PREVIEW / futures_30min / 2018-02-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-02.parquet
  size:    80 KB
  rows:    2,682

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
2018-02-02 00:00:00	ES	Futures	3082.87	3083.96	3082.32	3083.14	1625.0
2018-02-02 00:30:00	ES	Futures	3083.14	3083.69	3078.77	3079.86	3488.0
2018-02-02 01:00:00	ES	Futures	3079.86	3081.23	3077.4	3080.68	3198.0
2018-02-02 01:30:00	ES	Futures	3080.95	3082.59	3079.59	3082.59	2146.0
2018-02-02 02:00:00	ES	Futures	3082.32	3084.51	3079.31	3080.95	4193.0
2018-02-02 02:30:00	ES	Futures	3080.95	3081.5	3077.4	3080.41	6996.0
2018-02-02 03:00:00	ES	Futures	3080.41	3081.23	3074.67	3075.21	13276.0
2018-02-02 03:30:00	ES	Futures	3075.21	3075.76	3069.75	3070.84	16602.0
2018-02-02 04:00:00	ES	Futures	3070.84	3072.48	3067.56	3068.93	22364.0
2018-02-02 04:30:00	ES	Futures	3068.65	3069.75	3062.91	3064.01	22005.0
2018-02-02 05:00:00	ES	Futures	3064.01	3065.37	3057.99	3062.37	31575.0
2018-02-02 05:30:00	ES	Futures	3062.64	3065.92	3061.27	3063.19	11586.0
2018-02-02 06:00:00	ES	Futures	3063.46	3067.83	3062.64	3065.1	14416.0
2018-02-02 06:30:00	ES	Futures	3065.1	3065.92	3061.82	3064.01	10732.0
2018-02-02 07:00:00	ES	Futures	3063.73	3067.56	3063.46	3066.19	11641.0
2018-02-02 07:30:00	ES	Futures	3066.19	3068.38	3065.1	3067.83	11765.0
2018-02-02 08:00:00	ES	Futures	3067.83	3069.2	3065.92	3068.65	15296.0
2018-02-02 08:30:00	ES	Futures	3068.65	3072.21	3060.73	3068.11	78820.0
2018-02-02 09:00:00	ES	Futures	3068.38	3069.2	3064.01	3068.11	40775.0
2018-02-02 09:30:00	ES	Futures	3067.83	3069.75	3057.45	3060.73	177725.0
2018-02-02 10:00:00	ES	Futures	3060.45	3060.73	3049.52	3059.63	214499.0
2018-02-02 10:30:00	ES	Futures	3059.36	3063.46	3055.81	3059.91	102352.0
2018-02-02 11:00:00	ES	Futures	3059.63	3062.09	3053.89	3054.99	90880.0
2018-02-02 11:30:00	ES	Futures	3055.26	3056.63	3047.88	3048.15	93485.0
2018-02-02 12:00:00	ES	Futures	3048.43	3057.72	3046.79	3057.17	83133.0
2018-02-02 12:30:00	ES	Futures	3057.17	3057.45	3050.34	3050.89	51977.0
2018-02-02 13:00:00	ES	Futures	3050.61	3051.16	3042.69	3046.51	84809.0
2018-02-02 13:30:00	ES	Futures	3046.24	3048.97	3039.68	3042.41	95771.0
2018-02-02 14:00:00	ES	Futures	3042.69	3042.96	3028.75	3030.11	161609.0
2018-02-02 14:30:00	ES	Futures	3029.84	3036.95	3024.1	3026.83	188926.0
2018-02-02 15:00:00	ES	Futures	3026.56	3032.57	3019.18	3027.38	192263.0
2018-02-02 15:30:00	ES	Futures	3027.65	3030.93	3016.17	3017.54	328135.0
2018-02-02 16:00:00	ES	Futures	3017.54	3021.09	3012.35	3014.53	145479.0
2018-02-02 16:30:00	ES	Futures	3015.35	3018.09	3012.35	3014.53	20619.0
2018-02-02 00:00:00	NQ	Futures	8223.67	8228.71	8222.19	8227.52	565.0
2018-02-02 00:30:00	NQ	Futures	8227.23	8228.41	8216.85	8219.52	988.0
2018-02-02 01:00:00	NQ	Futures	8220.11	8223.67	8215.96	8223.37	952.0
2018-02-02 01:30:00	NQ	Futures	8223.37	8225.15	8218.33	8224.86	543.0
2018-02-02 02:00:00	NQ	Futures	8224.86	8233.16	8216.25	8221.59	1287.0
2018-02-02 02:30:00	NQ	Futures	8221.3	8222.19	8209.73	8219.52	2206.0
2018-02-02 03:00:00	NQ	Futures	8219.22	8220.41	8203.2	8206.47	2572.0
2018-02-02 03:30:00	NQ	Futures	8207.06	8207.65	8181.55	8184.52	3628.0
2018-02-02 04:00:00	NQ	Futures	8184.82	8185.41	8155.16	8161.98	7150.0
2018-02-02 04:30:00	NQ	Futures	8162.27	8169.99	8148.63	8151.6	3850.0
2018-02-02 05:00:00	NQ	Futures	8151.6	8156.34	8135.88	8148.04	6201.0
2018-02-02 05:30:00	NQ	Futures	8146.55	8156.34	8142.4	8146.85	2817.0
2018-02-02 06:00:00	NQ	Futures	8146.85	8153.38	8139.14	8139.73	4130.0
2018-02-02 06:30:00	NQ	Futures	8139.73	8142.11	8120.16	8125.5	5828.0
2018-02-02 07:00:00	NQ	Futures	8125.5	8148.04	8121.34	8141.51	4847.0
2018-02-02 07:30:00	NQ	Futures	8141.51	8165.83	8140.33	8164.94	6003.0

> showing 50 of 2,682 rows — these rows as CSV

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