PREVIEW / futures_30min / 2017-11-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-30.parquet
  size:    87 KB
  rows:    3,141

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
2017-11-30 00:00:00	ES	Futures	2872.37	2873.73	2871.82	2872.09	3000.0
2017-11-30 00:30:00	ES	Futures	2872.09	2872.91	2871.54	2871.82	2993.0
2017-11-30 01:00:00	ES	Futures	2871.82	2872.64	2871.0	2871.27	1894.0
2017-11-30 01:30:00	ES	Futures	2871.27	2872.64	2871.0	2872.37	1088.0
2017-11-30 02:00:00	ES	Futures	2872.64	2875.65	2872.64	2874.28	7305.0
2017-11-30 02:30:00	ES	Futures	2874.01	2874.83	2873.19	2874.28	3745.0
2017-11-30 03:00:00	ES	Futures	2874.28	2875.65	2873.19	2874.55	12757.0
2017-11-30 03:30:00	ES	Futures	2874.55	2876.2	2874.55	2875.65	8940.0
2017-11-30 04:00:00	ES	Futures	2875.65	2878.11	2875.37	2877.02	13858.0
2017-11-30 04:30:00	ES	Futures	2877.02	2877.84	2875.65	2875.92	8618.0
2017-11-30 05:00:00	ES	Futures	2876.2	2877.56	2875.65	2877.29	6338.0
2017-11-30 05:30:00	ES	Futures	2877.29	2881.12	2877.02	2880.3	15366.0
2017-11-30 06:00:00	ES	Futures	2880.02	2882.21	2880.02	2881.12	11395.0
2017-11-30 06:30:00	ES	Futures	2881.12	2881.94	2880.85	2881.39	4840.0
2017-11-30 07:00:00	ES	Futures	2881.39	2881.39	2878.93	2880.3	11337.0
2017-11-30 07:30:00	ES	Futures	2880.3	2881.39	2878.66	2881.12	10804.0
2017-11-30 08:00:00	ES	Futures	2880.85	2881.67	2880.02	2881.39	9825.0
2017-11-30 08:30:00	ES	Futures	2881.39	2881.94	2880.3	2881.67	12289.0
2017-11-30 09:00:00	ES	Futures	2881.39	2885.22	2881.12	2883.85	24186.0
2017-11-30 09:30:00	ES	Futures	2883.58	2888.51	2882.76	2885.77	224976.0
2017-11-30 10:00:00	ES	Futures	2885.77	2889.6	2884.68	2887.41	124555.0
2017-11-30 10:30:00	ES	Futures	2887.41	2890.97	2883.85	2890.69	105969.0
2017-11-30 11:00:00	ES	Futures	2890.69	2895.89	2889.87	2891.51	152530.0
2017-11-30 11:30:00	ES	Futures	2891.51	2893.16	2890.15	2892.61	82948.0
2017-11-30 12:00:00	ES	Futures	2892.61	2901.64	2892.61	2901.09	115755.0
2017-11-30 12:30:00	ES	Futures	2901.09	2909.02	2901.09	2903.55	196350.0
2017-11-30 13:00:00	ES	Futures	2903.82	2907.38	2900.82	2902.73	111934.0
2017-11-30 13:30:00	ES	Futures	2902.46	2902.73	2895.34	2898.35	86979.0
2017-11-30 14:00:00	ES	Futures	2898.35	2900.54	2895.89	2900.27	59878.0
2017-11-30 14:30:00	ES	Futures	2900.54	2900.54	2895.34	2896.16	61532.0
2017-11-30 15:00:00	ES	Futures	2896.16	2896.16	2890.42	2895.62	115738.0
2017-11-30 15:30:00	ES	Futures	2895.89	2901.36	2891.79	2896.16	375141.0
2017-11-30 16:00:00	ES	Futures	2896.16	2896.44	2889.05	2890.15	218341.0
2017-11-30 16:30:00	ES	Futures	2890.69	2891.51	2888.78	2891.51	12384.0
2017-11-30 18:00:00	ES	Futures	2889.6	2892.06	2887.96	2888.23	9332.0
2017-11-30 18:30:00	ES	Futures	2888.23	2890.97	2887.68	2890.69	7196.0
2017-11-30 19:00:00	ES	Futures	2890.97	2892.06	2889.87	2890.97	7241.0
2017-11-30 19:30:00	ES	Futures	2890.97	2891.24	2886.86	2888.23	10833.0
2017-11-30 20:00:00	ES	Futures	2888.23	2889.33	2887.41	2888.23	5121.0
2017-11-30 20:30:00	ES	Futures	2888.51	2889.33	2885.77	2886.86	6558.0
2017-11-30 21:00:00	ES	Futures	2887.14	2887.68	2885.77	2887.41	6257.0
2017-11-30 21:30:00	ES	Futures	2887.41	2889.87	2887.41	2888.78	4447.0
2017-11-30 22:00:00	ES	Futures	2888.78	2890.97	2888.78	2889.87	3509.0
2017-11-30 22:30:00	ES	Futures	2889.87	2890.42	2888.78	2889.33	2634.0
2017-11-30 23:00:00	ES	Futures	2889.33	2890.69	2888.78	2890.69	2234.0
2017-11-30 23:30:00	ES	Futures	2890.69	2891.79	2890.42	2890.42	2650.0
2017-11-30 00:00:00	NQ	Futures	7494.0	7500.55	7491.62	7491.62	1489.0
2017-11-30 00:30:00	NQ	Futures	7491.33	7498.76	7490.14	7496.68	948.0
2017-11-30 01:00:00	NQ	Futures	7496.38	7497.87	7491.03	7491.62	556.0
2017-11-30 01:30:00	NQ	Futures	7491.33	7498.46	7489.54	7498.17	515.0

> showing 50 of 3,141 rows — these rows as CSV

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