PREVIEW / futures_30min / 2018-01-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-19.parquet
  size:    72 KB
  rows:    2,590

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
2018-01-19 00:00:00	ES	Futures	3054.44	3055.81	3053.89	3055.53	2257.0
2018-01-19 00:30:00	ES	Futures	3055.81	3055.81	3054.99	3055.26	1063.0
2018-01-19 01:00:00	ES	Futures	3055.26	3056.35	3054.44	3054.44	2625.0
2018-01-19 01:30:00	ES	Futures	3054.71	3055.26	3054.17	3054.99	1051.0
2018-01-19 02:00:00	ES	Futures	3055.26	3055.81	3054.17	3054.71	3570.0
2018-01-19 02:30:00	ES	Futures	3054.99	3056.63	3054.71	3056.08	4069.0
2018-01-19 03:00:00	ES	Futures	3055.81	3059.09	3055.81	3058.81	9677.0
2018-01-19 03:30:00	ES	Futures	3058.81	3060.18	3057.99	3060.18	7065.0
2018-01-19 04:00:00	ES	Futures	3060.18	3065.1	3059.91	3064.28	15133.0
2018-01-19 04:30:00	ES	Futures	3064.28	3065.92	3064.01	3065.37	8186.0
2018-01-19 05:00:00	ES	Futures	3065.37	3067.29	3065.1	3066.19	7324.0
2018-01-19 05:30:00	ES	Futures	3065.92	3067.83	3064.83	3066.19	8097.0
2018-01-19 06:00:00	ES	Futures	3066.47	3067.29	3065.65	3066.47	5425.0
2018-01-19 06:30:00	ES	Futures	3066.47	3067.56	3065.92	3066.19	5855.0
2018-01-19 07:00:00	ES	Futures	3066.19	3067.29	3065.92	3065.92	6122.0
2018-01-19 07:30:00	ES	Futures	3065.92	3066.19	3064.83	3065.37	8553.0
2018-01-19 08:00:00	ES	Futures	3065.37	3065.65	3059.91	3060.18	24043.0
2018-01-19 08:30:00	ES	Futures	3060.45	3062.09	3056.9	3060.73	32368.0
2018-01-19 09:00:00	ES	Futures	3060.73	3068.65	3060.73	3068.11	67077.0
2018-01-19 09:30:00	ES	Futures	3067.83	3070.29	3066.47	3067.56	172368.0
2018-01-19 10:00:00	ES	Futures	3067.56	3069.75	3061.82	3068.38	120564.0
2018-01-19 10:30:00	ES	Futures	3068.38	3069.75	3063.19	3064.83	82328.0
2018-01-19 11:00:00	ES	Futures	3064.55	3066.74	3060.73	3066.19	65943.0
2018-01-19 11:30:00	ES	Futures	3065.92	3067.01	3062.91	3063.73	49383.0
2018-01-19 12:00:00	ES	Futures	3063.73	3066.19	3063.46	3065.92	32226.0
2018-01-19 12:30:00	ES	Futures	3065.65	3068.11	3064.83	3066.19	32741.0
2018-01-19 13:00:00	ES	Futures	3066.19	3067.01	3064.01	3066.74	25228.0
2018-01-19 13:30:00	ES	Futures	3066.74	3067.01	3064.01	3065.65	23615.0
2018-01-19 14:00:00	ES	Futures	3065.65	3071.11	3065.37	3070.02	44469.0
2018-01-19 14:30:00	ES	Futures	3070.02	3071.93	3069.75	3070.29	42747.0
2018-01-19 15:00:00	ES	Futures	3070.29	3074.12	3068.93	3073.85	45137.0
2018-01-19 15:30:00	ES	Futures	3073.85	3075.21	3071.39	3074.94	157031.0
2018-01-19 16:00:00	ES	Futures	3074.94	3077.67	3071.93	3073.3	106141.0
2018-01-19 16:30:00	ES	Futures	3073.3	3076.03	3071.39	3075.21	12700.0
2018-01-19 00:00:00	NQ	Futures	8080.41	8083.97	8078.34	8083.38	792.0
2018-01-19 00:30:00	NQ	Futures	8083.08	8084.27	8081.3	8083.97	450.0
2018-01-19 01:00:00	NQ	Futures	8083.97	8085.75	8079.52	8081.3	568.0
2018-01-19 01:30:00	NQ	Futures	8081.01	8083.08	8079.52	8081.9	516.0
2018-01-19 02:00:00	NQ	Futures	8082.79	8087.53	8082.19	8085.46	935.0
2018-01-19 02:30:00	NQ	Futures	8085.46	8088.72	8084.86	8086.64	595.0
2018-01-19 03:00:00	NQ	Futures	8086.05	8096.13	8085.75	8094.65	1428.0
2018-01-19 03:30:00	NQ	Futures	8094.35	8099.4	8089.31	8098.8	1655.0
2018-01-19 04:00:00	NQ	Futures	8098.51	8121.05	8098.21	8118.08	4708.0
2018-01-19 04:30:00	NQ	Futures	8118.08	8124.01	8117.78	8120.75	2541.0
2018-01-19 05:00:00	NQ	Futures	8120.45	8129.95	8117.49	8122.83	2584.0
2018-01-19 05:30:00	NQ	Futures	8122.83	8127.87	8117.78	8121.64	1583.0
2018-01-19 06:00:00	NQ	Futures	8121.94	8125.5	8118.97	8121.64	1204.0
2018-01-19 06:30:00	NQ	Futures	8121.64	8126.68	8119.56	8120.75	1263.0
2018-01-19 07:00:00	NQ	Futures	8121.05	8124.9	8120.45	8121.34	2951.0
2018-01-19 07:30:00	NQ	Futures	8121.34	8122.53	8117.19	8118.67	2820.0

> showing 50 of 2,590 rows — these rows as CSV

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