PREVIEW / futures_30min / 2017-11-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-28.parquet
  size:    80 KB
  rows:    3,083

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
2017-11-28 00:00:00	ES	Futures	2843.92	2844.46	2843.37	2843.92	1626.0
2017-11-28 00:30:00	ES	Futures	2843.92	2844.19	2843.37	2844.19	1330.0
2017-11-28 01:00:00	ES	Futures	2844.19	2845.01	2843.92	2844.19	2688.0
2017-11-28 01:30:00	ES	Futures	2844.19	2845.01	2843.92	2844.74	1020.0
2017-11-28 02:00:00	ES	Futures	2845.01	2847.2	2844.74	2846.1	4669.0
2017-11-28 02:30:00	ES	Futures	2846.1	2847.47	2846.1	2846.92	3439.0
2017-11-28 03:00:00	ES	Futures	2846.65	2849.39	2846.65	2847.47	18427.0
2017-11-28 03:30:00	ES	Futures	2847.47	2849.11	2846.1	2848.57	14150.0
2017-11-28 04:00:00	ES	Futures	2848.84	2849.39	2847.47	2848.29	10571.0
2017-11-28 04:30:00	ES	Futures	2848.57	2848.84	2847.75	2848.84	7275.0
2017-11-28 05:00:00	ES	Futures	2848.84	2849.66	2847.2	2848.29	10404.0
2017-11-28 05:30:00	ES	Futures	2848.57	2849.93	2848.29	2849.66	6565.0
2017-11-28 06:00:00	ES	Futures	2849.66	2849.93	2848.57	2849.39	6792.0
2017-11-28 06:30:00	ES	Futures	2849.66	2850.75	2849.39	2850.21	9251.0
2017-11-28 07:00:00	ES	Futures	2849.93	2850.48	2849.39	2849.66	5979.0
2017-11-28 07:30:00	ES	Futures	2849.66	2850.21	2849.11	2849.39	7694.0
2017-11-28 08:00:00	ES	Futures	2849.39	2850.21	2849.39	2849.93	6116.0
2017-11-28 08:30:00	ES	Futures	2849.93	2851.03	2849.11	2850.75	9566.0
2017-11-28 09:00:00	ES	Futures	2850.75	2852.4	2850.75	2851.3	24197.0
2017-11-28 09:30:00	ES	Futures	2851.3	2853.49	2849.66	2851.03	94050.0
2017-11-28 10:00:00	ES	Futures	2851.3	2854.58	2851.3	2853.22	81637.0
2017-11-28 10:30:00	ES	Futures	2852.94	2855.68	2852.94	2854.58	58761.0
2017-11-28 11:00:00	ES	Futures	2854.58	2855.95	2854.31	2855.95	53889.0
2017-11-28 11:30:00	ES	Futures	2855.95	2860.06	2855.13	2859.78	96627.0
2017-11-28 12:00:00	ES	Futures	2859.78	2864.16	2859.51	2863.06	68075.0
2017-11-28 12:30:00	ES	Futures	2863.34	2864.98	2861.97	2864.71	48727.0
2017-11-28 13:00:00	ES	Futures	2864.71	2867.44	2861.7	2863.61	118772.0
2017-11-28 13:30:00	ES	Futures	2863.61	2864.71	2857.59	2858.41	77517.0
2017-11-28 14:00:00	ES	Futures	2858.41	2862.79	2855.68	2862.52	104612.0
2017-11-28 14:30:00	ES	Futures	2862.79	2870.18	2862.24	2869.36	115366.0
2017-11-28 15:00:00	ES	Futures	2869.08	2874.55	2868.54	2871.82	132215.0
2017-11-28 15:30:00	ES	Futures	2871.54	2874.28	2870.18	2874.28	170375.0
2017-11-28 16:00:00	ES	Futures	2874.01	2874.28	2872.64	2873.19	90125.0
2017-11-28 16:30:00	ES	Futures	2872.91	2874.01	2872.37	2873.19	10394.0
2017-11-28 18:00:00	ES	Futures	2872.91	2873.19	2871.54	2871.54	4052.0
2017-11-28 18:30:00	ES	Futures	2871.82	2872.91	2871.27	2872.09	2482.0
2017-11-28 19:00:00	ES	Futures	2872.09	2873.19	2871.82	2872.91	4258.0
2017-11-28 19:30:00	ES	Futures	2872.91	2872.91	2871.0	2872.09	3376.0
2017-11-28 20:00:00	ES	Futures	2872.37	2873.19	2871.82	2872.91	3247.0
2017-11-28 20:30:00	ES	Futures	2872.91	2873.19	2871.82	2871.82	2560.0
2017-11-28 21:00:00	ES	Futures	2872.09	2872.37	2871.54	2872.09	2384.0
2017-11-28 21:30:00	ES	Futures	2872.37	2872.64	2870.45	2870.72	4221.0
2017-11-28 22:00:00	ES	Futures	2870.72	2871.82	2870.45	2871.54	2228.0
2017-11-28 22:30:00	ES	Futures	2871.54	2872.37	2870.72	2871.27	2925.0
2017-11-28 23:00:00	ES	Futures	2871.0	2871.82	2871.0	2871.27	1566.0
2017-11-28 23:30:00	ES	Futures	2871.27	2871.54	2871.0	2871.27	875.0
2017-11-28 00:00:00	NQ	Futures	7616.84	7619.21	7615.05	7618.02	475.0
2017-11-28 00:30:00	NQ	Futures	7618.02	7619.81	7616.84	7619.21	522.0
2017-11-28 01:00:00	NQ	Futures	7619.21	7621.0	7616.24	7617.73	499.0
2017-11-28 01:30:00	NQ	Futures	7617.43	7620.11	7616.84	7619.81	256.0

> showing 50 of 3,083 rows — these rows as CSV

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