PREVIEW / futures_30min / 2018-12-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-21.parquet
  size:    78 KB
  rows:    2,694

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
2018-12-21 00:00:00	ES	Futures	2691.95	2697.11	2691.67	2694.12	3891.0
2018-12-21 00:30:00	ES	Futures	2694.12	2700.91	2693.85	2700.64	3841.0
2018-12-21 01:00:00	ES	Futures	2700.64	2700.91	2693.58	2695.21	4258.0
2018-12-21 01:30:00	ES	Futures	2695.21	2703.35	2694.12	2702.54	4783.0
2018-12-21 02:00:00	ES	Futures	2702.54	2704.44	2697.92	2700.09	10198.0
2018-12-21 02:30:00	ES	Futures	2700.09	2701.18	2697.92	2697.92	6595.0
2018-12-21 03:00:00	ES	Futures	2697.92	2699.28	2687.06	2689.77	17851.0
2018-12-21 03:30:00	ES	Futures	2689.77	2691.4	2682.44	2682.44	18367.0
2018-12-21 04:00:00	ES	Futures	2682.71	2688.96	2680.27	2685.97	17212.0
2018-12-21 04:30:00	ES	Futures	2685.7	2687.87	2682.71	2686.79	11948.0
2018-12-21 05:00:00	ES	Futures	2686.79	2687.6	2680.0	2683.26	19072.0
2018-12-21 05:30:00	ES	Futures	2683.53	2690.32	2682.17	2689.5	15303.0
2018-12-21 06:00:00	ES	Futures	2689.23	2692.76	2687.33	2690.05	14667.0
2018-12-21 06:30:00	ES	Futures	2690.05	2694.66	2688.96	2690.05	11218.0
2018-12-21 07:00:00	ES	Futures	2690.32	2693.03	2685.43	2686.51	15133.0
2018-12-21 07:30:00	ES	Futures	2686.51	2691.4	2684.61	2690.59	16208.0
2018-12-21 08:00:00	ES	Futures	2690.59	2696.29	2688.14	2696.02	19152.0
2018-12-21 08:30:00	ES	Futures	2696.02	2707.43	2695.75	2700.37	46342.0
2018-12-21 09:00:00	ES	Futures	2700.37	2707.15	2686.79	2690.32	92750.0
2018-12-21 09:30:00	ES	Futures	2690.32	2698.74	2684.89	2691.95	268350.0
2018-12-21 10:00:00	ES	Futures	2692.22	2724.54	2683.8	2711.23	284590.0
2018-12-21 10:30:00	ES	Futures	2711.23	2713.4	2694.39	2696.83	147487.0
2018-12-21 11:00:00	ES	Futures	2697.11	2697.38	2672.94	2692.76	184040.0
2018-12-21 11:30:00	ES	Futures	2692.76	2694.93	2673.75	2675.92	132112.0
2018-12-21 12:00:00	ES	Futures	2676.19	2679.18	2654.74	2656.91	166316.0
2018-12-21 12:30:00	ES	Futures	2656.64	2674.29	2645.51	2657.45	186303.0
2018-12-21 13:00:00	ES	Futures	2657.45	2666.69	2651.48	2660.44	109347.0
2018-12-21 13:30:00	ES	Futures	2660.44	2671.31	2653.92	2657.73	91846.0
2018-12-21 14:00:00	ES	Futures	2657.73	2662.89	2647.41	2654.74	105068.0
2018-12-21 14:30:00	ES	Futures	2655.01	2659.63	2644.42	2651.21	102583.0
2018-12-21 15:00:00	ES	Futures	2650.94	2655.83	2625.95	2626.22	155296.0
2018-12-21 15:30:00	ES	Futures	2625.95	2635.19	2617.26	2623.78	374432.0
2018-12-21 16:00:00	ES	Futures	2624.05	2625.41	2618.08	2621.06	130262.0
2018-12-21 16:30:00	ES	Futures	2622.15	2630.84	2621.33	2630.3	20952.0
2018-12-21 00:00:00	NQ	Futures	7357.91	7370.77	7357.33	7364.05	2094.0
2018-12-21 00:30:00	NQ	Futures	7363.76	7380.7	7363.76	7379.53	1832.0
2018-12-21 01:00:00	NQ	Futures	7379.83	7380.41	7359.96	7365.51	1846.0
2018-12-21 01:30:00	NQ	Futures	7366.39	7390.05	7361.42	7387.13	1989.0
2018-12-21 02:00:00	NQ	Futures	7386.84	7393.27	7373.69	7383.33	3820.0
2018-12-21 02:30:00	NQ	Futures	7383.62	7387.72	7375.15	7375.15	2563.0
2018-12-21 03:00:00	NQ	Futures	7375.44	7381.87	7340.67	7349.73	7642.0
2018-12-21 03:30:00	NQ	Futures	7349.15	7357.04	7328.11	7329.28	6502.0
2018-12-21 04:00:00	NQ	Futures	7329.28	7350.31	7322.85	7347.98	7913.0
2018-12-21 04:30:00	NQ	Futures	7347.98	7355.57	7338.34	7351.78	6094.0
2018-12-21 05:00:00	NQ	Futures	7351.19	7354.11	7331.03	7343.3	6784.0
2018-12-21 05:30:00	NQ	Futures	7343.59	7360.25	7340.09	7357.04	5318.0
2018-12-21 06:00:00	NQ	Futures	7356.74	7366.09	7351.48	7354.99	5728.0
2018-12-21 06:30:00	NQ	Futures	7354.7	7374.27	7351.78	7356.45	4431.0
2018-12-21 07:00:00	NQ	Futures	7356.74	7363.17	7338.34	7343.01	4904.0
2018-12-21 07:30:00	NQ	Futures	7343.59	7354.99	7334.54	7350.31	4894.0

> showing 50 of 2,694 rows — these rows as CSV

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