PREVIEW / futures_30min / 2017-12-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-22.parquet
  size:    62 KB
  rows:    2,388

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
2017-12-22 00:00:00	ES	Futures	2942.1	2942.38	2941.28	2941.28	1106.0
2017-12-22 00:30:00	ES	Futures	2941.56	2941.83	2941.28	2941.28	926.0
2017-12-22 01:00:00	ES	Futures	2941.28	2941.56	2940.74	2941.28	921.0
2017-12-22 01:30:00	ES	Futures	2941.28	2941.83	2940.74	2940.74	482.0
2017-12-22 02:00:00	ES	Futures	2941.01	2941.01	2939.92	2940.46	1825.0
2017-12-22 02:30:00	ES	Futures	2940.46	2941.56	2940.46	2941.28	1434.0
2017-12-22 03:00:00	ES	Futures	2941.01	2942.65	2941.01	2942.1	6504.0
2017-12-22 03:30:00	ES	Futures	2942.1	2942.38	2941.28	2941.83	2953.0
2017-12-22 04:00:00	ES	Futures	2941.56	2942.38	2941.56	2942.38	3126.0
2017-12-22 04:30:00	ES	Futures	2942.38	2942.65	2941.28	2941.83	2123.0
2017-12-22 05:00:00	ES	Futures	2941.56	2941.83	2941.01	2941.56	1647.0
2017-12-22 05:30:00	ES	Futures	2941.56	2941.83	2940.46	2940.74	2379.0
2017-12-22 06:00:00	ES	Futures	2940.74	2941.56	2940.19	2941.56	2110.0
2017-12-22 06:30:00	ES	Futures	2941.56	2942.1	2941.01	2941.56	1926.0
2017-12-22 07:00:00	ES	Futures	2941.56	2942.1	2939.92	2940.19	3114.0
2017-12-22 07:30:00	ES	Futures	2940.19	2941.01	2939.64	2939.64	2784.0
2017-12-22 08:00:00	ES	Futures	2939.64	2940.19	2938.82	2939.1	6152.0
2017-12-22 08:30:00	ES	Futures	2939.1	2941.01	2938.82	2939.1	7694.0
2017-12-22 09:00:00	ES	Futures	2939.1	2940.19	2938.55	2939.37	9268.0
2017-12-22 09:30:00	ES	Futures	2939.1	2939.92	2935.27	2939.64	87156.0
2017-12-22 10:00:00	ES	Futures	2939.64	2939.92	2935.27	2937.18	47059.0
2017-12-22 10:30:00	ES	Futures	2936.91	2938.28	2936.09	2936.91	33997.0
2017-12-22 11:00:00	ES	Futures	2936.91	2937.18	2933.63	2935.27	32814.0
2017-12-22 11:30:00	ES	Futures	2935.54	2936.09	2932.54	2934.45	46396.0
2017-12-22 12:00:00	ES	Futures	2934.45	2936.64	2934.18	2936.09	15040.0
2017-12-22 12:30:00	ES	Futures	2936.36	2936.36	2934.72	2935.27	12443.0
2017-12-22 13:00:00	ES	Futures	2935.0	2935.82	2935.0	2935.54	10661.0
2017-12-22 13:30:00	ES	Futures	2935.54	2938.0	2935.54	2937.73	21204.0
2017-12-22 14:00:00	ES	Futures	2937.73	2938.82	2936.36	2938.0	21185.0
2017-12-22 14:30:00	ES	Futures	2938.28	2939.37	2937.18	2938.55	21773.0
2017-12-22 15:00:00	ES	Futures	2938.82	2939.1	2937.18	2938.55	20092.0
2017-12-22 15:30:00	ES	Futures	2938.55	2940.46	2937.46	2939.64	82519.0
2017-12-22 16:00:00	ES	Futures	2939.92	2940.19	2936.09	2936.91	51036.0
2017-12-22 16:30:00	ES	Futures	2936.91	2938.0	2936.09	2937.73	6614.0
2017-12-22 00:00:00	NQ	Futures	7709.67	7710.26	7706.11	7709.08	440.0
2017-12-22 00:30:00	NQ	Futures	7709.67	7710.86	7708.19	7709.97	375.0
2017-12-22 01:00:00	NQ	Futures	7709.97	7709.97	7701.96	7705.52	543.0
2017-12-22 01:30:00	NQ	Futures	7705.52	7707.0	7703.15	7704.33	244.0
2017-12-22 02:00:00	NQ	Futures	7704.33	7707.0	7703.44	7705.52	591.0
2017-12-22 02:30:00	NQ	Futures	7705.52	7708.48	7705.52	7708.19	296.0
2017-12-22 03:00:00	NQ	Futures	7708.19	7713.53	7707.0	7710.26	951.0
2017-12-22 03:30:00	NQ	Futures	7710.56	7710.86	7707.3	7709.08	484.0
2017-12-22 04:00:00	NQ	Futures	7709.37	7710.86	7707.3	7709.67	472.0
2017-12-22 04:30:00	NQ	Futures	7709.97	7711.15	7707.3	7708.19	244.0
2017-12-22 05:00:00	NQ	Futures	7707.89	7710.26	7707.89	7708.78	226.0
2017-12-22 05:30:00	NQ	Futures	7709.37	7709.97	7704.93	7705.22	333.0
2017-12-22 06:00:00	NQ	Futures	7704.93	7706.41	7701.96	7706.41	526.0
2017-12-22 06:30:00	NQ	Futures	7706.41	7708.78	7704.93	7707.3	326.0
2017-12-22 07:00:00	NQ	Futures	7707.59	7708.78	7702.55	7703.44	477.0
2017-12-22 07:30:00	NQ	Futures	7703.15	7706.11	7700.77	7701.66	576.0

> showing 50 of 2,388 rows — these rows as CSV

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