812.73	2811.36	2812.46	3776.0
2017-11-02 04:00:00	ES	Futures	2812.18	2814.92	2811.91	2814.37	15590.0
2017-11-02 04:30:00	ES	Futures	2814.1	2816.01	2812.73	2812.73	10531.0
2017-11-02 05:00:00	ES	Futures	2813.0	2814.92	2811.64	2814.37	8481.0
2017-11-02 05:30:00	ES	Futures	2814.37	2814.92	2813.82	2814.64	5580.0
2017-11-02 06:00:00	ES	Futures	2814.64	2814.92	2813.28	2813.28	4009.0
2017-11-02 06:30:00	ES	Futures	2813.28	2814.64	2813.0	2814.37	3672.0
2017-11-02 07:00:00	ES	Futures	2814.37	2817.11	2814.37	2814.37	9682.0
2017-11-02 07:30:00	ES	Futures	2814.64	2816.56	2814.37	2815.47	5319.0
2017-11-02 08:00:00	ES	Futures	2815.47	2816.29	2814.64	2815.74	7196.0
2017-11-02 08:30:00	ES	Futures	2815.74	2818.75	2815.74	2818.47	17228.0
2017-11-02 09:00:00	ES	Futures	2818.47	2818.75	2816.83	2817.38	22448.0
2017-11-02 09:30:00	ES	Futures	2817.11	2818.75	2815.47	2816.56	113008.0
2017-11-02 10:00:00	ES	Futures	2816.83	2817.11	2803.7	2808.9	216948.0
2017-11-02 10:30:00	ES	Futures	2808.9	2813.82	2808.35	2811.91	102667.0
2017-11-02 11:00:00	ES	Futures	2811.91	2815.74	2810.27	2811.09	93534.0
2017-11-02 11:30:00	ES	Futures	2811.09	2813.28	2808.63	2813.28	65942.0
2017-11-02 12:00:00	ES	Futures	2813.28	2817.93	2812.18	2817.38	64967.0
2017-11-02 12:30:00	ES	Futures	2817.65	2817.65	2815.19	2816.56	33484.0
2017-11-02 13:00:00	ES	Futures	2816.56	2817.38	2814.64	2815.19	24217.0
2017-11-02 13:30:00	ES	Futures	2815.19	2815.47	2814.1	2814.92	30039.0
2017-11-02 14:00:00	ES	Futures	2814.64	2817.65	2814.1	2817.38	25951.0
2017-11-02 14:30:00	ES	Futures	2817.38	2817.65	2813.28	2813.28	39510.0
2017-11-02 15:00:00	ES	Futures	2813.28	2817.38	2813.28	2817.38	49400.0
2017-11-02 15:30:00	ES	Futures	2817.11	2821.21	2817.11	2819.57	143251.0
2017-11-02 16:00:00	ES	Futures	2819.29	2820.94	2818.75	2819.57	53877.0
2017-11-02 16:30:00	ES	Futures	2819.57	2821.48	2819.29	2820.39	12330.0
2017-11-02 18:00:00	ES	Futures	2820.39	2820.94	2819.29	2820.66	3362.0
2017-11-02 18:30:00	ES	Futures	2820.66	2821.21	2820.39	2820.66	1305.0
2017-11-02 19:00:00	ES	Futures	2820.66	2821.48	2820.39	2821.21	1185.0
2017-11-02 19:30:00	ES	Futures	2821.21	2821.76	2820.66	2821.48	1983.0
2017-11-02 20:00:00	ES	Futures	2821.48	2822.3	2821.48	2821.76	2693.0
2017-11-02 20:30:00	ES	Futures	2822.03	2822.03	2820.94	2821.48	1285.0
2017-11-02 21:00:00	ES	Futures	2821.21	2821.48	2820.12	2820.12	2612.0
2017-11-02 21:30:00	ES	Futures	2820.39	2821.21	2819.84	2820.94	1380.0
2017-11-02 22:00:00	ES	Futures	2820.94	2821.48	2820.39	2821.21	939.0
2017-11-02 22:30:00	ES	Futures	2820.94	2821.21	2820.39	2821.21	1036.0
2017-11-02 23:00:00	ES	Futures	2821.21	2821.48	2820.66	2821.21	757.0
2017-11-02 23:30:00	ES	Futures	2820.94	2821.21	2820.66	2820.66	637.0
2017-11-02 00:00:00	NQ	Futures	7406.86	7408.64	7405.37	7406.56	570.0
2017-11-02 00:30:00	NQ	Futures	7406.56	7407.75	7403.88	7405.97	305.0
2017-11-02 01:00:00	NQ	Futures	7406.26	7408.64	7405.07	7407.45	359.0
2017-11-02 01:30:00	NQ	Futures	7407.45	7407.75	7402.4	7404.48	645.0

> showing 50 of 3,079 rows — these rows as CSV

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