PREVIEW / futures_30min / 2018-02-08

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-08.parquet
  size:    96 KB
  rows:    3,295

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
2018-02-08 00:00:00	ES	Futures	2914.22	2924.34	2913.4	2921.88	7513.0
2018-02-08 00:30:00	ES	Futures	2921.88	2923.24	2917.5	2921.6	3142.0
2018-02-08 01:00:00	ES	Futures	2921.6	2924.61	2919.14	2921.6	3180.0
2018-02-08 01:30:00	ES	Futures	2921.06	2924.61	2919.14	2921.06	2480.0
2018-02-08 02:00:00	ES	Futures	2920.78	2925.16	2920.24	2922.15	6376.0
2018-02-08 02:30:00	ES	Futures	2922.15	2926.52	2916.68	2921.33	7880.0
2018-02-08 03:00:00	ES	Futures	2921.6	2929.26	2919.42	2925.98	12713.0
2018-02-08 03:30:00	ES	Futures	2925.7	2928.16	2920.78	2921.06	8531.0
2018-02-08 04:00:00	ES	Futures	2921.06	2927.89	2918.6	2924.06	10094.0
2018-02-08 04:30:00	ES	Futures	2924.34	2927.07	2919.96	2921.6	10052.0
2018-02-08 05:00:00	ES	Futures	2921.6	2921.6	2910.12	2917.78	18971.0
2018-02-08 05:30:00	ES	Futures	2917.78	2919.42	2910.4	2911.22	6222.0
2018-02-08 06:00:00	ES	Futures	2910.94	2914.77	2907.39	2913.4	8464.0
2018-02-08 06:30:00	ES	Futures	2913.68	2915.32	2904.93	2908.76	10725.0
2018-02-08 07:00:00	ES	Futures	2908.76	2918.87	2908.21	2916.68	13582.0
2018-02-08 07:30:00	ES	Futures	2916.68	2923.79	2915.04	2921.06	13099.0
2018-02-08 08:00:00	ES	Futures	2921.33	2933.63	2919.14	2932.26	31005.0
2018-02-08 08:30:00	ES	Futures	2932.26	2935.0	2928.44	2933.63	31873.0
2018-02-08 09:00:00	ES	Futures	2933.63	2937.18	2930.35	2932.26	33850.0
2018-02-08 09:30:00	ES	Futures	2932.26	2934.45	2911.22	2920.51	216060.0
2018-02-08 10:00:00	ES	Futures	2920.24	2927.07	2909.03	2910.94	165118.0
2018-02-08 10:30:00	ES	Futures	2910.94	2916.41	2891.54	2898.37	180132.0
2018-02-08 11:00:00	ES	Futures	2898.64	2907.66	2884.7	2887.71	165492.0
2018-02-08 11:30:00	ES	Futures	2887.71	2906.02	2884.7	2894.54	165242.0
2018-02-08 12:00:00	ES	Futures	2894.82	2899.19	2872.4	2879.24	146960.0
2018-02-08 12:30:00	ES	Futures	2878.96	2890.17	2857.1	2868.58	226974.0
2018-02-08 13:00:00	ES	Futures	2868.58	2884.7	2860.92	2869.12	208718.0
2018-02-08 13:30:00	ES	Futures	2869.12	2896.18	2867.21	2889.9	158171.0
2018-02-08 14:00:00	ES	Futures	2889.9	2893.72	2874.86	2877.6	115935.0
2018-02-08 14:30:00	ES	Futures	2877.32	2879.24	2862.02	2868.3	132392.0
2018-02-08 15:00:00	ES	Futures	2868.58	2878.42	2856.0	2864.48	168859.0
2018-02-08 15:30:00	ES	Futures	2864.48	2869.4	2817.47	2818.83	446545.0
2018-02-08 16:00:00	ES	Futures	2818.83	2840.7	2818.29	2831.68	177055.0
2018-02-08 16:30:00	ES	Futures	2837.14	2844.52	2834.41	2839.6	30058.0
2018-02-08 18:00:00	ES	Futures	2835.78	2841.79	2824.03	2833.86	20479.0
2018-02-08 18:30:00	ES	Futures	2833.86	2833.86	2825.39	2829.77	9471.0
2018-02-08 19:00:00	ES	Futures	2830.31	2848.62	2828.4	2842.88	14113.0
2018-02-08 19:30:00	ES	Futures	2842.61	2844.8	2836.6	2842.06	6621.0
2018-02-08 20:00:00	ES	Futures	2842.34	2853.82	2840.97	2848.62	13137.0
2018-02-08 20:30:00	ES	Futures	2848.62	2849.17	2837.42	2837.96	12791.0
2018-02-08 21:00:00	ES	Futures	2837.96	2838.24	2826.21	2832.77	13849.0
2018-02-08 21:30:00	ES	Futures	2833.04	2839.33	2829.49	2832.77	8297.0
2018-02-08 22:00:00	ES	Futures	2832.5	2846.44	2832.22	2843.43	8467.0
2018-02-08 22:30:00	ES	Futures	2843.98	2855.73	2842.34	2845.34	12920.0
2018-02-08 23:00:00	ES	Futures	2845.34	2851.08	2843.16	2846.71	3874.0
2018-02-08 23:30:00	ES	Futures	2846.98	2849.44	2844.52	2847.53	2805.0
2018-02-08 00:00:00	NQ	Futures	7779.07	7810.22	7775.51	7797.76	1567.0
2018-02-08 00:30:00	NQ	Futures	7798.65	7802.51	7785.6	7793.9	1314.0
2018-02-08 01:00:00	NQ	Futures	7793.01	7803.39	7786.19	7792.12	836.0
2018-02-08 01:30:00	NQ	Futures	7795.98	7801.62	7790.64	7791.83	682.0

> showing 50 of 3,295 rows — these rows as CSV

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