PREVIEW / futures_30min / 2017-12-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-03.parquet
  size:    20 KB
  rows:    557

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
2017-12-03 18:00:00	ES	Futures	2904.65	2914.22	2904.1	2907.38	30530.0
2017-12-03 18:30:00	ES	Futures	2907.38	2910.12	2906.56	2909.57	6798.0
2017-12-03 19:00:00	ES	Futures	2909.3	2911.76	2908.75	2910.12	10392.0
2017-12-03 19:30:00	ES	Futures	2909.84	2911.76	2909.3	2911.48	5510.0
2017-12-03 20:00:00	ES	Futures	2911.48	2912.03	2910.12	2910.39	6435.0
2017-12-03 20:30:00	ES	Futures	2910.12	2910.66	2909.3	2910.39	5431.0
2017-12-03 21:00:00	ES	Futures	2910.66	2911.48	2910.12	2910.39	4969.0
2017-12-03 21:30:00	ES	Futures	2910.12	2910.94	2910.12	2910.66	2699.0
2017-12-03 22:00:00	ES	Futures	2910.66	2911.76	2910.12	2911.48	2816.0
2017-12-03 22:30:00	ES	Futures	2911.48	2912.3	2910.94	2912.3	2812.0
2017-12-03 23:00:00	ES	Futures	2912.3	2913.13	2912.03	2912.3	2092.0
2017-12-03 23:30:00	ES	Futures	2912.03	2912.3	2910.94	2911.21	1601.0
2017-12-03 18:00:00	NQ	Futures	7579.36	7604.05	7576.39	7585.61	5960.0
2017-12-03 18:30:00	NQ	Futures	7585.31	7590.66	7582.63	7590.66	1491.0
2017-12-03 19:00:00	NQ	Futures	7590.66	7595.12	7586.8	7589.77	1805.0
2017-12-03 19:30:00	NQ	Futures	7590.07	7593.93	7587.09	7593.64	1011.0
2017-12-03 20:00:00	NQ	Futures	7593.93	7595.12	7586.2	7586.2	1487.0
2017-12-03 20:30:00	NQ	Futures	7586.5	7587.39	7578.47	7587.09	2097.0
2017-12-03 21:00:00	NQ	Futures	7587.39	7589.18	7577.87	7581.74	1250.0
2017-12-03 21:30:00	NQ	Futures	7581.74	7587.09	7581.74	7585.61	861.0
2017-12-03 22:00:00	NQ	Futures	7585.31	7588.58	7585.01	7587.99	465.0
2017-12-03 22:30:00	NQ	Futures	7587.99	7591.55	7587.69	7590.66	730.0
2017-12-03 23:00:00	NQ	Futures	7590.66	7591.85	7589.77	7590.07	679.0
2017-12-03 23:30:00	NQ	Futures	7590.07	7590.66	7587.69	7590.07	525.0
2017-12-03 18:00:00	YM	Futures	26480.8	26608.0	26478.6	26543.8	5581.0
2017-12-03 18:30:00	YM	Futures	26544.9	26574.3	26537.3	26564.5	1460.0
2017-12-03 19:00:00	YM	Futures	26564.5	26578.7	26556.9	26574.3	1934.0
2017-12-03 19:30:00	YM	Futures	26572.1	26591.7	26568.9	26590.6	1326.0
2017-12-03 20:00:00	YM	Futures	26590.6	26596.1	26576.5	26589.5	1530.0
2017-12-03 20:30:00	YM	Futures	26589.5	26602.6	26586.3	26601.5	1388.0
2017-12-03 21:00:00	YM	Futures	26602.6	26614.5	26595.0	26605.8	1331.0
2017-12-03 21:30:00	YM	Futures	26605.8	26615.6	26603.7	26604.8	793.0
2017-12-03 22:00:00	YM	Futures	26605.8	26608.0	26595.0	26606.9	925.0
2017-12-03 22:30:00	YM	Futures	26605.8	26614.5	26602.6	26610.2	532.0
2017-12-03 23:00:00	YM	Futures	26610.2	26624.3	26610.2	26616.7	563.0
2017-12-03 23:30:00	YM	Futures	26616.7	26620.0	26611.3	26615.6	243.0
2017-12-03 18:00:00	CL	Futures	51.72	51.74	51.6	51.67	1573.0
2017-12-03 18:30:00	CL	Futures	51.68	51.69	51.58	51.61	951.0
2017-12-03 19:00:00	CL	Futures	51.62	51.65	51.59	51.63	1175.0
2017-12-03 19:30:00	CL	Futures	51.63	51.63	51.58	51.58	819.0
2017-12-03 20:00:00	CL	Futures	51.58	51.61	51.54	51.57	2156.0
2017-12-03 20:30:00	CL	Futures	51.57	51.58	51.31	51.42	5280.0
2017-12-03 21:00:00	CL	Futures	51.42	51.5	51.39	51.43	3814.0
2017-12-03 21:30:00	CL	Futures	51.42	51.44	51.37	51.42	2359.0
2017-12-03 22:00:00	CL	Futures	51.41	51.44	51.36	51.39	1894.0
2017-12-03 22:30:00	CL	Futures	51.39	51.4	51.36	51.37	825.0
2017-12-03 23:00:00	CL	Futures	51.36	51.37	51.28	51.34	2275.0
2017-12-03 23:30:00	CL	Futures	51.34	51.37	51.33	51.36	924.0
2017-12-03 18:00:00	GC	Futures	1696.7	1697.3	1693.6	1696.9	6475.0
2017-12-03 18:30:00	GC	Futures	1697.1	1697.7	1695.4	1695.5	2546.0

> showing 50 of 557 rows — these rows as CSV

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