PREVIEW / futures_30min / 2018-02-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-15.parquet
  size:    89 KB
  rows:    3,192

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
2018-02-15 00:00:00	ES	Futures	2961.24	2961.51	2959.05	2959.87	1701.0
2018-02-15 00:30:00	ES	Futures	2959.6	2960.69	2957.68	2959.6	1419.0
2018-02-15 01:00:00	ES	Futures	2959.87	2960.42	2957.96	2959.6	1571.0
2018-02-15 01:30:00	ES	Futures	2959.32	2960.42	2958.23	2958.78	2024.0
2018-02-15 02:00:00	ES	Futures	2958.5	2964.79	2958.23	2963.97	7883.0
2018-02-15 02:30:00	ES	Futures	2963.97	2964.24	2958.78	2962.88	12084.0
2018-02-15 03:00:00	ES	Futures	2963.15	2968.34	2960.42	2967.8	19200.0
2018-02-15 03:30:00	ES	Futures	2967.8	2970.26	2965.61	2968.07	17081.0
2018-02-15 04:00:00	ES	Futures	2968.07	2972.17	2966.7	2971.62	9455.0
2018-02-15 04:30:00	ES	Futures	2971.62	2973.26	2971.08	2971.62	7547.0
2018-02-15 05:00:00	ES	Futures	2971.9	2972.99	2970.26	2971.9	7740.0
2018-02-15 05:30:00	ES	Futures	2971.9	2972.17	2968.34	2969.44	7689.0
2018-02-15 06:00:00	ES	Futures	2969.44	2969.44	2961.51	2964.79	14108.0
2018-02-15 06:30:00	ES	Futures	2965.06	2965.06	2960.96	2963.7	11321.0
2018-02-15 07:00:00	ES	Futures	2963.42	2966.43	2962.88	2963.7	9023.0
2018-02-15 07:30:00	ES	Futures	2963.7	2963.97	2957.41	2960.14	20896.0
2018-02-15 08:00:00	ES	Futures	2960.14	2962.6	2959.05	2959.32	13738.0
2018-02-15 08:30:00	ES	Futures	2959.32	2967.25	2956.32	2965.06	32710.0
2018-02-15 09:00:00	ES	Futures	2965.34	2970.26	2965.34	2970.26	31468.0
2018-02-15 09:30:00	ES	Futures	2970.26	2971.35	2959.87	2968.89	161555.0
2018-02-15 10:00:00	ES	Futures	2968.89	2969.98	2957.68	2963.15	112501.0
2018-02-15 10:30:00	ES	Futures	2963.42	2964.79	2943.47	2944.02	133156.0
2018-02-15 11:00:00	ES	Futures	2944.29	2959.32	2939.37	2958.78	142849.0
2018-02-15 11:30:00	ES	Futures	2958.78	2963.42	2954.13	2960.42	73066.0
2018-02-15 12:00:00	ES	Futures	2960.42	2964.24	2956.86	2962.6	77251.0
2018-02-15 12:30:00	ES	Futures	2962.33	2966.98	2962.33	2966.7	38022.0
2018-02-15 13:00:00	ES	Futures	2966.7	2974.9	2966.43	2968.89	73283.0
2018-02-15 13:30:00	ES	Futures	2968.62	2973.26	2965.34	2971.35	63452.0
2018-02-15 14:00:00	ES	Futures	2971.35	2977.09	2970.53	2976.82	65468.0
2018-02-15 14:30:00	ES	Futures	2976.82	2979.55	2975.18	2976.82	55304.0
2018-02-15 15:00:00	ES	Futures	2976.54	2983.38	2976.54	2978.73	81117.0
2018-02-15 15:30:00	ES	Futures	2978.73	2986.66	2973.26	2986.66	149903.0
2018-02-15 16:00:00	ES	Futures	2986.66	2990.21	2982.83	2987.75	81781.0
2018-02-15 16:30:00	ES	Futures	2988.3	2992.12	2987.2	2989.66	15412.0
2018-02-15 18:00:00	ES	Futures	2989.12	2992.12	2988.57	2991.03	5133.0
2018-02-15 18:30:00	ES	Futures	2990.76	2992.94	2989.94	2992.12	3012.0
2018-02-15 19:00:00	ES	Futures	2991.85	2992.4	2990.76	2991.85	3109.0
2018-02-15 19:30:00	ES	Futures	2991.85	2992.12	2990.21	2991.85	1561.0
2018-02-15 20:00:00	ES	Futures	2991.58	2993.22	2989.94	2990.76	3480.0
2018-02-15 20:30:00	ES	Futures	2990.76	2991.58	2989.12	2990.48	3459.0
2018-02-15 21:00:00	ES	Futures	2990.76	2991.3	2989.94	2991.03	1396.0
2018-02-15 21:30:00	ES	Futures	2991.03	2991.58	2990.21	2990.48	1255.0
2018-02-15 22:00:00	ES	Futures	2990.48	2991.03	2990.21	2990.48	1275.0
2018-02-15 22:30:00	ES	Futures	2990.48	2991.03	2989.94	2990.48	2366.0
2018-02-15 23:00:00	ES	Futures	2990.76	2991.03	2989.66	2990.48	1479.0
2018-02-15 23:30:00	ES	Futures	2990.48	2991.03	2990.21	2991.03	1046.0
2018-02-15 00:00:00	NQ	Futures	7981.65	7982.54	7974.53	7976.01	1146.0
2018-02-15 00:30:00	NQ	Futures	7976.31	7980.46	7972.16	7978.68	1071.0
2018-02-15 01:00:00	NQ	Futures	7978.39	7978.98	7972.75	7975.12	893.0
2018-02-15 01:30:00	NQ	Futures	7974.53	7977.2	7971.86	7973.05	610.0

> showing 50 of 3,192 rows — these rows as CSV

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