PREVIEW / futures_30min / 2018-01-08

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-08.parquet
  size:    80 KB
  rows:    3,138

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
2018-01-08 00:00:00	ES	Futures	3000.87	3001.42	3000.6	3000.6	1094.0
2018-01-08 00:30:00	ES	Futures	3000.6	3001.14	3000.6	3001.14	1372.0
2018-01-08 01:00:00	ES	Futures	3001.14	3001.14	3000.6	3000.87	625.0
2018-01-08 01:30:00	ES	Futures	3000.6	3000.87	3000.32	3000.6	829.0
2018-01-08 02:00:00	ES	Futures	3000.87	3001.42	3000.6	3000.87	3202.0
2018-01-08 02:30:00	ES	Futures	3001.14	3001.69	3000.87	3001.42	2143.0
2018-01-08 03:00:00	ES	Futures	3001.42	3001.96	2997.59	2997.86	13597.0
2018-01-08 03:30:00	ES	Futures	2998.14	2999.5	2997.86	2998.14	6014.0
2018-01-08 04:00:00	ES	Futures	2998.14	2999.5	2998.14	2998.96	4081.0
2018-01-08 04:30:00	ES	Futures	2998.96	2999.23	2997.32	2998.41	5389.0
2018-01-08 05:00:00	ES	Futures	2998.68	2999.23	2997.86	2998.41	2940.0
2018-01-08 05:30:00	ES	Futures	2998.68	3000.32	2998.14	2999.5	6379.0
2018-01-08 06:00:00	ES	Futures	2999.23	3000.05	2997.86	2998.41	4218.0
2018-01-08 06:30:00	ES	Futures	2998.68	2998.96	2994.58	2995.13	9569.0
2018-01-08 07:00:00	ES	Futures	2994.86	2996.22	2993.22	2993.22	16166.0
2018-01-08 07:30:00	ES	Futures	2993.49	2994.31	2991.85	2993.49	12731.0
2018-01-08 08:00:00	ES	Futures	2993.76	2994.31	2992.12	2992.12	10638.0
2018-01-08 08:30:00	ES	Futures	2992.4	2995.68	2992.12	2994.86	13581.0
2018-01-08 09:00:00	ES	Futures	2994.86	2995.95	2994.31	2995.95	12375.0
2018-01-08 09:30:00	ES	Futures	2995.68	2997.59	2992.4	2996.22	134432.0
2018-01-08 10:00:00	ES	Futures	2996.5	2997.32	2993.49	2996.77	60026.0
2018-01-08 10:30:00	ES	Futures	2996.77	2997.86	2994.86	2996.77	54680.0
2018-01-08 11:00:00	ES	Futures	2997.04	2998.96	2995.68	2998.14	41632.0
2018-01-08 11:30:00	ES	Futures	2998.41	2999.23	2997.04	2997.32	31654.0
2018-01-08 12:00:00	ES	Futures	2997.59	2999.5	2997.32	2999.23	29166.0
2018-01-08 12:30:00	ES	Futures	2999.23	3000.05	2998.14	2999.5	24671.0
2018-01-08 13:00:00	ES	Futures	2999.78	3003.6	2999.78	3003.6	44328.0
2018-01-08 13:30:00	ES	Futures	3003.6	3003.6	3002.24	3003.06	25448.0
2018-01-08 14:00:00	ES	Futures	3003.33	3004.15	3002.78	3002.78	16859.0
2018-01-08 14:30:00	ES	Futures	3003.06	3004.15	3002.24	3004.15	30615.0
2018-01-08 15:00:00	ES	Futures	3004.15	3004.42	3001.42	3001.69	41728.0
2018-01-08 15:30:00	ES	Futures	3001.69	3004.97	3001.14	3002.78	111847.0
2018-01-08 16:00:00	ES	Futures	3003.06	3003.6	3001.96	3003.6	52171.0
2018-01-08 16:30:00	ES	Futures	3003.87	3004.15	3003.06	3003.33	5418.0
2018-01-08 18:00:00	ES	Futures	3002.78	3004.69	3002.51	3004.15	3670.0
2018-01-08 18:30:00	ES	Futures	3004.42	3004.69	3003.06	3004.42	1909.0
2018-01-08 19:00:00	ES	Futures	3004.42	3004.42	3002.78	3003.33	4154.0
2018-01-08 19:30:00	ES	Futures	3003.06	3003.87	3003.06	3003.6	1287.0
2018-01-08 20:00:00	ES	Futures	3003.6	3003.87	3001.96	3001.96	2721.0
2018-01-08 20:30:00	ES	Futures	3002.24	3003.87	3000.05	3000.6	7763.0
2018-01-08 21:00:00	ES	Futures	3000.6	3000.87	2998.68	2999.78	6418.0
2018-01-08 21:30:00	ES	Futures	2999.78	3000.6	2999.5	3000.32	1605.0
2018-01-08 22:00:00	ES	Futures	3000.32	3000.87	2999.5	3000.87	1694.0
2018-01-08 22:30:00	ES	Futures	3000.6	3001.42	3000.6	3001.14	2253.0
2018-01-08 23:00:00	ES	Futures	3001.14	3001.42	3000.87	3001.42	1050.0
2018-01-08 23:30:00	ES	Futures	3001.14	3001.42	3000.32	3000.6	1628.0
2018-01-08 00:00:00	NQ	Futures	7913.13	7915.21	7910.76	7911.95	269.0
2018-01-08 00:30:00	NQ	Futures	7911.95	7914.62	7911.36	7914.62	256.0
2018-01-08 01:00:00	NQ	Futures	7914.62	7914.91	7911.95	7913.13	225.0
2018-01-08 01:30:00	NQ	Futures	7912.84	7914.02	7911.36	7914.02	255.0

> showing 50 of 3,138 rows — these rows as CSV

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