PREVIEW / futures_30min / 2018-02-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-26.parquet
  size:    85 KB
  rows:    3,167

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
2018-02-26 00:00:00	ES	Futures	3006.88	3007.7	3006.33	3007.15	1632.0
2018-02-26 00:30:00	ES	Futures	3007.15	3009.34	3006.88	3009.07	2023.0
2018-02-26 01:00:00	ES	Futures	3008.79	3010.71	3008.79	3010.16	3770.0
2018-02-26 01:30:00	ES	Futures	3010.43	3011.25	3009.07	3009.07	1720.0
2018-02-26 02:00:00	ES	Futures	3009.34	3010.43	3006.88	3008.79	5469.0
2018-02-26 02:30:00	ES	Futures	3008.79	3011.53	3007.15	3009.34	7898.0
2018-02-26 03:00:00	ES	Futures	3009.34	3016.45	3007.97	3015.08	13894.0
2018-02-26 03:30:00	ES	Futures	3015.08	3017.81	3013.17	3017.27	10547.0
2018-02-26 04:00:00	ES	Futures	3017.54	3019.18	3014.81	3015.63	10921.0
2018-02-26 04:30:00	ES	Futures	3015.63	3016.99	3013.99	3014.53	4213.0
2018-02-26 05:00:00	ES	Futures	3014.53	3017.54	3014.53	3016.99	5077.0
2018-02-26 05:30:00	ES	Futures	3017.27	3018.09	3015.35	3017.54	5464.0
2018-02-26 06:00:00	ES	Futures	3017.81	3018.91	3015.9	3016.99	4703.0
2018-02-26 06:30:00	ES	Futures	3016.99	3017.54	3015.63	3016.45	4125.0
2018-02-26 07:00:00	ES	Futures	3016.45	3018.63	3015.9	3016.17	6454.0
2018-02-26 07:30:00	ES	Futures	3015.9	3017.54	3013.71	3017.27	8103.0
2018-02-26 08:00:00	ES	Futures	3017.27	3017.54	3013.99	3014.26	6246.0
2018-02-26 08:30:00	ES	Futures	3014.26	3018.63	3014.26	3015.63	12185.0
2018-02-26 09:00:00	ES	Futures	3015.35	3018.36	3014.81	3016.72	13728.0
2018-02-26 09:30:00	ES	Futures	3016.99	3025.47	3014.26	3020.27	148993.0
2018-02-26 10:00:00	ES	Futures	3020.0	3021.91	3012.07	3013.71	94108.0
2018-02-26 10:30:00	ES	Futures	3013.44	3017.27	3009.61	3013.71	69720.0
2018-02-26 11:00:00	ES	Futures	3013.71	3023.55	3011.53	3022.73	67501.0
2018-02-26 11:30:00	ES	Futures	3022.73	3023.83	3019.18	3020.82	40308.0
2018-02-26 12:00:00	ES	Futures	3021.09	3027.65	3020.55	3027.65	51355.0
2018-02-26 12:30:00	ES	Futures	3027.38	3031.21	3023.55	3029.84	54209.0
2018-02-26 13:00:00	ES	Futures	3030.11	3032.3	3029.02	3032.3	42552.0
2018-02-26 13:30:00	ES	Futures	3032.03	3032.57	3029.57	3031.75	26445.0
2018-02-26 14:00:00	ES	Futures	3031.48	3034.76	3031.21	3031.48	40733.0
2018-02-26 14:30:00	ES	Futures	3031.48	3033.39	3027.93	3031.48	61495.0
2018-02-26 15:00:00	ES	Futures	3031.21	3039.41	3030.39	3038.31	90819.0
2018-02-26 15:30:00	ES	Futures	3038.59	3039.95	3032.57	3038.59	161921.0
2018-02-26 16:00:00	ES	Futures	3038.86	3044.87	3037.77	3044.6	65331.0
2018-02-26 16:30:00	ES	Futures	3044.33	3045.97	3043.51	3043.78	8926.0
2018-02-26 18:00:00	ES	Futures	3043.23	3044.87	3042.96	3044.05	2992.0
2018-02-26 18:30:00	ES	Futures	3044.05	3045.69	3042.41	3043.51	3055.0
2018-02-26 19:00:00	ES	Futures	3043.51	3044.05	3041.59	3042.14	3347.0
2018-02-26 19:30:00	ES	Futures	3042.41	3043.78	3041.05	3043.78	2099.0
2018-02-26 20:00:00	ES	Futures	3043.51	3044.33	3042.69	3044.33	1442.0
2018-02-26 20:30:00	ES	Futures	3044.05	3047.06	3042.96	3044.33	4547.0
2018-02-26 21:00:00	ES	Futures	3044.6	3045.69	3042.69	3043.51	2733.0
2018-02-26 21:30:00	ES	Futures	3043.51	3044.05	3042.41	3042.41	1404.0
2018-02-26 22:00:00	ES	Futures	3042.41	3042.69	3039.68	3040.77	3363.0
2018-02-26 22:30:00	ES	Futures	3040.77	3041.87	3039.68	3040.5	2501.0
2018-02-26 23:00:00	ES	Futures	3040.23	3040.77	3038.31	3038.31	2548.0
2018-02-26 23:30:00	ES	Futures	3038.59	3040.5	3038.31	3039.41	1251.0
2018-02-26 00:00:00	NQ	Futures	8189.56	8193.71	8188.67	8192.23	647.0
2018-02-26 00:30:00	NQ	Futures	8192.53	8199.94	8191.93	8198.75	1059.0
2018-02-26 01:00:00	NQ	Futures	8198.46	8201.72	8197.57	8199.05	797.0
2018-02-26 01:30:00	NQ	Futures	8199.05	8201.42	8196.98	8198.46	484.0

> showing 50 of 3,167 rows — these rows as CSV

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