PREVIEW / futures_30min / 2018-01-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-12.parquet
  size:    73 KB
  rows:    2,596

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
2018-01-12 00:00:00	ES	Futures	3027.11	3027.65	3026.83	3027.65	1401.0
2018-01-12 00:30:00	ES	Futures	3027.65	3027.65	3026.56	3027.11	1586.0
2018-01-12 01:00:00	ES	Futures	3027.11	3028.47	3026.83	3028.2	1512.0
2018-01-12 01:30:00	ES	Futures	3028.2	3029.57	3027.93	3028.47	2760.0
2018-01-12 02:00:00	ES	Futures	3028.47	3029.84	3028.2	3029.84	4015.0
2018-01-12 02:30:00	ES	Futures	3029.84	3030.39	3029.57	3030.11	4678.0
2018-01-12 03:00:00	ES	Futures	3029.84	3035.03	3029.02	3034.21	20160.0
2018-01-12 03:30:00	ES	Futures	3034.21	3035.03	3032.85	3034.49	10667.0
2018-01-12 04:00:00	ES	Futures	3034.49	3035.85	3034.21	3034.49	7283.0
2018-01-12 04:30:00	ES	Futures	3034.49	3035.03	3033.39	3033.67	6914.0
2018-01-12 05:00:00	ES	Futures	3033.94	3034.21	3033.12	3033.67	4110.0
2018-01-12 05:30:00	ES	Futures	3033.67	3034.76	3033.67	3034.49	4756.0
2018-01-12 06:00:00	ES	Futures	3034.49	3035.31	3033.94	3034.76	4985.0
2018-01-12 06:30:00	ES	Futures	3034.76	3035.31	3033.94	3034.21	6075.0
2018-01-12 07:00:00	ES	Futures	3034.21	3035.03	3032.85	3033.12	8582.0
2018-01-12 07:30:00	ES	Futures	3032.85	3033.67	3032.3	3032.3	8304.0
2018-01-12 08:00:00	ES	Futures	3032.3	3033.94	3031.48	3033.12	16367.0
2018-01-12 08:30:00	ES	Futures	3033.12	3033.39	3024.92	3027.65	55862.0
2018-01-12 09:00:00	ES	Futures	3027.65	3032.85	3027.11	3029.57	42737.0
2018-01-12 09:30:00	ES	Futures	3029.84	3036.67	3028.47	3036.67	134677.0
2018-01-12 10:00:00	ES	Futures	3036.4	3038.59	3034.49	3038.04	90355.0
2018-01-12 10:30:00	ES	Futures	3038.04	3045.69	3037.77	3043.51	115798.0
2018-01-12 11:00:00	ES	Futures	3043.51	3044.05	3038.31	3041.05	86271.0
2018-01-12 11:30:00	ES	Futures	3041.05	3043.51	3039.95	3043.51	42397.0
2018-01-12 12:00:00	ES	Futures	3043.51	3044.33	3041.59	3041.87	42322.0
2018-01-12 12:30:00	ES	Futures	3041.87	3044.05	3040.77	3044.05	34929.0
2018-01-12 13:00:00	ES	Futures	3044.05	3044.6	3041.32	3042.69	36946.0
2018-01-12 13:30:00	ES	Futures	3042.69	3045.69	3042.41	3044.87	35195.0
2018-01-12 14:00:00	ES	Futures	3044.87	3046.51	3044.05	3046.24	36777.0
2018-01-12 14:30:00	ES	Futures	3046.24	3046.79	3042.69	3045.15	43092.0
2018-01-12 15:00:00	ES	Futures	3045.15	3046.79	3041.05	3043.78	73348.0
2018-01-12 15:30:00	ES	Futures	3043.78	3048.97	3043.78	3046.51	181879.0
2018-01-12 16:00:00	ES	Futures	3046.51	3049.25	3045.69	3048.7	82065.0
2018-01-12 16:30:00	ES	Futures	3048.97	3050.34	3048.43	3049.52	11389.0
2018-01-12 00:00:00	NQ	Futures	7976.01	7978.98	7975.12	7978.09	436.0
2018-01-12 00:30:00	NQ	Futures	7978.68	7978.68	7973.94	7975.12	816.0
2018-01-12 01:00:00	NQ	Futures	7975.12	7982.24	7974.53	7982.24	701.0
2018-01-12 01:30:00	NQ	Futures	7982.24	7990.55	7980.76	7983.43	1615.0
2018-01-12 02:00:00	NQ	Futures	7983.43	7989.36	7981.94	7986.1	1084.0
2018-01-12 02:30:00	NQ	Futures	7986.39	7989.36	7985.5	7989.06	597.0
2018-01-12 03:00:00	NQ	Futures	7989.36	8001.52	7986.39	7999.15	3011.0
2018-01-12 03:30:00	NQ	Futures	7999.44	8001.22	7995.88	7998.26	1990.0
2018-01-12 04:00:00	NQ	Futures	7998.26	7999.44	7994.1	7995.29	1492.0
2018-01-12 04:30:00	NQ	Futures	7995.29	7995.59	7990.84	7991.14	1133.0
2018-01-12 05:00:00	NQ	Futures	7991.44	7994.1	7989.66	7993.22	639.0
2018-01-12 05:30:00	NQ	Futures	7993.22	7995.59	7989.06	7990.84	1206.0
2018-01-12 06:00:00	NQ	Futures	7990.84	7992.33	7988.17	7988.77	1009.0
2018-01-12 06:30:00	NQ	Futures	7989.36	7990.25	7987.88	7989.95	934.0
2018-01-12 07:00:00	NQ	Futures	7989.95	7990.84	7987.58	7988.77	1946.0
2018-01-12 07:30:00	NQ	Futures	7988.77	7990.25	7986.99	7989.06	1469.0

> showing 50 of 2,596 rows — these rows as CSV

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