PREVIEW / futures_30min / 2018-04-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-20.parquet
  size:    73 KB
  rows:    2,594

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
2018-04-20 00:00:00	ES	Futures	2940.86	2942.22	2940.58	2942.22	746.0
2018-04-20 00:30:00	ES	Futures	2941.95	2943.31	2941.95	2943.31	994.0
2018-04-20 01:00:00	ES	Futures	2943.59	2943.59	2940.04	2940.58	2170.0
2018-04-20 01:30:00	ES	Futures	2940.58	2941.68	2939.49	2940.04	1357.0
2018-04-20 02:00:00	ES	Futures	2940.04	2940.86	2937.04	2937.86	3359.0
2018-04-20 02:30:00	ES	Futures	2937.58	2939.22	2937.04	2937.86	2667.0
2018-04-20 03:00:00	ES	Futures	2938.13	2938.95	2933.49	2933.76	7978.0
2018-04-20 03:30:00	ES	Futures	2933.76	2933.76	2928.58	2930.76	10022.0
2018-04-20 04:00:00	ES	Futures	2930.76	2935.67	2930.76	2933.76	9823.0
2018-04-20 04:30:00	ES	Futures	2933.76	2935.67	2933.49	2935.13	2870.0
2018-04-20 05:00:00	ES	Futures	2935.13	2936.49	2930.49	2932.67	7360.0
2018-04-20 05:30:00	ES	Futures	2932.4	2939.22	2932.12	2938.13	7706.0
2018-04-20 06:00:00	ES	Futures	2938.13	2938.95	2936.76	2936.76	3838.0
2018-04-20 06:30:00	ES	Futures	2937.04	2943.59	2936.49	2943.31	11564.0
2018-04-20 07:00:00	ES	Futures	2943.04	2945.5	2941.13	2941.95	7042.0
2018-04-20 07:30:00	ES	Futures	2941.68	2941.95	2940.04	2941.4	5155.0
2018-04-20 08:00:00	ES	Futures	2941.13	2941.95	2937.58	2938.67	10006.0
2018-04-20 08:30:00	ES	Futures	2938.67	2942.22	2936.76	2940.86	18991.0
2018-04-20 09:00:00	ES	Futures	2940.86	2943.04	2938.4	2938.95	34138.0
2018-04-20 09:30:00	ES	Futures	2938.95	2941.68	2932.12	2934.58	128293.0
2018-04-20 10:00:00	ES	Futures	2934.58	2935.13	2929.12	2933.76	102773.0
2018-04-20 10:30:00	ES	Futures	2933.76	2934.58	2921.48	2924.21	132508.0
2018-04-20 11:00:00	ES	Futures	2924.21	2924.76	2912.75	2914.39	155680.0
2018-04-20 11:30:00	ES	Futures	2914.39	2924.21	2913.57	2919.3	80512.0
2018-04-20 12:00:00	ES	Futures	2919.57	2919.84	2912.75	2914.66	66749.0
2018-04-20 12:30:00	ES	Futures	2914.66	2917.11	2908.93	2911.93	79778.0
2018-04-20 13:00:00	ES	Futures	2911.93	2918.75	2910.29	2918.48	94022.0
2018-04-20 13:30:00	ES	Futures	2918.48	2922.3	2916.57	2918.48	58051.0
2018-04-20 14:00:00	ES	Futures	2918.48	2920.12	2914.93	2917.11	47525.0
2018-04-20 14:30:00	ES	Futures	2917.39	2919.02	2910.84	2914.11	70634.0
2018-04-20 15:00:00	ES	Futures	2913.84	2914.39	2903.47	2908.11	111412.0
2018-04-20 15:30:00	ES	Futures	2908.11	2915.75	2905.65	2915.48	177948.0
2018-04-20 16:00:00	ES	Futures	2915.48	2918.21	2913.84	2917.11	75771.0
2018-04-20 16:30:00	ES	Futures	2917.11	2917.39	2915.75	2916.02	7482.0
2018-04-20 00:00:00	NQ	Futures	8012.76	8017.79	8012.76	8016.31	352.0
2018-04-20 00:30:00	NQ	Futures	8017.2	8023.4	8016.01	8022.81	513.0
2018-04-20 01:00:00	NQ	Futures	8022.81	8023.99	8012.47	8015.72	800.0
2018-04-20 01:30:00	NQ	Futures	8015.13	8019.26	8010.99	8012.76	466.0
2018-04-20 02:00:00	NQ	Futures	8013.06	8014.83	7997.99	8000.65	1332.0
2018-04-20 02:30:00	NQ	Futures	8000.65	8007.74	7998.58	8003.01	909.0
2018-04-20 03:00:00	NQ	Futures	8003.31	8004.19	7985.87	7987.94	2705.0
2018-04-20 03:30:00	NQ	Futures	7987.35	7987.35	7960.16	7966.96	4831.0
2018-04-20 04:00:00	NQ	Futures	7967.25	7986.17	7966.66	7982.03	3086.0
2018-04-20 04:30:00	NQ	Futures	7981.73	7991.19	7980.85	7989.71	1462.0
2018-04-20 05:00:00	NQ	Futures	7989.71	7993.26	7973.16	7979.66	2092.0
2018-04-20 05:30:00	NQ	Futures	7979.66	8000.94	7978.78	7996.8	2218.0
2018-04-20 06:00:00	NQ	Futures	7996.8	8000.35	7992.08	7992.08	1482.0
2018-04-20 06:30:00	NQ	Futures	7992.37	8016.01	7990.3	8014.83	3400.0
2018-04-20 07:00:00	NQ	Futures	8014.83	8025.77	8008.33	8010.4	3552.0
2018-04-20 07:30:00	NQ	Futures	8010.1	8012.47	8005.67	8008.63	1741.0

> showing 50 of 2,594 rows — these rows as CSV

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