PREVIEW / futures_30min / 2018-01-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-17.parquet
  size:    89 KB
  rows:    3,208

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
2018-01-17 00:00:00	ES	Futures	3042.96	3044.33	3042.41	3044.05	2833.0
2018-01-17 00:30:00	ES	Futures	3044.05	3044.33	3043.23	3044.05	2242.0
2018-01-17 01:00:00	ES	Futures	3044.33	3044.6	3041.32	3043.51	3120.0
2018-01-17 01:30:00	ES	Futures	3043.51	3043.51	3041.87	3041.87	1738.0
2018-01-17 02:00:00	ES	Futures	3042.14	3044.6	3041.87	3043.78	4480.0
2018-01-17 02:30:00	ES	Futures	3044.05	3044.33	3042.96	3043.51	5161.0
2018-01-17 03:00:00	ES	Futures	3043.51	3048.97	3043.51	3048.43	18177.0
2018-01-17 03:30:00	ES	Futures	3048.43	3049.52	3047.88	3048.97	7989.0
2018-01-17 04:00:00	ES	Futures	3048.97	3049.25	3048.15	3048.43	5956.0
2018-01-17 04:30:00	ES	Futures	3048.15	3049.25	3047.61	3048.43	5014.0
2018-01-17 05:00:00	ES	Futures	3048.7	3049.52	3047.06	3047.61	7223.0
2018-01-17 05:30:00	ES	Futures	3047.61	3050.07	3047.06	3049.52	5860.0
2018-01-17 06:00:00	ES	Futures	3049.79	3053.35	3049.52	3053.35	16711.0
2018-01-17 06:30:00	ES	Futures	3053.07	3053.62	3051.98	3053.07	10966.0
2018-01-17 07:00:00	ES	Futures	3053.07	3053.62	3051.71	3052.8	8358.0
2018-01-17 07:30:00	ES	Futures	3052.8	3053.07	3051.71	3052.53	10650.0
2018-01-17 08:00:00	ES	Futures	3052.8	3053.89	3051.16	3051.98	16154.0
2018-01-17 08:30:00	ES	Futures	3051.71	3054.17	3051.71	3053.62	17875.0
2018-01-17 09:00:00	ES	Futures	3053.62	3054.99	3048.43	3049.25	36883.0
2018-01-17 09:30:00	ES	Futures	3048.97	3049.25	3039.95	3041.32	235557.0
2018-01-17 10:00:00	ES	Futures	3041.05	3048.7	3041.05	3044.87	122588.0
2018-01-17 10:30:00	ES	Futures	3044.6	3048.7	3044.05	3048.15	63356.0
2018-01-17 11:00:00	ES	Futures	3047.88	3054.17	3046.51	3051.98	85520.0
2018-01-17 11:30:00	ES	Futures	3051.71	3054.17	3051.43	3053.35	42805.0
2018-01-17 12:00:00	ES	Futures	3053.35	3056.63	3053.07	3056.08	47130.0
2018-01-17 12:30:00	ES	Futures	3055.81	3060.45	3055.53	3060.18	59049.0
2018-01-17 13:00:00	ES	Futures	3059.91	3062.09	3059.09	3060.45	52804.0
2018-01-17 13:30:00	ES	Futures	3060.73	3063.46	3060.18	3061.55	41790.0
2018-01-17 14:00:00	ES	Futures	3061.82	3067.29	3061.55	3065.37	53046.0
2018-01-17 14:30:00	ES	Futures	3065.37	3069.47	3065.37	3068.93	52886.0
2018-01-17 15:00:00	ES	Futures	3068.93	3071.66	3066.47	3066.74	96589.0
2018-01-17 15:30:00	ES	Futures	3066.74	3070.29	3063.46	3066.19	154805.0
2018-01-17 16:00:00	ES	Futures	3066.19	3066.74	3063.46	3065.37	71911.0
2018-01-17 16:30:00	ES	Futures	3065.37	3067.29	3064.83	3065.1	11414.0
2018-01-17 18:00:00	ES	Futures	3064.83	3067.56	3064.28	3067.29	6253.0
2018-01-17 18:30:00	ES	Futures	3067.29	3068.93	3066.47	3068.11	3930.0
2018-01-17 19:00:00	ES	Futures	3067.83	3068.38	3067.01	3067.29	6546.0
2018-01-17 19:30:00	ES	Futures	3067.29	3068.65	3067.29	3067.83	3019.0
2018-01-17 20:00:00	ES	Futures	3068.11	3069.75	3066.74	3067.29	5065.0
2018-01-17 20:30:00	ES	Futures	3067.01	3067.56	3065.92	3066.47	2684.0
2018-01-17 21:00:00	ES	Futures	3066.74	3068.11	3066.19	3067.83	2158.0
2018-01-17 21:30:00	ES	Futures	3067.83	3068.65	3067.56	3067.83	1216.0
2018-01-17 22:00:00	ES	Futures	3067.83	3068.93	3067.83	3068.38	1268.0
2018-01-17 22:30:00	ES	Futures	3068.11	3069.75	3068.11	3069.47	4093.0
2018-01-17 23:00:00	ES	Futures	3069.2	3070.02	3068.65	3068.65	2233.0
2018-01-17 23:30:00	ES	Futures	3068.65	3068.93	3067.83	3068.38	1371.0
2018-01-17 00:00:00	NQ	Futures	8021.39	8028.51	8018.72	8027.92	822.0
2018-01-17 00:30:00	NQ	Futures	8027.92	8028.51	8021.1	8026.73	790.0
2018-01-17 01:00:00	NQ	Futures	8027.32	8028.51	8017.83	8026.43	1050.0
2018-01-17 01:30:00	NQ	Futures	8027.03	8027.62	8021.69	8023.47	654.0

> showing 50 of 3,208 rows — these rows as CSV

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