PREVIEW / futures_30min / 2018-06-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-12.parquet
  size:    77 KB
  rows:    2,997

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
2018-06-12 00:00:00	ES	Futures	3038.01	3038.83	3037.74	3038.56	220.0
2018-06-12 00:30:00	ES	Futures	3038.56	3040.74	3038.29	3040.47	580.0
2018-06-12 01:00:00	ES	Futures	3040.47	3040.74	3036.65	3038.83	1254.0
2018-06-12 01:30:00	ES	Futures	3038.83	3040.74	3038.01	3039.1	1805.0
2018-06-12 02:00:00	ES	Futures	3039.1	3043.47	3038.83	3043.47	2194.0
2018-06-12 02:30:00	ES	Futures	3043.2	3043.74	3041.01	3042.65	1456.0
2018-06-12 03:00:00	ES	Futures	3042.65	3043.47	3039.1	3040.2	3136.0
2018-06-12 03:30:00	ES	Futures	3040.2	3041.29	3039.38	3040.2	2210.0
2018-06-12 04:00:00	ES	Futures	3039.92	3041.29	3036.1	3038.01	2745.0
2018-06-12 04:30:00	ES	Futures	3038.01	3038.29	3034.46	3036.92	3210.0
2018-06-12 05:00:00	ES	Futures	3036.92	3038.01	3035.01	3037.47	2881.0
2018-06-12 05:30:00	ES	Futures	3037.19	3037.19	3034.19	3035.28	2693.0
2018-06-12 06:00:00	ES	Futures	3035.28	3035.28	3033.37	3034.46	1820.0
2018-06-12 06:30:00	ES	Futures	3034.74	3035.28	3033.92	3035.28	1007.0
2018-06-12 07:00:00	ES	Futures	3035.28	3035.83	3033.1	3034.74	1936.0
2018-06-12 07:30:00	ES	Futures	3034.74	3038.56	3034.46	3038.29	1734.0
2018-06-12 08:00:00	ES	Futures	3038.56	3038.56	3035.56	3037.47	2463.0
2018-06-12 08:30:00	ES	Futures	3037.19	3041.01	3036.92	3041.01	4862.0
2018-06-12 09:00:00	ES	Futures	3041.01	3042.65	3039.92	3042.11	5216.0
2018-06-12 09:30:00	ES	Futures	3042.11	3042.65	3037.19	3038.56	27813.0
2018-06-12 10:00:00	ES	Futures	3038.56	3042.11	3037.74	3038.56	17550.0
2018-06-12 10:30:00	ES	Futures	3038.29	3040.74	3038.01	3040.74	18895.0
2018-06-12 11:00:00	ES	Futures	3040.74	3041.29	3037.19	3039.92	15287.0
2018-06-12 11:30:00	ES	Futures	3039.92	3044.56	3039.65	3044.02	10071.0
2018-06-12 12:00:00	ES	Futures	3044.29	3045.38	3043.2	3043.2	6713.0
2018-06-12 12:30:00	ES	Futures	3042.92	3043.74	3041.56	3042.38	5465.0
2018-06-12 13:00:00	ES	Futures	3042.38	3043.47	3040.47	3041.01	9150.0
2018-06-12 13:30:00	ES	Futures	3041.01	3042.92	3039.65	3042.92	6575.0
2018-06-12 14:00:00	ES	Futures	3042.65	3042.92	3035.28	3035.83	7892.0
2018-06-12 14:30:00	ES	Futures	3035.56	3036.65	3033.37	3033.37	12097.0
2018-06-12 15:00:00	ES	Futures	3033.37	3039.38	3033.1	3039.1	12143.0
2018-06-12 15:30:00	ES	Futures	3039.38	3042.65	3037.74	3041.83	25289.0
2018-06-12 16:00:00	ES	Futures	3041.83	3041.83	3038.56	3038.56	7445.0
2018-06-12 16:30:00	ES	Futures	3038.83	3044.56	3038.83	3043.74	3226.0
2018-06-12 18:00:00	ES	Futures	3043.47	3044.29	3041.29	3044.29	1186.0
2018-06-12 18:30:00	ES	Futures	3044.02	3044.56	3043.47	3043.47	366.0
2018-06-12 19:00:00	ES	Futures	3043.74	3044.29	3043.47	3044.29	265.0
2018-06-12 19:30:00	ES	Futures	3044.29	3045.65	3043.47	3044.02	616.0
2018-06-12 20:00:00	ES	Futures	3043.74	3046.47	3043.74	3045.65	1196.0
2018-06-12 20:30:00	ES	Futures	3045.93	3046.47	3044.02	3045.11	1168.0
2018-06-12 21:00:00	ES	Futures	3044.84	3046.2	3044.84	3045.93	887.0
2018-06-12 21:30:00	ES	Futures	3045.93	3047.56	3044.56	3044.84	1231.0
2018-06-12 22:00:00	ES	Futures	3044.56	3045.11	3043.47	3044.84	704.0
2018-06-12 22:30:00	ES	Futures	3044.84	3045.38	3044.56	3045.38	188.0
2018-06-12 23:00:00	ES	Futures	3045.11	3045.65	3045.11	3045.11	182.0
2018-06-12 23:30:00	ES	Futures	3045.11	3045.38	3044.84	3044.84	347.0
2018-06-12 00:00:00	NQ	Futures	8475.27	8477.34	8474.98	8476.75	66.0
2018-06-12 00:30:00	NQ	Futures	8475.86	8480.59	8474.09	8478.82	161.0
2018-06-12 01:00:00	NQ	Futures	8479.11	8485.02	8471.43	8478.52	326.0
2018-06-12 01:30:00	NQ	Futures	8478.82	8490.93	8477.64	8482.36	761.0

> showing 50 of 2,997 rows — these rows as CSV

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