PREVIEW / futures_30min / 2018-02-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-02-28.parquet
  size:    89 KB
  rows:    3,176

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
2018-02-28 00:00:00	ES	Futures	2999.5	3002.51	2999.5	3001.69	2410.0
2018-02-28 00:30:00	ES	Futures	3001.96	3002.24	2998.96	3001.14	2400.0
2018-02-28 01:00:00	ES	Futures	3001.14	3001.69	2999.23	3001.14	3074.0
2018-02-28 01:30:00	ES	Futures	3001.14	3003.33	3001.14	3001.42	2114.0
2018-02-28 02:00:00	ES	Futures	3001.42	3004.42	3001.14	3003.33	6346.0
2018-02-28 02:30:00	ES	Futures	3003.33	3004.42	2998.96	3004.15	7629.0
2018-02-28 03:00:00	ES	Futures	3004.15	3008.79	3003.87	3006.06	12543.0
2018-02-28 03:30:00	ES	Futures	3005.79	3010.98	3005.79	3007.15	8417.0
2018-02-28 04:00:00	ES	Futures	3006.88	3011.25	3006.61	3010.16	7847.0
2018-02-28 04:30:00	ES	Futures	3009.89	3011.8	3008.52	3010.98	7903.0
2018-02-28 05:00:00	ES	Futures	3010.71	3011.8	3008.52	3009.61	9355.0
2018-02-28 05:30:00	ES	Futures	3009.34	3010.16	3004.97	3006.33	6916.0
2018-02-28 06:00:00	ES	Futures	3006.06	3008.79	3006.06	3007.97	5870.0
2018-02-28 06:30:00	ES	Futures	3007.97	3007.97	3002.24	3003.06	11822.0
2018-02-28 07:00:00	ES	Futures	3003.33	3006.61	3001.42	3001.69	7005.0
2018-02-28 07:30:00	ES	Futures	3001.42	3006.61	3001.42	3006.33	6347.0
2018-02-28 08:00:00	ES	Futures	3006.06	3007.7	3004.42	3005.51	7888.0
2018-02-28 08:30:00	ES	Futures	3005.51	3011.8	3005.24	3008.52	22346.0
2018-02-28 09:00:00	ES	Futures	3008.25	3014.53	3008.25	3014.53	22380.0
2018-02-28 09:30:00	ES	Futures	3014.53	3019.45	3006.33	3019.18	123729.0
2018-02-28 10:00:00	ES	Futures	3019.45	3019.73	3012.07	3017.54	77575.0
2018-02-28 10:30:00	ES	Futures	3017.54	3018.63	2999.5	3004.69	109656.0
2018-02-28 11:00:00	ES	Futures	3004.69	3006.06	2995.95	3004.42	122695.0
2018-02-28 11:30:00	ES	Futures	3004.42	3005.51	2992.94	3002.24	104770.0
2018-02-28 12:00:00	ES	Futures	3002.24	3004.97	2998.68	3000.32	57347.0
2018-02-28 12:30:00	ES	Futures	3000.05	3010.98	2997.59	3008.25	65669.0
2018-02-28 13:00:00	ES	Futures	3007.97	3010.43	3003.87	3008.52	40337.0
2018-02-28 13:30:00	ES	Futures	3008.52	3012.89	3003.6	3012.62	52670.0
2018-02-28 14:00:00	ES	Futures	3012.62	3015.9	3010.71	3011.25	57139.0
2018-02-28 14:30:00	ES	Futures	3011.25	3011.8	2992.94	2994.58	85254.0
2018-02-28 15:00:00	ES	Futures	2994.58	2996.22	2982.01	2986.93	160073.0
2018-02-28 15:30:00	ES	Futures	2987.2	2991.3	2965.61	2966.7	324248.0
2018-02-28 16:00:00	ES	Futures	2966.7	2975.45	2965.06	2972.72	140917.0
2018-02-28 16:30:00	ES	Futures	2972.72	2973.81	2967.25	2972.44	15311.0
2018-02-28 18:00:00	ES	Futures	2971.9	2974.63	2967.52	2968.34	10825.0
2018-02-28 18:30:00	ES	Futures	2968.62	2975.18	2968.07	2972.99	3552.0
2018-02-28 19:00:00	ES	Futures	2972.99	2973.26	2970.53	2972.44	4068.0
2018-02-28 19:30:00	ES	Futures	2972.17	2976.54	2971.9	2973.26	4668.0
2018-02-28 20:00:00	ES	Futures	2973.26	2974.08	2957.96	2960.14	19522.0
2018-02-28 20:30:00	ES	Futures	2960.42	2967.52	2955.22	2964.24	14655.0
2018-02-28 21:00:00	ES	Futures	2963.97	2964.24	2957.68	2960.14	8523.0
2018-02-28 21:30:00	ES	Futures	2959.87	2964.52	2958.78	2960.42	6630.0
2018-02-28 22:00:00	ES	Futures	2960.14	2961.78	2957.68	2961.51	6472.0
2018-02-28 22:30:00	ES	Futures	2961.78	2964.52	2961.51	2963.7	5196.0
2018-02-28 23:00:00	ES	Futures	2963.42	2964.52	2960.42	2961.78	2507.0
2018-02-28 23:30:00	ES	Futures	2961.78	2963.15	2960.14	2961.78	1945.0
2018-02-28 00:00:00	NQ	Futures	8194.01	8201.13	8193.42	8197.87	1305.0
2018-02-28 00:30:00	NQ	Futures	8198.16	8199.35	8188.37	8194.9	1416.0
2018-02-28 01:00:00	NQ	Futures	8195.2	8197.27	8189.56	8194.6	828.0
2018-02-28 01:30:00	NQ	Futures	8194.6	8199.94	8193.71	8194.01	804.0

> showing 50 of 3,176 rows — these rows as CSV

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