PREVIEW / futures_30min / 2018-01-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-05.parquet
  size:    70 KB
  rows:    2,602

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
2018-01-05 00:00:00	ES	Futures	2980.64	2980.92	2980.37	2980.37	1300.0
2018-01-05 00:30:00	ES	Futures	2980.37	2980.92	2980.37	2980.64	1388.0
2018-01-05 01:00:00	ES	Futures	2980.64	2981.19	2980.37	2980.64	1221.0
2018-01-05 01:30:00	ES	Futures	2980.92	2980.92	2980.1	2980.1	990.0
2018-01-05 02:00:00	ES	Futures	2980.37	2980.92	2980.1	2980.64	2676.0
2018-01-05 02:30:00	ES	Futures	2980.92	2981.46	2980.64	2981.46	2468.0
2018-01-05 03:00:00	ES	Futures	2981.46	2982.56	2981.19	2982.28	7593.0
2018-01-05 03:30:00	ES	Futures	2982.28	2982.83	2981.46	2982.56	4691.0
2018-01-05 04:00:00	ES	Futures	2982.56	2983.1	2982.01	2983.1	5489.0
2018-01-05 04:30:00	ES	Futures	2983.1	2985.02	2982.83	2983.92	10712.0
2018-01-05 05:00:00	ES	Futures	2983.92	2986.38	2983.92	2985.29	7776.0
2018-01-05 05:30:00	ES	Futures	2985.29	2986.93	2985.29	2986.38	6569.0
2018-01-05 06:00:00	ES	Futures	2986.38	2986.66	2985.29	2986.11	5092.0
2018-01-05 06:30:00	ES	Futures	2985.84	2986.93	2985.84	2986.66	5109.0
2018-01-05 07:00:00	ES	Futures	2986.93	2987.75	2985.56	2986.93	7879.0
2018-01-05 07:30:00	ES	Futures	2986.93	2987.48	2986.11	2986.93	5858.0
2018-01-05 08:00:00	ES	Futures	2986.66	2988.02	2986.38	2988.02	9090.0
2018-01-05 08:30:00	ES	Futures	2987.75	2989.94	2984.47	2987.75	32424.0
2018-01-05 09:00:00	ES	Futures	2987.75	2988.02	2985.84	2987.2	21257.0
2018-01-05 09:30:00	ES	Futures	2987.2	2988.3	2980.92	2985.02	151041.0
2018-01-05 10:00:00	ES	Futures	2985.02	2987.48	2983.1	2983.65	80168.0
2018-01-05 10:30:00	ES	Futures	2983.65	2986.93	2983.38	2986.38	56831.0
2018-01-05 11:00:00	ES	Futures	2986.38	2989.94	2985.29	2988.84	70405.0
2018-01-05 11:30:00	ES	Futures	2988.84	2989.39	2987.75	2988.57	39031.0
2018-01-05 12:00:00	ES	Futures	2988.57	2989.39	2987.2	2989.12	29726.0
2018-01-05 12:30:00	ES	Futures	2988.84	2989.12	2985.84	2986.93	36105.0
2018-01-05 13:00:00	ES	Futures	2987.2	2988.84	2986.93	2988.84	17998.0
2018-01-05 13:30:00	ES	Futures	2988.84	2989.94	2988.57	2989.39	23977.0
2018-01-05 14:00:00	ES	Futures	2989.39	2991.85	2988.57	2991.58	31673.0
2018-01-05 14:30:00	ES	Futures	2991.3	2992.94	2990.76	2991.3	51537.0
2018-01-05 15:00:00	ES	Futures	2991.03	2994.04	2991.03	2993.76	45168.0
2018-01-05 15:30:00	ES	Futures	2994.04	2998.96	2993.76	2997.04	191904.0
2018-01-05 16:00:00	ES	Futures	2997.04	2999.23	2994.86	2998.68	88189.0
2018-01-05 16:30:00	ES	Futures	2998.41	2998.96	2997.59	2998.41	11865.0
2018-01-05 00:00:00	NQ	Futures	7842.84	7844.92	7841.95	7842.25	422.0
2018-01-05 00:30:00	NQ	Futures	7841.95	7843.44	7841.36	7842.55	224.0
2018-01-05 01:00:00	NQ	Futures	7842.84	7843.14	7840.17	7841.36	375.0
2018-01-05 01:30:00	NQ	Futures	7841.66	7843.14	7841.06	7841.36	315.0
2018-01-05 02:00:00	NQ	Futures	7841.36	7845.21	7841.06	7844.92	558.0
2018-01-05 02:30:00	NQ	Futures	7844.92	7846.7	7844.62	7845.51	568.0
2018-01-05 03:00:00	NQ	Futures	7845.51	7852.04	7845.21	7849.37	1742.0
2018-01-05 03:30:00	NQ	Futures	7849.66	7851.44	7847.59	7850.55	641.0
2018-01-05 04:00:00	NQ	Futures	7850.55	7850.85	7846.7	7850.85	809.0
2018-01-05 04:30:00	NQ	Futures	7850.55	7853.82	7849.66	7851.74	1426.0
2018-01-05 05:00:00	NQ	Futures	7851.74	7858.56	7851.74	7854.71	1319.0
2018-01-05 05:30:00	NQ	Futures	7854.71	7867.16	7854.41	7862.71	2052.0
2018-01-05 06:00:00	NQ	Futures	7862.42	7864.79	7860.04	7862.42	1088.0
2018-01-05 06:30:00	NQ	Futures	7862.42	7866.87	7860.34	7863.9	857.0
2018-01-05 07:00:00	NQ	Futures	7863.9	7866.27	7859.75	7862.12	1522.0
2018-01-05 07:30:00	NQ	Futures	7862.12	7865.09	7859.45	7863.6	1073.0

> showing 50 of 2,602 rows — these rows as CSV

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