PREVIEW / futures_30min / 2018-01-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-25.parquet
  size:    92 KB
  rows:    3,242

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
2018-01-25 00:00:00	ES	Futures	3103.37	3104.73	3102.55	3103.91	2823.0
2018-01-25 00:30:00	ES	Futures	3103.91	3105.01	3103.91	3104.73	832.0
2018-01-25 01:00:00	ES	Futures	3105.01	3105.01	3103.91	3104.46	1020.0
2018-01-25 01:30:00	ES	Futures	3104.46	3105.01	3103.91	3104.19	1212.0
2018-01-25 02:00:00	ES	Futures	3104.19	3106.1	3104.19	3104.73	5244.0
2018-01-25 02:30:00	ES	Futures	3104.73	3105.01	3100.91	3102.0	6875.0
2018-01-25 03:00:00	ES	Futures	3102.0	3105.01	3100.91	3104.73	10522.0
2018-01-25 03:30:00	ES	Futures	3104.73	3107.47	3104.73	3106.65	6345.0
2018-01-25 04:00:00	ES	Futures	3106.37	3107.19	3105.83	3106.92	5196.0
2018-01-25 04:30:00	ES	Futures	3106.92	3110.47	3106.92	3110.2	6744.0
2018-01-25 05:00:00	ES	Futures	3110.2	3110.75	3108.56	3110.2	5310.0
2018-01-25 05:30:00	ES	Futures	3109.93	3112.66	3109.93	3111.84	6705.0
2018-01-25 06:00:00	ES	Futures	3111.84	3112.93	3111.29	3112.39	4288.0
2018-01-25 06:30:00	ES	Futures	3112.39	3113.21	3112.11	3112.39	4005.0
2018-01-25 07:00:00	ES	Futures	3112.66	3116.21	3112.39	3114.57	8927.0
2018-01-25 07:30:00	ES	Futures	3114.85	3115.67	3113.75	3113.75	9439.0
2018-01-25 08:00:00	ES	Futures	3113.75	3115.94	3113.21	3114.85	15561.0
2018-01-25 08:30:00	ES	Futures	3114.85	3120.04	3114.3	3118.67	33731.0
2018-01-25 09:00:00	ES	Futures	3118.4	3119.22	3111.84	3114.57	47199.0
2018-01-25 09:30:00	ES	Futures	3114.3	3115.94	3098.17	3101.18	207176.0
2018-01-25 10:00:00	ES	Futures	3101.18	3107.19	3098.45	3103.64	150909.0
2018-01-25 10:30:00	ES	Futures	3103.37	3108.56	3100.63	3105.01	81660.0
2018-01-25 11:00:00	ES	Futures	3105.28	3108.83	3103.64	3107.47	55471.0
2018-01-25 11:30:00	ES	Futures	3107.47	3112.93	3106.65	3109.65	71640.0
2018-01-25 12:00:00	ES	Futures	3109.93	3113.48	3109.11	3111.29	49782.0
2018-01-25 12:30:00	ES	Futures	3111.29	3112.11	3107.74	3109.11	39075.0
2018-01-25 13:00:00	ES	Futures	3109.11	3109.93	3105.55	3107.19	49948.0
2018-01-25 13:30:00	ES	Futures	3107.47	3111.84	3106.37	3110.2	31415.0
2018-01-25 14:00:00	ES	Futures	3110.2	3111.02	3102.55	3105.28	70237.0
2018-01-25 14:30:00	ES	Futures	3105.01	3106.1	3097.63	3098.99	75014.0
2018-01-25 15:00:00	ES	Futures	3099.27	3104.19	3094.89	3102.55	85829.0
2018-01-25 15:30:00	ES	Futures	3102.82	3105.83	3100.91	3104.73	90916.0
2018-01-25 16:00:00	ES	Futures	3105.01	3106.92	3104.46	3106.1	54440.0
2018-01-25 16:30:00	ES	Futures	3106.1	3108.01	3106.1	3107.47	6740.0
2018-01-25 18:00:00	ES	Futures	3107.47	3108.56	3106.37	3108.29	4883.0
2018-01-25 18:30:00	ES	Futures	3108.29	3109.38	3107.74	3108.56	2188.0
2018-01-25 19:00:00	ES	Futures	3108.83	3110.2	3108.83	3109.65	3575.0
2018-01-25 19:30:00	ES	Futures	3109.38	3110.47	3108.29	3108.29	1953.0
2018-01-25 20:00:00	ES	Futures	3108.29	3111.29	3107.47	3111.29	5191.0
2018-01-25 20:30:00	ES	Futures	3111.57	3111.57	3109.38	3111.02	2836.0
2018-01-25 21:00:00	ES	Futures	3111.02	3112.11	3109.93	3111.57	2780.0
2018-01-25 21:30:00	ES	Futures	3111.84	3112.66	3110.2	3110.47	3514.0
2018-01-25 22:00:00	ES	Futures	3110.47	3111.29	3109.93	3111.29	2291.0
2018-01-25 22:30:00	ES	Futures	3111.29	3112.39	3110.75	3111.02	2119.0
2018-01-25 23:00:00	ES	Futures	3111.29	3111.84	3111.02	3111.29	1287.0
2018-01-25 23:30:00	ES	Futures	3111.29	3111.84	3110.75	3111.57	1051.0
2018-01-25 00:00:00	NQ	Futures	8221.0	8227.23	8218.63	8223.97	1001.0
2018-01-25 00:30:00	NQ	Futures	8223.97	8227.52	8223.37	8227.52	438.0
2018-01-25 01:00:00	NQ	Futures	8227.23	8227.52	8222.78	8225.15	359.0
2018-01-25 01:30:00	NQ	Futures	8225.15	8225.75	8221.89	8222.78	377.0

> showing 50 of 3,242 rows — these rows as CSV

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