PREVIEW / futures_30min / 2018-02-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-14.parquet
  size:    94 KB
  rows:    3,216

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
2018-02-14 00:00:00	ES	Futures	2913.95	2916.41	2913.95	2915.04	3068.0
2018-02-14 00:30:00	ES	Futures	2915.04	2916.14	2914.22	2915.59	1473.0
2018-02-14 01:00:00	ES	Futures	2915.59	2916.96	2914.77	2916.96	2182.0
2018-02-14 01:30:00	ES	Futures	2916.96	2917.23	2915.32	2916.14	1892.0
2018-02-14 02:00:00	ES	Futures	2915.86	2918.6	2915.86	2918.32	6106.0
2018-02-14 02:30:00	ES	Futures	2918.6	2927.34	2918.32	2924.88	16972.0
2018-02-14 03:00:00	ES	Futures	2924.88	2925.43	2922.15	2923.79	10464.0
2018-02-14 03:30:00	ES	Futures	2923.79	2924.88	2920.78	2924.61	6689.0
2018-02-14 04:00:00	ES	Futures	2924.61	2925.98	2923.52	2925.16	7453.0
2018-02-14 04:30:00	ES	Futures	2925.16	2925.7	2919.42	2920.78	8759.0
2018-02-14 05:00:00	ES	Futures	2920.78	2924.06	2918.32	2923.52	8087.0
2018-02-14 05:30:00	ES	Futures	2923.79	2923.79	2919.69	2921.33	7175.0
2018-02-14 06:00:00	ES	Futures	2921.33	2922.97	2919.96	2921.06	7437.0
2018-02-14 06:30:00	ES	Futures	2921.06	2924.34	2920.78	2922.97	10003.0
2018-02-14 07:00:00	ES	Futures	2922.97	2923.79	2921.33	2922.97	9133.0
2018-02-14 07:30:00	ES	Futures	2922.97	2923.79	2920.24	2920.78	10570.0
2018-02-14 08:00:00	ES	Futures	2920.51	2925.43	2919.69	2924.88	20478.0
2018-02-14 08:30:00	ES	Futures	2924.88	2924.88	2872.13	2887.71	220046.0
2018-02-14 09:00:00	ES	Futures	2887.71	2895.91	2881.7	2892.08	76460.0
2018-02-14 09:30:00	ES	Futures	2892.08	2909.58	2889.35	2899.46	238764.0
2018-02-14 10:00:00	ES	Futures	2899.46	2924.34	2897.28	2918.6	177810.0
2018-02-14 10:30:00	ES	Futures	2918.87	2926.52	2913.95	2920.51	126080.0
2018-02-14 11:00:00	ES	Futures	2920.51	2926.8	2915.86	2924.61	97288.0
2018-02-14 11:30:00	ES	Futures	2924.34	2929.53	2918.6	2919.69	106155.0
2018-02-14 12:00:00	ES	Futures	2919.96	2927.62	2917.5	2926.25	79106.0
2018-02-14 12:30:00	ES	Futures	2925.98	2934.45	2924.34	2932.81	69810.0
2018-02-14 13:00:00	ES	Futures	2932.81	2944.84	2931.72	2938.82	99263.0
2018-02-14 13:30:00	ES	Futures	2938.82	2945.93	2938.55	2942.92	66419.0
2018-02-14 14:00:00	ES	Futures	2942.65	2947.57	2937.18	2937.73	71095.0
2018-02-14 14:30:00	ES	Futures	2938.0	2946.48	2936.36	2945.38	71032.0
2018-02-14 15:00:00	ES	Futures	2945.11	2953.58	2945.11	2948.12	90083.0
2018-02-14 15:30:00	ES	Futures	2948.39	2953.86	2945.66	2950.58	153679.0
2018-02-14 16:00:00	ES	Futures	2950.58	2951.4	2945.93	2948.39	86399.0
2018-02-14 16:30:00	ES	Futures	2947.84	2951.12	2947.3	2947.84	10053.0
2018-02-14 18:00:00	ES	Futures	2947.02	2948.66	2945.38	2947.84	5303.0
2018-02-14 18:30:00	ES	Futures	2947.84	2948.66	2946.2	2947.02	3021.0
2018-02-14 19:00:00	ES	Futures	2946.75	2948.66	2944.84	2945.66	4928.0
2018-02-14 19:30:00	ES	Futures	2945.66	2950.85	2945.11	2949.21	3432.0
2018-02-14 20:00:00	ES	Futures	2949.48	2956.86	2948.94	2955.77	6862.0
2018-02-14 20:30:00	ES	Futures	2955.5	2956.32	2953.86	2956.04	7656.0
2018-02-14 21:00:00	ES	Futures	2956.04	2956.59	2954.4	2955.22	3843.0
2018-02-14 21:30:00	ES	Futures	2955.22	2956.59	2955.22	2956.32	2351.0
2018-02-14 22:00:00	ES	Futures	2956.32	2960.69	2955.22	2958.5	5097.0
2018-02-14 22:30:00	ES	Futures	2958.5	2962.06	2958.23	2961.24	4253.0
2018-02-14 23:00:00	ES	Futures	2961.24	2962.06	2959.05	2959.87	2487.0
2018-02-14 23:30:00	ES	Futures	2959.87	2962.06	2959.6	2961.51	1429.0
2018-02-14 00:00:00	NQ	Futures	7782.34	7792.72	7782.04	7788.57	1263.0
2018-02-14 00:30:00	NQ	Futures	7789.16	7791.83	7787.38	7790.05	762.0
2018-02-14 01:00:00	NQ	Futures	7790.05	7795.39	7785.9	7795.09	687.0
2018-02-14 01:30:00	NQ	Futures	7795.09	7795.09	7787.97	7792.12	646.0

> showing 50 of 3,216 rows — these rows as CSV

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