PREVIEW / futures_30min / 2018-11-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-16.parquet
  size:    78 KB
  rows:    2,682

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
2018-11-16 00:00:00	ES	Futures	2970.49	2971.85	2965.32	2966.41	3497.0
2018-11-16 00:30:00	ES	Futures	2966.14	2968.59	2965.05	2967.5	2393.0
2018-11-16 01:00:00	ES	Futures	2967.23	2967.5	2964.24	2964.78	1531.0
2018-11-16 01:30:00	ES	Futures	2964.78	2968.04	2964.24	2967.77	1805.0
2018-11-16 02:00:00	ES	Futures	2967.77	2967.77	2963.15	2966.14	4528.0
2018-11-16 02:30:00	ES	Futures	2965.87	2968.32	2964.51	2967.5	5360.0
2018-11-16 03:00:00	ES	Futures	2967.5	2971.31	2966.41	2967.23	12617.0
2018-11-16 03:30:00	ES	Futures	2967.23	2972.4	2965.32	2966.14	11330.0
2018-11-16 04:00:00	ES	Futures	2966.14	2967.77	2962.33	2963.69	8775.0
2018-11-16 04:30:00	ES	Futures	2963.69	2967.77	2963.42	2966.14	5297.0
2018-11-16 05:00:00	ES	Futures	2966.41	2966.68	2961.24	2962.33	7554.0
2018-11-16 05:30:00	ES	Futures	2962.6	2963.15	2959.61	2960.97	7211.0
2018-11-16 06:00:00	ES	Futures	2960.97	2961.24	2955.8	2957.44	10021.0
2018-11-16 06:30:00	ES	Futures	2957.71	2961.79	2956.62	2960.43	6517.0
2018-11-16 07:00:00	ES	Futures	2960.43	2962.06	2953.08	2956.35	14177.0
2018-11-16 07:30:00	ES	Futures	2956.08	2958.25	2951.45	2956.89	16426.0
2018-11-16 08:00:00	ES	Futures	2956.89	2958.25	2950.09	2950.91	17564.0
2018-11-16 08:30:00	ES	Futures	2950.91	2961.24	2947.1	2961.24	50033.0
2018-11-16 09:00:00	ES	Futures	2961.24	2964.24	2954.44	2957.98	65347.0
2018-11-16 09:30:00	ES	Futures	2958.25	2969.4	2952.0	2968.04	204189.0
2018-11-16 10:00:00	ES	Futures	2968.04	2973.48	2963.42	2970.22	135279.0
2018-11-16 10:30:00	ES	Futures	2970.22	2981.64	2968.86	2974.03	115410.0
2018-11-16 11:00:00	ES	Futures	2974.3	2976.2	2966.41	2968.86	80506.0
2018-11-16 11:30:00	ES	Futures	2968.86	2971.58	2961.24	2964.51	93686.0
2018-11-16 12:00:00	ES	Futures	2964.51	2970.22	2960.97	2962.33	76466.0
2018-11-16 12:30:00	ES	Futures	2962.06	2990.62	2960.7	2981.1	183248.0
2018-11-16 13:00:00	ES	Futures	2981.1	2982.73	2969.95	2972.12	98247.0
2018-11-16 13:30:00	ES	Futures	2972.4	2973.21	2964.24	2970.22	70760.0
2018-11-16 14:00:00	ES	Futures	2970.22	2978.11	2968.04	2975.66	68504.0
2018-11-16 14:30:00	ES	Futures	2975.93	2981.64	2975.93	2980.56	63991.0
2018-11-16 15:00:00	ES	Futures	2980.28	2986.54	2978.11	2983.55	78616.0
2018-11-16 15:30:00	ES	Futures	2983.55	2985.72	2975.93	2978.92	160045.0
2018-11-16 16:00:00	ES	Futures	2978.65	2986.54	2978.38	2983.82	66243.0
2018-11-16 16:30:00	ES	Futures	2984.91	2986.27	2982.19	2983.55	8047.0
2018-11-16 00:00:00	NQ	Futures	8071.13	8075.53	8047.66	8054.41	2297.0
2018-11-16 00:30:00	NQ	Futures	8054.11	8064.97	8048.83	8056.46	1753.0
2018-11-16 01:00:00	NQ	Futures	8056.75	8057.05	8043.26	8045.9	1626.0
2018-11-16 01:30:00	NQ	Futures	8045.31	8057.93	8043.55	8057.34	1153.0
2018-11-16 02:00:00	NQ	Futures	8057.63	8057.93	8040.33	8051.47	2677.0
2018-11-16 02:30:00	NQ	Futures	8051.18	8056.46	8043.26	8049.42	2993.0
2018-11-16 03:00:00	NQ	Futures	8050.01	8070.83	8048.54	8054.41	5367.0
2018-11-16 03:30:00	NQ	Futures	8054.41	8069.66	8044.43	8047.37	4897.0
2018-11-16 04:00:00	NQ	Futures	8047.07	8051.18	8028.3	8035.05	4676.0
2018-11-16 04:30:00	NQ	Futures	8034.75	8048.25	8033.87	8045.02	2703.0
2018-11-16 05:00:00	NQ	Futures	8045.02	8046.19	8027.13	8031.82	2967.0
2018-11-16 05:30:00	NQ	Futures	8031.53	8034.17	8016.86	8024.2	3808.0
2018-11-16 06:00:00	NQ	Futures	8024.2	8025.95	8002.2	8009.82	5553.0
2018-11-16 06:30:00	NQ	Futures	8010.41	8022.14	8006.01	8020.09	3398.0
2018-11-16 07:00:00	NQ	Futures	8020.38	8026.25	8006.3	8015.69	5565.0
2018-11-16 07:30:00	NQ	Futures	8015.1	8034.17	8002.78	8026.54	6437.0

> showing 50 of 2,682 rows — these rows as CSV

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