PREVIEW / futures_30min / 2018-02-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-05.parquet
  size:    100 KB
  rows:    3,294

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
2018-02-05 00:00:00	ES	Futures	3006.61	3008.25	3006.61	3006.88	3755.0
2018-02-05 00:30:00	ES	Futures	3006.61	3008.25	3006.61	3007.7	2071.0
2018-02-05 01:00:00	ES	Futures	3007.7	3008.25	3003.6	3004.97	6658.0
2018-02-05 01:30:00	ES	Futures	3004.97	3007.7	3002.51	3006.61	5572.0
2018-02-05 02:00:00	ES	Futures	3006.61	3011.53	3006.61	3009.34	12476.0
2018-02-05 02:30:00	ES	Futures	3009.34	3012.07	3006.61	3007.7	13775.0
2018-02-05 03:00:00	ES	Futures	3007.43	3007.7	3000.6	3002.78	21059.0
2018-02-05 03:30:00	ES	Futures	3002.78	3007.97	3001.69	3006.61	15729.0
2018-02-05 04:00:00	ES	Futures	3006.61	3010.16	3005.79	3009.07	11841.0
2018-02-05 04:30:00	ES	Futures	3009.34	3013.71	3008.52	3011.53	13380.0
2018-02-05 05:00:00	ES	Futures	3011.53	3012.07	3005.51	3006.06	11025.0
2018-02-05 05:30:00	ES	Futures	3005.79	3007.7	3004.15	3005.79	9503.0
2018-02-05 06:00:00	ES	Futures	3005.79	3006.06	3001.14	3003.33	10650.0
2018-02-05 06:30:00	ES	Futures	3003.6	3003.87	2997.59	2998.68	14459.0
2018-02-05 07:00:00	ES	Futures	2998.68	2998.68	2990.21	2996.22	31845.0
2018-02-05 07:30:00	ES	Futures	2996.22	3000.05	2991.58	2999.23	25339.0
2018-02-05 08:00:00	ES	Futures	2999.23	3004.15	2997.32	3002.51	32416.0
2018-02-05 08:30:00	ES	Futures	3002.51	3006.61	3001.69	3002.78	45090.0
2018-02-05 09:00:00	ES	Futures	3002.78	3003.33	2993.76	2994.86	42367.0
2018-02-05 09:30:00	ES	Futures	2994.86	3002.78	2989.39	3000.6	258271.0
2018-02-05 10:00:00	ES	Futures	3000.32	3020.82	2996.22	3018.63	209551.0
2018-02-05 10:30:00	ES	Futures	3018.63	3020.27	3010.16	3015.9	169507.0
2018-02-05 11:00:00	ES	Futures	3015.63	3019.73	3008.25	3009.89	106055.0
2018-02-05 11:30:00	ES	Futures	3009.89	3010.16	3000.32	3005.79	105721.0
2018-02-05 12:00:00	ES	Futures	3005.79	3006.61	2987.48	2992.67	151783.0
2018-02-05 12:30:00	ES	Futures	2992.67	2999.23	2991.3	2991.3	95360.0
2018-02-05 13:00:00	ES	Futures	2991.3	2991.58	2968.34	2972.44	244485.0
2018-02-05 13:30:00	ES	Futures	2972.44	2986.11	2968.34	2985.02	174860.0
2018-02-05 14:00:00	ES	Futures	2985.02	2985.56	2963.42	2965.61	180904.0
2018-02-05 14:30:00	ES	Futures	2965.61	2965.61	2937.73	2939.64	296351.0
2018-02-05 15:00:00	ES	Futures	2939.64	2948.66	2881.42	2945.11	550813.0
2018-02-05 15:30:00	ES	Futures	2945.11	2948.39	2889.35	2892.08	494603.0
2018-02-05 16:00:00	ES	Futures	2892.08	2892.63	2844.52	2850.81	286551.0
2018-02-05 16:30:00	ES	Futures	2850.54	2871.58	2837.96	2865.02	82486.0
2018-02-05 18:00:00	ES	Futures	2868.85	2880.6	2858.46	2878.42	44841.0
2018-02-05 18:30:00	ES	Futures	2878.42	2879.51	2849.17	2864.75	36764.0
2018-02-05 19:00:00	ES	Futures	2864.48	2875.96	2857.64	2875.14	29679.0
2018-02-05 19:30:00	ES	Futures	2875.41	2877.05	2853.82	2858.74	19563.0
2018-02-05 20:00:00	ES	Futures	2858.74	2866.39	2838.78	2840.15	26132.0
2018-02-05 20:30:00	ES	Futures	2840.15	2845.89	2779.2	2785.76	95121.0
2018-02-05 21:00:00	ES	Futures	2785.76	2815.28	2779.2	2800.25	56651.0
2018-02-05 21:30:00	ES	Futures	2800.25	2811.18	2785.49	2799.15	37260.0
2018-02-05 22:00:00	ES	Futures	2799.15	2806.26	2793.69	2799.43	20875.0
2018-02-05 22:30:00	ES	Futures	2799.15	2802.43	2790.13	2793.96	22830.0
2018-02-05 23:00:00	ES	Futures	2793.69	2795.33	2764.99	2772.09	42287.0
2018-02-05 23:30:00	ES	Futures	2772.37	2791.23	2764.99	2788.49	30730.0
2018-02-05 00:00:00	NQ	Futures	8000.93	8006.86	8000.93	8003.3	857.0
2018-02-05 00:30:00	NQ	Futures	8003.6	8006.86	8003.6	8006.56	631.0
2018-02-05 01:00:00	NQ	Futures	8005.97	8006.86	7994.1	7997.66	1549.0
2018-02-05 01:30:00	NQ	Futures	7997.07	8006.86	7993.22	8004.49	1218.0

> showing 50 of 3,294 rows — these rows as CSV

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