PREVIEW / futures_30min / 2018-02-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-21.parquet
  size:    90 KB
  rows:    3,193

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
2018-02-21 00:00:00	ES	Futures	2961.24	2963.7	2960.42	2963.7	2734.0
2018-02-21 00:30:00	ES	Futures	2963.7	2964.79	2962.06	2964.52	1700.0
2018-02-21 01:00:00	ES	Futures	2964.79	2967.8	2964.52	2966.98	3028.0
2018-02-21 01:30:00	ES	Futures	2966.98	2969.44	2964.79	2968.34	3716.0
2018-02-21 02:00:00	ES	Futures	2968.34	2972.44	2968.34	2970.26	5490.0
2018-02-21 02:30:00	ES	Futures	2970.53	2972.44	2966.7	2966.98	5960.0
2018-02-21 03:00:00	ES	Futures	2967.25	2969.71	2961.24	2963.97	11771.0
2018-02-21 03:30:00	ES	Futures	2963.97	2966.43	2960.14	2962.88	5988.0
2018-02-21 04:00:00	ES	Futures	2962.6	2965.61	2959.05	2964.79	6746.0
2018-02-21 04:30:00	ES	Futures	2964.79	2966.43	2961.51	2963.7	6516.0
2018-02-21 05:00:00	ES	Futures	2963.7	2964.24	2960.96	2962.88	4044.0
2018-02-21 05:30:00	ES	Futures	2962.88	2965.61	2962.33	2963.7	5923.0
2018-02-21 06:00:00	ES	Futures	2963.7	2964.52	2960.69	2962.6	4856.0
2018-02-21 06:30:00	ES	Futures	2962.6	2965.88	2960.69	2965.61	3608.0
2018-02-21 07:00:00	ES	Futures	2965.61	2967.52	2965.34	2966.16	9357.0
2018-02-21 07:30:00	ES	Futures	2966.16	2967.25	2965.06	2966.98	4974.0
2018-02-21 08:00:00	ES	Futures	2966.98	2969.71	2965.61	2969.16	6621.0
2018-02-21 08:30:00	ES	Futures	2968.89	2971.62	2968.34	2969.71	8629.0
2018-02-21 09:00:00	ES	Futures	2969.71	2973.26	2968.34	2972.99	15353.0
2018-02-21 09:30:00	ES	Futures	2972.99	2986.38	2969.71	2981.74	134508.0
2018-02-21 10:00:00	ES	Futures	2981.74	2985.84	2978.18	2983.38	82208.0
2018-02-21 10:30:00	ES	Futures	2983.1	2989.94	2982.56	2988.84	70518.0
2018-02-21 11:00:00	ES	Futures	2988.84	2989.94	2983.92	2989.94	47825.0
2018-02-21 11:30:00	ES	Futures	2989.94	2992.67	2985.84	2986.66	47248.0
2018-02-21 12:00:00	ES	Futures	2986.66	2988.3	2980.92	2983.1	47950.0
2018-02-21 12:30:00	ES	Futures	2983.1	2989.12	2982.01	2988.84	34925.0
2018-02-21 13:00:00	ES	Futures	2989.12	2989.66	2986.38	2988.57	20803.0
2018-02-21 13:30:00	ES	Futures	2988.3	2990.76	2984.74	2988.57	25431.0
2018-02-21 14:00:00	ES	Futures	2988.84	3004.15	2985.84	2996.5	148186.0
2018-02-21 14:30:00	ES	Futures	2996.77	2999.5	2983.38	2988.3	128649.0
2018-02-21 15:00:00	ES	Futures	2988.3	2988.57	2967.52	2977.64	227947.0
2018-02-21 15:30:00	ES	Futures	2977.36	2982.28	2952.22	2952.22	266565.0
2018-02-21 16:00:00	ES	Futures	2951.94	2953.58	2944.84	2950.58	98606.0
2018-02-21 16:30:00	ES	Futures	2950.85	2953.04	2947.84	2950.3	13555.0
2018-02-21 18:00:00	ES	Futures	2950.3	2951.4	2943.47	2947.3	8958.0
2018-02-21 18:30:00	ES	Futures	2947.02	2948.66	2941.01	2942.38	11242.0
2018-02-21 19:00:00	ES	Futures	2942.38	2948.12	2942.38	2946.2	6267.0
2018-02-21 19:30:00	ES	Futures	2946.48	2947.57	2941.56	2944.02	3378.0
2018-02-21 20:00:00	ES	Futures	2944.02	2945.38	2932.26	2934.18	13001.0
2018-02-21 20:30:00	ES	Futures	2934.18	2939.37	2933.08	2937.73	11588.0
2018-02-21 21:00:00	ES	Futures	2937.46	2941.01	2936.36	2936.64	8301.0
2018-02-21 21:30:00	ES	Futures	2936.91	2938.28	2934.72	2938.0	4110.0
2018-02-21 22:00:00	ES	Futures	2938.0	2938.82	2936.36	2938.55	3036.0
2018-02-21 22:30:00	ES	Futures	2938.28	2939.64	2936.09	2936.91	3336.0
2018-02-21 23:00:00	ES	Futures	2936.91	2939.37	2936.09	2938.28	1876.0
2018-02-21 23:30:00	ES	Futures	2938.28	2939.92	2937.18	2939.64	1671.0
2018-02-21 00:00:00	NQ	Futures	8048.09	8053.42	8041.86	8053.42	1383.0
2018-02-21 00:30:00	NQ	Futures	8053.13	8058.47	8047.79	8058.17	1034.0
2018-02-21 01:00:00	NQ	Futures	8057.87	8070.63	8055.5	8067.36	1352.0
2018-02-21 01:30:00	NQ	Futures	8067.36	8076.85	8060.25	8071.81	1112.0

> showing 50 of 3,193 rows — these rows as CSV

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