PREVIEW / futures_30min / 2018-02-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-22.parquet
  size:    86 KB
  rows:    3,133

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
2018-02-22 00:00:00	ES	Futures	2939.64	2942.92	2938.28	2940.74	4310.0
2018-02-22 00:30:00	ES	Futures	2940.74	2942.92	2940.74	2942.1	2525.0
2018-02-22 01:00:00	ES	Futures	2942.1	2943.74	2940.46	2942.92	2726.0
2018-02-22 01:30:00	ES	Futures	2943.2	2943.74	2941.01	2942.38	1986.0
2018-02-22 02:00:00	ES	Futures	2942.1	2944.84	2941.01	2941.01	6360.0
2018-02-22 02:30:00	ES	Futures	2941.01	2944.29	2938.0	2943.74	7229.0
2018-02-22 03:00:00	ES	Futures	2943.74	2947.3	2939.1	2947.02	15062.0
2018-02-22 03:30:00	ES	Futures	2947.02	2948.39	2942.1	2942.65	8796.0
2018-02-22 04:00:00	ES	Futures	2942.65	2944.84	2939.1	2942.92	11215.0
2018-02-22 04:30:00	ES	Futures	2943.2	2947.57	2941.01	2946.75	8790.0
2018-02-22 05:00:00	ES	Futures	2946.48	2950.85	2946.2	2950.85	8816.0
2018-02-22 05:30:00	ES	Futures	2950.58	2956.59	2950.58	2952.76	14696.0
2018-02-22 06:00:00	ES	Futures	2953.04	2956.59	2950.85	2956.32	7649.0
2018-02-22 06:30:00	ES	Futures	2956.04	2958.5	2952.49	2954.13	10887.0
2018-02-22 07:00:00	ES	Futures	2954.13	2960.96	2954.13	2960.42	13927.0
2018-02-22 07:30:00	ES	Futures	2960.42	2962.33	2956.59	2957.68	13017.0
2018-02-22 08:00:00	ES	Futures	2957.68	2958.78	2954.4	2956.32	13190.0
2018-02-22 08:30:00	ES	Futures	2956.32	2963.97	2956.04	2962.33	20620.0
2018-02-22 09:00:00	ES	Futures	2962.33	2965.88	2962.06	2964.24	20809.0
2018-02-22 09:30:00	ES	Futures	2964.52	2977.09	2960.42	2965.61	177488.0
2018-02-22 10:00:00	ES	Futures	2965.88	2973.26	2960.96	2970.26	117454.0
2018-02-22 10:30:00	ES	Futures	2970.53	2977.91	2967.8	2971.35	89824.0
2018-02-22 11:00:00	ES	Futures	2971.35	2982.56	2970.53	2980.64	78110.0
2018-02-22 11:30:00	ES	Futures	2980.64	2985.02	2975.18	2982.83	57767.0
2018-02-22 12:00:00	ES	Futures	2982.83	2985.84	2979.82	2980.37	49624.0
2018-02-22 12:30:00	ES	Futures	2980.37	2981.19	2968.62	2971.62	79939.0
2018-02-22 13:00:00	ES	Futures	2971.35	2976.27	2964.52	2969.44	80626.0
2018-02-22 13:30:00	ES	Futures	2969.16	2969.98	2958.5	2965.34	84030.0
2018-02-22 14:00:00	ES	Futures	2965.61	2972.44	2964.24	2971.9	54945.0
2018-02-22 14:30:00	ES	Futures	2971.9	2973.54	2954.68	2955.77	85137.0
2018-02-22 15:00:00	ES	Futures	2955.77	2963.97	2952.49	2959.05	92800.0
2018-02-22 15:30:00	ES	Futures	2959.32	2962.6	2948.12	2955.5	186366.0
2018-02-22 16:00:00	ES	Futures	2955.5	2965.34	2953.58	2964.79	59450.0
2018-02-22 16:30:00	ES	Futures	2963.42	2968.07	2963.42	2966.7	9692.0
2018-02-22 18:00:00	ES	Futures	2965.88	2967.25	2963.15	2963.7	5031.0
2018-02-22 18:30:00	ES	Futures	2963.7	2966.7	2963.42	2966.16	2077.0
2018-02-22 19:00:00	ES	Futures	2965.88	2967.25	2962.88	2963.42	3138.0
2018-02-22 19:30:00	ES	Futures	2963.7	2973.54	2963.15	2971.35	8156.0
2018-02-22 20:00:00	ES	Futures	2971.35	2972.99	2968.34	2970.26	3530.0
2018-02-22 20:30:00	ES	Futures	2969.98	2971.9	2968.62	2971.35	2532.0
2018-02-22 21:00:00	ES	Futures	2971.62	2976.0	2970.8	2973.26	2705.0
2018-02-22 21:30:00	ES	Futures	2973.26	2975.18	2972.44	2973.26	2102.0
2018-02-22 22:00:00	ES	Futures	2973.26	2973.26	2969.44	2970.26	1993.0
2018-02-22 22:30:00	ES	Futures	2970.26	2972.17	2969.71	2971.9	1551.0
2018-02-22 23:00:00	ES	Futures	2971.62	2972.72	2969.98	2969.98	1372.0
2018-02-22 23:30:00	ES	Futures	2969.98	2971.9	2968.34	2971.35	2011.0
2018-02-22 00:00:00	NQ	Futures	7976.9	7988.17	7973.34	7979.87	1682.0
2018-02-22 00:30:00	NQ	Futures	7979.87	7986.39	7979.57	7982.24	940.0
2018-02-22 01:00:00	NQ	Futures	7982.24	7985.21	7976.61	7981.94	651.0
2018-02-22 01:30:00	NQ	Futures	7982.24	7984.91	7975.42	7978.39	621.0

> showing 50 of 3,133 rows — these rows as CSV

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