PREVIEW / futures_30min / 2018-01-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-04.parquet
  size:    82 KB
  rows:    3,189

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
2018-01-04 00:00:00	ES	Futures	2965.34	2966.98	2965.34	2965.88	3562.0
2018-01-04 00:30:00	ES	Futures	2965.88	2967.52	2965.88	2967.25	2385.0
2018-01-04 01:00:00	ES	Futures	2967.25	2967.25	2965.61	2966.16	1981.0
2018-01-04 01:30:00	ES	Futures	2966.16	2966.98	2965.61	2965.61	1296.0
2018-01-04 02:00:00	ES	Futures	2965.61	2966.7	2965.61	2965.61	2742.0
2018-01-04 02:30:00	ES	Futures	2965.61	2966.43	2965.34	2966.16	2587.0
2018-01-04 03:00:00	ES	Futures	2965.88	2967.52	2965.88	2967.25	8202.0
2018-01-04 03:30:00	ES	Futures	2967.25	2967.52	2966.16	2966.43	5763.0
2018-01-04 04:00:00	ES	Futures	2966.43	2967.8	2966.43	2967.25	3651.0
2018-01-04 04:30:00	ES	Futures	2967.25	2969.44	2966.98	2968.34	7828.0
2018-01-04 05:00:00	ES	Futures	2968.34	2968.89	2967.52	2967.52	6429.0
2018-01-04 05:30:00	ES	Futures	2967.52	2968.62	2966.43	2966.43	8266.0
2018-01-04 06:00:00	ES	Futures	2966.43	2968.62	2966.16	2968.07	6265.0
2018-01-04 06:30:00	ES	Futures	2968.07	2968.89	2967.25	2968.34	4888.0
2018-01-04 07:00:00	ES	Futures	2968.34	2970.8	2968.07	2970.8	7622.0
2018-01-04 07:30:00	ES	Futures	2970.8	2970.8	2968.62	2969.16	5546.0
2018-01-04 08:00:00	ES	Futures	2969.16	2972.72	2968.89	2972.44	12495.0
2018-01-04 08:30:00	ES	Futures	2972.44	2972.72	2971.08	2972.17	14311.0
2018-01-04 09:00:00	ES	Futures	2972.17	2973.54	2971.9	2972.72	15139.0
2018-01-04 09:30:00	ES	Futures	2972.99	2980.37	2971.9	2979.55	192288.0
2018-01-04 10:00:00	ES	Futures	2979.82	2981.46	2977.91	2981.46	97238.0
2018-01-04 10:30:00	ES	Futures	2981.46	2983.65	2979.55	2980.64	97174.0
2018-01-04 11:00:00	ES	Futures	2980.64	2980.92	2976.54	2977.09	78059.0
2018-01-04 11:30:00	ES	Futures	2977.09	2978.46	2975.45	2977.36	55646.0
2018-01-04 12:00:00	ES	Futures	2977.64	2980.64	2977.09	2978.73	51581.0
2018-01-04 12:30:00	ES	Futures	2978.73	2980.92	2977.91	2980.37	36570.0
2018-01-04 13:00:00	ES	Futures	2980.37	2980.64	2978.73	2980.1	37876.0
2018-01-04 13:30:00	ES	Futures	2980.1	2981.46	2979.0	2981.19	32337.0
2018-01-04 14:00:00	ES	Futures	2981.19	2982.56	2979.55	2979.82	32969.0
2018-01-04 14:30:00	ES	Futures	2979.82	2981.74	2979.28	2980.64	33361.0
2018-01-04 15:00:00	ES	Futures	2980.92	2981.46	2978.18	2980.64	58754.0
2018-01-04 15:30:00	ES	Futures	2980.64	2980.92	2977.09	2978.18	104203.0
2018-01-04 16:00:00	ES	Futures	2978.18	2978.46	2976.27	2978.18	65270.0
2018-01-04 16:30:00	ES	Futures	2977.64	2980.1	2977.64	2979.28	9660.0
2018-01-04 18:00:00	ES	Futures	2979.28	2980.1	2979.0	2979.82	4939.0
2018-01-04 18:30:00	ES	Futures	2980.1	2980.92	2979.55	2979.82	2084.0
2018-01-04 19:00:00	ES	Futures	2980.1	2980.37	2979.28	2980.1	2400.0
2018-01-04 19:30:00	ES	Futures	2980.1	2980.37	2979.55	2979.55	1312.0
2018-01-04 20:00:00	ES	Futures	2979.82	2980.37	2979.55	2979.82	1736.0
2018-01-04 20:30:00	ES	Futures	2979.82	2980.1	2978.73	2979.28	2688.0
2018-01-04 21:00:00	ES	Futures	2979.28	2979.28	2977.91	2979.0	2386.0
2018-01-04 21:30:00	ES	Futures	2979.0	2979.82	2978.73	2979.55	1597.0
2018-01-04 22:00:00	ES	Futures	2979.28	2979.55	2979.0	2979.55	937.0
2018-01-04 22:30:00	ES	Futures	2979.28	2980.1	2979.28	2979.82	668.0
2018-01-04 23:00:00	ES	Futures	2979.82	2980.1	2979.55	2980.1	725.0
2018-01-04 23:30:00	ES	Futures	2980.1	2980.64	2980.1	2980.64	1261.0
2018-01-04 00:00:00	NQ	Futures	7821.19	7827.42	7820.89	7825.64	1038.0
2018-01-04 00:30:00	NQ	Futures	7825.64	7828.9	7825.34	7827.42	511.0
2018-01-04 01:00:00	NQ	Futures	7827.72	7828.61	7823.56	7826.83	639.0
2018-01-04 01:30:00	NQ	Futures	7826.83	7828.31	7825.34	7826.53	465.0

> showing 50 of 3,189 rows — these rows as CSV

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