PREVIEW / futures_30min / 2018-02-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-12.parquet
  size:    87 KB
  rows:    3,187

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
2018-02-12 00:00:00	ES	Futures	2880.6	2881.15	2878.69	2880.6	3025.0
2018-02-12 00:30:00	ES	Futures	2880.6	2883.88	2880.33	2883.06	2621.0
2018-02-12 01:00:00	ES	Futures	2883.34	2884.16	2881.42	2881.42	2851.0
2018-02-12 01:30:00	ES	Futures	2881.42	2881.7	2878.96	2881.7	3318.0
2018-02-12 02:00:00	ES	Futures	2881.7	2882.52	2878.69	2881.7	7406.0
2018-02-12 02:30:00	ES	Futures	2881.97	2883.06	2879.24	2881.42	5860.0
2018-02-12 03:00:00	ES	Futures	2881.42	2883.61	2875.68	2882.79	15729.0
2018-02-12 03:30:00	ES	Futures	2882.52	2896.46	2881.97	2894.54	23904.0
2018-02-12 04:00:00	ES	Futures	2894.54	2902.74	2893.18	2894.27	22464.0
2018-02-12 04:30:00	ES	Futures	2894.0	2899.46	2893.72	2898.1	11975.0
2018-02-12 05:00:00	ES	Futures	2898.1	2898.37	2893.18	2894.0	7212.0
2018-02-12 05:30:00	ES	Futures	2893.72	2897.82	2890.99	2895.64	9920.0
2018-02-12 06:00:00	ES	Futures	2895.64	2897.82	2894.82	2895.64	5301.0
2018-02-12 06:30:00	ES	Futures	2895.91	2896.73	2890.44	2891.81	9835.0
2018-02-12 07:00:00	ES	Futures	2891.81	2899.46	2891.26	2897.28	12199.0
2018-02-12 07:30:00	ES	Futures	2897.0	2898.37	2891.81	2894.54	14924.0
2018-02-12 08:00:00	ES	Futures	2894.54	2897.28	2892.36	2896.73	16574.0
2018-02-12 08:30:00	ES	Futures	2896.73	2898.37	2886.62	2887.44	26285.0
2018-02-12 09:00:00	ES	Futures	2887.71	2889.9	2871.86	2885.52	73317.0
2018-02-12 09:30:00	ES	Futures	2885.8	2901.92	2882.24	2884.16	239823.0
2018-02-12 10:00:00	ES	Futures	2884.16	2894.82	2864.48	2873.5	211617.0
2018-02-12 10:30:00	ES	Futures	2873.5	2884.7	2866.94	2881.42	144260.0
2018-02-12 11:00:00	ES	Futures	2881.42	2888.8	2874.59	2886.07	103587.0
2018-02-12 11:30:00	ES	Futures	2885.8	2899.74	2880.33	2899.19	99577.0
2018-02-12 12:00:00	ES	Futures	2899.46	2909.03	2895.36	2905.48	106087.0
2018-02-12 12:30:00	ES	Futures	2905.48	2906.02	2898.37	2902.2	51405.0
2018-02-12 13:00:00	ES	Futures	2902.47	2905.2	2897.28	2902.47	64467.0
2018-02-12 13:30:00	ES	Futures	2902.74	2916.41	2899.46	2913.13	75460.0
2018-02-12 14:00:00	ES	Futures	2913.13	2913.95	2904.38	2911.76	72904.0
2018-02-12 14:30:00	ES	Futures	2912.04	2916.96	2904.38	2909.03	82636.0
2018-02-12 15:00:00	ES	Futures	2909.03	2920.78	2908.21	2914.77	103574.0
2018-02-12 15:30:00	ES	Futures	2914.77	2917.78	2892.63	2901.65	280919.0
2018-02-12 16:00:00	ES	Futures	2901.38	2904.38	2892.63	2902.47	105620.0
2018-02-12 16:30:00	ES	Futures	2902.74	2903.29	2899.46	2900.01	7739.0
2018-02-12 18:00:00	ES	Futures	2900.83	2905.48	2899.19	2903.56	5667.0
2018-02-12 18:30:00	ES	Futures	2903.29	2903.29	2895.91	2899.46	5736.0
2018-02-12 19:00:00	ES	Futures	2899.46	2900.01	2892.9	2895.09	12485.0
2018-02-12 19:30:00	ES	Futures	2895.09	2900.01	2894.0	2897.55	5633.0
2018-02-12 20:00:00	ES	Futures	2897.28	2902.47	2894.82	2901.92	6406.0
2018-02-12 20:30:00	ES	Futures	2902.2	2904.66	2901.1	2903.29	5913.0
2018-02-12 21:00:00	ES	Futures	2903.56	2907.39	2903.29	2905.2	4595.0
2018-02-12 21:30:00	ES	Futures	2905.2	2907.12	2902.2	2905.2	3114.0
2018-02-12 22:00:00	ES	Futures	2905.2	2906.57	2904.11	2906.02	1479.0
2018-02-12 22:30:00	ES	Futures	2906.02	2906.3	2902.74	2904.11	1966.0
2018-02-12 23:00:00	ES	Futures	2904.11	2905.2	2895.36	2896.18	3963.0
2018-02-12 23:30:00	ES	Futures	2896.18	2899.74	2890.99	2898.1	5602.0
2018-02-12 00:00:00	NQ	Futures	7645.01	7646.79	7640.56	7646.5	612.0
2018-02-12 00:30:00	NQ	Futures	7646.79	7652.13	7645.61	7650.35	625.0
2018-02-12 01:00:00	NQ	Futures	7651.24	7651.84	7646.5	7647.39	350.0
2018-02-12 01:30:00	NQ	Futures	7646.79	7649.46	7638.49	7645.9	841.0

> showing 50 of 3,187 rows — these rows as CSV

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