PREVIEW / futures_30min / 2018-02-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-06.parquet
  size:    99 KB
  rows:    3,296

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
2018-02-06 00:00:00	ES	Futures	2788.77	2816.37	2781.39	2812.82	29615.0
2018-02-06 00:30:00	ES	Futures	2812.55	2837.14	2810.63	2831.13	42384.0
2018-02-06 01:00:00	ES	Futures	2831.13	2838.24	2813.91	2824.3	21485.0
2018-02-06 01:30:00	ES	Futures	2824.57	2837.96	2822.66	2824.85	17123.0
2018-02-06 02:00:00	ES	Futures	2824.3	2860.38	2824.03	2843.16	47846.0
2018-02-06 02:30:00	ES	Futures	2843.16	2856.82	2821.57	2844.25	42001.0
2018-02-06 03:00:00	ES	Futures	2844.25	2877.6	2838.24	2872.95	62553.0
2018-02-06 03:30:00	ES	Futures	2872.95	2887.98	2871.31	2885.25	46844.0
2018-02-06 04:00:00	ES	Futures	2884.98	2891.26	2879.51	2884.16	41254.0
2018-02-06 04:30:00	ES	Futures	2884.43	2886.89	2861.74	2865.3	40994.0
2018-02-06 05:00:00	ES	Futures	2865.3	2866.39	2841.24	2844.52	45968.0
2018-02-06 05:30:00	ES	Futures	2844.52	2871.31	2843.7	2867.76	34709.0
2018-02-06 06:00:00	ES	Futures	2868.03	2871.04	2844.52	2846.71	37592.0
2018-02-06 06:30:00	ES	Futures	2846.71	2848.62	2818.29	2824.3	45877.0
2018-02-06 07:00:00	ES	Futures	2824.57	2860.65	2812.82	2844.25	76023.0
2018-02-06 07:30:00	ES	Futures	2844.25	2851.9	2835.78	2846.16	51345.0
2018-02-06 08:00:00	ES	Futures	2845.89	2847.26	2813.09	2821.02	61974.0
2018-02-06 08:30:00	ES	Futures	2821.02	2854.64	2816.92	2850.26	70002.0
2018-02-06 09:00:00	ES	Futures	2849.99	2855.46	2819.65	2844.52	92773.0
2018-02-06 09:30:00	ES	Futures	2844.52	2930.08	2830.59	2909.03	598947.0
2018-02-06 10:00:00	ES	Futures	2909.03	2930.9	2872.68	2881.42	464493.0
2018-02-06 10:30:00	ES	Futures	2881.42	2899.46	2859.56	2886.34	332579.0
2018-02-06 11:00:00	ES	Futures	2886.62	2890.99	2868.85	2875.14	201609.0
2018-02-06 11:30:00	ES	Futures	2874.86	2890.72	2861.47	2879.78	139515.0
2018-02-06 12:00:00	ES	Futures	2879.78	2905.48	2879.51	2903.56	139996.0
2018-02-06 12:30:00	ES	Futures	2903.84	2916.14	2892.63	2900.01	165751.0
2018-02-06 13:00:00	ES	Futures	2900.01	2901.65	2881.97	2895.91	122475.0
2018-02-06 13:30:00	ES	Futures	2895.64	2896.46	2873.5	2875.96	117122.0
2018-02-06 14:00:00	ES	Futures	2875.96	2884.43	2868.58	2874.86	135613.0
2018-02-06 14:30:00	ES	Futures	2875.14	2921.88	2871.31	2918.87	183152.0
2018-02-06 15:00:00	ES	Futures	2919.14	2944.29	2918.6	2933.36	237325.0
2018-02-06 15:30:00	ES	Futures	2933.63	2951.67	2924.34	2946.2	323963.0
2018-02-06 16:00:00	ES	Futures	2946.48	2951.12	2939.1	2940.74	132273.0
2018-02-06 16:30:00	ES	Futures	2940.74	2948.39	2932.81	2935.0	31163.0
2018-02-06 18:00:00	ES	Futures	2936.09	2949.21	2936.09	2938.55	17169.0
2018-02-06 18:30:00	ES	Futures	2938.55	2939.1	2930.08	2938.28	9232.0
2018-02-06 19:00:00	ES	Futures	2938.55	2948.12	2933.63	2935.54	16611.0
2018-02-06 19:30:00	ES	Futures	2935.0	2943.2	2934.72	2943.2	5883.0
2018-02-06 20:00:00	ES	Futures	2943.2	2943.74	2935.82	2937.18	8152.0
2018-02-06 20:30:00	ES	Futures	2936.91	2942.1	2936.36	2938.55	6444.0
2018-02-06 21:00:00	ES	Futures	2938.55	2946.2	2935.54	2935.82	8064.0
2018-02-06 21:30:00	ES	Futures	2935.54	2941.56	2931.17	2934.18	8072.0
2018-02-06 22:00:00	ES	Futures	2933.9	2938.55	2924.61	2927.34	9762.0
2018-02-06 22:30:00	ES	Futures	2927.89	2931.72	2924.06	2930.9	4932.0
2018-02-06 23:00:00	ES	Futures	2930.62	2931.72	2924.61	2928.71	3075.0
2018-02-06 23:30:00	ES	Futures	2928.44	2931.72	2926.8	2928.44	3160.0
2018-02-06 00:00:00	NQ	Futures	7489.3	7600.52	7474.18	7591.33	9006.0
2018-02-06 00:30:00	NQ	Futures	7589.85	7637.01	7588.36	7623.96	5545.0
2018-02-06 01:00:00	NQ	Futures	7625.73	7634.34	7575.02	7604.68	3946.0
2018-02-06 01:30:00	NQ	Futures	7603.49	7634.34	7592.52	7593.41	3555.0

> showing 50 of 3,296 rows — these rows as CSV

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