PREVIEW / futures_30min / 2017-11-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-08.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
2017-11-08 00:00:00	ES	Futures	2827.23	2827.78	2826.68	2827.78	4432.0
2017-11-08 00:30:00	ES	Futures	2827.5	2827.78	2826.95	2826.95	2070.0
2017-11-08 01:00:00	ES	Futures	2827.23	2827.5	2826.68	2826.68	873.0
2017-11-08 01:30:00	ES	Futures	2826.68	2826.95	2826.41	2826.95	1270.0
2017-11-08 02:00:00	ES	Futures	2827.23	2828.87	2827.23	2827.78	5420.0
2017-11-08 02:30:00	ES	Futures	2827.78	2829.14	2827.5	2828.87	2465.0
2017-11-08 03:00:00	ES	Futures	2828.87	2831.33	2828.6	2829.69	16414.0
2017-11-08 03:30:00	ES	Futures	2829.69	2829.96	2827.78	2828.87	10336.0
2017-11-08 04:00:00	ES	Futures	2829.14	2831.06	2828.87	2830.24	7984.0
2017-11-08 04:30:00	ES	Futures	2830.24	2830.78	2829.14	2829.69	7090.0
2017-11-08 05:00:00	ES	Futures	2829.69	2830.24	2828.32	2828.87	6726.0
2017-11-08 05:30:00	ES	Futures	2828.87	2829.96	2828.6	2828.87	5075.0
2017-11-08 06:00:00	ES	Futures	2828.6	2829.69	2828.32	2828.6	6585.0
2017-11-08 06:30:00	ES	Futures	2828.87	2828.87	2826.68	2827.78	8269.0
2017-11-08 07:00:00	ES	Futures	2827.5	2828.87	2826.68	2827.23	4535.0
2017-11-08 07:30:00	ES	Futures	2826.95	2827.5	2825.86	2826.95	7658.0
2017-11-08 08:00:00	ES	Futures	2827.23	2829.42	2826.95	2828.6	10009.0
2017-11-08 08:30:00	ES	Futures	2828.6	2829.42	2827.23	2828.6	9406.0
2017-11-08 09:00:00	ES	Futures	2828.6	2829.14	2827.5	2828.32	10016.0
2017-11-08 09:30:00	ES	Futures	2828.05	2829.42	2824.77	2825.86	110065.0
2017-11-08 10:00:00	ES	Futures	2826.13	2829.14	2825.86	2828.32	63898.0
2017-11-08 10:30:00	ES	Futures	2828.32	2829.69	2825.59	2829.14	73563.0
2017-11-08 11:00:00	ES	Futures	2829.14	2830.78	2828.87	2829.69	51363.0
2017-11-08 11:30:00	ES	Futures	2829.42	2829.69	2827.5	2829.69	40429.0
2017-11-08 12:00:00	ES	Futures	2829.69	2832.7	2829.14	2832.43	50147.0
2017-11-08 12:30:00	ES	Futures	2832.43	2833.79	2831.33	2832.97	43336.0
2017-11-08 13:00:00	ES	Futures	2833.25	2835.16	2832.97	2834.89	63903.0
2017-11-08 13:30:00	ES	Futures	2834.89	2834.89	2833.52	2834.34	36758.0
2017-11-08 14:00:00	ES	Futures	2834.34	2835.43	2833.25	2834.89	39043.0
2017-11-08 14:30:00	ES	Futures	2834.61	2835.98	2833.52	2835.16	38630.0
2017-11-08 15:00:00	ES	Futures	2834.89	2835.43	2834.07	2834.89	32586.0
2017-11-08 15:30:00	ES	Futures	2834.89	2836.8	2832.97	2835.71	128644.0
2017-11-08 16:00:00	ES	Futures	2835.98	2835.98	2833.79	2835.43	76288.0
2017-11-08 16:30:00	ES	Futures	2835.43	2835.98	2834.34	2834.61	7601.0
2017-11-08 18:00:00	ES	Futures	2835.43	2835.98	2834.61	2835.71	6871.0
2017-11-08 18:30:00	ES	Futures	2835.71	2835.71	2835.16	2835.16	2374.0
2017-11-08 19:00:00	ES	Futures	2835.16	2838.17	2834.61	2837.9	7867.0
2017-11-08 19:30:00	ES	Futures	2837.9	2838.72	2836.26	2837.35	7061.0
2017-11-08 20:00:00	ES	Futures	2837.35	2837.62	2835.71	2836.8	3328.0
2017-11-08 20:30:00	ES	Futures	2836.8	2838.99	2836.8	2837.35	5439.0
2017-11-08 21:00:00	ES	Futures	2837.62	2838.99	2837.35	2838.17	5203.0
2017-11-08 21:30:00	ES	Futures	2838.17	2838.44	2837.62	2837.9	2450.0
2017-11-08 22:00:00	ES	Futures	2838.17	2838.17	2835.71	2836.26	5103.0
2017-11-08 22:30:00	ES	Futures	2836.26	2837.62	2836.26	2837.08	2968.0
2017-11-08 23:00:00	ES	Futures	2836.8	2837.08	2836.26	2836.26	1712.0
2017-11-08 23:30:00	ES	Futures	2836.26	2836.53	2834.07	2834.89	7011.0
2017-11-08 00:00:00	NQ	Futures	7513.04	7513.33	7510.66	7512.14	364.0
2017-11-08 00:30:00	NQ	Futures	7512.14	7512.74	7510.36	7511.25	254.0
2017-11-08 01:00:00	NQ	Futures	7511.25	7512.44	7509.47	7510.06	200.0
2017-11-08 01:30:00	NQ	Futures	7509.77	7511.55	7507.68	7511.55	337.0

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

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