PREVIEW / futures_30min / 2018-01-31

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-01-31.parquet
  size:    90 KB
  rows:    3,254

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
2018-01-31 00:00:00	ES	Futures	3097.08	3097.9	3091.89	3091.89	5382.0
2018-01-31 00:30:00	ES	Futures	3091.89	3092.16	3089.97	3089.97	5030.0
2018-01-31 01:00:00	ES	Futures	3090.25	3091.89	3088.88	3090.79	3409.0
2018-01-31 01:30:00	ES	Futures	3090.79	3093.25	3090.79	3092.71	2011.0
2018-01-31 02:00:00	ES	Futures	3092.43	3096.26	3091.89	3095.44	6777.0
2018-01-31 02:30:00	ES	Futures	3095.44	3098.17	3095.44	3097.08	8450.0
2018-01-31 03:00:00	ES	Futures	3097.35	3099.54	3095.99	3098.99	10285.0
2018-01-31 03:30:00	ES	Futures	3098.99	3101.45	3098.72	3099.27	10046.0
2018-01-31 04:00:00	ES	Futures	3099.27	3100.09	3097.08	3097.9	7849.0
2018-01-31 04:30:00	ES	Futures	3097.9	3097.9	3094.89	3097.63	7079.0
2018-01-31 05:00:00	ES	Futures	3097.63	3097.9	3092.43	3093.53	9935.0
2018-01-31 05:30:00	ES	Futures	3093.8	3096.81	3092.98	3096.53	7289.0
2018-01-31 06:00:00	ES	Futures	3096.26	3099.27	3096.26	3097.9	8402.0
2018-01-31 06:30:00	ES	Futures	3097.63	3097.9	3094.62	3097.63	7496.0
2018-01-31 07:00:00	ES	Futures	3097.35	3100.91	3096.81	3100.36	10641.0
2018-01-31 07:30:00	ES	Futures	3100.63	3103.91	3099.81	3103.64	17318.0
2018-01-31 08:00:00	ES	Futures	3103.91	3103.91	3100.91	3101.73	14561.0
2018-01-31 08:30:00	ES	Futures	3101.73	3101.73	3098.45	3099.27	21977.0
2018-01-31 09:00:00	ES	Futures	3099.27	3099.27	3095.71	3098.17	26374.0
2018-01-31 09:30:00	ES	Futures	3098.17	3104.73	3096.81	3098.99	146157.0
2018-01-31 10:00:00	ES	Futures	3099.27	3102.0	3094.62	3098.45	94890.0
2018-01-31 10:30:00	ES	Futures	3098.17	3099.54	3090.25	3093.25	104040.0
2018-01-31 11:00:00	ES	Futures	3092.98	3093.8	3088.88	3089.15	88306.0
2018-01-31 11:30:00	ES	Futures	3088.88	3093.53	3088.88	3089.43	75091.0
2018-01-31 12:00:00	ES	Futures	3089.15	3093.25	3088.33	3091.89	38860.0
2018-01-31 12:30:00	ES	Futures	3091.89	3094.07	3091.34	3092.98	41049.0
2018-01-31 13:00:00	ES	Futures	3093.25	3096.53	3092.16	3095.71	58651.0
2018-01-31 13:30:00	ES	Futures	3095.71	3096.53	3092.71	3093.25	41157.0
2018-01-31 14:00:00	ES	Futures	3093.25	3098.99	3084.23	3085.87	128105.0
2018-01-31 14:30:00	ES	Futures	3085.87	3087.79	3075.49	3082.32	130169.0
2018-01-31 15:00:00	ES	Futures	3082.32	3084.51	3075.49	3084.23	119442.0
2018-01-31 15:30:00	ES	Futures	3083.96	3095.99	3083.69	3089.43	265962.0
2018-01-31 16:00:00	ES	Futures	3089.43	3093.8	3088.88	3093.53	127841.0
2018-01-31 16:30:00	ES	Futures	3092.98	3093.53	3089.7	3089.97	17297.0
2018-01-31 18:00:00	ES	Futures	3092.71	3099.27	3092.43	3098.72	16897.0
2018-01-31 18:30:00	ES	Futures	3098.45	3098.99	3094.62	3096.53	5992.0
2018-01-31 19:00:00	ES	Futures	3096.53	3098.72	3095.71	3097.9	9722.0
2018-01-31 19:30:00	ES	Futures	3098.17	3098.72	3095.17	3096.26	3068.0
2018-01-31 20:00:00	ES	Futures	3096.26	3100.91	3096.26	3099.27	6577.0
2018-01-31 20:30:00	ES	Futures	3099.27	3102.0	3098.99	3100.91	5667.0
2018-01-31 21:00:00	ES	Futures	3101.18	3101.73	3099.27	3099.81	3124.0
2018-01-31 21:30:00	ES	Futures	3099.54	3101.45	3099.27	3099.81	2576.0
2018-01-31 22:00:00	ES	Futures	3099.54	3102.0	3099.27	3101.45	2367.0
2018-01-31 22:30:00	ES	Futures	3101.45	3102.0	3099.81	3100.36	1948.0
2018-01-31 23:00:00	ES	Futures	3100.63	3100.63	3098.72	3100.36	3220.0
2018-01-31 23:30:00	ES	Futures	3100.09	3101.18	3100.09	3100.91	1132.0
2018-01-31 00:00:00	NQ	Futures	8265.19	8267.56	8241.17	8242.35	2192.0
2018-01-31 00:30:00	NQ	Futures	8243.24	8247.1	8237.02	8241.46	1589.0
2018-01-31 01:00:00	NQ	Futures	8241.17	8246.8	8237.02	8243.54	1291.0
2018-01-31 01:30:00	NQ	Futures	8243.24	8253.03	8243.24	8250.07	807.0

> showing 50 of 3,254 rows — these rows as CSV

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