PREVIEW / futures_30min / 2018-02-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-19.parquet
  size:    63 KB
  rows:    2,287

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
2018-02-19 00:00:00	ES	Futures	3002.51	3003.33	3001.69	3002.24	1184.0
2018-02-19 00:30:00	ES	Futures	3002.24	3003.06	3001.42	3002.78	814.0
2018-02-19 01:00:00	ES	Futures	3002.78	3002.78	3000.32	3000.32	1200.0
2018-02-19 01:30:00	ES	Futures	3000.32	3001.42	2999.78	3000.87	1027.0
2018-02-19 02:00:00	ES	Futures	3000.87	3001.69	3000.32	3001.14	1500.0
2018-02-19 02:30:00	ES	Futures	3001.42	3001.69	2999.5	2999.78	2027.0
2018-02-19 03:00:00	ES	Futures	2999.78	2999.78	2996.77	2999.5	4880.0
2018-02-19 03:30:00	ES	Futures	2999.5	3000.32	2995.4	2995.68	4412.0
2018-02-19 04:00:00	ES	Futures	2995.68	2996.77	2993.49	2994.86	2979.0
2018-02-19 04:30:00	ES	Futures	2995.13	2995.4	2993.49	2994.58	1984.0
2018-02-19 05:00:00	ES	Futures	2994.58	2995.13	2993.49	2994.04	2959.0
2018-02-19 05:30:00	ES	Futures	2994.31	2995.4	2993.49	2995.4	2656.0
2018-02-19 06:00:00	ES	Futures	2995.4	2997.32	2994.86	2996.77	3806.0
2018-02-19 06:30:00	ES	Futures	2996.77	2997.04	2994.58	2995.4	4243.0
2018-02-19 07:00:00	ES	Futures	2995.4	2995.68	2992.4	2993.22	3791.0
2018-02-19 07:30:00	ES	Futures	2993.22	2993.49	2990.48	2991.58	3851.0
2018-02-19 08:00:00	ES	Futures	2991.58	2991.85	2988.3	2989.94	5112.0
2018-02-19 08:30:00	ES	Futures	2989.94	2992.12	2989.12	2990.21	4840.0
2018-02-19 09:00:00	ES	Futures	2990.21	2991.03	2989.39	2990.76	3181.0
2018-02-19 09:30:00	ES	Futures	2991.03	2991.03	2984.2	2986.66	14128.0
2018-02-19 10:00:00	ES	Futures	2986.93	2986.93	2974.36	2976.27	25606.0
2018-02-19 10:30:00	ES	Futures	2976.27	2980.1	2974.08	2976.27	20987.0
2018-02-19 11:00:00	ES	Futures	2976.27	2982.01	2973.26	2981.19	17758.0
2018-02-19 11:30:00	ES	Futures	2981.46	2986.66	2981.19	2985.56	10123.0
2018-02-19 12:00:00	ES	Futures	2985.84	2987.48	2982.28	2987.2	6150.0
2018-02-19 12:30:00	ES	Futures	2987.2	2988.02	2982.83	2983.1	7745.0
2018-02-19 18:00:00	ES	Futures	2982.83	2987.75	2982.83	2984.74	3611.0
2018-02-19 18:30:00	ES	Futures	2984.74	2986.66	2983.65	2985.84	1431.0
2018-02-19 19:00:00	ES	Futures	2986.11	2990.21	2985.02	2989.94	3443.0
2018-02-19 19:30:00	ES	Futures	2989.66	2989.94	2988.3	2989.39	1393.0
2018-02-19 20:00:00	ES	Futures	2989.66	2989.66	2980.92	2985.29	5330.0
2018-02-19 20:30:00	ES	Futures	2985.02	2985.84	2977.64	2979.28	6234.0
2018-02-19 21:00:00	ES	Futures	2979.0	2980.92	2976.54	2979.82	3538.0
2018-02-19 21:30:00	ES	Futures	2979.82	2987.2	2979.55	2986.66	5487.0
2018-02-19 22:00:00	ES	Futures	2986.66	2987.48	2984.74	2984.74	2196.0
2018-02-19 22:30:00	ES	Futures	2985.29	2986.38	2982.83	2985.84	2475.0
2018-02-19 23:00:00	ES	Futures	2985.56	2987.48	2985.29	2987.2	1458.0
2018-02-19 23:30:00	ES	Futures	2987.2	2989.12	2985.56	2986.11	2049.0
2018-02-19 00:00:00	NQ	Futures	8086.35	8090.5	8084.86	8089.31	838.0
2018-02-19 00:30:00	NQ	Futures	8089.31	8089.61	8084.86	8087.53	480.0
2018-02-19 01:00:00	NQ	Futures	8087.53	8088.72	8082.19	8082.79	479.0
2018-02-19 01:30:00	NQ	Futures	8083.38	8084.86	8081.01	8083.38	385.0
2018-02-19 02:00:00	NQ	Futures	8083.38	8088.42	8083.08	8084.57	699.0
2018-02-19 02:30:00	NQ	Futures	8084.27	8086.64	8081.6	8081.9	501.0
2018-02-19 03:00:00	NQ	Futures	8081.9	8082.19	8075.67	8081.6	1252.0
2018-02-19 03:30:00	NQ	Futures	8081.3	8082.79	8073.59	8074.19	865.0
2018-02-19 04:00:00	NQ	Futures	8074.78	8075.67	8068.25	8073.3	1418.0
2018-02-19 04:30:00	NQ	Futures	8073.0	8077.45	8070.63	8076.26	532.0
2018-02-19 05:00:00	NQ	Futures	8076.26	8077.74	8069.14	8074.48	717.0
2018-02-19 05:30:00	NQ	Futures	8075.08	8079.52	8072.7	8076.26	380.0

> showing 50 of 2,287 rows — these rows as CSV

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