PREVIEW / futures_30min / 2018-03-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-02.parquet
  size:    77 KB
  rows:    2,642

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
2018-03-02 00:00:00	ES	Futures	2925.16	2927.34	2923.79	2926.52	2930.0
2018-03-02 00:30:00	ES	Futures	2926.25	2927.07	2922.42	2924.88	2847.0
2018-03-02 01:00:00	ES	Futures	2924.88	2928.98	2924.06	2927.07	4325.0
2018-03-02 01:30:00	ES	Futures	2927.07	2929.53	2926.8	2929.26	3190.0
2018-03-02 02:00:00	ES	Futures	2929.26	2932.54	2927.62	2927.89	7459.0
2018-03-02 02:30:00	ES	Futures	2927.89	2928.44	2922.97	2924.34	7211.0
2018-03-02 03:00:00	ES	Futures	2924.34	2935.0	2922.42	2932.54	16420.0
2018-03-02 03:30:00	ES	Futures	2932.26	2933.9	2924.06	2924.61	10603.0
2018-03-02 04:00:00	ES	Futures	2924.61	2926.25	2919.96	2922.15	12151.0
2018-03-02 04:30:00	ES	Futures	2922.42	2922.7	2917.5	2919.14	10015.0
2018-03-02 05:00:00	ES	Futures	2918.87	2920.78	2916.14	2919.14	11742.0
2018-03-02 05:30:00	ES	Futures	2919.42	2923.24	2911.76	2912.86	20411.0
2018-03-02 06:00:00	ES	Futures	2912.86	2914.77	2907.66	2908.48	24274.0
2018-03-02 06:30:00	ES	Futures	2908.48	2915.86	2906.84	2914.5	17132.0
2018-03-02 07:00:00	ES	Futures	2914.5	2916.96	2910.67	2914.5	17713.0
2018-03-02 07:30:00	ES	Futures	2914.5	2915.86	2903.02	2904.38	28000.0
2018-03-02 08:00:00	ES	Futures	2904.38	2909.3	2900.28	2904.11	40782.0
2018-03-02 08:30:00	ES	Futures	2904.11	2914.22	2903.29	2910.4	35316.0
2018-03-02 09:00:00	ES	Futures	2910.67	2911.76	2900.56	2904.38	35409.0
2018-03-02 09:30:00	ES	Futures	2904.38	2912.31	2894.0	2901.92	251518.0
2018-03-02 10:00:00	ES	Futures	2902.2	2907.94	2894.82	2901.1	158545.0
2018-03-02 10:30:00	ES	Futures	2901.38	2915.86	2898.92	2906.3	141441.0
2018-03-02 11:00:00	ES	Futures	2906.3	2915.32	2900.56	2913.4	98685.0
2018-03-02 11:30:00	ES	Futures	2913.4	2927.34	2908.21	2927.07	130394.0
2018-03-02 12:00:00	ES	Futures	2927.07	2929.26	2918.6	2928.16	111122.0
2018-03-02 12:30:00	ES	Futures	2928.16	2936.09	2922.15	2933.08	91914.0
2018-03-02 13:00:00	ES	Futures	2933.08	2934.18	2919.14	2919.42	86834.0
2018-03-02 13:30:00	ES	Futures	2919.14	2925.16	2912.31	2919.96	90890.0
2018-03-02 14:00:00	ES	Futures	2919.96	2931.44	2919.96	2924.88	77826.0
2018-03-02 14:30:00	ES	Futures	2924.88	2933.36	2920.78	2925.43	77203.0
2018-03-02 15:00:00	ES	Futures	2925.43	2930.62	2918.6	2929.26	85706.0
2018-03-02 15:30:00	ES	Futures	2928.98	2947.57	2928.16	2941.01	250165.0
2018-03-02 16:00:00	ES	Futures	2940.74	2942.1	2938.82	2941.56	66170.0
2018-03-02 16:30:00	ES	Futures	2941.01	2944.56	2939.37	2941.56	10991.0
2018-03-02 00:00:00	NQ	Futures	8025.84	8035.33	8024.95	8030.29	1543.0
2018-03-02 00:30:00	NQ	Futures	8029.99	8030.59	8018.13	8022.58	1185.0
2018-03-02 01:00:00	NQ	Futures	8023.17	8032.96	8019.91	8026.43	1235.0
2018-03-02 01:30:00	NQ	Futures	8025.84	8031.77	8024.95	8030.88	1076.0
2018-03-02 02:00:00	NQ	Futures	8031.48	8039.48	8024.36	8025.54	2162.0
2018-03-02 02:30:00	NQ	Futures	8026.14	8026.14	8009.23	8013.98	1936.0
2018-03-02 03:00:00	NQ	Futures	8013.68	8040.97	8010.12	8035.33	4221.0
2018-03-02 03:30:00	NQ	Futures	8035.03	8037.7	8006.86	8007.45	2742.0
2018-03-02 04:00:00	NQ	Futures	8007.16	8013.09	7995.59	8001.82	3837.0
2018-03-02 04:30:00	NQ	Futures	8001.82	8005.08	7989.06	7992.03	3553.0
2018-03-02 05:00:00	NQ	Futures	7991.44	7995.59	7982.54	7988.17	3450.0
2018-03-02 05:30:00	NQ	Futures	7988.77	8000.04	7969.19	7973.05	5446.0
2018-03-02 06:00:00	NQ	Futures	7973.64	7974.23	7945.17	7945.76	7648.0
2018-03-02 06:30:00	NQ	Futures	7945.46	7963.85	7940.12	7957.03	6373.0
2018-03-02 07:00:00	NQ	Futures	7956.73	7971.86	7943.98	7961.18	6196.0
2018-03-02 07:30:00	NQ	Futures	7961.18	7965.34	7919.07	7924.41	10062.0

> showing 50 of 2,642 rows — these rows as CSV

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