PREVIEW / futures_30min / 2018-01-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-09.parquet
  size:    83 KB
  rows:    3,157

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
2018-01-09 00:00:00	ES	Futures	3000.6	3001.14	3000.32	3000.32	1139.0
2018-01-09 00:30:00	ES	Futures	3000.6	3000.87	3000.05	3000.6	1350.0
2018-01-09 01:00:00	ES	Futures	3000.6	3001.14	3000.6	3000.87	634.0
2018-01-09 01:30:00	ES	Futures	3001.14	3001.96	3000.87	3001.96	728.0
2018-01-09 02:00:00	ES	Futures	3001.69	3002.51	3001.69	3001.69	2106.0
2018-01-09 02:30:00	ES	Futures	3001.69	3002.51	3001.42	3002.51	1423.0
2018-01-09 03:00:00	ES	Futures	3002.24	3004.69	3002.24	3004.69	7989.0
2018-01-09 03:30:00	ES	Futures	3004.69	3004.97	3003.6	3004.42	5356.0
2018-01-09 04:00:00	ES	Futures	3004.42	3005.51	3004.15	3004.42	7294.0
2018-01-09 04:30:00	ES	Futures	3004.69	3004.97	3004.15	3004.42	2090.0
2018-01-09 05:00:00	ES	Futures	3004.69	3004.97	3004.15	3004.97	4549.0
2018-01-09 05:30:00	ES	Futures	3004.97	3005.51	3004.15	3004.42	6181.0
2018-01-09 06:00:00	ES	Futures	3004.69	3004.69	3003.6	3004.42	5064.0
2018-01-09 06:30:00	ES	Futures	3004.15	3004.42	3002.78	3004.15	5093.0
2018-01-09 07:00:00	ES	Futures	3003.87	3005.24	3003.87	3004.15	6795.0
2018-01-09 07:30:00	ES	Futures	3004.42	3005.51	3004.15	3005.51	3970.0
2018-01-09 08:00:00	ES	Futures	3005.24	3006.88	3004.69	3006.88	9965.0
2018-01-09 08:30:00	ES	Futures	3006.88	3009.07	3006.33	3008.25	16027.0
2018-01-09 09:00:00	ES	Futures	3008.52	3008.79	3007.15	3007.43	11401.0
2018-01-09 09:30:00	ES	Futures	3007.7	3010.43	3004.42	3006.06	148792.0
2018-01-09 10:00:00	ES	Futures	3006.06	3010.43	3004.42	3009.89	74702.0
2018-01-09 10:30:00	ES	Futures	3009.89	3010.71	3004.42	3007.7	82284.0
2018-01-09 11:00:00	ES	Futures	3007.7	3015.9	3007.43	3014.81	105372.0
2018-01-09 11:30:00	ES	Futures	3014.53	3015.35	3012.35	3013.99	56743.0
2018-01-09 12:00:00	ES	Futures	3013.99	3014.81	3012.07	3012.62	35310.0
2018-01-09 12:30:00	ES	Futures	3012.62	3015.63	3012.35	3014.26	31428.0
2018-01-09 13:00:00	ES	Futures	3014.26	3016.99	3014.26	3016.99	30298.0
2018-01-09 13:30:00	ES	Futures	3016.99	3017.27	3015.9	3017.27	24019.0
2018-01-09 14:00:00	ES	Futures	3017.27	3017.54	3012.89	3013.71	43925.0
2018-01-09 14:30:00	ES	Futures	3013.71	3015.63	3012.62	3014.26	34399.0
2018-01-09 15:00:00	ES	Futures	3014.26	3014.53	3010.43	3010.43	42428.0
2018-01-09 15:30:00	ES	Futures	3010.71	3015.35	3007.7	3009.89	189575.0
2018-01-09 16:00:00	ES	Futures	3009.61	3010.16	3007.15	3009.34	70709.0
2018-01-09 16:30:00	ES	Futures	3008.79	3008.79	3006.33	3006.88	9047.0
2018-01-09 18:00:00	ES	Futures	3006.33	3007.97	3005.79	3007.7	5637.0
2018-01-09 18:30:00	ES	Futures	3007.7	3008.79	3007.7	3008.25	2396.0
2018-01-09 19:00:00	ES	Futures	3008.25	3008.79	3007.43	3007.7	2612.0
2018-01-09 19:30:00	ES	Futures	3007.7	3008.25	3006.61	3006.61	2503.0
2018-01-09 20:00:00	ES	Futures	3006.88	3007.43	3005.24	3006.33	4471.0
2018-01-09 20:30:00	ES	Futures	3006.33	3007.43	3005.51	3005.51	2961.0
2018-01-09 21:00:00	ES	Futures	3005.79	3007.7	3005.51	3007.43	3186.0
2018-01-09 21:30:00	ES	Futures	3007.7	3007.7	3006.33	3006.61	1684.0
2018-01-09 22:00:00	ES	Futures	3006.88	3007.97	3006.33	3007.97	1994.0
2018-01-09 22:30:00	ES	Futures	3007.97	3008.79	3007.43	3008.25	2630.0
2018-01-09 23:00:00	ES	Futures	3008.52	3008.79	3007.97	3008.52	1269.0
2018-01-09 23:30:00	ES	Futures	3008.52	3008.52	3007.43	3007.7	1793.0
2018-01-09 00:00:00	NQ	Futures	7930.34	7931.82	7929.15	7929.74	362.0
2018-01-09 00:30:00	NQ	Futures	7930.04	7931.52	7929.74	7930.63	261.0
2018-01-09 01:00:00	NQ	Futures	7930.63	7932.71	7929.45	7932.12	285.0
2018-01-09 01:30:00	NQ	Futures	7932.12	7934.49	7931.82	7934.49	221.0

> showing 50 of 3,157 rows — these rows as CSV

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