PREVIEW / futures_30min / 2018-09-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-21.parquet
  size:    71 KB
  rows:    2,607

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
2018-09-21 00:00:00	ES	Futures	3200.33	3200.6	3199.79	3199.79	1280.0
2018-09-21 00:30:00	ES	Futures	3199.79	3200.33	3198.43	3200.06	1723.0
2018-09-21 01:00:00	ES	Futures	3200.33	3201.15	3199.79	3201.15	4856.0
2018-09-21 01:30:00	ES	Futures	3201.15	3201.69	3200.33	3200.6	2399.0
2018-09-21 02:00:00	ES	Futures	3200.6	3201.42	3199.52	3201.15	3296.0
2018-09-21 02:30:00	ES	Futures	3200.88	3203.32	3200.88	3202.51	4262.0
2018-09-21 03:00:00	ES	Futures	3202.78	3204.14	3201.96	3203.59	8877.0
2018-09-21 03:30:00	ES	Futures	3203.59	3204.41	3202.23	3204.14	7330.0
2018-09-21 04:00:00	ES	Futures	3204.14	3204.68	3203.05	3204.14	6651.0
2018-09-21 04:30:00	ES	Futures	3204.14	3204.41	3201.69	3201.96	6219.0
2018-09-21 05:00:00	ES	Futures	3202.23	3202.78	3200.33	3200.33	6621.0
2018-09-21 05:30:00	ES	Futures	3200.33	3201.69	3199.52	3200.6	5791.0
2018-09-21 06:00:00	ES	Futures	3200.6	3201.15	3199.52	3200.06	5902.0
2018-09-21 06:30:00	ES	Futures	3199.79	3200.06	3198.43	3198.43	4983.0
2018-09-21 07:00:00	ES	Futures	3198.7	3198.7	3195.98	3197.07	10398.0
2018-09-21 07:30:00	ES	Futures	3197.07	3198.43	3196.8	3198.43	6804.0
2018-09-21 08:00:00	ES	Futures	3198.16	3198.7	3196.52	3197.34	10839.0
2018-09-21 08:30:00	ES	Futures	3197.34	3202.78	3197.34	3201.42	28173.0
2018-09-21 09:00:00	ES	Futures	3201.69	3206.31	3199.52	3204.14	63858.0
2018-09-21 09:30:00	ES	Futures	3204.41	3205.77	3201.15	3201.96	201989.0
2018-09-21 10:00:00	ES	Futures	3202.23	3203.87	3197.88	3198.7	108490.0
2018-09-21 10:30:00	ES	Futures	3198.7	3200.6	3197.07	3198.43	83579.0
2018-09-21 11:00:00	ES	Futures	3198.7	3200.6	3196.8	3200.33	64346.0
2018-09-21 11:30:00	ES	Futures	3200.6	3202.51	3199.24	3201.96	46805.0
2018-09-21 12:00:00	ES	Futures	3201.69	3203.05	3199.79	3200.33	53664.0
2018-09-21 12:30:00	ES	Futures	3200.06	3200.6	3197.61	3199.24	35253.0
2018-09-21 13:00:00	ES	Futures	3199.24	3199.79	3197.88	3198.43	33814.0
2018-09-21 13:30:00	ES	Futures	3198.16	3198.97	3195.98	3198.7	36557.0
2018-09-21 14:00:00	ES	Futures	3198.7	3198.97	3195.16	3197.61	34741.0
2018-09-21 14:30:00	ES	Futures	3197.34	3198.43	3194.08	3194.62	44056.0
2018-09-21 15:00:00	ES	Futures	3194.62	3196.8	3194.08	3194.62	54657.0
2018-09-21 15:30:00	ES	Futures	3194.35	3195.71	3190.54	3192.72	263649.0
2018-09-21 16:00:00	ES	Futures	3192.72	3196.25	3191.36	3192.17	106422.0
2018-09-21 16:30:00	ES	Futures	3192.72	3192.99	3190.0	3190.27	13384.0
2018-09-21 00:00:00	NQ	Futures	8936.7	8939.04	8934.94	8936.11	744.0
2018-09-21 00:30:00	NQ	Futures	8936.11	8938.46	8932.88	8937.87	833.0
2018-09-21 01:00:00	NQ	Futures	8938.16	8947.25	8936.99	8945.2	2476.0
2018-09-21 01:30:00	NQ	Futures	8944.91	8946.37	8941.98	8943.44	905.0
2018-09-21 02:00:00	NQ	Futures	8943.44	8946.08	8940.51	8944.32	1133.0
2018-09-21 02:30:00	NQ	Futures	8944.32	8955.17	8943.44	8953.71	2050.0
2018-09-21 03:00:00	NQ	Futures	8953.41	8958.4	8951.07	8957.23	3232.0
2018-09-21 03:30:00	NQ	Futures	8956.93	8960.75	8953.12	8958.99	2276.0
2018-09-21 04:00:00	NQ	Futures	8959.28	8959.57	8953.71	8956.64	2062.0
2018-09-21 04:30:00	NQ	Futures	8956.64	8956.93	8945.2	8946.08	2971.0
2018-09-21 05:00:00	NQ	Futures	8946.37	8946.96	8936.7	8937.87	2838.0
2018-09-21 05:30:00	NQ	Futures	8937.58	8941.68	8935.52	8939.92	2478.0
2018-09-21 06:00:00	NQ	Futures	8940.22	8941.1	8932.3	8933.76	1939.0
2018-09-21 06:30:00	NQ	Futures	8933.47	8935.82	8928.78	8929.95	2156.0
2018-09-21 07:00:00	NQ	Futures	8930.24	8931.42	8919.39	8922.32	3747.0
2018-09-21 07:30:00	NQ	Futures	8922.03	8929.95	8920.56	8929.66	2097.0

> showing 50 of 2,607 rows — these rows as CSV

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