PREVIEW / futures_30min / 2018-06-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-20.parquet
  size:    84 KB
  rows:    3,137

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
2018-06-20 00:00:00	ES	Futures	3017.02	3017.29	3015.11	3015.66	1737.0
2018-06-20 00:30:00	ES	Futures	3015.93	3016.75	3015.66	3016.75	1200.0
2018-06-20 01:00:00	ES	Futures	3016.47	3023.29	3016.47	3022.74	8433.0
2018-06-20 01:30:00	ES	Futures	3022.74	3024.38	3021.92	3022.47	6262.0
2018-06-20 02:00:00	ES	Futures	3022.2	3022.74	3021.11	3022.2	4680.0
2018-06-20 02:30:00	ES	Futures	3022.2	3022.47	3018.93	3020.29	6149.0
2018-06-20 03:00:00	ES	Futures	3020.29	3024.38	3020.02	3021.92	12241.0
2018-06-20 03:30:00	ES	Futures	3022.2	3025.19	3020.02	3023.83	9336.0
2018-06-20 04:00:00	ES	Futures	3023.83	3024.38	3021.11	3022.47	8534.0
2018-06-20 04:30:00	ES	Futures	3022.74	3023.01	3021.65	3023.01	4066.0
2018-06-20 05:00:00	ES	Futures	3022.74	3025.47	3022.74	3025.47	5858.0
2018-06-20 05:30:00	ES	Futures	3025.47	3025.74	3023.83	3024.92	6185.0
2018-06-20 06:00:00	ES	Futures	3024.92	3025.74	3023.56	3025.47	3754.0
2018-06-20 06:30:00	ES	Futures	3025.47	3025.74	3024.1	3024.1	4961.0
2018-06-20 07:00:00	ES	Futures	3024.1	3024.1	3019.47	3021.38	11734.0
2018-06-20 07:30:00	ES	Futures	3021.11	3022.47	3020.56	3021.38	5139.0
2018-06-20 08:00:00	ES	Futures	3021.38	3023.56	3020.83	3023.01	8497.0
2018-06-20 08:30:00	ES	Futures	3023.01	3024.38	3021.92	3023.83	10839.0
2018-06-20 09:00:00	ES	Futures	3024.1	3025.74	3021.11	3023.01	36973.0
2018-06-20 09:30:00	ES	Futures	3023.29	3025.19	3021.11	3023.83	126145.0
2018-06-20 10:00:00	ES	Futures	3023.56	3024.92	3016.47	3017.56	92207.0
2018-06-20 10:30:00	ES	Futures	3017.29	3020.56	3015.66	3020.02	66457.0
2018-06-20 11:00:00	ES	Futures	3019.74	3022.2	3016.47	3021.11	71769.0
2018-06-20 11:30:00	ES	Futures	3021.11	3023.83	3018.93	3023.29	37962.0
2018-06-20 12:00:00	ES	Futures	3023.29	3025.47	3022.47	3023.56	46074.0
2018-06-20 12:30:00	ES	Futures	3023.29	3027.92	3023.01	3026.56	44303.0
2018-06-20 13:00:00	ES	Futures	3026.56	3027.1	3023.01	3023.83	27116.0
2018-06-20 13:30:00	ES	Futures	3023.83	3026.56	3023.56	3026.56	25449.0
2018-06-20 14:00:00	ES	Futures	3026.56	3027.1	3024.38	3025.19	35408.0
2018-06-20 14:30:00	ES	Futures	3025.47	3025.47	3019.47	3020.56	41969.0
2018-06-20 15:00:00	ES	Futures	3020.29	3023.56	3018.93	3023.56	54509.0
2018-06-20 15:30:00	ES	Futures	3023.56	3024.38	3019.2	3020.02	110053.0
2018-06-20 16:00:00	ES	Futures	3020.02	3021.65	3018.93	3020.83	40887.0
2018-06-20 16:30:00	ES	Futures	3021.11	3021.38	3019.74	3019.74	6312.0
2018-06-20 18:00:00	ES	Futures	3020.83	3022.74	3018.93	3021.65	4362.0
2018-06-20 18:30:00	ES	Futures	3021.65	3021.65	3021.11	3021.11	704.0
2018-06-20 19:00:00	ES	Futures	3021.11	3022.74	3021.11	3022.2	833.0
2018-06-20 19:30:00	ES	Futures	3022.47	3023.83	3021.65	3023.29	1353.0
2018-06-20 20:00:00	ES	Futures	3023.29	3026.28	3022.2	3024.38	3702.0
2018-06-20 20:30:00	ES	Futures	3024.65	3025.47	3023.56	3023.56	1391.0
2018-06-20 21:00:00	ES	Futures	3023.83	3026.01	3023.29	3025.47	2536.0
2018-06-20 21:30:00	ES	Futures	3025.47	3035.0	3025.19	3033.64	10945.0
2018-06-20 22:00:00	ES	Futures	3033.91	3035.55	3031.19	3033.64	9192.0
2018-06-20 22:30:00	ES	Futures	3033.91	3034.73	3032.28	3033.09	3289.0
2018-06-20 23:00:00	ES	Futures	3033.09	3034.18	3029.83	3030.37	4657.0
2018-06-20 23:30:00	ES	Futures	3030.37	3031.73	3029.28	3030.1	3506.0
2018-06-20 00:00:00	NQ	Futures	8546.37	8549.31	8541.66	8546.08	875.0
2018-06-20 00:30:00	NQ	Futures	8546.37	8549.9	8545.49	8548.73	572.0
2018-06-20 01:00:00	NQ	Futures	8548.73	8564.33	8547.25	8560.5	3332.0
2018-06-20 01:30:00	NQ	Futures	8560.5	8567.27	8556.67	8562.27	1899.0

> showing 50 of 3,137 rows — these rows as CSV

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