PREVIEW / futures_30min / 2017-11-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-20.parquet
  size:    80 KB
  rows:    3,054

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
2017-11-20 00:00:00	ES	Futures	2813.0	2814.1	2812.73	2813.82	1860.0
2017-11-20 00:30:00	ES	Futures	2813.82	2814.37	2813.28	2813.82	2016.0
2017-11-20 01:00:00	ES	Futures	2813.82	2815.19	2811.09	2811.09	5087.0
2017-11-20 01:30:00	ES	Futures	2811.09	2812.18	2809.99	2811.64	3527.0
2017-11-20 02:00:00	ES	Futures	2811.36	2813.82	2810.81	2813.0	7016.0
2017-11-20 02:30:00	ES	Futures	2813.28	2813.82	2811.09	2813.55	7898.0
2017-11-20 03:00:00	ES	Futures	2813.55	2814.92	2812.73	2813.55	16570.0
2017-11-20 03:30:00	ES	Futures	2813.28	2815.74	2812.18	2814.92	11355.0
2017-11-20 04:00:00	ES	Futures	2814.92	2816.29	2814.64	2815.47	6993.0
2017-11-20 04:30:00	ES	Futures	2815.19	2815.19	2814.1	2814.92	6344.0
2017-11-20 05:00:00	ES	Futures	2815.19	2816.29	2814.92	2816.01	6026.0
2017-11-20 05:30:00	ES	Futures	2816.01	2817.38	2816.01	2816.83	10582.0
2017-11-20 06:00:00	ES	Futures	2816.83	2818.47	2816.56	2816.83	7386.0
2017-11-20 06:30:00	ES	Futures	2816.83	2819.29	2816.83	2818.2	8444.0
2017-11-20 07:00:00	ES	Futures	2818.47	2819.29	2817.11	2817.65	8731.0
2017-11-20 07:30:00	ES	Futures	2817.65	2819.02	2817.38	2817.65	7817.0
2017-11-20 08:00:00	ES	Futures	2817.93	2819.84	2817.11	2819.57	11588.0
2017-11-20 08:30:00	ES	Futures	2819.84	2822.03	2819.57	2821.21	15504.0
2017-11-20 09:00:00	ES	Futures	2821.48	2823.4	2821.21	2823.4	14614.0
2017-11-20 09:30:00	ES	Futures	2823.12	2823.67	2819.84	2823.12	118186.0
2017-11-20 10:00:00	ES	Futures	2823.12	2824.49	2820.94	2822.58	78407.0
2017-11-20 10:30:00	ES	Futures	2822.58	2825.04	2822.03	2824.49	49097.0
2017-11-20 11:00:00	ES	Futures	2824.77	2825.86	2823.95	2824.22	47162.0
2017-11-20 11:30:00	ES	Futures	2824.22	2825.59	2823.67	2825.04	40478.0
2017-11-20 12:00:00	ES	Futures	2825.04	2825.59	2822.85	2823.95	37871.0
2017-11-20 12:30:00	ES	Futures	2823.67	2825.59	2823.67	2825.04	29709.0
2017-11-20 13:00:00	ES	Futures	2825.31	2826.95	2824.49	2826.41	36305.0
2017-11-20 13:30:00	ES	Futures	2826.68	2826.95	2825.31	2826.68	25048.0
2017-11-20 14:00:00	ES	Futures	2826.68	2826.95	2825.31	2826.13	21500.0
2017-11-20 14:30:00	ES	Futures	2826.13	2826.95	2825.59	2825.86	21055.0
2017-11-20 15:00:00	ES	Futures	2826.13	2827.5	2823.67	2824.22	35003.0
2017-11-20 15:30:00	ES	Futures	2824.49	2825.31	2822.85	2824.77	115462.0
2017-11-20 16:00:00	ES	Futures	2824.77	2826.41	2823.12	2825.59	96091.0
2017-11-20 16:30:00	ES	Futures	2825.04	2826.68	2824.77	2825.59	7569.0
2017-11-20 18:00:00	ES	Futures	2825.31	2825.86	2823.95	2823.95	3558.0
2017-11-20 18:30:00	ES	Futures	2824.22	2824.49	2823.4	2823.95	1576.0
2017-11-20 19:00:00	ES	Futures	2823.95	2825.59	2822.85	2825.04	4127.0
2017-11-20 19:30:00	ES	Futures	2825.31	2825.31	2823.4	2823.95	2365.0
2017-11-20 20:00:00	ES	Futures	2823.95	2823.95	2822.3	2822.3	3385.0
2017-11-20 20:30:00	ES	Futures	2822.3	2824.77	2822.3	2824.22	3088.0
2017-11-20 21:00:00	ES	Futures	2824.22	2826.13	2823.95	2824.77	3851.0
2017-11-20 21:30:00	ES	Futures	2824.77	2825.31	2824.49	2825.04	1527.0
2017-11-20 22:00:00	ES	Futures	2825.04	2825.31	2824.49	2825.04	874.0
2017-11-20 22:30:00	ES	Futures	2825.04	2825.31	2824.77	2825.04	1912.0
2017-11-20 23:00:00	ES	Futures	2824.77	2825.59	2824.77	2825.31	899.0
2017-11-20 23:30:00	ES	Futures	2825.31	2825.86	2825.31	2825.86	783.0
2017-11-20 00:00:00	NQ	Futures	7494.0	7499.06	7493.7	7498.17	690.0
2017-11-20 00:30:00	NQ	Futures	7497.87	7499.95	7496.38	7498.46	472.0
2017-11-20 01:00:00	NQ	Futures	7498.46	7504.71	7491.33	7493.11	1267.0
2017-11-20 01:30:00	NQ	Futures	7493.41	7495.19	7488.05	7493.41	1139.0

> showing 50 of 3,054 rows — these rows as CSV

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