PREVIEW / futures_30min / 2018-01-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-23.parquet
  size:    88 KB
  rows:    3,202

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
2018-01-23 00:00:00	ES	Futures	3102.82	3104.73	3102.82	3104.73	3176.0
2018-01-23 00:30:00	ES	Futures	3104.46	3104.73	3103.09	3103.91	2513.0
2018-01-23 01:00:00	ES	Futures	3103.91	3105.28	3103.64	3105.01	3672.0
2018-01-23 01:30:00	ES	Futures	3105.01	3105.55	3103.91	3104.19	2642.0
2018-01-23 02:00:00	ES	Futures	3104.19	3105.28	3104.19	3104.46	4258.0
2018-01-23 02:30:00	ES	Futures	3104.46	3107.19	3104.19	3105.28	6533.0
2018-01-23 03:00:00	ES	Futures	3105.55	3105.83	3103.91	3105.28	12460.0
2018-01-23 03:30:00	ES	Futures	3105.28	3106.1	3104.19	3105.55	7312.0
2018-01-23 04:00:00	ES	Futures	3105.55	3106.1	3104.73	3105.01	6794.0
2018-01-23 04:30:00	ES	Futures	3105.01	3105.28	3103.64	3105.01	10825.0
2018-01-23 05:00:00	ES	Futures	3105.28	3105.28	3103.91	3104.19	4596.0
2018-01-23 05:30:00	ES	Futures	3104.19	3104.19	3102.0	3102.55	6983.0
2018-01-23 06:00:00	ES	Futures	3102.55	3102.55	3094.07	3094.07	29862.0
2018-01-23 06:30:00	ES	Futures	3094.07	3097.63	3092.71	3097.35	17773.0
2018-01-23 07:00:00	ES	Futures	3097.35	3099.54	3096.26	3096.81	16072.0
2018-01-23 07:30:00	ES	Futures	3096.81	3099.54	3096.81	3098.17	9626.0
2018-01-23 08:00:00	ES	Futures	3098.17	3098.45	3096.26	3097.63	10211.0
2018-01-23 08:30:00	ES	Futures	3097.63	3098.72	3096.26	3096.26	16138.0
2018-01-23 09:00:00	ES	Futures	3096.26	3100.36	3095.99	3100.09	20435.0
2018-01-23 09:30:00	ES	Futures	3100.09	3106.65	3096.26	3099.27	205453.0
2018-01-23 10:00:00	ES	Futures	3099.54	3103.91	3097.08	3102.82	108437.0
2018-01-23 10:30:00	ES	Futures	3102.82	3109.11	3101.45	3108.29	80886.0
2018-01-23 11:00:00	ES	Futures	3108.29	3110.2	3106.1	3106.92	69018.0
2018-01-23 11:30:00	ES	Futures	3107.19	3107.47	3102.27	3103.91	68298.0
2018-01-23 12:00:00	ES	Futures	3103.91	3105.55	3102.55	3103.64	33019.0
2018-01-23 12:30:00	ES	Futures	3103.64	3105.01	3101.45	3104.19	27904.0
2018-01-23 13:00:00	ES	Futures	3104.19	3106.1	3102.82	3105.01	30848.0
2018-01-23 13:30:00	ES	Futures	3105.01	3108.56	3104.46	3108.01	31861.0
2018-01-23 14:00:00	ES	Futures	3108.29	3108.29	3101.73	3104.46	49784.0
2018-01-23 14:30:00	ES	Futures	3104.73	3108.83	3103.91	3106.92	36692.0
2018-01-23 15:00:00	ES	Futures	3107.19	3107.19	3103.09	3106.37	47696.0
2018-01-23 15:30:00	ES	Futures	3106.37	3109.11	3105.01	3105.55	112495.0
2018-01-23 16:00:00	ES	Futures	3105.83	3106.1	3103.09	3104.46	52681.0
2018-01-23 16:30:00	ES	Futures	3104.19	3104.46	3101.73	3103.09	9315.0
2018-01-23 18:00:00	ES	Futures	3101.73	3103.91	3101.45	3103.09	5630.0
2018-01-23 18:30:00	ES	Futures	3103.37	3103.91	3102.82	3103.64	2585.0
2018-01-23 19:00:00	ES	Futures	3103.37	3105.83	3103.37	3105.01	4012.0
2018-01-23 19:30:00	ES	Futures	3104.73	3106.1	3104.73	3105.01	2026.0
2018-01-23 20:00:00	ES	Futures	3105.01	3106.65	3105.01	3105.01	2343.0
2018-01-23 20:30:00	ES	Futures	3105.01	3105.83	3104.19	3104.73	3494.0
2018-01-23 21:00:00	ES	Futures	3104.46	3105.01	3103.37	3104.19	2161.0
2018-01-23 21:30:00	ES	Futures	3104.19	3104.46	3102.27	3102.82	3095.0
2018-01-23 22:00:00	ES	Futures	3103.09	3103.64	3102.55	3103.64	2129.0
2018-01-23 22:30:00	ES	Futures	3103.64	3104.19	3103.09	3103.91	1288.0
2018-01-23 23:00:00	ES	Futures	3103.91	3104.19	3103.37	3103.91	1567.0
2018-01-23 23:30:00	ES	Futures	3103.91	3104.73	3103.91	3103.91	1490.0
2018-01-23 00:00:00	NQ	Futures	8239.39	8242.06	8238.2	8241.46	745.0
2018-01-23 00:30:00	NQ	Futures	8241.17	8241.76	8237.02	8238.5	710.0
2018-01-23 01:00:00	NQ	Futures	8238.8	8244.13	8238.5	8242.95	855.0
2018-01-23 01:30:00	NQ	Futures	8243.24	8245.02	8242.35	8243.54	616.0

> showing 50 of 3,202 rows — these rows as CSV

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