PREVIEW / futures_30min / 2018-02-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-27.parquet
  size:    88 KB
  rows:    3,175

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
2018-02-27 00:00:00	ES	Futures	3039.41	3039.95	3037.77	3038.31	3088.0
2018-02-27 00:30:00	ES	Futures	3038.31	3039.13	3037.49	3038.86	1537.0
2018-02-27 01:00:00	ES	Futures	3039.13	3039.68	3037.22	3037.22	2012.0
2018-02-27 01:30:00	ES	Futures	3037.49	3037.49	3034.49	3037.49	4950.0
2018-02-27 02:00:00	ES	Futures	3037.49	3038.31	3036.13	3036.13	4916.0
2018-02-27 02:30:00	ES	Futures	3036.4	3038.31	3035.31	3037.49	5779.0
2018-02-27 03:00:00	ES	Futures	3037.49	3044.05	3036.67	3039.95	14455.0
2018-02-27 03:30:00	ES	Futures	3040.23	3040.77	3036.13	3037.77	7184.0
2018-02-27 04:00:00	ES	Futures	3037.77	3039.41	3034.76	3036.4	6472.0
2018-02-27 04:30:00	ES	Futures	3036.13	3037.49	3034.49	3036.95	4928.0
2018-02-27 05:00:00	ES	Futures	3037.22	3038.59	3035.85	3037.77	5720.0
2018-02-27 05:30:00	ES	Futures	3037.77	3041.59	3037.49	3038.59	8271.0
2018-02-27 06:00:00	ES	Futures	3038.59	3041.05	3034.21	3036.4	13870.0
2018-02-27 06:30:00	ES	Futures	3036.4	3037.22	3033.39	3034.49	9575.0
2018-02-27 07:00:00	ES	Futures	3034.49	3039.41	3034.49	3039.41	9284.0
2018-02-27 07:30:00	ES	Futures	3039.41	3041.87	3038.31	3040.23	8811.0
2018-02-27 08:00:00	ES	Futures	3040.23	3043.23	3038.59	3038.86	10381.0
2018-02-27 08:30:00	ES	Futures	3038.59	3042.14	3034.49	3040.23	28852.0
2018-02-27 09:00:00	ES	Futures	3040.23	3042.69	3038.31	3041.05	23282.0
2018-02-27 09:30:00	ES	Futures	3041.32	3044.6	3035.31	3036.67	125314.0
2018-02-27 10:00:00	ES	Futures	3036.67	3050.07	3035.85	3046.24	99992.0
2018-02-27 10:30:00	ES	Futures	3046.51	3047.61	3024.37	3028.47	171364.0
2018-02-27 11:00:00	ES	Futures	3028.47	3036.4	3025.19	3028.2	111116.0
2018-02-27 11:30:00	ES	Futures	3028.2	3033.67	3020.82	3021.09	102938.0
2018-02-27 12:00:00	ES	Futures	3021.09	3026.01	3013.99	3019.73	95337.0
2018-02-27 12:30:00	ES	Futures	3019.73	3030.66	3019.18	3030.11	69864.0
2018-02-27 13:00:00	ES	Futures	3030.11	3031.75	3025.74	3028.2	44274.0
2018-02-27 13:30:00	ES	Futures	3028.2	3028.47	3019.73	3021.64	56437.0
2018-02-27 14:00:00	ES	Futures	3021.64	3023.55	3013.44	3018.63	83934.0
2018-02-27 14:30:00	ES	Futures	3018.63	3024.37	3013.17	3017.81	75723.0
2018-02-27 15:00:00	ES	Futures	3017.81	3019.73	3007.43	3012.35	120750.0
2018-02-27 15:30:00	ES	Futures	3012.35	3015.35	2999.5	2999.5	191786.0
2018-02-27 16:00:00	ES	Futures	2999.78	3005.24	2997.86	3005.24	96933.0
2018-02-27 16:30:00	ES	Futures	3005.24	3006.06	3002.24	3003.6	13059.0
2018-02-27 18:00:00	ES	Futures	3002.78	3007.43	3002.51	3005.51	8694.0
2018-02-27 18:30:00	ES	Futures	3005.24	3010.16	3005.24	3009.61	6907.0
2018-02-27 19:00:00	ES	Futures	3009.61	3011.53	3009.34	3009.89	4963.0
2018-02-27 19:30:00	ES	Futures	3009.89	3010.98	3008.79	3009.89	2820.0
2018-02-27 20:00:00	ES	Futures	3010.16	3010.98	3004.97	3006.33	5373.0
2018-02-27 20:30:00	ES	Futures	3006.61	3006.61	3003.33	3005.51	4529.0
2018-02-27 21:00:00	ES	Futures	3005.51	3006.06	3003.87	3005.24	1904.0
2018-02-27 21:30:00	ES	Futures	3005.51	3006.06	3003.33	3003.87	1807.0
2018-02-27 22:00:00	ES	Futures	3004.42	3004.42	2994.04	2997.86	10304.0
2018-02-27 22:30:00	ES	Futures	2997.32	2998.68	2994.04	2998.14	4652.0
2018-02-27 23:00:00	ES	Futures	2998.14	2998.41	2995.68	2998.14	1758.0
2018-02-27 23:30:00	ES	Futures	2998.14	3001.14	2998.14	2999.78	1905.0
2018-02-27 00:00:00	NQ	Futures	8299.0	8300.19	8291.29	8292.78	1206.0
2018-02-27 00:30:00	NQ	Futures	8293.07	8293.96	8289.51	8293.37	826.0
2018-02-27 01:00:00	NQ	Futures	8293.67	8294.26	8287.73	8288.33	797.0
2018-02-27 01:30:00	NQ	Futures	8288.03	8293.67	8283.88	8293.07	1442.0

> showing 50 of 3,175 rows — these rows as CSV

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