PREVIEW / futures_30min / 2018-07-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-24.parquet
  size:    83 KB
  rows:    3,143

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
2018-07-24 00:00:00	ES	Futures	3071.51	3071.79	3070.97	3071.51	739.0
2018-07-24 00:30:00	ES	Futures	3071.51	3071.51	3070.42	3071.24	1082.0
2018-07-24 01:00:00	ES	Futures	3070.97	3071.24	3070.7	3070.97	1070.0
2018-07-24 01:30:00	ES	Futures	3071.24	3071.79	3069.88	3070.42	1664.0
2018-07-24 02:00:00	ES	Futures	3070.42	3070.7	3069.06	3070.15	3144.0
2018-07-24 02:30:00	ES	Futures	3070.15	3070.42	3068.52	3068.52	2457.0
2018-07-24 03:00:00	ES	Futures	3068.52	3068.79	3063.61	3065.25	13274.0
2018-07-24 03:30:00	ES	Futures	3065.52	3067.15	3064.7	3066.61	4793.0
2018-07-24 04:00:00	ES	Futures	3066.61	3068.79	3066.06	3068.24	4540.0
2018-07-24 04:30:00	ES	Futures	3068.52	3070.7	3068.52	3069.88	8079.0
2018-07-24 05:00:00	ES	Futures	3069.88	3071.51	3069.88	3071.24	5194.0
2018-07-24 05:30:00	ES	Futures	3070.97	3072.6	3070.15	3072.06	5696.0
2018-07-24 06:00:00	ES	Futures	3072.06	3072.6	3070.7	3070.7	5803.0
2018-07-24 06:30:00	ES	Futures	3070.7	3072.06	3069.88	3071.51	5095.0
2018-07-24 07:00:00	ES	Futures	3071.51	3071.79	3070.15	3070.42	4596.0
2018-07-24 07:30:00	ES	Futures	3070.15	3072.33	3070.15	3072.06	9433.0
2018-07-24 08:00:00	ES	Futures	3071.79	3078.32	3071.79	3078.32	26282.0
2018-07-24 08:30:00	ES	Futures	3078.05	3078.32	3075.6	3075.87	15891.0
2018-07-24 09:00:00	ES	Futures	3075.87	3078.05	3075.33	3076.96	19435.0
2018-07-24 09:30:00	ES	Futures	3076.69	3082.96	3076.14	3080.23	147844.0
2018-07-24 10:00:00	ES	Futures	3080.23	3085.68	3079.41	3084.32	112473.0
2018-07-24 10:30:00	ES	Futures	3084.32	3085.68	3081.87	3082.41	84041.0
2018-07-24 11:00:00	ES	Futures	3082.14	3083.5	3073.96	3079.41	133206.0
2018-07-24 11:30:00	ES	Futures	3079.69	3079.96	3074.78	3078.05	66450.0
2018-07-24 12:00:00	ES	Futures	3078.05	3081.05	3076.96	3079.69	47718.0
2018-07-24 12:30:00	ES	Futures	3079.69	3080.78	3073.42	3074.51	54945.0
2018-07-24 13:00:00	ES	Futures	3074.51	3076.96	3070.42	3070.97	76120.0
2018-07-24 13:30:00	ES	Futures	3071.24	3071.79	3066.06	3069.88	89719.0
2018-07-24 14:00:00	ES	Futures	3070.15	3070.42	3064.7	3067.7	72038.0
2018-07-24 14:30:00	ES	Futures	3067.7	3070.97	3065.79	3069.88	54044.0
2018-07-24 15:00:00	ES	Futures	3070.15	3072.6	3069.06	3070.7	35562.0
2018-07-24 15:30:00	ES	Futures	3070.97	3075.33	3068.24	3074.51	105488.0
2018-07-24 16:00:00	ES	Futures	3074.51	3075.6	3072.87	3073.96	52287.0
2018-07-24 16:30:00	ES	Futures	3073.96	3073.96	3071.79	3072.33	5062.0
2018-07-24 18:00:00	ES	Futures	3072.6	3072.87	3070.7	3070.97	3282.0
2018-07-24 18:30:00	ES	Futures	3070.7	3072.33	3070.15	3071.24	1741.0
2018-07-24 19:00:00	ES	Futures	3071.24	3072.6	3071.24	3071.51	792.0
2018-07-24 19:30:00	ES	Futures	3071.51	3072.6	3070.42	3072.33	1350.0
2018-07-24 20:00:00	ES	Futures	3072.06	3073.42	3071.51	3071.51	3775.0
2018-07-24 20:30:00	ES	Futures	3071.51	3072.06	3067.43	3069.06	5510.0
2018-07-24 21:00:00	ES	Futures	3069.06	3070.97	3067.43	3069.88	4854.0
2018-07-24 21:30:00	ES	Futures	3070.15	3070.97	3067.97	3069.88	4891.0
2018-07-24 22:00:00	ES	Futures	3069.88	3069.88	3068.24	3069.33	2032.0
2018-07-24 22:30:00	ES	Futures	3069.06	3070.7	3068.79	3070.7	1295.0
2018-07-24 23:00:00	ES	Futures	3070.42	3071.24	3069.61	3070.15	1363.0
2018-07-24 23:30:00	ES	Futures	3069.88	3070.15	3068.79	3068.79	932.0
2018-07-24 00:00:00	NQ	Futures	8766.59	8768.36	8764.53	8766.3	455.0
2018-07-24 00:30:00	NQ	Futures	8766.3	8766.59	8763.36	8764.83	512.0
2018-07-24 01:00:00	NQ	Futures	8764.53	8766.01	8762.18	8763.95	491.0
2018-07-24 01:30:00	NQ	Futures	8763.65	8766.3	8757.76	8758.94	972.0

> showing 50 of 3,143 rows — these rows as CSV

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