PREVIEW / futures_30min / 2018-02-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-20.parquet
  size:    87 KB
  rows:    3,157

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
2018-02-20 00:00:00	ES	Futures	2986.38	2986.66	2983.65	2984.2	1399.0
2018-02-20 00:30:00	ES	Futures	2984.47	2984.47	2982.28	2984.47	1420.0
2018-02-20 01:00:00	ES	Futures	2984.2	2985.56	2983.92	2984.2	1212.0
2018-02-20 01:30:00	ES	Futures	2984.2	2984.74	2983.1	2984.2	957.0
2018-02-20 02:00:00	ES	Futures	2984.2	2986.38	2981.19	2981.46	5847.0
2018-02-20 02:30:00	ES	Futures	2981.46	2983.38	2978.18	2979.0	4155.0
2018-02-20 03:00:00	ES	Futures	2978.73	2982.83	2976.54	2979.82	8126.0
2018-02-20 03:30:00	ES	Futures	2979.55	2980.64	2975.18	2979.0	6759.0
2018-02-20 04:00:00	ES	Futures	2979.0	2979.28	2973.81	2974.36	5878.0
2018-02-20 04:30:00	ES	Futures	2974.36	2974.9	2965.61	2966.98	17739.0
2018-02-20 05:00:00	ES	Futures	2966.98	2968.62	2961.78	2968.34	15566.0
2018-02-20 05:30:00	ES	Futures	2968.34	2971.62	2967.25	2971.62	8709.0
2018-02-20 06:00:00	ES	Futures	2971.62	2971.9	2965.06	2966.16	8435.0
2018-02-20 06:30:00	ES	Futures	2965.88	2970.53	2964.79	2969.98	6449.0
2018-02-20 07:00:00	ES	Futures	2969.71	2973.26	2968.89	2970.53	10383.0
2018-02-20 07:30:00	ES	Futures	2970.26	2973.54	2969.71	2972.99	5809.0
2018-02-20 08:00:00	ES	Futures	2972.99	2973.26	2969.16	2971.9	11713.0
2018-02-20 08:30:00	ES	Futures	2971.9	2976.0	2971.35	2971.9	19171.0
2018-02-20 09:00:00	ES	Futures	2972.17	2975.45	2966.7	2974.9	31628.0
2018-02-20 09:30:00	ES	Futures	2974.63	2987.2	2974.36	2977.64	141553.0
2018-02-20 10:00:00	ES	Futures	2977.91	2983.38	2975.45	2977.91	82396.0
2018-02-20 10:30:00	ES	Futures	2977.91	2979.0	2971.35	2973.54	75034.0
2018-02-20 11:00:00	ES	Futures	2973.81	2988.84	2972.72	2988.3	70526.0
2018-02-20 11:30:00	ES	Futures	2988.3	2991.85	2984.74	2991.03	55010.0
2018-02-20 12:00:00	ES	Futures	2991.3	2993.22	2988.3	2989.66	34659.0
2018-02-20 12:30:00	ES	Futures	2989.66	2992.4	2987.48	2990.21	25906.0
2018-02-20 13:00:00	ES	Futures	2990.21	2991.03	2979.55	2981.19	53622.0
2018-02-20 13:30:00	ES	Futures	2981.19	2987.2	2979.28	2986.11	39662.0
2018-02-20 14:00:00	ES	Futures	2985.84	2986.93	2975.72	2977.09	52163.0
2018-02-20 14:30:00	ES	Futures	2977.09	2982.28	2971.35	2972.17	52811.0
2018-02-20 15:00:00	ES	Futures	2971.9	2975.45	2958.23	2965.34	117914.0
2018-02-20 15:30:00	ES	Futures	2965.34	2973.81	2961.78	2968.62	149420.0
2018-02-20 16:00:00	ES	Futures	2968.62	2969.71	2965.06	2967.25	53701.0
2018-02-20 16:30:00	ES	Futures	2967.8	2969.71	2967.52	2968.34	4772.0
2018-02-20 18:00:00	ES	Futures	2967.8	2969.98	2965.06	2968.89	4913.0
2018-02-20 18:30:00	ES	Futures	2969.16	2973.26	2968.34	2972.72	2760.0
2018-02-20 19:00:00	ES	Futures	2972.72	2973.54	2970.53	2972.44	2971.0
2018-02-20 19:30:00	ES	Futures	2972.17	2975.18	2971.9	2974.36	3153.0
2018-02-20 20:00:00	ES	Futures	2974.36	2974.63	2970.26	2973.54	3907.0
2018-02-20 20:30:00	ES	Futures	2973.26	2973.81	2970.8	2972.44	4337.0
2018-02-20 21:00:00	ES	Futures	2972.72	2975.18	2972.17	2973.26	3317.0
2018-02-20 21:30:00	ES	Futures	2973.26	2975.45	2972.72	2973.54	2547.0
2018-02-20 22:00:00	ES	Futures	2973.81	2975.18	2971.9	2972.44	2237.0
2018-02-20 22:30:00	ES	Futures	2972.17	2972.44	2966.7	2967.25	4641.0
2018-02-20 23:00:00	ES	Futures	2967.25	2968.34	2958.78	2960.96	8953.0
2018-02-20 23:30:00	ES	Futures	2960.96	2961.51	2958.78	2961.51	2770.0
2018-02-20 00:00:00	NQ	Futures	8050.46	8050.46	8042.15	8044.23	1206.0
2018-02-20 00:30:00	NQ	Futures	8044.23	8047.49	8039.19	8047.2	865.0
2018-02-20 01:00:00	NQ	Futures	8047.2	8049.57	8041.86	8042.15	483.0
2018-02-20 01:30:00	NQ	Futures	8042.75	8048.09	8042.15	8047.2	397.0

> showing 50 of 3,157 rows — these rows as CSV

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