PREVIEW / futures_30min / 2018-01-03

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-03.parquet
  size:    84 KB
  rows:    3,179

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
2018-01-03 00:00:00	ES	Futures	2947.84	2948.66	2947.57	2948.12	842.0
2018-01-03 00:30:00	ES	Futures	2948.12	2948.12	2947.57	2947.84	577.0
2018-01-03 01:00:00	ES	Futures	2948.12	2948.39	2947.57	2947.84	671.0
2018-01-03 01:30:00	ES	Futures	2947.84	2947.84	2947.3	2947.57	544.0
2018-01-03 02:00:00	ES	Futures	2947.57	2948.39	2947.3	2948.39	1675.0
2018-01-03 02:30:00	ES	Futures	2948.39	2948.66	2947.84	2948.39	2565.0
2018-01-03 03:00:00	ES	Futures	2948.39	2949.48	2947.84	2948.94	7550.0
2018-01-03 03:30:00	ES	Futures	2949.21	2949.76	2948.94	2949.21	6065.0
2018-01-03 04:00:00	ES	Futures	2949.48	2949.76	2948.39	2948.94	4018.0
2018-01-03 04:30:00	ES	Futures	2949.21	2949.76	2948.39	2949.21	5947.0
2018-01-03 05:00:00	ES	Futures	2949.21	2949.76	2948.66	2949.48	6415.0
2018-01-03 05:30:00	ES	Futures	2949.48	2950.3	2948.94	2950.03	6582.0
2018-01-03 06:00:00	ES	Futures	2949.76	2950.58	2949.48	2949.48	4062.0
2018-01-03 06:30:00	ES	Futures	2949.76	2950.03	2948.66	2948.66	3329.0
2018-01-03 07:00:00	ES	Futures	2948.94	2949.21	2947.57	2947.84	5603.0
2018-01-03 07:30:00	ES	Futures	2947.57	2949.21	2947.3	2948.12	4944.0
2018-01-03 08:00:00	ES	Futures	2948.12	2948.94	2947.3	2948.12	5456.0
2018-01-03 08:30:00	ES	Futures	2948.39	2949.48	2947.84	2948.12	7549.0
2018-01-03 09:00:00	ES	Futures	2948.39	2950.03	2948.12	2948.66	14985.0
2018-01-03 09:30:00	ES	Futures	2948.94	2956.04	2948.66	2955.5	134534.0
2018-01-03 10:00:00	ES	Futures	2955.5	2959.87	2955.22	2959.05	100255.0
2018-01-03 10:30:00	ES	Futures	2959.32	2961.24	2957.41	2958.78	80191.0
2018-01-03 11:00:00	ES	Futures	2958.78	2960.14	2957.68	2959.6	40164.0
2018-01-03 11:30:00	ES	Futures	2959.32	2960.42	2958.23	2958.5	45295.0
2018-01-03 12:00:00	ES	Futures	2958.5	2960.96	2958.5	2960.96	37185.0
2018-01-03 12:30:00	ES	Futures	2960.96	2965.61	2960.69	2963.97	60986.0
2018-01-03 13:00:00	ES	Futures	2963.97	2964.52	2963.42	2963.7	34138.0
2018-01-03 13:30:00	ES	Futures	2963.7	2963.7	2960.14	2960.69	35712.0
2018-01-03 14:00:00	ES	Futures	2960.96	2962.88	2960.14	2962.33	41924.0
2018-01-03 14:30:00	ES	Futures	2962.6	2964.52	2962.06	2963.42	63356.0
2018-01-03 15:00:00	ES	Futures	2963.42	2964.52	2962.6	2964.52	29623.0
2018-01-03 15:30:00	ES	Futures	2964.24	2967.52	2963.7	2965.61	171085.0
2018-01-03 16:00:00	ES	Futures	2965.34	2965.88	2963.15	2963.15	77708.0
2018-01-03 16:30:00	ES	Futures	2963.42	2963.97	2960.96	2962.06	12201.0
2018-01-03 18:00:00	ES	Futures	2963.15	2963.42	2962.06	2962.88	4301.0
2018-01-03 18:30:00	ES	Futures	2962.6	2963.42	2961.78	2963.42	2879.0
2018-01-03 19:00:00	ES	Futures	2963.42	2965.34	2962.6	2963.42	7178.0
2018-01-03 19:30:00	ES	Futures	2963.42	2963.7	2962.33	2962.88	2003.0
2018-01-03 20:00:00	ES	Futures	2963.15	2963.42	2961.24	2962.6	4009.0
2018-01-03 20:30:00	ES	Futures	2962.6	2962.88	2961.78	2962.06	2416.0
2018-01-03 21:00:00	ES	Futures	2962.33	2962.88	2961.78	2962.6	1482.0
2018-01-03 21:30:00	ES	Futures	2962.6	2963.97	2962.33	2963.7	1270.0
2018-01-03 22:00:00	ES	Futures	2963.42	2965.06	2963.42	2964.24	2275.0
2018-01-03 22:30:00	ES	Futures	2963.97	2965.88	2963.97	2965.06	3047.0
2018-01-03 23:00:00	ES	Futures	2965.06	2966.16	2965.06	2965.88	2148.0
2018-01-03 23:30:00	ES	Futures	2965.61	2965.88	2965.06	2965.34	1242.0
2018-01-03 00:00:00	NQ	Futures	7736.36	7738.44	7735.47	7737.55	191.0
2018-01-03 00:30:00	NQ	Futures	7737.55	7737.85	7735.77	7736.96	218.0
2018-01-03 01:00:00	NQ	Futures	7737.25	7737.55	7735.18	7736.36	222.0
2018-01-03 01:30:00	NQ	Futures	7736.96	7738.44	7733.99	7738.44	318.0

> showing 50 of 3,179 rows — these rows as CSV

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