PREVIEW / futures_30min / 2018-01-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-18.parquet
  size:    86 KB
  rows:    3,201

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
2018-01-18 00:00:00	ES	Futures	3068.38	3068.65	3063.46	3063.73	6712.0
2018-01-18 00:30:00	ES	Futures	3063.73	3065.37	3062.09	3063.19	6372.0
2018-01-18 01:00:00	ES	Futures	3063.19	3066.74	3062.64	3065.37	4108.0
2018-01-18 01:30:00	ES	Futures	3065.37	3066.47	3064.83	3065.92	2509.0
2018-01-18 02:00:00	ES	Futures	3066.19	3068.11	3065.92	3066.19	4778.0
2018-01-18 02:30:00	ES	Futures	3066.19	3067.56	3065.37	3067.01	3718.0
2018-01-18 03:00:00	ES	Futures	3067.01	3068.11	3063.19	3064.01	12134.0
2018-01-18 03:30:00	ES	Futures	3064.01	3064.28	3062.37	3062.37	4741.0
2018-01-18 04:00:00	ES	Futures	3062.64	3065.1	3061.55	3061.55	7801.0
2018-01-18 04:30:00	ES	Futures	3061.82	3064.83	3061.82	3064.28	7118.0
2018-01-18 05:00:00	ES	Futures	3064.55	3064.55	3061.82	3063.19	4966.0
2018-01-18 05:30:00	ES	Futures	3063.19	3065.65	3062.91	3064.83	5950.0
2018-01-18 06:00:00	ES	Futures	3064.83	3067.29	3064.28	3066.74	6004.0
2018-01-18 06:30:00	ES	Futures	3067.01	3068.65	3066.47	3068.65	5506.0
2018-01-18 07:00:00	ES	Futures	3068.38	3069.47	3067.29	3067.56	7819.0
2018-01-18 07:30:00	ES	Futures	3067.83	3067.83	3063.73	3064.83	13718.0
2018-01-18 08:00:00	ES	Futures	3065.1	3065.65	3061.82	3065.1	15498.0
2018-01-18 08:30:00	ES	Futures	3065.1	3065.37	3061.0	3062.91	20143.0
2018-01-18 09:00:00	ES	Futures	3062.91	3065.1	3061.27	3064.55	24479.0
2018-01-18 09:30:00	ES	Futures	3064.28	3068.38	3061.0	3066.19	120787.0
2018-01-18 10:00:00	ES	Futures	3066.19	3066.47	3056.63	3060.18	109992.0
2018-01-18 10:30:00	ES	Futures	3059.91	3063.19	3059.63	3059.91	59466.0
2018-01-18 11:00:00	ES	Futures	3059.91	3064.55	3057.45	3059.36	102701.0
2018-01-18 11:30:00	ES	Futures	3059.09	3062.09	3054.44	3057.99	81228.0
2018-01-18 12:00:00	ES	Futures	3057.99	3062.37	3057.72	3061.82	36744.0
2018-01-18 12:30:00	ES	Futures	3061.55	3062.91	3060.73	3061.27	25675.0
2018-01-18 13:00:00	ES	Futures	3061.55	3063.19	3058.54	3060.73	31891.0
2018-01-18 13:30:00	ES	Futures	3061.0	3064.28	3059.91	3063.73	40716.0
2018-01-18 14:00:00	ES	Futures	3064.01	3067.83	3063.46	3067.56	52908.0
2018-01-18 14:30:00	ES	Futures	3067.83	3069.75	3065.1	3066.47	47956.0
2018-01-18 15:00:00	ES	Futures	3066.47	3067.29	3062.37	3062.91	34765.0
2018-01-18 15:30:00	ES	Futures	3063.19	3063.19	3057.72	3061.55	174360.0
2018-01-18 16:00:00	ES	Futures	3061.27	3063.46	3056.63	3057.45	80295.0
2018-01-18 16:30:00	ES	Futures	3057.72	3058.27	3055.26	3057.99	10385.0
2018-01-18 18:00:00	ES	Futures	3057.99	3061.55	3057.72	3061.27	8320.0
2018-01-18 18:30:00	ES	Futures	3061.55	3062.37	3059.91	3060.18	4700.0
2018-01-18 19:00:00	ES	Futures	3059.91	3060.45	3058.54	3058.81	3670.0
2018-01-18 19:30:00	ES	Futures	3059.09	3060.45	3058.54	3059.09	3846.0
2018-01-18 20:00:00	ES	Futures	3058.81	3060.73	3057.99	3060.45	3639.0
2018-01-18 20:30:00	ES	Futures	3060.18	3061.0	3058.27	3059.36	3528.0
2018-01-18 21:00:00	ES	Futures	3059.36	3059.91	3058.54	3059.63	2546.0
2018-01-18 21:30:00	ES	Futures	3059.91	3060.18	3054.99	3056.35	8470.0
2018-01-18 22:00:00	ES	Futures	3056.35	3056.63	3053.35	3053.35	4734.0
2018-01-18 22:30:00	ES	Futures	3053.35	3054.17	3052.25	3053.89	5577.0
2018-01-18 23:00:00	ES	Futures	3053.89	3054.17	3053.07	3053.07	2215.0
2018-01-18 23:30:00	ES	Futures	3053.35	3055.81	3053.07	3054.44	4406.0
2018-01-18 00:00:00	NQ	Futures	8094.06	8095.24	8079.23	8080.41	1602.0
2018-01-18 00:30:00	NQ	Futures	8080.41	8087.24	8072.41	8076.26	1924.0
2018-01-18 01:00:00	NQ	Futures	8076.26	8090.5	8073.3	8084.27	1089.0
2018-01-18 01:30:00	NQ	Futures	8083.68	8089.61	8081.6	8087.83	690.0

> showing 50 of 3,201 rows — these rows as CSV

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