PREVIEW / futures_30min / 2018-02-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-01.parquet
  size:    93 KB
  rows:    3,226

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
2018-02-01 00:00:00	ES	Futures	3100.91	3100.91	3099.81	3100.09	1435.0
2018-02-01 00:30:00	ES	Futures	3100.09	3100.36	3098.72	3099.54	3262.0
2018-02-01 01:00:00	ES	Futures	3099.54	3099.81	3097.9	3097.9	1914.0
2018-02-01 01:30:00	ES	Futures	3097.9	3098.45	3097.63	3098.17	1038.0
2018-02-01 02:00:00	ES	Futures	3098.17	3099.54	3097.9	3097.9	3993.0
2018-02-01 02:30:00	ES	Futures	3097.9	3098.99	3097.63	3098.17	3533.0
2018-02-01 03:00:00	ES	Futures	3098.45	3099.27	3097.35	3098.17	8318.0
2018-02-01 03:30:00	ES	Futures	3098.17	3100.63	3096.53	3096.53	8311.0
2018-02-01 04:00:00	ES	Futures	3096.81	3097.9	3094.07	3094.35	13073.0
2018-02-01 04:30:00	ES	Futures	3094.62	3097.35	3094.07	3094.07	8230.0
2018-02-01 05:00:00	ES	Futures	3094.35	3096.53	3093.53	3095.99	8794.0
2018-02-01 05:30:00	ES	Futures	3095.99	3096.26	3092.16	3092.16	7002.0
2018-02-01 06:00:00	ES	Futures	3091.89	3093.53	3089.43	3092.98	13799.0
2018-02-01 06:30:00	ES	Futures	3092.98	3093.53	3090.79	3092.16	10403.0
2018-02-01 07:00:00	ES	Futures	3091.89	3092.71	3088.61	3091.34	14765.0
2018-02-01 07:30:00	ES	Futures	3091.61	3092.71	3089.7	3092.71	9199.0
2018-02-01 08:00:00	ES	Futures	3092.43	3092.71	3082.87	3084.51	32733.0
2018-02-01 08:30:00	ES	Futures	3084.51	3084.78	3076.03	3080.41	63247.0
2018-02-01 09:00:00	ES	Futures	3080.41	3081.23	3071.66	3079.86	68418.0
2018-02-01 09:30:00	ES	Futures	3079.86	3088.88	3077.13	3086.42	184939.0
2018-02-01 10:00:00	ES	Futures	3086.15	3089.7	3082.59	3084.23	110093.0
2018-02-01 10:30:00	ES	Futures	3083.96	3086.97	3080.95	3085.33	78654.0
2018-02-01 11:00:00	ES	Futures	3085.33	3089.15	3084.51	3086.15	61435.0
2018-02-01 11:30:00	ES	Futures	3086.15	3099.27	3085.87	3098.99	101451.0
2018-02-01 12:00:00	ES	Futures	3098.99	3100.36	3096.26	3097.35	68656.0
2018-02-01 12:30:00	ES	Futures	3097.35	3099.27	3096.26	3097.35	31840.0
2018-02-01 13:00:00	ES	Futures	3097.35	3101.45	3096.81	3099.54	41439.0
2018-02-01 13:30:00	ES	Futures	3099.54	3100.09	3088.61	3089.97	62226.0
2018-02-01 14:00:00	ES	Futures	3090.25	3091.61	3079.59	3086.69	105528.0
2018-02-01 14:30:00	ES	Futures	3086.69	3091.34	3083.96	3091.07	64814.0
2018-02-01 15:00:00	ES	Futures	3091.07	3091.89	3082.05	3082.59	64691.0
2018-02-01 15:30:00	ES	Futures	3082.32	3087.24	3074.94	3085.33	191799.0
2018-02-01 16:00:00	ES	Futures	3085.6	3089.43	3084.51	3085.33	66060.0
2018-02-01 16:30:00	ES	Futures	3085.33	3087.79	3080.41	3086.97	20095.0
2018-02-01 18:00:00	ES	Futures	3090.25	3095.17	3090.25	3092.71	14220.0
2018-02-01 18:30:00	ES	Futures	3092.71	3092.98	3088.88	3091.34	4868.0
2018-02-01 19:00:00	ES	Futures	3091.34	3092.43	3089.43	3090.25	4485.0
2018-02-01 19:30:00	ES	Futures	3089.97	3091.07	3086.97	3087.51	5968.0
2018-02-01 20:00:00	ES	Futures	3087.51	3087.51	3081.23	3082.05	9067.0
2018-02-01 20:30:00	ES	Futures	3082.32	3082.32	3074.12	3080.41	14782.0
2018-02-01 21:00:00	ES	Futures	3080.41	3081.23	3076.58	3077.95	5989.0
2018-02-01 21:30:00	ES	Futures	3077.95	3080.13	3075.49	3079.86	3663.0
2018-02-01 22:00:00	ES	Futures	3079.59	3080.95	3079.04	3079.86	2895.0
2018-02-01 22:30:00	ES	Futures	3079.86	3083.14	3079.31	3080.13	3494.0
2018-02-01 23:00:00	ES	Futures	3080.13	3084.23	3077.95	3083.14	3565.0
2018-02-01 23:30:00	ES	Futures	3083.41	3084.23	3081.5	3082.87	1572.0
2018-02-01 00:00:00	NQ	Futures	8287.73	8289.51	8284.77	8286.84	519.0
2018-02-01 00:30:00	NQ	Futures	8286.84	8286.84	8281.5	8282.99	816.0
2018-02-01 01:00:00	NQ	Futures	8282.39	8284.47	8280.61	8281.8	480.0
2018-02-01 01:30:00	NQ	Futures	8281.8	8282.99	8280.32	8281.8	301.0

> showing 50 of 3,226 rows — these rows as CSV

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