PREVIEW / futures_30min / 2018-03-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-22.parquet
  size:    93 KB
  rows:    3,178

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
2018-03-22 00:00:00	ES	Futures	2967.6	2969.51	2967.6	2968.69	944.0
2018-03-22 00:30:00	ES	Futures	2968.69	2968.97	2968.15	2968.69	562.0
2018-03-22 01:00:00	ES	Futures	2968.69	2970.88	2968.15	2970.06	1877.0
2018-03-22 01:30:00	ES	Futures	2970.06	2973.06	2970.06	2970.88	1866.0
2018-03-22 02:00:00	ES	Futures	2971.15	2972.24	2968.42	2968.97	2257.0
2018-03-22 02:30:00	ES	Futures	2968.69	2969.51	2965.15	2965.69	2529.0
2018-03-22 03:00:00	ES	Futures	2965.42	2965.69	2959.96	2960.23	8187.0
2018-03-22 03:30:00	ES	Futures	2959.96	2961.33	2944.95	2947.41	25276.0
2018-03-22 04:00:00	ES	Futures	2947.68	2955.87	2945.5	2954.23	14626.0
2018-03-22 04:30:00	ES	Futures	2954.23	2956.14	2952.05	2955.05	7642.0
2018-03-22 05:00:00	ES	Futures	2955.05	2955.32	2942.77	2943.59	17053.0
2018-03-22 05:30:00	ES	Futures	2943.59	2947.41	2943.04	2946.32	12891.0
2018-03-22 06:00:00	ES	Futures	2946.32	2950.14	2946.04	2947.68	9222.0
2018-03-22 06:30:00	ES	Futures	2947.68	2949.04	2942.22	2946.59	12823.0
2018-03-22 07:00:00	ES	Futures	2946.59	2949.04	2945.22	2946.04	9888.0
2018-03-22 07:30:00	ES	Futures	2946.04	2950.14	2943.59	2943.86	11778.0
2018-03-22 08:00:00	ES	Futures	2943.86	2949.32	2943.59	2946.32	13876.0
2018-03-22 08:30:00	ES	Futures	2946.04	2948.23	2932.67	2936.49	54259.0
2018-03-22 09:00:00	ES	Futures	2936.22	2936.49	2930.49	2934.85	46647.0
2018-03-22 09:30:00	ES	Futures	2934.85	2940.31	2926.67	2932.4	193905.0
2018-03-22 10:00:00	ES	Futures	2932.4	2945.5	2930.21	2936.49	157594.0
2018-03-22 10:30:00	ES	Futures	2936.49	2936.76	2917.39	2921.75	161970.0
2018-03-22 11:00:00	ES	Futures	2922.03	2925.57	2914.11	2917.39	129281.0
2018-03-22 11:30:00	ES	Futures	2917.39	2919.57	2907.29	2911.66	145417.0
2018-03-22 12:00:00	ES	Futures	2911.38	2930.76	2907.84	2929.67	202202.0
2018-03-22 12:30:00	ES	Futures	2929.94	2933.49	2922.3	2923.94	147334.0
2018-03-22 13:00:00	ES	Futures	2923.66	2934.85	2916.02	2934.03	111821.0
2018-03-22 13:30:00	ES	Futures	2934.31	2938.4	2930.21	2933.76	94216.0
2018-03-22 14:00:00	ES	Futures	2933.49	2935.4	2917.11	2917.11	92799.0
2018-03-22 14:30:00	ES	Futures	2917.11	2923.39	2910.29	2912.2	94597.0
2018-03-22 15:00:00	ES	Futures	2911.93	2919.02	2901.56	2904.01	155608.0
2018-03-22 15:30:00	ES	Futures	2904.29	2905.38	2884.09	2887.91	356290.0
2018-03-22 16:00:00	ES	Futures	2887.91	2894.46	2884.37	2886.0	125504.0
2018-03-22 16:30:00	ES	Futures	2885.73	2890.91	2883.82	2889.28	17379.0
2018-03-22 18:00:00	ES	Futures	2888.19	2889.55	2877.54	2879.18	16294.0
2018-03-22 18:30:00	ES	Futures	2879.18	2882.73	2875.63	2881.09	12981.0
2018-03-22 19:00:00	ES	Futures	2881.09	2881.09	2873.72	2874.81	10734.0
2018-03-22 19:30:00	ES	Futures	2874.54	2874.81	2867.17	2869.9	13140.0
2018-03-22 20:00:00	ES	Futures	2869.63	2877.0	2866.63	2872.63	10446.0
2018-03-22 20:30:00	ES	Futures	2872.63	2873.72	2868.26	2870.99	8206.0
2018-03-22 21:00:00	ES	Futures	2870.72	2876.45	2864.72	2870.99	14220.0
2018-03-22 21:30:00	ES	Futures	2870.99	2874.54	2868.81	2873.18	10316.0
2018-03-22 22:00:00	ES	Futures	2873.18	2873.99	2867.17	2867.72	6866.0
2018-03-22 22:30:00	ES	Futures	2867.44	2868.26	2856.8	2867.17	17903.0
2018-03-22 23:00:00	ES	Futures	2867.17	2870.72	2865.53	2870.17	13932.0
2018-03-22 23:30:00	ES	Futures	2870.45	2871.81	2868.26	2868.54	3806.0
2018-03-22 00:00:00	NQ	Futures	8141.61	8148.12	8141.02	8146.64	504.0
2018-03-22 00:30:00	NQ	Futures	8146.64	8146.93	8142.21	8145.75	324.0
2018-03-22 01:00:00	NQ	Futures	8145.75	8151.96	8143.68	8147.53	957.0
2018-03-22 01:30:00	NQ	Futures	8147.82	8156.39	8146.05	8146.93	1197.0

> showing 50 of 3,178 rows — these rows as CSV

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