PREVIEW / futures_30min / 2018-02-13

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-13.parquet
  size:    87 KB
  rows:    3,156

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
2018-02-13 00:00:00	ES	Futures	2898.1	2898.64	2892.63	2895.36	3849.0
2018-02-13 00:30:00	ES	Futures	2895.36	2895.91	2893.18	2893.45	4020.0
2018-02-13 01:00:00	ES	Futures	2893.72	2895.91	2892.08	2895.91	4385.0
2018-02-13 01:30:00	ES	Futures	2895.91	2895.91	2894.27	2894.54	1686.0
2018-02-13 02:00:00	ES	Futures	2894.54	2896.18	2890.17	2891.81	10390.0
2018-02-13 02:30:00	ES	Futures	2892.08	2892.63	2886.07	2887.98	11313.0
2018-02-13 03:00:00	ES	Futures	2887.98	2893.72	2882.24	2882.79	17894.0
2018-02-13 03:30:00	ES	Futures	2883.06	2889.08	2882.79	2885.52	10599.0
2018-02-13 04:00:00	ES	Futures	2885.8	2890.99	2885.52	2888.26	8272.0
2018-02-13 04:30:00	ES	Futures	2888.26	2888.53	2883.88	2886.07	8838.0
2018-02-13 05:00:00	ES	Futures	2886.07	2888.53	2883.61	2885.8	7785.0
2018-02-13 05:30:00	ES	Futures	2885.52	2890.17	2884.43	2889.08	5263.0
2018-02-13 06:00:00	ES	Futures	2889.08	2889.35	2883.34	2885.8	5809.0
2018-02-13 06:30:00	ES	Futures	2885.8	2889.35	2881.97	2888.26	8379.0
2018-02-13 07:00:00	ES	Futures	2888.26	2891.54	2887.16	2890.72	8377.0
2018-02-13 07:30:00	ES	Futures	2890.72	2895.09	2887.98	2893.72	12188.0
2018-02-13 08:00:00	ES	Futures	2893.72	2895.91	2890.17	2891.54	17055.0
2018-02-13 08:30:00	ES	Futures	2891.81	2893.72	2885.8	2886.89	19267.0
2018-02-13 09:00:00	ES	Futures	2886.89	2889.08	2882.52	2887.44	34614.0
2018-02-13 09:30:00	ES	Futures	2887.16	2894.0	2880.06	2887.44	206363.0
2018-02-13 10:00:00	ES	Futures	2887.16	2897.55	2885.52	2890.99	112885.0
2018-02-13 10:30:00	ES	Futures	2890.99	2900.28	2886.07	2897.0	106430.0
2018-02-13 11:00:00	ES	Futures	2897.0	2899.19	2889.08	2892.36	91013.0
2018-02-13 11:30:00	ES	Futures	2892.36	2898.1	2889.08	2896.46	56085.0
2018-02-13 12:00:00	ES	Futures	2896.73	2900.01	2893.45	2894.54	38562.0
2018-02-13 12:30:00	ES	Futures	2894.27	2897.0	2890.44	2892.36	39731.0
2018-02-13 13:00:00	ES	Futures	2892.36	2909.03	2892.08	2906.3	69509.0
2018-02-13 13:30:00	ES	Futures	2906.3	2912.04	2904.93	2908.76	46578.0
2018-02-13 14:00:00	ES	Futures	2908.48	2915.32	2907.39	2910.12	51584.0
2018-02-13 14:30:00	ES	Futures	2910.12	2912.86	2905.48	2912.31	62329.0
2018-02-13 15:00:00	ES	Futures	2912.04	2914.22	2906.84	2912.31	66696.0
2018-02-13 15:30:00	ES	Futures	2912.31	2916.41	2907.66	2910.12	146782.0
2018-02-13 16:00:00	ES	Futures	2910.12	2912.58	2907.12	2910.12	56847.0
2018-02-13 16:30:00	ES	Futures	2910.4	2913.68	2909.03	2912.31	10257.0
2018-02-13 18:00:00	ES	Futures	2910.94	2913.4	2910.12	2911.76	3272.0
2018-02-13 18:30:00	ES	Futures	2911.76	2914.77	2911.49	2913.4	2424.0
2018-02-13 19:00:00	ES	Futures	2913.4	2914.5	2912.58	2913.13	3150.0
2018-02-13 19:30:00	ES	Futures	2913.4	2915.59	2911.76	2913.95	3443.0
2018-02-13 20:00:00	ES	Futures	2913.68	2913.95	2909.58	2912.58	4848.0
2018-02-13 20:30:00	ES	Futures	2912.58	2914.5	2912.58	2913.13	4054.0
2018-02-13 21:00:00	ES	Futures	2912.86	2913.95	2910.12	2911.22	3227.0
2018-02-13 21:30:00	ES	Futures	2911.22	2912.86	2909.85	2910.94	2646.0
2018-02-13 22:00:00	ES	Futures	2910.94	2912.31	2909.3	2912.04	2261.0
2018-02-13 22:30:00	ES	Futures	2911.76	2913.4	2910.94	2911.49	1875.0
2018-02-13 23:00:00	ES	Futures	2911.49	2912.31	2910.4	2911.22	1867.0
2018-02-13 23:30:00	ES	Futures	2911.49	2914.5	2910.94	2913.95	2199.0
2018-02-13 00:00:00	NQ	Futures	7742.89	7744.67	7727.76	7736.36	2820.0
2018-02-13 00:30:00	NQ	Futures	7736.36	7739.33	7728.06	7730.43	2410.0
2018-02-13 01:00:00	NQ	Futures	7730.14	7734.29	7724.8	7732.81	1704.0
2018-02-13 01:30:00	NQ	Futures	7732.81	7733.99	7727.76	7731.62	517.0

> showing 50 of 3,156 rows — these rows as CSV

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