PREVIEW / futures_30min / 2018-01-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-16.parquet
  size:    89 KB
  rows:    3,205

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
2018-01-16 00:00:00	ES	Futures	3057.45	3057.99	3056.9	3057.17	2225.0
2018-01-16 00:30:00	ES	Futures	3057.17	3058.27	3057.17	3057.99	2309.0
2018-01-16 01:00:00	ES	Futures	3057.99	3058.81	3057.99	3058.54	2575.0
2018-01-16 01:30:00	ES	Futures	3058.54	3059.36	3057.99	3058.54	1695.0
2018-01-16 02:00:00	ES	Futures	3058.54	3059.36	3057.72	3058.54	3335.0
2018-01-16 02:30:00	ES	Futures	3058.54	3059.36	3058.27	3058.54	3016.0
2018-01-16 03:00:00	ES	Futures	3058.54	3062.91	3058.27	3061.27	16886.0
2018-01-16 03:30:00	ES	Futures	3061.27	3061.55	3058.81	3059.63	10234.0
2018-01-16 04:00:00	ES	Futures	3059.63	3061.55	3059.09	3061.0	7145.0
2018-01-16 04:30:00	ES	Futures	3061.27	3064.01	3061.27	3063.19	13768.0
2018-01-16 05:00:00	ES	Futures	3062.91	3064.01	3062.64	3063.46	7953.0
2018-01-16 05:30:00	ES	Futures	3063.73	3065.1	3063.46	3064.55	8535.0
2018-01-16 06:00:00	ES	Futures	3064.83	3065.1	3062.37	3063.19	9939.0
2018-01-16 06:30:00	ES	Futures	3063.46	3063.73	3061.82	3062.09	6694.0
2018-01-16 07:00:00	ES	Futures	3061.82	3062.09	3059.63	3060.45	10528.0
2018-01-16 07:30:00	ES	Futures	3060.45	3061.82	3059.91	3061.55	7650.0
2018-01-16 08:00:00	ES	Futures	3061.55	3063.19	3060.45	3062.64	14479.0
2018-01-16 08:30:00	ES	Futures	3062.64	3063.73	3061.27	3063.19	15977.0
2018-01-16 09:00:00	ES	Futures	3063.46	3063.73	3061.27	3062.37	18822.0
2018-01-16 09:30:00	ES	Futures	3062.09	3070.57	3061.55	3069.47	195337.0
2018-01-16 10:00:00	ES	Futures	3069.47	3069.75	3064.55	3065.37	107391.0
2018-01-16 10:30:00	ES	Futures	3065.65	3065.92	3054.71	3056.08	149942.0
2018-01-16 11:00:00	ES	Futures	3056.08	3057.99	3051.43	3057.72	118749.0
2018-01-16 11:30:00	ES	Futures	3057.72	3059.09	3050.89	3053.07	112054.0
2018-01-16 12:00:00	ES	Futures	3053.07	3057.45	3052.8	3054.17	49898.0
2018-01-16 12:30:00	ES	Futures	3054.44	3054.71	3050.34	3050.89	47739.0
2018-01-16 13:00:00	ES	Futures	3051.16	3053.62	3049.25	3051.43	60368.0
2018-01-16 13:30:00	ES	Futures	3051.43	3052.25	3043.51	3044.33	83937.0
2018-01-16 14:00:00	ES	Futures	3044.6	3045.42	3035.58	3036.4	139509.0
2018-01-16 14:30:00	ES	Futures	3036.4	3039.41	3027.65	3034.21	145199.0
2018-01-16 15:00:00	ES	Futures	3034.49	3043.23	3034.21	3042.96	109334.0
2018-01-16 15:30:00	ES	Futures	3042.69	3043.78	3035.58	3036.95	163591.0
2018-01-16 16:00:00	ES	Futures	3036.67	3042.96	3036.13	3042.96	83960.0
2018-01-16 16:30:00	ES	Futures	3042.96	3044.33	3042.41	3042.69	9056.0
2018-01-16 18:00:00	ES	Futures	3042.41	3042.96	3038.59	3039.41	10326.0
2018-01-16 18:30:00	ES	Futures	3039.41	3040.5	3038.31	3040.5	4039.0
2018-01-16 19:00:00	ES	Futures	3040.77	3044.05	3039.95	3042.69	7498.0
2018-01-16 19:30:00	ES	Futures	3042.69	3042.96	3040.5	3042.41	4726.0
2018-01-16 20:00:00	ES	Futures	3042.41	3045.15	3042.14	3044.87	8358.0
2018-01-16 20:30:00	ES	Futures	3045.15	3045.69	3041.87	3042.41	7354.0
2018-01-16 21:00:00	ES	Futures	3042.41	3045.69	3041.05	3044.05	5043.0
2018-01-16 21:30:00	ES	Futures	3044.05	3046.51	3043.78	3044.87	3260.0
2018-01-16 22:00:00	ES	Futures	3045.15	3045.15	3043.51	3044.05	2912.0
2018-01-16 22:30:00	ES	Futures	3043.78	3045.15	3043.23	3043.78	1543.0
2018-01-16 23:00:00	ES	Futures	3043.78	3043.78	3041.05	3041.32	4002.0
2018-01-16 23:30:00	ES	Futures	3041.59	3043.78	3041.05	3042.96	3536.0
2018-01-16 00:00:00	NQ	Futures	8057.87	8058.47	8053.42	8055.8	685.0
2018-01-16 00:30:00	NQ	Futures	8056.09	8060.25	8055.2	8057.28	645.0
2018-01-16 01:00:00	NQ	Futures	8057.28	8060.25	8057.28	8058.17	590.0
2018-01-16 01:30:00	NQ	Futures	8057.87	8060.84	8056.09	8057.28	637.0

> showing 50 of 3,205 rows — these rows as CSV

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