PREVIEW / futures_30min / 2018-01-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-15.parquet
  size:    62 KB
  rows:    2,337

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
2018-01-15 00:00:00	ES	Futures	3055.81	3056.9	3055.81	3056.9	1905.0
2018-01-15 00:30:00	ES	Futures	3056.63	3056.9	3056.08	3056.08	1640.0
2018-01-15 01:00:00	ES	Futures	3056.35	3056.63	3054.17	3054.71	2561.0
2018-01-15 01:30:00	ES	Futures	3054.71	3054.99	3053.07	3053.35	2444.0
2018-01-15 02:00:00	ES	Futures	3053.35	3054.17	3052.53	3052.8	4335.0
2018-01-15 02:30:00	ES	Futures	3052.8	3053.62	3051.98	3053.62	2651.0
2018-01-15 03:00:00	ES	Futures	3053.62	3054.99	3051.16	3053.35	8733.0
2018-01-15 03:30:00	ES	Futures	3053.62	3053.62	3051.98	3052.8	3768.0
2018-01-15 04:00:00	ES	Futures	3053.07	3054.44	3051.98	3052.25	4532.0
2018-01-15 04:30:00	ES	Futures	3052.53	3055.81	3052.53	3055.53	5877.0
2018-01-15 05:00:00	ES	Futures	3055.81	3056.9	3054.71	3056.35	5624.0
2018-01-15 05:30:00	ES	Futures	3056.35	3056.9	3053.62	3054.17	6664.0
2018-01-15 06:00:00	ES	Futures	3053.89	3054.17	3051.43	3053.07	5526.0
2018-01-15 06:30:00	ES	Futures	3053.07	3053.89	3051.71	3053.07	4363.0
2018-01-15 07:00:00	ES	Futures	3052.8	3053.62	3051.98	3053.07	2858.0
2018-01-15 07:30:00	ES	Futures	3052.8	3054.17	3051.71	3053.62	2542.0
2018-01-15 08:00:00	ES	Futures	3053.89	3054.17	3052.8	3054.17	2347.0
2018-01-15 08:30:00	ES	Futures	3053.89	3054.44	3052.53	3053.62	4244.0
2018-01-15 09:00:00	ES	Futures	3053.62	3054.99	3053.35	3054.44	3455.0
2018-01-15 09:30:00	ES	Futures	3054.44	3054.99	3053.07	3054.99	8730.0
2018-01-15 10:00:00	ES	Futures	3054.99	3056.35	3054.71	3056.08	4691.0
2018-01-15 10:30:00	ES	Futures	3056.08	3056.9	3055.81	3056.9	4014.0
2018-01-15 11:00:00	ES	Futures	3056.9	3056.9	3055.26	3055.53	6691.0
2018-01-15 11:30:00	ES	Futures	3055.26	3055.81	3054.17	3054.71	7632.0
2018-01-15 12:00:00	ES	Futures	3054.71	3055.26	3053.89	3054.17	2542.0
2018-01-15 12:30:00	ES	Futures	3054.17	3055.81	3053.35	3055.26	3994.0
2018-01-15 18:00:00	ES	Futures	3054.99	3056.63	3054.17	3054.17	4906.0
2018-01-15 18:30:00	ES	Futures	3054.17	3054.99	3054.17	3054.44	1291.0
2018-01-15 19:00:00	ES	Futures	3054.44	3054.99	3052.8	3053.07	3387.0
2018-01-15 19:30:00	ES	Futures	3053.07	3053.89	3052.53	3053.89	1478.0
2018-01-15 20:00:00	ES	Futures	3053.62	3054.44	3053.35	3053.62	3028.0
2018-01-15 20:30:00	ES	Futures	3053.62	3055.26	3053.35	3054.99	2294.0
2018-01-15 21:00:00	ES	Futures	3054.99	3056.08	3054.71	3055.53	2707.0
2018-01-15 21:30:00	ES	Futures	3055.81	3056.35	3055.53	3056.35	1389.0
2018-01-15 22:00:00	ES	Futures	3056.08	3056.35	3055.53	3056.08	1478.0
2018-01-15 22:30:00	ES	Futures	3055.81	3056.9	3055.81	3056.63	2562.0
2018-01-15 23:00:00	ES	Futures	3056.35	3057.72	3056.35	3056.9	2061.0
2018-01-15 23:30:00	ES	Futures	3056.9	3057.45	3056.63	3057.45	1171.0
2018-01-15 00:00:00	NQ	Futures	8060.54	8065.58	8060.54	8065.58	566.0
2018-01-15 00:30:00	NQ	Futures	8065.29	8065.58	8060.25	8060.54	410.0
2018-01-15 01:00:00	NQ	Futures	8060.84	8062.91	8052.83	8055.5	655.0
2018-01-15 01:30:00	NQ	Futures	8055.5	8055.8	8049.86	8051.35	468.0
2018-01-15 02:00:00	NQ	Futures	8051.64	8054.61	8047.2	8048.09	952.0
2018-01-15 02:30:00	NQ	Futures	8047.79	8051.35	8046.01	8049.57	508.0
2018-01-15 03:00:00	NQ	Futures	8049.86	8053.72	8040.97	8047.49	2004.0
2018-01-15 03:30:00	NQ	Futures	8047.49	8047.79	8041.86	8043.04	784.0
2018-01-15 04:00:00	NQ	Futures	8043.04	8047.2	8042.15	8043.34	681.0
2018-01-15 04:30:00	NQ	Futures	8043.93	8050.46	8043.93	8048.97	1000.0
2018-01-15 05:00:00	NQ	Futures	8049.27	8052.53	8046.01	8051.35	1065.0
2018-01-15 05:30:00	NQ	Futures	8051.64	8054.02	8041.26	8042.45	1289.0

> showing 50 of 2,337 rows — these rows as CSV

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