PREVIEW / futures_30min / 2018-01-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-02.parquet
  size:    82 KB
  rows:    3,027

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
2018-01-02 00:00:00	ES	Futures	2929.53	2930.62	2928.98	2930.62	2017.0
2018-01-02 00:30:00	ES	Futures	2930.35	2930.9	2929.8	2930.08	1108.0
2018-01-02 01:00:00	ES	Futures	2930.08	2930.62	2929.8	2930.08	626.0
2018-01-02 01:30:00	ES	Futures	2930.35	2930.35	2929.8	2930.08	706.0
2018-01-02 02:00:00	ES	Futures	2930.08	2930.9	2930.08	2930.35	2330.0
2018-01-02 02:30:00	ES	Futures	2930.35	2930.9	2930.08	2930.62	2052.0
2018-01-02 03:00:00	ES	Futures	2930.62	2930.62	2927.62	2927.89	8752.0
2018-01-02 03:30:00	ES	Futures	2927.89	2929.53	2927.07	2928.16	10253.0
2018-01-02 04:00:00	ES	Futures	2928.16	2928.44	2927.07	2928.16	5389.0
2018-01-02 04:30:00	ES	Futures	2928.16	2928.16	2924.88	2925.98	8738.0
2018-01-02 05:00:00	ES	Futures	2925.7	2929.26	2925.7	2928.16	8108.0
2018-01-02 05:30:00	ES	Futures	2928.44	2929.26	2927.34	2928.98	4399.0
2018-01-02 06:00:00	ES	Futures	2928.71	2930.9	2928.71	2930.35	6037.0
2018-01-02 06:30:00	ES	Futures	2930.35	2932.26	2929.8	2931.99	7447.0
2018-01-02 07:00:00	ES	Futures	2931.99	2933.63	2931.72	2933.36	9734.0
2018-01-02 07:30:00	ES	Futures	2933.36	2935.27	2933.36	2934.72	11539.0
2018-01-02 08:00:00	ES	Futures	2934.72	2935.0	2933.63	2935.0	8945.0
2018-01-02 08:30:00	ES	Futures	2934.72	2936.64	2934.18	2935.0	14835.0
2018-01-02 09:00:00	ES	Futures	2935.27	2939.1	2935.0	2937.73	29917.0
2018-01-02 09:30:00	ES	Futures	2937.73	2938.55	2931.99	2938.28	155922.0
2018-01-02 10:00:00	ES	Futures	2938.28	2943.2	2938.0	2943.2	82824.0
2018-01-02 10:30:00	ES	Futures	2943.2	2943.47	2938.0	2941.83	77009.0
2018-01-02 11:00:00	ES	Futures	2941.56	2943.2	2939.92	2940.46	42149.0
2018-01-02 11:30:00	ES	Futures	2940.46	2940.74	2938.55	2940.19	31842.0
2018-01-02 12:00:00	ES	Futures	2940.19	2941.83	2940.19	2941.01	25872.0
2018-01-02 12:30:00	ES	Futures	2941.28	2941.56	2939.37	2940.19	21570.0
2018-01-02 13:00:00	ES	Futures	2940.19	2942.1	2939.92	2941.56	25375.0
2018-01-02 13:30:00	ES	Futures	2941.83	2942.38	2940.46	2941.83	18895.0
2018-01-02 14:00:00	ES	Futures	2941.56	2942.65	2940.74	2941.83	22619.0
2018-01-02 14:30:00	ES	Futures	2941.83	2942.65	2941.28	2942.1	19568.0
2018-01-02 15:00:00	ES	Futures	2942.38	2944.29	2941.56	2944.02	33271.0
2018-01-02 15:30:00	ES	Futures	2944.29	2947.57	2942.1	2947.3	140186.0
2018-01-02 16:00:00	ES	Futures	2947.3	2947.57	2943.2	2944.29	81734.0
2018-01-02 16:30:00	ES	Futures	2944.84	2945.38	2944.56	2945.38	5984.0
2018-01-02 18:00:00	ES	Futures	2945.11	2945.66	2943.47	2944.29	5771.0
2018-01-02 18:30:00	ES	Futures	2944.02	2945.11	2943.74	2945.11	1691.0
2018-01-02 19:00:00	ES	Futures	2945.11	2947.02	2944.84	2946.48	3471.0
2018-01-02 19:30:00	ES	Futures	2946.48	2947.3	2945.93	2946.2	2048.0
2018-01-02 20:00:00	ES	Futures	2945.93	2946.48	2945.66	2946.2	2497.0
2018-01-02 20:30:00	ES	Futures	2946.2	2946.75	2945.66	2946.75	2031.0
2018-01-02 21:00:00	ES	Futures	2947.02	2948.39	2946.75	2947.84	2540.0
2018-01-02 21:30:00	ES	Futures	2947.57	2947.84	2947.3	2947.57	1385.0
2018-01-02 22:00:00	ES	Futures	2947.3	2948.39	2947.02	2948.39	1680.0
2018-01-02 22:30:00	ES	Futures	2948.12	2948.12	2947.3	2947.57	918.0
2018-01-02 23:00:00	ES	Futures	2947.57	2947.84	2947.02	2947.57	766.0
2018-01-02 23:30:00	ES	Futures	2947.3	2948.12	2947.3	2947.57	1071.0
2018-01-02 00:00:00	NQ	Futures	7613.87	7619.8	7613.87	7618.32	524.0
2018-01-02 00:30:00	NQ	Futures	7618.02	7620.4	7616.24	7618.62	305.0
2018-01-02 01:00:00	NQ	Futures	7619.21	7619.51	7617.73	7618.02	187.0
2018-01-02 01:30:00	NQ	Futures	7618.32	7619.21	7615.95	7618.02	268.0

> showing 50 of 3,027 rows — these rows as CSV

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