PREVIEW / futures_30min / 2018-05-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-02.parquet
  size:    87 KB
  rows:    3,220

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
2018-05-02 00:00:00	ES	Futures	2892.01	2893.1	2891.46	2892.28	1241.0
2018-05-02 00:30:00	ES	Futures	2892.28	2894.46	2891.73	2892.01	2335.0
2018-05-02 01:00:00	ES	Futures	2892.01	2893.37	2892.01	2892.55	1137.0
2018-05-02 01:30:00	ES	Futures	2892.55	2895.28	2892.55	2895.01	1463.0
2018-05-02 02:00:00	ES	Futures	2895.01	2896.37	2893.92	2895.83	4587.0
2018-05-02 02:30:00	ES	Futures	2895.55	2896.37	2894.19	2895.01	3101.0
2018-05-02 03:00:00	ES	Futures	2895.28	2897.74	2893.92	2897.46	7215.0
2018-05-02 03:30:00	ES	Futures	2897.19	2898.28	2896.37	2896.92	5370.0
2018-05-02 04:00:00	ES	Futures	2897.19	2900.19	2897.19	2898.83	5692.0
2018-05-02 04:30:00	ES	Futures	2898.56	2899.65	2897.74	2899.65	3741.0
2018-05-02 05:00:00	ES	Futures	2899.38	2902.1	2899.1	2900.74	6860.0
2018-05-02 05:30:00	ES	Futures	2901.01	2901.56	2899.65	2899.92	3550.0
2018-05-02 06:00:00	ES	Futures	2899.65	2900.19	2893.64	2895.01	8944.0
2018-05-02 06:30:00	ES	Futures	2895.01	2899.65	2895.01	2898.28	4364.0
2018-05-02 07:00:00	ES	Futures	2898.01	2901.01	2897.46	2898.01	6091.0
2018-05-02 07:30:00	ES	Futures	2898.01	2898.28	2895.28	2895.55	8151.0
2018-05-02 08:00:00	ES	Futures	2895.55	2898.01	2895.01	2895.01	7556.0
2018-05-02 08:30:00	ES	Futures	2895.01	2896.37	2891.19	2893.1	18631.0
2018-05-02 09:00:00	ES	Futures	2893.1	2894.19	2890.64	2892.28	23373.0
2018-05-02 09:30:00	ES	Futures	2892.01	2894.19	2884.64	2885.46	144646.0
2018-05-02 10:00:00	ES	Futures	2885.46	2892.01	2884.37	2886.82	116565.0
2018-05-02 10:30:00	ES	Futures	2886.82	2890.91	2884.64	2889.0	85402.0
2018-05-02 11:00:00	ES	Futures	2889.28	2893.64	2886.55	2890.91	58620.0
2018-05-02 11:30:00	ES	Futures	2890.64	2891.19	2882.18	2885.46	68234.0
2018-05-02 12:00:00	ES	Futures	2885.73	2890.91	2883.82	2889.55	37607.0
2018-05-02 12:30:00	ES	Futures	2889.55	2890.37	2886.55	2889.55	42962.0
2018-05-02 13:00:00	ES	Futures	2889.28	2894.74	2889.28	2893.37	30562.0
2018-05-02 13:30:00	ES	Futures	2893.37	2894.19	2891.19	2892.83	27104.0
2018-05-02 14:00:00	ES	Futures	2893.1	2902.1	2891.73	2897.19	120518.0
2018-05-02 14:30:00	ES	Futures	2897.46	2899.38	2888.19	2889.82	73831.0
2018-05-02 15:00:00	ES	Futures	2890.1	2893.1	2878.36	2881.36	103773.0
2018-05-02 15:30:00	ES	Futures	2881.36	2882.18	2869.9	2874.54	208477.0
2018-05-02 16:00:00	ES	Futures	2874.81	2875.09	2867.72	2868.54	74396.0
2018-05-02 16:30:00	ES	Futures	2869.08	2870.45	2864.72	2866.35	12285.0
2018-05-02 18:00:00	ES	Futures	2867.44	2871.54	2865.53	2870.45	6168.0
2018-05-02 18:30:00	ES	Futures	2870.72	2871.54	2869.63	2870.72	1379.0
2018-05-02 19:00:00	ES	Futures	2870.72	2870.99	2868.81	2870.45	2149.0
2018-05-02 19:30:00	ES	Futures	2870.17	2870.99	2868.54	2869.08	1961.0
2018-05-02 20:00:00	ES	Futures	2869.36	2869.9	2866.63	2868.54	4151.0
2018-05-02 20:30:00	ES	Futures	2868.54	2870.17	2868.26	2869.36	1984.0
2018-05-02 21:00:00	ES	Futures	2869.36	2870.17	2864.72	2865.81	4321.0
2018-05-02 21:30:00	ES	Futures	2865.81	2868.54	2864.99	2868.54	3822.0
2018-05-02 22:00:00	ES	Futures	2868.26	2868.81	2867.44	2867.72	1686.0
2018-05-02 22:30:00	ES	Futures	2867.44	2867.99	2865.53	2866.9	1935.0
2018-05-02 23:00:00	ES	Futures	2866.63	2869.36	2866.63	2868.81	1566.0
2018-05-02 23:30:00	ES	Futures	2868.81	2870.72	2868.26	2870.17	938.0
2018-05-02 00:00:00	NQ	Futures	7918.19	7928.83	7918.19	7926.47	827.0
2018-05-02 00:30:00	NQ	Futures	7925.88	7940.65	7925.58	7930.31	1231.0
2018-05-02 01:00:00	NQ	Futures	7930.61	7934.15	7927.35	7929.13	476.0
2018-05-02 01:30:00	NQ	Futures	7929.42	7937.4	7928.54	7937.11	395.0

> showing 50 of 3,220 rows — these rows as CSV

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