PREVIEW / futures_30min / 2018-01-10

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-10.parquet
  size:    84 KB
  rows:    3,164

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
2018-01-10 00:00:00	ES	Futures	3007.97	3007.97	3006.33	3006.61	3112.0
2018-01-10 00:30:00	ES	Futures	3006.88	3007.7	3006.33	3007.43	2218.0
2018-01-10 01:00:00	ES	Futures	3007.15	3007.7	3006.88	3006.88	1278.0
2018-01-10 01:30:00	ES	Futures	3007.15	3007.15	3006.33	3006.61	1153.0
2018-01-10 02:00:00	ES	Futures	3006.33	3006.61	3004.69	3004.97	5498.0
2018-01-10 02:30:00	ES	Futures	3004.97	3005.51	3002.51	3002.78	7377.0
2018-01-10 03:00:00	ES	Futures	3003.06	3004.15	3001.42	3002.78	14504.0
2018-01-10 03:30:00	ES	Futures	3002.78	3005.79	3001.14	3001.42	14056.0
2018-01-10 04:00:00	ES	Futures	3001.42	3004.69	3001.14	3004.15	6905.0
2018-01-10 04:30:00	ES	Futures	3004.42	3004.42	3002.51	3003.33	6242.0
2018-01-10 05:00:00	ES	Futures	3003.33	3004.15	3000.32	3000.32	6708.0
2018-01-10 05:30:00	ES	Futures	3000.32	3001.69	2992.67	2993.49	53107.0
2018-01-10 06:00:00	ES	Futures	2993.22	2998.68	2993.22	2997.86	18046.0
2018-01-10 06:30:00	ES	Futures	2997.86	2998.41	2995.68	2995.95	11552.0
2018-01-10 07:00:00	ES	Futures	2995.95	2999.5	2994.31	2998.96	16510.0
2018-01-10 07:30:00	ES	Futures	2999.23	3000.05	2996.22	2996.5	16064.0
2018-01-10 08:00:00	ES	Futures	2996.77	2999.5	2995.68	2999.23	13583.0
2018-01-10 08:30:00	ES	Futures	2998.96	3000.05	2997.32	2999.5	21090.0
2018-01-10 09:00:00	ES	Futures	2999.5	3000.87	2998.96	3000.05	20144.0
2018-01-10 09:30:00	ES	Futures	3000.05	3003.06	2991.85	2996.77	246065.0
2018-01-10 10:00:00	ES	Futures	2996.77	3002.24	2994.31	3000.05	111594.0
2018-01-10 10:30:00	ES	Futures	2999.78	3004.42	2998.14	3001.42	73363.0
2018-01-10 11:00:00	ES	Futures	3001.42	3004.97	3001.14	3001.69	48241.0
2018-01-10 11:30:00	ES	Futures	3001.69	3006.33	3001.69	3004.15	41580.0
2018-01-10 12:00:00	ES	Futures	3004.15	3005.79	3001.96	3004.42	32762.0
2018-01-10 12:30:00	ES	Futures	3004.42	3006.61	3003.87	3006.06	20018.0
2018-01-10 13:00:00	ES	Futures	3006.33	3007.15	3004.15	3005.51	39474.0
2018-01-10 13:30:00	ES	Futures	3005.79	3008.52	3004.42	3007.15	31824.0
2018-01-10 14:00:00	ES	Futures	3007.15	3007.7	3000.6	3001.42	70120.0
2018-01-10 14:30:00	ES	Futures	3001.69	3003.33	3000.05	3002.24	51174.0
2018-01-10 15:00:00	ES	Futures	3002.51	3004.97	3000.6	3001.96	59344.0
2018-01-10 15:30:00	ES	Futures	3002.24	3006.06	3001.69	3005.24	99875.0
2018-01-10 16:00:00	ES	Futures	3005.24	3007.7	3004.42	3007.43	52023.0
2018-01-10 16:30:00	ES	Futures	3006.88	3007.97	3006.06	3007.43	6085.0
2018-01-10 18:00:00	ES	Futures	3006.61	3007.43	3006.06	3006.61	3003.0
2018-01-10 18:30:00	ES	Futures	3006.61	3007.43	3005.51	3007.43	1746.0
2018-01-10 19:00:00	ES	Futures	3007.43	3007.7	3005.79	3006.61	1914.0
2018-01-10 19:30:00	ES	Futures	3006.61	3011.53	3006.61	3009.89	7900.0
2018-01-10 20:00:00	ES	Futures	3009.89	3010.71	3007.7	3008.52	4882.0
2018-01-10 20:30:00	ES	Futures	3008.25	3009.34	3007.15	3009.07	2145.0
2018-01-10 21:00:00	ES	Futures	3009.07	3009.07	3006.33	3007.43	3341.0
2018-01-10 21:30:00	ES	Futures	3007.15	3007.15	3004.15	3004.42	4305.0
2018-01-10 22:00:00	ES	Futures	3004.69	3006.88	3004.15	3006.33	2220.0
2018-01-10 22:30:00	ES	Futures	3006.61	3009.61	3005.51	3009.34	5881.0
2018-01-10 23:00:00	ES	Futures	3009.61	3010.16	3009.34	3009.89	1806.0
2018-01-10 23:30:00	ES	Futures	3009.89	3010.98	3009.89	3009.89	2346.0
2018-01-10 00:00:00	NQ	Futures	7928.85	7929.45	7920.85	7925.3	958.0
2018-01-10 00:30:00	NQ	Futures	7925.59	7926.18	7922.03	7924.41	402.0
2018-01-10 01:00:00	NQ	Futures	7925.0	7926.78	7923.81	7923.81	367.0
2018-01-10 01:30:00	NQ	Futures	7924.41	7925.0	7922.63	7922.92	225.0

> showing 50 of 3,164 rows — these rows as CSV

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