PREVIEW / futures_30min / 2018-01-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-22.parquet
  size:    82 KB
  rows:    3,138

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
2018-01-22 00:00:00	ES	Futures	3069.2	3069.75	3068.93	3069.2	1215.0
2018-01-22 00:30:00	ES	Futures	3069.47	3070.02	3068.93	3069.75	2112.0
2018-01-22 01:00:00	ES	Futures	3069.47	3070.29	3069.47	3069.47	1170.0
2018-01-22 01:30:00	ES	Futures	3069.75	3069.75	3068.65	3069.2	863.0
2018-01-22 02:00:00	ES	Futures	3069.2	3070.02	3068.93	3069.2	1786.0
2018-01-22 02:30:00	ES	Futures	3069.2	3069.2	3067.83	3068.38	1974.0
2018-01-22 03:00:00	ES	Futures	3068.11	3070.57	3067.83	3069.47	9210.0
2018-01-22 03:30:00	ES	Futures	3069.75	3071.11	3068.65	3069.47	4508.0
2018-01-22 04:00:00	ES	Futures	3069.2	3069.47	3067.56	3068.11	5449.0
2018-01-22 04:30:00	ES	Futures	3068.11	3069.75	3068.11	3068.93	4762.0
2018-01-22 05:00:00	ES	Futures	3068.93	3069.75	3067.83	3068.38	2554.0
2018-01-22 05:30:00	ES	Futures	3068.11	3069.75	3068.11	3069.47	3223.0
2018-01-22 06:00:00	ES	Futures	3069.47	3071.39	3069.47	3070.29	3348.0
2018-01-22 06:30:00	ES	Futures	3070.29	3071.39	3070.02	3071.11	3538.0
2018-01-22 07:00:00	ES	Futures	3070.84	3071.66	3070.29	3070.84	4198.0
2018-01-22 07:30:00	ES	Futures	3070.84	3072.75	3070.57	3072.75	4681.0
2018-01-22 08:00:00	ES	Futures	3072.48	3074.39	3071.66	3074.12	8767.0
2018-01-22 08:30:00	ES	Futures	3073.85	3074.12	3070.02	3070.57	15599.0
2018-01-22 09:00:00	ES	Futures	3070.57	3071.93	3069.47	3071.93	21770.0
2018-01-22 09:30:00	ES	Futures	3071.66	3078.49	3071.39	3077.13	96052.0
2018-01-22 10:00:00	ES	Futures	3077.13	3085.87	3076.31	3084.51	111971.0
2018-01-22 10:30:00	ES	Futures	3084.23	3085.6	3080.95	3081.23	84962.0
2018-01-22 11:00:00	ES	Futures	3080.95	3083.96	3080.13	3080.13	66369.0
2018-01-22 11:30:00	ES	Futures	3080.13	3086.42	3079.86	3086.15	60327.0
2018-01-22 12:00:00	ES	Futures	3085.87	3089.97	3084.78	3089.43	58729.0
2018-01-22 12:30:00	ES	Futures	3089.15	3091.89	3089.15	3089.43	58074.0
2018-01-22 13:00:00	ES	Futures	3089.15	3091.07	3088.06	3090.25	25596.0
2018-01-22 13:30:00	ES	Futures	3089.97	3091.34	3088.88	3090.25	36598.0
2018-01-22 14:00:00	ES	Futures	3090.25	3091.07	3086.15	3088.33	37310.0
2018-01-22 14:30:00	ES	Futures	3088.06	3090.79	3087.79	3089.15	27337.0
2018-01-22 15:00:00	ES	Futures	3088.88	3092.16	3088.88	3091.34	32503.0
2018-01-22 15:30:00	ES	Futures	3091.34	3100.09	3090.52	3099.54	153395.0
2018-01-22 16:00:00	ES	Futures	3099.81	3101.18	3098.99	3099.81	89887.0
2018-01-22 16:30:00	ES	Futures	3100.36	3103.09	3099.81	3100.09	12357.0
2018-01-22 18:00:00	ES	Futures	3099.81	3100.63	3098.72	3099.54	5152.0
2018-01-22 18:30:00	ES	Futures	3099.27	3099.81	3098.99	3099.54	1762.0
2018-01-22 19:00:00	ES	Futures	3099.54	3099.54	3098.45	3098.99	3486.0
2018-01-22 19:30:00	ES	Futures	3098.99	3100.63	3098.99	3100.36	3615.0
2018-01-22 20:00:00	ES	Futures	3100.09	3102.0	3098.99	3101.73	4373.0
2018-01-22 20:30:00	ES	Futures	3101.45	3103.09	3100.91	3102.0	5726.0
2018-01-22 21:00:00	ES	Futures	3101.73	3102.27	3100.63	3100.91	2417.0
2018-01-22 21:30:00	ES	Futures	3100.91	3101.18	3100.09	3100.63	1799.0
2018-01-22 22:00:00	ES	Futures	3100.63	3102.0	3099.81	3100.91	2819.0
2018-01-22 22:30:00	ES	Futures	3100.63	3101.73	3100.63	3101.45	1932.0
2018-01-22 23:00:00	ES	Futures	3101.73	3102.82	3101.18	3102.27	2088.0
2018-01-22 23:30:00	ES	Futures	3102.27	3103.64	3102.27	3103.09	2899.0
2018-01-22 00:00:00	NQ	Futures	8112.45	8115.71	8110.96	8114.23	475.0
2018-01-22 00:30:00	NQ	Futures	8114.23	8116.89	8113.34	8116.89	448.0
2018-01-22 01:00:00	NQ	Futures	8116.6	8118.67	8115.12	8117.49	791.0
2018-01-22 01:30:00	NQ	Futures	8117.49	8118.38	8113.93	8116.89	398.0

> showing 50 of 3,138 rows — these rows as CSV

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