PREVIEW / futures_30min / 2018-02-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-23.parquet
  size:    72 KB
  rows:    2,559

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
2018-02-23 00:00:00	ES	Futures	2971.35	2973.54	2970.8	2972.99	1988.0
2018-02-23 00:30:00	ES	Futures	2973.26	2974.63	2972.44	2972.99	2481.0
2018-02-23 01:00:00	ES	Futures	2972.99	2981.46	2972.17	2980.92	7812.0
2018-02-23 01:30:00	ES	Futures	2980.92	2982.28	2978.46	2979.0	4119.0
2018-02-23 02:00:00	ES	Futures	2979.0	2982.01	2977.64	2978.18	4465.0
2018-02-23 02:30:00	ES	Futures	2977.91	2979.55	2976.27	2977.64	5773.0
2018-02-23 03:00:00	ES	Futures	2977.36	2977.64	2970.8	2971.08	10980.0
2018-02-23 03:30:00	ES	Futures	2970.8	2973.81	2968.62	2971.08	7523.0
2018-02-23 04:00:00	ES	Futures	2970.8	2971.9	2969.44	2971.08	5585.0
2018-02-23 04:30:00	ES	Futures	2971.35	2975.72	2970.26	2973.26	5682.0
2018-02-23 05:00:00	ES	Futures	2973.26	2974.08	2968.34	2969.16	5990.0
2018-02-23 05:30:00	ES	Futures	2968.89	2969.16	2966.16	2968.89	7436.0
2018-02-23 06:00:00	ES	Futures	2968.62	2972.17	2968.07	2971.08	6395.0
2018-02-23 06:30:00	ES	Futures	2971.35	2974.63	2970.26	2974.36	5328.0
2018-02-23 07:00:00	ES	Futures	2974.36	2977.64	2974.08	2976.82	9998.0
2018-02-23 07:30:00	ES	Futures	2976.82	2977.64	2973.26	2973.54	6270.0
2018-02-23 08:00:00	ES	Futures	2973.81	2977.91	2973.54	2974.63	12870.0
2018-02-23 08:30:00	ES	Futures	2974.9	2975.45	2970.8	2971.9	15423.0
2018-02-23 09:00:00	ES	Futures	2971.9	2972.99	2968.89	2971.9	18243.0
2018-02-23 09:30:00	ES	Futures	2971.9	2976.82	2967.52	2972.44	117140.0
2018-02-23 10:00:00	ES	Futures	2972.72	2976.27	2966.16	2966.98	90709.0
2018-02-23 10:30:00	ES	Futures	2966.98	2976.0	2965.88	2973.54	72212.0
2018-02-23 11:00:00	ES	Futures	2973.54	2979.0	2972.72	2977.09	67303.0
2018-02-23 11:30:00	ES	Futures	2976.82	2983.92	2976.54	2982.83	64050.0
2018-02-23 12:00:00	ES	Futures	2983.1	2984.47	2977.64	2978.18	42889.0
2018-02-23 12:30:00	ES	Futures	2978.46	2980.92	2976.54	2980.1	39244.0
2018-02-23 13:00:00	ES	Futures	2979.82	2980.1	2975.45	2979.28	34475.0
2018-02-23 13:30:00	ES	Futures	2979.55	2982.83	2978.73	2982.28	25770.0
2018-02-23 14:00:00	ES	Futures	2982.28	2984.2	2977.91	2982.83	37533.0
2018-02-23 14:30:00	ES	Futures	2982.56	2991.85	2980.64	2990.48	72127.0
2018-02-23 15:00:00	ES	Futures	2990.48	2999.23	2990.21	2997.32	83587.0
2018-02-23 15:30:00	ES	Futures	2997.32	3003.87	2994.04	3003.87	161939.0
2018-02-23 16:00:00	ES	Futures	3003.6	3006.06	3001.14	3004.69	92667.0
2018-02-23 16:30:00	ES	Futures	3003.87	3006.88	3001.96	3002.24	13009.0
2018-02-23 00:00:00	NQ	Futures	8065.88	8073.89	8065.29	8072.11	1245.0
2018-02-23 00:30:00	NQ	Futures	8072.7	8075.67	8071.22	8072.11	943.0
2018-02-23 01:00:00	NQ	Futures	8072.11	8097.02	8070.03	8095.54	2228.0
2018-02-23 01:30:00	NQ	Futures	8095.54	8100.29	8088.13	8089.9	1829.0
2018-02-23 02:00:00	NQ	Futures	8089.31	8099.1	8084.27	8086.05	1618.0
2018-02-23 02:30:00	NQ	Futures	8085.75	8091.68	8081.01	8086.64	1518.0
2018-02-23 03:00:00	NQ	Futures	8086.64	8087.24	8072.41	8073.59	2311.0
2018-02-23 03:30:00	NQ	Futures	8073.3	8082.79	8067.07	8074.78	1764.0
2018-02-23 04:00:00	NQ	Futures	8075.67	8077.15	8070.03	8076.26	797.0
2018-02-23 04:30:00	NQ	Futures	8076.85	8088.13	8073.0	8081.3	1666.0
2018-02-23 05:00:00	NQ	Futures	8080.71	8082.19	8067.96	8069.74	993.0
2018-02-23 05:30:00	NQ	Futures	8069.44	8073.89	8062.03	8072.11	1866.0
2018-02-23 06:00:00	NQ	Futures	8071.81	8078.93	8070.03	8076.56	1530.0
2018-02-23 06:30:00	NQ	Futures	8076.26	8088.72	8073.59	8087.83	2423.0
2018-02-23 07:00:00	NQ	Futures	8087.83	8095.84	8086.05	8092.57	2953.0
2018-02-23 07:30:00	NQ	Futures	8091.98	8093.76	8086.64	8088.72	3819.0

> showing 50 of 2,559 rows — these rows as CSV

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