PREVIEW / futures_30min / 2018-10-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-25.parquet
  size:    91 KB
  rows:    3,272

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
2018-10-25 00:00:00	ES	Futures	2907.93	2907.93	2904.4	2907.39	3598.0
2018-10-25 00:30:00	ES	Futures	2907.39	2907.39	2904.12	2904.12	2717.0
2018-10-25 01:00:00	ES	Futures	2904.12	2904.4	2897.87	2898.96	7430.0
2018-10-25 01:30:00	ES	Futures	2898.96	2909.02	2898.68	2902.22	7979.0
2018-10-25 02:00:00	ES	Futures	2902.49	2911.2	2902.22	2910.92	12910.0
2018-10-25 02:30:00	ES	Futures	2910.92	2912.01	2905.48	2906.84	9999.0
2018-10-25 03:00:00	ES	Futures	2906.84	2911.74	2899.77	2910.65	26038.0
2018-10-25 03:30:00	ES	Futures	2910.65	2917.45	2909.56	2916.91	26190.0
2018-10-25 04:00:00	ES	Futures	2916.64	2919.63	2913.92	2917.45	19236.0
2018-10-25 04:30:00	ES	Futures	2917.72	2919.63	2913.37	2918.54	16640.0
2018-10-25 05:00:00	ES	Futures	2918.81	2926.16	2917.18	2925.61	26742.0
2018-10-25 05:30:00	ES	Futures	2925.61	2929.42	2924.25	2928.88	18704.0
2018-10-25 06:00:00	ES	Futures	2929.15	2929.15	2919.08	2919.36	18002.0
2018-10-25 06:30:00	ES	Futures	2919.36	2923.16	2917.45	2922.35	17309.0
2018-10-25 07:00:00	ES	Futures	2922.35	2924.52	2917.72	2921.8	18661.0
2018-10-25 07:30:00	ES	Futures	2921.53	2924.25	2914.73	2916.64	24051.0
2018-10-25 08:00:00	ES	Futures	2916.64	2923.71	2916.64	2919.9	20106.0
2018-10-25 08:30:00	ES	Futures	2919.63	2922.89	2910.92	2913.92	49388.0
2018-10-25 09:00:00	ES	Futures	2913.64	2915.82	2908.48	2914.73	41740.0
2018-10-25 09:30:00	ES	Futures	2915.0	2924.52	2902.22	2922.35	324500.0
2018-10-25 10:00:00	ES	Futures	2922.35	2934.32	2919.08	2929.42	215922.0
2018-10-25 10:30:00	ES	Futures	2929.42	2937.31	2926.7	2928.6	172360.0
2018-10-25 11:00:00	ES	Futures	2928.33	2943.29	2920.72	2942.2	180548.0
2018-10-25 11:30:00	ES	Futures	2941.93	2944.65	2933.77	2937.31	93379.0
2018-10-25 12:00:00	ES	Futures	2937.31	2939.76	2928.6	2932.41	82143.0
2018-10-25 12:30:00	ES	Futures	2932.14	2941.39	2930.24	2938.94	57638.0
2018-10-25 13:00:00	ES	Futures	2938.94	2941.39	2929.69	2937.58	57360.0
2018-10-25 13:30:00	ES	Futures	2937.31	2946.28	2936.22	2941.12	74718.0
2018-10-25 14:00:00	ES	Futures	2941.12	2953.36	2938.12	2951.72	93090.0
2018-10-25 14:30:00	ES	Futures	2951.45	2963.15	2950.91	2957.71	109155.0
2018-10-25 15:00:00	ES	Futures	2957.71	2963.42	2954.99	2958.25	93961.0
2018-10-25 15:30:00	ES	Futures	2958.52	2961.24	2938.67	2944.92	267116.0
2018-10-25 16:00:00	ES	Futures	2944.92	2947.92	2920.17	2921.26	142599.0
2018-10-25 16:30:00	ES	Futures	2923.98	2926.7	2913.37	2917.45	22822.0
2018-10-25 18:00:00	ES	Futures	2913.64	2915.55	2902.49	2910.38	21928.0
2018-10-25 18:30:00	ES	Futures	2910.65	2916.09	2910.38	2915.28	6946.0
2018-10-25 19:00:00	ES	Futures	2915.28	2916.64	2912.56	2916.09	4418.0
2018-10-25 19:30:00	ES	Futures	2915.82	2915.82	2910.65	2912.28	5024.0
2018-10-25 20:00:00	ES	Futures	2912.01	2912.83	2902.22	2909.84	13713.0
2018-10-25 20:30:00	ES	Futures	2909.56	2913.37	2907.39	2909.56	7825.0
2018-10-25 21:00:00	ES	Futures	2909.84	2912.28	2907.39	2909.84	6122.0
2018-10-25 21:30:00	ES	Futures	2909.84	2911.47	2905.48	2911.2	6044.0
2018-10-25 22:00:00	ES	Futures	2911.2	2912.56	2902.22	2903.31	9206.0
2018-10-25 22:30:00	ES	Futures	2903.31	2904.94	2898.68	2899.23	9646.0
2018-10-25 23:00:00	ES	Futures	2899.5	2902.76	2894.33	2897.32	11917.0
2018-10-25 23:30:00	ES	Futures	2897.32	2898.14	2890.8	2893.79	16510.0
2018-10-25 00:00:00	NQ	Futures	8059.39	8059.39	8042.38	8054.11	1973.0
2018-10-25 00:30:00	NQ	Futures	8053.23	8054.7	8037.1	8038.86	1517.0
2018-10-25 01:00:00	NQ	Futures	8038.57	8044.73	8018.62	8021.26	4076.0
2018-10-25 01:30:00	NQ	Futures	8021.56	8067.31	8020.09	8050.01	3880.0

> showing 50 of 3,272 rows — these rows as CSV

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