PREVIEW / futures_30min / 2018-01-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-26.parquet
  size:    75 KB
  rows:    2,617

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
2018-01-26 00:00:00	ES	Futures	3111.57	3111.84	3111.02	3111.02	1269.0
2018-01-26 00:30:00	ES	Futures	3111.02	3111.29	3109.93	3110.47	1689.0
2018-01-26 01:00:00	ES	Futures	3110.47	3111.29	3110.2	3110.75	1166.0
2018-01-26 01:30:00	ES	Futures	3111.02	3111.02	3109.65	3109.93	3656.0
2018-01-26 02:00:00	ES	Futures	3109.93	3111.29	3109.65	3110.47	4182.0
2018-01-26 02:30:00	ES	Futures	3110.2	3112.11	3109.65	3111.84	4664.0
2018-01-26 03:00:00	ES	Futures	3111.57	3112.11	3110.75	3111.29	6334.0
2018-01-26 03:30:00	ES	Futures	3111.29	3111.84	3110.75	3111.57	4831.0
2018-01-26 04:00:00	ES	Futures	3111.57	3111.57	3110.2	3111.57	3135.0
2018-01-26 04:30:00	ES	Futures	3111.57	3113.21	3111.29	3111.84	6401.0
2018-01-26 05:00:00	ES	Futures	3111.84	3114.57	3111.57	3114.3	8352.0
2018-01-26 05:30:00	ES	Futures	3114.3	3116.21	3114.03	3116.21	8871.0
2018-01-26 06:00:00	ES	Futures	3116.21	3116.49	3114.57	3115.39	8563.0
2018-01-26 06:30:00	ES	Futures	3115.39	3118.13	3115.12	3118.13	11122.0
2018-01-26 07:00:00	ES	Futures	3118.13	3118.4	3114.85	3114.85	11214.0
2018-01-26 07:30:00	ES	Futures	3114.85	3116.21	3114.03	3115.94	10712.0
2018-01-26 08:00:00	ES	Futures	3116.21	3117.31	3115.67	3115.94	10781.0
2018-01-26 08:30:00	ES	Futures	3115.67	3117.85	3113.21	3116.76	24577.0
2018-01-26 09:00:00	ES	Futures	3116.49	3117.31	3114.57	3115.39	16838.0
2018-01-26 09:30:00	ES	Futures	3115.67	3118.95	3112.11	3117.58	118573.0
2018-01-26 10:00:00	ES	Futures	3117.58	3118.95	3113.75	3115.67	69336.0
2018-01-26 10:30:00	ES	Futures	3115.67	3123.05	3115.67	3120.04	84213.0
2018-01-26 11:00:00	ES	Futures	3120.04	3122.23	3118.4	3121.13	51213.0
2018-01-26 11:30:00	ES	Futures	3121.41	3122.77	3118.4	3120.04	39387.0
2018-01-26 12:00:00	ES	Futures	3120.31	3122.77	3119.22	3122.5	30957.0
2018-01-26 12:30:00	ES	Futures	3122.5	3126.05	3121.13	3124.69	45864.0
2018-01-26 13:00:00	ES	Futures	3124.96	3128.24	3124.69	3126.33	46158.0
2018-01-26 13:30:00	ES	Futures	3126.6	3129.61	3125.78	3128.51	43381.0
2018-01-26 14:00:00	ES	Futures	3128.79	3130.43	3126.33	3127.42	56017.0
2018-01-26 14:30:00	ES	Futures	3127.42	3130.43	3126.33	3129.61	46825.0
2018-01-26 15:00:00	ES	Futures	3129.88	3135.89	3129.33	3135.07	97018.0
2018-01-26 15:30:00	ES	Futures	3135.07	3141.36	3133.71	3141.09	174478.0
2018-01-26 16:00:00	ES	Futures	3140.81	3143.55	3138.9	3142.18	106639.0
2018-01-26 16:30:00	ES	Futures	3142.45	3144.37	3141.91	3143.0	10641.0
2018-01-26 00:00:00	NQ	Futures	8251.85	8253.03	8249.47	8249.47	547.0
2018-01-26 00:30:00	NQ	Futures	8249.47	8250.07	8245.62	8246.8	561.0
2018-01-26 01:00:00	NQ	Futures	8246.8	8249.47	8245.91	8247.69	459.0
2018-01-26 01:30:00	NQ	Futures	8247.4	8248.29	8243.54	8245.32	724.0
2018-01-26 02:00:00	NQ	Futures	8245.91	8248.29	8244.43	8245.62	699.0
2018-01-26 02:30:00	NQ	Futures	8245.32	8250.07	8244.43	8247.4	801.0
2018-01-26 03:00:00	NQ	Futures	8247.69	8253.62	8244.13	8252.74	1454.0
2018-01-26 03:30:00	NQ	Futures	8252.44	8252.74	8248.88	8251.85	1016.0
2018-01-26 04:00:00	NQ	Futures	8251.85	8253.92	8250.36	8253.92	879.0
2018-01-26 04:30:00	NQ	Futures	8254.22	8260.74	8253.03	8255.4	1991.0
2018-01-26 05:00:00	NQ	Futures	8255.4	8263.12	8254.51	8262.82	1004.0
2018-01-26 05:30:00	NQ	Futures	8262.82	8269.34	8261.63	8268.45	1615.0
2018-01-26 06:00:00	NQ	Futures	8268.45	8271.42	8260.74	8262.52	2726.0
2018-01-26 06:30:00	NQ	Futures	8262.52	8267.56	8259.56	8265.79	1614.0
2018-01-26 07:00:00	NQ	Futures	8265.49	8266.38	8255.11	8255.4	2259.0
2018-01-26 07:30:00	NQ	Futures	8255.11	8260.45	8252.74	8260.15	2569.0

> showing 50 of 2,617 rows — these rows as CSV

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