PREVIEW / futures_30min / 2018-04-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-27.parquet
  size:    73 KB
  rows:    2,635

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
2018-04-27 00:00:00	ES	Futures	2913.57	2914.39	2913.29	2913.84	899.0
2018-04-27 00:30:00	ES	Futures	2914.11	2914.66	2912.75	2913.29	1307.0
2018-04-27 01:00:00	ES	Futures	2913.29	2913.29	2911.93	2913.02	1525.0
2018-04-27 01:30:00	ES	Futures	2913.02	2914.66	2912.75	2914.39	1699.0
2018-04-27 02:00:00	ES	Futures	2914.11	2916.02	2914.11	2915.75	3213.0
2018-04-27 02:30:00	ES	Futures	2915.48	2916.84	2915.2	2916.02	2799.0
2018-04-27 03:00:00	ES	Futures	2916.3	2916.3	2912.47	2913.84	6463.0
2018-04-27 03:30:00	ES	Futures	2914.11	2914.39	2911.93	2913.29	4783.0
2018-04-27 04:00:00	ES	Futures	2913.29	2914.66	2912.75	2912.75	4146.0
2018-04-27 04:30:00	ES	Futures	2913.02	2913.29	2910.84	2911.66	6216.0
2018-04-27 05:00:00	ES	Futures	2911.38	2912.47	2909.47	2910.29	5722.0
2018-04-27 05:30:00	ES	Futures	2910.29	2914.11	2909.75	2913.57	5553.0
2018-04-27 06:00:00	ES	Futures	2913.84	2916.84	2913.02	2915.48	7095.0
2018-04-27 06:30:00	ES	Futures	2915.48	2916.84	2913.57	2913.57	3580.0
2018-04-27 07:00:00	ES	Futures	2913.84	2915.2	2912.75	2915.2	5263.0
2018-04-27 07:30:00	ES	Futures	2915.2	2916.57	2915.2	2916.3	5572.0
2018-04-27 08:00:00	ES	Futures	2916.02	2916.84	2914.66	2915.48	6352.0
2018-04-27 08:30:00	ES	Futures	2915.75	2919.57	2914.66	2919.57	24492.0
2018-04-27 09:00:00	ES	Futures	2919.57	2920.39	2916.84	2917.39	21093.0
2018-04-27 09:30:00	ES	Futures	2917.66	2921.48	2910.84	2911.93	171161.0
2018-04-27 10:00:00	ES	Futures	2911.66	2917.93	2909.2	2910.02	109672.0
2018-04-27 10:30:00	ES	Futures	2910.02	2910.29	2901.29	2905.38	142464.0
2018-04-27 11:00:00	ES	Futures	2905.38	2914.66	2904.56	2914.66	81905.0
2018-04-27 11:30:00	ES	Futures	2914.39	2914.66	2906.74	2908.93	46827.0
2018-04-27 12:00:00	ES	Futures	2908.93	2913.29	2908.93	2911.38	31857.0
2018-04-27 12:30:00	ES	Futures	2911.66	2918.75	2907.56	2917.39	60386.0
2018-04-27 13:00:00	ES	Futures	2917.11	2919.02	2914.11	2914.39	32593.0
2018-04-27 13:30:00	ES	Futures	2914.39	2915.75	2911.66	2913.02	23521.0
2018-04-27 14:00:00	ES	Futures	2913.02	2914.66	2910.84	2914.11	30501.0
2018-04-27 14:30:00	ES	Futures	2914.11	2916.02	2912.2	2914.93	27976.0
2018-04-27 15:00:00	ES	Futures	2914.66	2918.21	2910.29	2911.93	53405.0
2018-04-27 15:30:00	ES	Futures	2912.2	2917.39	2911.38	2913.57	104550.0
2018-04-27 16:00:00	ES	Futures	2913.29	2917.39	2913.02	2915.48	49240.0
2018-04-27 16:30:00	ES	Futures	2915.75	2917.39	2915.2	2916.3	4683.0
2018-04-27 00:00:00	NQ	Futures	7966.36	7969.02	7965.48	7967.55	310.0
2018-04-27 00:30:00	NQ	Futures	7967.55	7972.87	7966.36	7969.02	625.0
2018-04-27 01:00:00	NQ	Futures	7969.32	7970.8	7965.77	7969.32	392.0
2018-04-27 01:30:00	NQ	Futures	7969.32	7979.96	7969.32	7978.19	1074.0
2018-04-27 02:00:00	NQ	Futures	7978.48	7982.32	7977.59	7981.14	1114.0
2018-04-27 02:30:00	NQ	Futures	7980.85	7985.28	7979.96	7983.51	1423.0
2018-04-27 03:00:00	NQ	Futures	7983.51	7983.51	7971.39	7974.93	1972.0
2018-04-27 03:30:00	NQ	Futures	7975.23	7975.53	7967.84	7972.57	1602.0
2018-04-27 04:00:00	NQ	Futures	7972.28	7977.3	7970.5	7971.68	1123.0
2018-04-27 04:30:00	NQ	Futures	7971.68	7973.46	7965.18	7968.73	1759.0
2018-04-27 05:00:00	NQ	Futures	7969.32	7973.75	7958.98	7962.23	1499.0
2018-04-27 05:30:00	NQ	Futures	7962.52	7973.75	7961.04	7972.28	1598.0
2018-04-27 06:00:00	NQ	Futures	7971.98	7980.85	7969.02	7980.25	2098.0
2018-04-27 06:30:00	NQ	Futures	7979.96	7983.8	7973.75	7973.75	1421.0
2018-04-27 07:00:00	NQ	Futures	7974.05	7979.07	7968.14	7977.59	2217.0
2018-04-27 07:30:00	NQ	Futures	7977.89	7986.17	7976.12	7984.39	2667.0

> showing 50 of 2,635 rows — these rows as CSV

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