PREVIEW / futures_30min / 2018-01-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-24.parquet
  size:    91 KB
  rows:    3,190

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
2018-01-24 00:00:00	ES	Futures	3104.19	3105.01	3103.64	3104.46	2538.0
2018-01-24 00:30:00	ES	Futures	3104.46	3104.73	3103.64	3103.91	1257.0
2018-01-24 01:00:00	ES	Futures	3103.64	3104.19	3103.09	3103.64	1346.0
2018-01-24 01:30:00	ES	Futures	3103.91	3107.74	3103.64	3107.19	4388.0
2018-01-24 02:00:00	ES	Futures	3107.19	3108.01	3106.37	3106.65	3114.0
2018-01-24 02:30:00	ES	Futures	3106.92	3107.19	3106.1	3106.65	1701.0
2018-01-24 03:00:00	ES	Futures	3106.92	3108.29	3106.65	3108.01	6036.0
2018-01-24 03:30:00	ES	Futures	3108.01	3110.75	3108.01	3109.11	7740.0
2018-01-24 04:00:00	ES	Futures	3109.11	3110.47	3108.01	3109.11	5937.0
2018-01-24 04:30:00	ES	Futures	3109.11	3109.93	3108.29	3108.56	4834.0
2018-01-24 05:00:00	ES	Futures	3108.56	3110.47	3108.29	3109.93	4400.0
2018-01-24 05:30:00	ES	Futures	3109.93	3112.39	3109.38	3109.93	9839.0
2018-01-24 06:00:00	ES	Futures	3109.93	3111.29	3109.11	3109.93	9512.0
2018-01-24 06:30:00	ES	Futures	3109.93	3110.2	3108.29	3108.29	10017.0
2018-01-24 07:00:00	ES	Futures	3108.29	3111.29	3108.29	3111.02	9662.0
2018-01-24 07:30:00	ES	Futures	3111.02	3113.21	3109.93	3110.75	13430.0
2018-01-24 08:00:00	ES	Futures	3110.47	3113.21	3110.47	3112.66	9805.0
2018-01-24 08:30:00	ES	Futures	3112.93	3116.21	3112.66	3114.03	24218.0
2018-01-24 09:00:00	ES	Futures	3114.03	3114.85	3112.39	3113.75	19497.0
2018-01-24 09:30:00	ES	Futures	3113.75	3117.85	3111.02	3117.03	145486.0
2018-01-24 10:00:00	ES	Futures	3117.31	3121.13	3116.21	3118.13	119329.0
2018-01-24 10:30:00	ES	Futures	3118.13	3121.68	3114.3	3115.39	94757.0
2018-01-24 11:00:00	ES	Futures	3115.67	3117.58	3104.73	3106.37	153623.0
2018-01-24 11:30:00	ES	Futures	3106.37	3106.92	3097.35	3103.91	205294.0
2018-01-24 12:00:00	ES	Futures	3103.91	3105.83	3097.08	3100.09	86334.0
2018-01-24 12:30:00	ES	Futures	3099.81	3100.63	3093.8	3098.72	97041.0
2018-01-24 13:00:00	ES	Futures	3098.72	3098.99	3089.15	3096.53	148298.0
2018-01-24 13:30:00	ES	Futures	3096.53	3106.65	3096.53	3103.64	109396.0
2018-01-24 14:00:00	ES	Futures	3103.64	3108.01	3101.73	3107.74	50107.0
2018-01-24 14:30:00	ES	Futures	3107.74	3110.75	3105.01	3107.74	63634.0
2018-01-24 15:00:00	ES	Futures	3107.74	3108.01	3103.64	3105.55	75115.0
2018-01-24 15:30:00	ES	Futures	3105.55	3111.02	3102.82	3104.19	154466.0
2018-01-24 16:00:00	ES	Futures	3104.19	3106.92	3102.82	3106.65	61284.0
2018-01-24 16:30:00	ES	Futures	3105.83	3106.37	3105.01	3105.83	7043.0
2018-01-24 18:00:00	ES	Futures	3105.01	3105.01	3099.81	3100.09	10495.0
2018-01-24 18:30:00	ES	Futures	3100.09	3102.27	3099.81	3102.0	4293.0
2018-01-24 19:00:00	ES	Futures	3102.0	3103.64	3100.09	3102.82	7247.0
2018-01-24 19:30:00	ES	Futures	3102.82	3105.55	3102.27	3104.73	4718.0
2018-01-24 20:00:00	ES	Futures	3104.73	3107.19	3104.73	3106.37	5364.0
2018-01-24 20:30:00	ES	Futures	3106.37	3108.56	3105.01	3105.01	6212.0
2018-01-24 21:00:00	ES	Futures	3105.28	3105.83	3102.27	3104.19	5466.0
2018-01-24 21:30:00	ES	Futures	3103.91	3105.01	3103.64	3104.19	2531.0
2018-01-24 22:00:00	ES	Futures	3104.46	3106.37	3103.91	3105.01	2907.0
2018-01-24 22:30:00	ES	Futures	3104.73	3105.28	3104.19	3104.73	1537.0
2018-01-24 23:00:00	ES	Futures	3104.73	3105.83	3104.46	3105.55	1545.0
2018-01-24 23:30:00	ES	Futures	3105.28	3105.55	3103.09	3103.64	2316.0
2018-01-24 00:00:00	NQ	Futures	8263.71	8267.27	8263.71	8265.79	425.0
2018-01-24 00:30:00	NQ	Futures	8265.49	8266.68	8263.71	8264.6	548.0
2018-01-24 01:00:00	NQ	Futures	8264.6	8266.08	8261.34	8265.49	385.0
2018-01-24 01:30:00	NQ	Futures	8265.49	8274.68	8264.9	8272.01	992.0

> showing 50 of 3,190 rows — these rows as CSV

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