PREVIEW / futures_30min / 2018-02-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-16.parquet
  size:    76 KB
  rows:    2,617

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
2018-02-16 00:00:00	ES	Futures	2991.03	2995.68	2991.03	2995.13	4926.0
2018-02-16 00:30:00	ES	Futures	2994.86	2995.13	2989.12	2989.66	4371.0
2018-02-16 01:00:00	ES	Futures	2989.66	2993.22	2987.48	2993.22	2979.0
2018-02-16 01:30:00	ES	Futures	2992.94	2994.04	2991.3	2992.4	2594.0
2018-02-16 02:00:00	ES	Futures	2992.4	2994.86	2990.48	2994.31	5165.0
2018-02-16 02:30:00	ES	Futures	2994.31	2995.68	2993.76	2994.58	4490.0
2018-02-16 03:00:00	ES	Futures	2994.58	2998.96	2994.58	2996.22	14682.0
2018-02-16 03:30:00	ES	Futures	2995.95	3001.96	2995.95	2998.96	13975.0
2018-02-16 04:00:00	ES	Futures	2998.96	3001.69	2998.41	3001.42	7579.0
2018-02-16 04:30:00	ES	Futures	3001.42	3002.78	2999.5	3000.32	8495.0
2018-02-16 05:00:00	ES	Futures	3000.32	3003.06	2999.5	3000.05	10821.0
2018-02-16 05:30:00	ES	Futures	3000.05	3000.32	2994.31	2995.4	12604.0
2018-02-16 06:00:00	ES	Futures	2995.4	2997.59	2994.04	2995.95	6078.0
2018-02-16 06:30:00	ES	Futures	2995.95	2996.22	2991.58	2994.31	12493.0
2018-02-16 07:00:00	ES	Futures	2994.31	2996.77	2992.12	2994.04	12068.0
2018-02-16 07:30:00	ES	Futures	2994.04	2997.32	2994.04	2995.68	8614.0
2018-02-16 08:00:00	ES	Futures	2995.68	2995.68	2987.48	2989.66	16932.0
2018-02-16 08:30:00	ES	Futures	2989.39	2992.4	2985.56	2986.11	28510.0
2018-02-16 09:00:00	ES	Futures	2986.38	2986.66	2976.27	2978.18	75872.0
2018-02-16 09:30:00	ES	Futures	2978.18	2991.03	2977.91	2983.38	180340.0
2018-02-16 10:00:00	ES	Futures	2983.38	2992.67	2980.1	2992.67	106284.0
2018-02-16 10:30:00	ES	Futures	2992.94	2997.59	2991.03	2991.58	96489.0
2018-02-16 11:00:00	ES	Futures	2991.85	3002.51	2991.58	2997.32	86043.0
2018-02-16 11:30:00	ES	Futures	2997.32	3004.97	2997.04	3003.33	62554.0
2018-02-16 12:00:00	ES	Futures	3003.6	3005.79	3001.69	3004.97	48860.0
2018-02-16 12:30:00	ES	Futures	3004.69	3011.8	2997.04	3002.78	112374.0
2018-02-16 13:00:00	ES	Futures	3002.78	3005.79	2990.21	2991.58	106388.0
2018-02-16 13:30:00	ES	Futures	2991.58	3000.32	2985.02	2993.22	103198.0
2018-02-16 14:00:00	ES	Futures	2993.22	2998.14	2980.37	2988.02	94118.0
2018-02-16 14:30:00	ES	Futures	2987.75	2995.68	2984.47	2995.68	78852.0
2018-02-16 15:00:00	ES	Futures	2995.68	2999.78	2992.4	2995.68	87244.0
2018-02-16 15:30:00	ES	Futures	2995.4	2998.14	2986.11	2987.48	145359.0
2018-02-16 16:00:00	ES	Futures	2987.48	2991.58	2986.11	2989.66	67886.0
2018-02-16 16:30:00	ES	Futures	2989.66	2992.12	2989.12	2991.58	8115.0
2018-02-16 00:00:00	NQ	Futures	8098.21	8120.75	8098.21	8113.34	2136.0
2018-02-16 00:30:00	NQ	Futures	8113.34	8114.23	8096.13	8098.21	1286.0
2018-02-16 01:00:00	NQ	Futures	8097.32	8110.67	8092.57	8110.67	981.0
2018-02-16 01:30:00	NQ	Futures	8110.67	8112.45	8099.69	8101.77	1468.0
2018-02-16 02:00:00	NQ	Futures	8102.07	8109.48	8095.24	8107.7	1099.0
2018-02-16 02:30:00	NQ	Futures	8107.11	8116.3	8106.81	8111.56	1311.0
2018-02-16 03:00:00	NQ	Futures	8111.56	8124.61	8110.37	8118.97	2355.0
2018-02-16 03:30:00	NQ	Futures	8118.97	8133.21	8117.19	8124.61	2327.0
2018-02-16 04:00:00	NQ	Futures	8124.31	8132.61	8122.53	8131.43	1333.0
2018-02-16 04:30:00	NQ	Futures	8131.43	8138.25	8124.01	8126.39	1141.0
2018-02-16 05:00:00	NQ	Futures	8126.09	8135.88	8124.01	8124.01	1309.0
2018-02-16 05:30:00	NQ	Futures	8123.72	8124.9	8108.0	8110.96	2242.0
2018-02-16 06:00:00	NQ	Futures	8111.56	8117.49	8109.18	8111.26	889.0
2018-02-16 06:30:00	NQ	Futures	8110.96	8111.85	8099.4	8107.11	1793.0
2018-02-16 07:00:00	NQ	Futures	8106.81	8114.52	8102.07	8106.51	3005.0
2018-02-16 07:30:00	NQ	Futures	8106.22	8115.71	8105.03	8108.0	2151.0

> showing 50 of 2,617 rows — these rows as CSV

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