PREVIEW / futures_30min / 2018-02-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-09.parquet
  size:    83 KB
  rows:    2,704

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
2018-02-09 00:00:00	ES	Futures	2847.53	2847.8	2834.68	2841.24	6557.0
2018-02-09 00:30:00	ES	Futures	2841.52	2849.44	2839.06	2848.08	5498.0
2018-02-09 01:00:00	ES	Futures	2848.08	2850.54	2845.07	2845.07	4346.0
2018-02-09 01:30:00	ES	Futures	2844.8	2846.16	2837.14	2842.06	4700.0
2018-02-09 02:00:00	ES	Futures	2841.52	2857.1	2840.7	2855.73	14860.0
2018-02-09 02:30:00	ES	Futures	2855.73	2857.92	2850.26	2855.18	12723.0
2018-02-09 03:00:00	ES	Futures	2855.18	2861.2	2852.45	2855.46	24656.0
2018-02-09 03:30:00	ES	Futures	2855.46	2859.01	2854.64	2856.55	18430.0
2018-02-09 04:00:00	ES	Futures	2856.55	2856.82	2849.99	2850.54	10058.0
2018-02-09 04:30:00	ES	Futures	2850.81	2855.18	2848.9	2854.09	13922.0
2018-02-09 05:00:00	ES	Futures	2854.09	2855.73	2848.62	2855.73	15656.0
2018-02-09 05:30:00	ES	Futures	2855.73	2859.28	2851.36	2854.91	15637.0
2018-02-09 06:00:00	ES	Futures	2854.64	2856.55	2844.25	2845.62	16717.0
2018-02-09 06:30:00	ES	Futures	2845.62	2846.16	2834.96	2844.25	30608.0
2018-02-09 07:00:00	ES	Futures	2844.52	2850.81	2828.95	2829.22	31379.0
2018-02-09 07:30:00	ES	Futures	2828.95	2833.86	2821.29	2825.12	39475.0
2018-02-09 08:00:00	ES	Futures	2825.67	2839.06	2825.12	2835.78	35127.0
2018-02-09 08:30:00	ES	Futures	2836.05	2855.46	2833.32	2852.45	49499.0
2018-02-09 09:00:00	ES	Futures	2852.45	2856.28	2846.71	2853.0	68356.0
2018-02-09 09:30:00	ES	Futures	2853.0	2862.84	2836.32	2852.45	292447.0
2018-02-09 10:00:00	ES	Futures	2852.45	2857.1	2839.33	2843.7	184140.0
2018-02-09 10:30:00	ES	Futures	2843.7	2846.98	2805.44	2827.85	295078.0
2018-02-09 11:00:00	ES	Futures	2827.85	2840.42	2817.74	2823.21	153726.0
2018-02-09 11:30:00	ES	Futures	2823.21	2833.86	2807.63	2808.45	125872.0
2018-02-09 12:00:00	ES	Futures	2808.45	2812.0	2787.13	2787.4	251849.0
2018-02-09 12:30:00	ES	Futures	2787.67	2804.89	2775.37	2804.07	234902.0
2018-02-09 13:00:00	ES	Futures	2804.07	2804.07	2773.46	2777.56	183894.0
2018-02-09 13:30:00	ES	Futures	2777.56	2809.81	2766.35	2796.97	230973.0
2018-02-09 14:00:00	ES	Futures	2796.97	2852.72	2795.6	2830.04	326019.0
2018-02-09 14:30:00	ES	Futures	2830.04	2841.52	2819.38	2827.31	157391.0
2018-02-09 15:00:00	ES	Futures	2827.03	2841.24	2805.99	2834.96	194995.0
2018-02-09 15:30:00	ES	Futures	2835.23	2883.88	2833.04	2862.84	473150.0
2018-02-09 16:00:00	ES	Futures	2862.84	2868.85	2856.82	2862.29	123974.0
2018-02-09 16:30:00	ES	Futures	2862.84	2868.03	2862.29	2866.12	17207.0
2018-02-09 00:00:00	NQ	Futures	7508.28	7510.36	7465.28	7484.85	2659.0
2018-02-09 00:30:00	NQ	Futures	7483.96	7521.04	7481.59	7517.48	1807.0
2018-02-09 01:00:00	NQ	Futures	7516.29	7523.11	7507.39	7510.66	1016.0
2018-02-09 01:30:00	NQ	Futures	7509.17	7520.44	7489.3	7507.39	1365.0
2018-02-09 02:00:00	NQ	Futures	7507.1	7548.62	7504.43	7546.25	2393.0
2018-02-09 02:30:00	NQ	Futures	7546.54	7549.81	7526.38	7545.36	3056.0
2018-02-09 03:00:00	NQ	Futures	7546.25	7560.78	7533.2	7552.48	4907.0
2018-02-09 03:30:00	NQ	Futures	7552.48	7567.31	7550.7	7556.92	3084.0
2018-02-09 04:00:00	NQ	Futures	7556.92	7562.26	7537.35	7538.54	2005.0
2018-02-09 04:30:00	NQ	Futures	7538.24	7556.63	7533.2	7555.44	2048.0
2018-02-09 05:00:00	NQ	Futures	7555.15	7555.15	7533.79	7552.18	2365.0
2018-02-09 05:30:00	NQ	Futures	7552.77	7565.53	7538.24	7546.84	3063.0
2018-02-09 06:00:00	NQ	Futures	7546.25	7550.7	7518.37	7525.19	4512.0
2018-02-09 06:30:00	NQ	Futures	7524.89	7534.38	7499.68	7534.38	6590.0
2018-02-09 07:00:00	NQ	Futures	7534.09	7545.36	7489.6	7490.78	5949.0
2018-02-09 07:30:00	NQ	Futures	7489.6	7520.74	7486.04	7501.76	9214.0

> showing 50 of 2,704 rows — these rows as CSV

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