PREVIEW / futures_30min / 2018-02-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-07.parquet
  size:    97 KB
  rows:    3,286

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
2018-02-07 00:00:00	ES	Futures	2928.44	2928.44	2921.33	2925.98	5092.0
2018-02-07 00:30:00	ES	Futures	2925.7	2925.98	2914.77	2915.32	6249.0
2018-02-07 01:00:00	ES	Futures	2915.32	2918.32	2910.67	2914.22	8290.0
2018-02-07 01:30:00	ES	Futures	2914.22	2924.06	2912.58	2922.15	6392.0
2018-02-07 02:00:00	ES	Futures	2922.15	2930.08	2919.96	2924.88	12834.0
2018-02-07 02:30:00	ES	Futures	2924.88	2925.16	2916.41	2919.69	9331.0
2018-02-07 03:00:00	ES	Futures	2919.42	2920.24	2908.76	2918.32	23798.0
2018-02-07 03:30:00	ES	Futures	2918.32	2923.79	2916.41	2920.78	13909.0
2018-02-07 04:00:00	ES	Futures	2920.78	2921.06	2913.95	2920.51	12277.0
2018-02-07 04:30:00	ES	Futures	2920.78	2924.61	2914.22	2918.05	11351.0
2018-02-07 05:00:00	ES	Futures	2918.32	2924.06	2917.23	2918.05	7745.0
2018-02-07 05:30:00	ES	Futures	2918.05	2922.42	2914.77	2914.77	12472.0
2018-02-07 06:00:00	ES	Futures	2914.77	2921.06	2913.68	2919.42	10089.0
2018-02-07 06:30:00	ES	Futures	2919.42	2935.27	2919.42	2933.08	17684.0
2018-02-07 07:00:00	ES	Futures	2933.36	2936.09	2929.53	2933.08	14731.0
2018-02-07 07:30:00	ES	Futures	2933.36	2938.0	2928.71	2933.36	18419.0
2018-02-07 08:00:00	ES	Futures	2933.36	2938.28	2929.53	2932.54	21438.0
2018-02-07 08:30:00	ES	Futures	2932.81	2934.72	2926.25	2931.72	24546.0
2018-02-07 09:00:00	ES	Futures	2931.44	2938.82	2929.26	2938.0	37127.0
2018-02-07 09:30:00	ES	Futures	2938.0	2959.05	2930.9	2955.77	266722.0
2018-02-07 10:00:00	ES	Futures	2955.77	2969.71	2951.12	2959.32	181077.0
2018-02-07 10:30:00	ES	Futures	2959.32	2969.16	2954.4	2967.25	116322.0
2018-02-07 11:00:00	ES	Futures	2967.25	2981.19	2965.88	2969.44	137014.0
2018-02-07 11:30:00	ES	Futures	2969.44	2973.81	2963.15	2972.72	118401.0
2018-02-07 12:00:00	ES	Futures	2972.72	2974.9	2964.24	2969.16	72331.0
2018-02-07 12:30:00	ES	Futures	2969.16	2970.26	2955.77	2957.14	91462.0
2018-02-07 13:00:00	ES	Futures	2957.14	2962.6	2936.09	2946.75	216584.0
2018-02-07 13:30:00	ES	Futures	2946.75	2959.32	2942.38	2951.67	120323.0
2018-02-07 14:00:00	ES	Futures	2951.67	2954.68	2939.1	2954.68	88099.0
2018-02-07 14:30:00	ES	Futures	2954.68	2956.04	2932.54	2944.02	98209.0
2018-02-07 15:00:00	ES	Futures	2944.02	2960.96	2942.38	2957.96	111315.0
2018-02-07 15:30:00	ES	Futures	2958.23	2962.88	2928.71	2928.98	257091.0
2018-02-07 16:00:00	ES	Futures	2928.98	2930.62	2915.86	2916.96	129556.0
2018-02-07 16:30:00	ES	Futures	2918.05	2921.88	2911.49	2917.5	29901.0
2018-02-07 18:00:00	ES	Futures	2913.4	2917.5	2906.02	2911.49	17887.0
2018-02-07 18:30:00	ES	Futures	2911.49	2912.04	2892.08	2894.27	19139.0
2018-02-07 19:00:00	ES	Futures	2894.27	2910.4	2894.0	2907.12	14377.0
2018-02-07 19:30:00	ES	Futures	2907.66	2917.78	2906.3	2910.67	15182.0
2018-02-07 20:00:00	ES	Futures	2910.4	2916.68	2908.21	2909.3	9728.0
2018-02-07 20:30:00	ES	Futures	2909.3	2912.86	2903.02	2911.22	9047.0
2018-02-07 21:00:00	ES	Futures	2911.22	2911.76	2903.29	2905.48	7720.0
2018-02-07 21:30:00	ES	Futures	2905.48	2915.32	2901.1	2912.31	6256.0
2018-02-07 22:00:00	ES	Futures	2912.58	2914.5	2905.48	2907.94	3433.0
2018-02-07 22:30:00	ES	Futures	2907.66	2911.49	2904.66	2906.3	2700.0
2018-02-07 23:00:00	ES	Futures	2906.3	2911.22	2906.3	2909.58	2513.0
2018-02-07 23:30:00	ES	Futures	2909.3	2915.59	2908.48	2914.22	3453.0
2018-02-07 00:00:00	NQ	Futures	7847.88	7847.88	7822.08	7834.24	1935.0
2018-02-07 00:30:00	NQ	Futures	7832.76	7835.43	7807.25	7808.73	1992.0
2018-02-07 01:00:00	NQ	Futures	7810.22	7812.29	7789.16	7793.9	2449.0
2018-02-07 01:30:00	NQ	Futures	7793.61	7830.09	7788.57	7828.31	1927.0

> showing 50 of 3,286 rows — these rows as CSV

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