PREVIEW / futures_30min / 2018-03-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-01.parquet
  size:    94 KB
  rows:    3,233

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
2018-03-01 00:00:00	ES	Futures	2962.06	2962.88	2956.59	2959.05	3249.0
2018-03-01 00:30:00	ES	Futures	2959.32	2960.96	2956.86	2960.42	2493.0
2018-03-01 01:00:00	ES	Futures	2960.42	2963.7	2958.5	2963.7	3490.0
2018-03-01 01:30:00	ES	Futures	2963.7	2967.52	2962.6	2966.7	3088.0
2018-03-01 02:00:00	ES	Futures	2966.7	2974.9	2966.43	2972.99	12850.0
2018-03-01 02:30:00	ES	Futures	2972.99	2974.9	2970.8	2972.44	7737.0
2018-03-01 03:00:00	ES	Futures	2972.17	2974.9	2971.08	2972.44	10110.0
2018-03-01 03:30:00	ES	Futures	2972.72	2976.54	2971.62	2973.54	9011.0
2018-03-01 04:00:00	ES	Futures	2973.54	2973.54	2966.7	2969.98	10268.0
2018-03-01 04:30:00	ES	Futures	2969.71	2971.35	2958.78	2960.69	18871.0
2018-03-01 05:00:00	ES	Futures	2960.69	2964.52	2956.32	2958.23	14922.0
2018-03-01 05:30:00	ES	Futures	2958.5	2964.79	2957.96	2962.88	9664.0
2018-03-01 06:00:00	ES	Futures	2963.15	2966.43	2962.6	2962.88	7457.0
2018-03-01 06:30:00	ES	Futures	2963.15	2963.42	2949.76	2954.4	22524.0
2018-03-01 07:00:00	ES	Futures	2954.68	2959.05	2953.31	2957.14	15431.0
2018-03-01 07:30:00	ES	Futures	2957.14	2961.24	2956.04	2957.96	13209.0
2018-03-01 08:00:00	ES	Futures	2957.68	2961.24	2956.32	2960.42	18962.0
2018-03-01 08:30:00	ES	Futures	2960.42	2971.35	2959.6	2969.71	35160.0
2018-03-01 09:00:00	ES	Futures	2969.71	2972.99	2966.43	2966.43	28176.0
2018-03-01 09:30:00	ES	Futures	2966.7	2973.81	2950.85	2953.58	222213.0
2018-03-01 10:00:00	ES	Futures	2953.58	2973.26	2950.3	2972.99	181809.0
2018-03-01 10:30:00	ES	Futures	2972.99	2985.84	2960.96	2963.15	203886.0
2018-03-01 11:00:00	ES	Futures	2963.15	2971.9	2958.5	2962.06	144932.0
2018-03-01 11:30:00	ES	Futures	2962.06	2975.72	2959.87	2970.8	103285.0
2018-03-01 12:00:00	ES	Futures	2970.8	2971.62	2951.4	2955.5	115183.0
2018-03-01 12:30:00	ES	Futures	2955.22	2958.78	2947.3	2949.76	114906.0
2018-03-01 13:00:00	ES	Futures	2949.76	2949.76	2930.35	2940.46	186087.0
2018-03-01 13:30:00	ES	Futures	2940.19	2942.65	2920.78	2921.06	143859.0
2018-03-01 14:00:00	ES	Futures	2921.06	2923.52	2906.57	2922.42	259923.0
2018-03-01 14:30:00	ES	Futures	2922.15	2924.34	2911.22	2919.69	162699.0
2018-03-01 15:00:00	ES	Futures	2919.42	2939.92	2912.04	2932.81	186118.0
2018-03-01 15:30:00	ES	Futures	2933.08	2936.91	2915.86	2925.7	276348.0
2018-03-01 16:00:00	ES	Futures	2925.43	2933.63	2924.06	2928.44	88438.0
2018-03-01 16:30:00	ES	Futures	2928.71	2931.17	2926.25	2929.8	8349.0
2018-03-01 18:00:00	ES	Futures	2928.71	2932.81	2925.98	2926.8	6654.0
2018-03-01 18:30:00	ES	Futures	2926.8	2931.17	2926.52	2931.17	2520.0
2018-03-01 19:00:00	ES	Futures	2931.17	2935.0	2930.62	2934.18	5119.0
2018-03-01 19:30:00	ES	Futures	2934.45	2935.0	2933.08	2934.72	2276.0
2018-03-01 20:00:00	ES	Futures	2934.72	2935.27	2929.8	2931.17	4190.0
2018-03-01 20:30:00	ES	Futures	2931.17	2933.63	2925.98	2929.26	8692.0
2018-03-01 21:00:00	ES	Futures	2929.26	2929.26	2925.16	2925.98	5140.0
2018-03-01 21:30:00	ES	Futures	2925.98	2925.98	2917.78	2921.88	8144.0
2018-03-01 22:00:00	ES	Futures	2921.88	2925.16	2918.87	2925.16	4890.0
2018-03-01 22:30:00	ES	Futures	2924.61	2926.25	2918.32	2919.69	6249.0
2018-03-01 23:00:00	ES	Futures	2919.69	2926.25	2919.69	2925.98	4553.0
2018-03-01 23:30:00	ES	Futures	2925.7	2927.34	2924.61	2924.88	2926.0
2018-03-01 00:00:00	NQ	Futures	8147.74	8150.11	8130.24	8134.99	1327.0
2018-03-01 00:30:00	NQ	Futures	8134.99	8141.51	8128.46	8141.22	1258.0
2018-03-01 01:00:00	NQ	Futures	8141.22	8149.22	8136.17	8146.85	1413.0
2018-03-01 01:30:00	NQ	Futures	8146.55	8156.34	8145.37	8154.27	1341.0

> showing 50 of 3,233 rows — these rows as CSV

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