PREVIEW / futures_30min / 2018-01-29

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-29.parquet
  size:    88 KB
  rows:    3,215

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
2018-01-29 00:00:00	ES	Futures	3142.18	3142.45	3141.63	3141.63	1451.0
2018-01-29 00:30:00	ES	Futures	3141.91	3141.91	3139.72	3140.54	4751.0
2018-01-29 01:00:00	ES	Futures	3140.54	3140.81	3139.45	3140.54	2683.0
2018-01-29 01:30:00	ES	Futures	3140.54	3142.18	3140.27	3141.63	1632.0
2018-01-29 02:00:00	ES	Futures	3141.63	3143.0	3141.09	3142.73	4820.0
2018-01-29 02:30:00	ES	Futures	3142.73	3143.0	3141.63	3141.63	4555.0
2018-01-29 03:00:00	ES	Futures	3141.36	3141.63	3137.81	3138.9	12953.0
2018-01-29 03:30:00	ES	Futures	3139.17	3139.72	3135.62	3135.62	9904.0
2018-01-29 04:00:00	ES	Futures	3135.89	3139.45	3135.62	3137.26	10034.0
2018-01-29 04:30:00	ES	Futures	3137.53	3137.81	3131.79	3132.34	16673.0
2018-01-29 05:00:00	ES	Futures	3132.07	3134.53	3131.25	3134.25	11002.0
2018-01-29 05:30:00	ES	Futures	3134.25	3135.35	3133.71	3135.07	4823.0
2018-01-29 06:00:00	ES	Futures	3135.35	3135.62	3132.34	3133.71	6690.0
2018-01-29 06:30:00	ES	Futures	3133.71	3136.17	3133.71	3136.17	7023.0
2018-01-29 07:00:00	ES	Futures	3135.89	3136.17	3133.16	3133.43	7998.0
2018-01-29 07:30:00	ES	Futures	3133.71	3135.35	3132.34	3134.53	10224.0
2018-01-29 08:00:00	ES	Futures	3134.53	3135.89	3133.98	3135.35	10308.0
2018-01-29 08:30:00	ES	Futures	3135.07	3136.71	3132.34	3132.61	16411.0
2018-01-29 09:00:00	ES	Futures	3132.61	3133.98	3130.7	3133.71	23261.0
2018-01-29 09:30:00	ES	Futures	3133.71	3139.17	3131.52	3136.99	143440.0
2018-01-29 10:00:00	ES	Futures	3137.26	3137.53	3128.51	3133.16	131024.0
2018-01-29 10:30:00	ES	Futures	3133.43	3133.43	3122.23	3125.78	121569.0
2018-01-29 11:00:00	ES	Futures	3125.78	3128.79	3120.86	3127.15	103467.0
2018-01-29 11:30:00	ES	Futures	3127.15	3132.89	3126.05	3128.51	71053.0
2018-01-29 12:00:00	ES	Futures	3128.24	3131.52	3125.78	3130.43	41189.0
2018-01-29 12:30:00	ES	Futures	3130.7	3133.98	3127.69	3133.16	39816.0
2018-01-29 13:00:00	ES	Futures	3133.43	3135.89	3132.34	3133.71	43227.0
2018-01-29 13:30:00	ES	Futures	3133.71	3133.71	3130.7	3131.25	17965.0
2018-01-29 14:00:00	ES	Futures	3131.52	3133.71	3129.33	3130.43	25072.0
2018-01-29 14:30:00	ES	Futures	3130.43	3130.97	3126.05	3129.61	44190.0
2018-01-29 15:00:00	ES	Futures	3129.88	3131.25	3124.41	3124.69	69376.0
2018-01-29 15:30:00	ES	Futures	3124.69	3126.6	3117.58	3119.22	194482.0
2018-01-29 16:00:00	ES	Futures	3119.49	3122.77	3118.95	3120.04	67173.0
2018-01-29 16:30:00	ES	Futures	3119.77	3120.04	3118.13	3119.49	11138.0
2018-01-29 18:00:00	ES	Futures	3119.49	3123.05	3119.49	3123.05	6649.0
2018-01-29 18:30:00	ES	Futures	3123.05	3123.87	3123.05	3123.59	2718.0
2018-01-29 19:00:00	ES	Futures	3123.32	3124.69	3121.68	3121.95	5314.0
2018-01-29 19:30:00	ES	Futures	3122.23	3123.32	3120.04	3120.59	4542.0
2018-01-29 20:00:00	ES	Futures	3120.59	3120.59	3116.21	3118.4	11032.0
2018-01-29 20:30:00	ES	Futures	3118.67	3119.22	3116.76	3119.22	4654.0
2018-01-29 21:00:00	ES	Futures	3118.95	3120.86	3118.95	3120.59	4543.0
2018-01-29 21:30:00	ES	Futures	3120.31	3121.41	3119.49	3120.59	5616.0
2018-01-29 22:00:00	ES	Futures	3120.59	3121.13	3112.11	3112.39	11467.0
2018-01-29 22:30:00	ES	Futures	3112.39	3113.75	3103.09	3105.83	28040.0
2018-01-29 23:00:00	ES	Futures	3106.1	3108.83	3095.17	3102.27	23103.0
2018-01-29 23:30:00	ES	Futures	3102.27	3104.46	3100.91	3104.19	7798.0
2018-01-29 00:00:00	NQ	Futures	8340.82	8342.9	8340.23	8340.53	667.0
2018-01-29 00:30:00	NQ	Futures	8340.82	8340.82	8333.41	8336.37	1080.0
2018-01-29 01:00:00	NQ	Futures	8336.67	8336.97	8330.74	8332.82	933.0
2018-01-29 01:30:00	NQ	Futures	8332.52	8338.45	8331.93	8336.97	708.0

> showing 50 of 3,215 rows — these rows as CSV

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