PREVIEW / futures_30min / 2018-03-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-05.parquet
  size:    88 KB
  rows:    3,127

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
2018-03-05 00:00:00	ES	Futures	2921.6	2925.43	2921.6	2923.52	2696.0
2018-03-05 00:30:00	ES	Futures	2923.24	2927.34	2922.97	2924.88	2754.0
2018-03-05 01:00:00	ES	Futures	2924.88	2925.43	2921.6	2924.34	2411.0
2018-03-05 01:30:00	ES	Futures	2924.34	2925.16	2921.88	2922.42	2069.0
2018-03-05 02:00:00	ES	Futures	2922.42	2924.06	2916.96	2916.96	11550.0
2018-03-05 02:30:00	ES	Futures	2916.96	2919.69	2912.31	2915.86	13555.0
2018-03-05 03:00:00	ES	Futures	2915.59	2929.53	2913.68	2926.8	19818.0
2018-03-05 03:30:00	ES	Futures	2927.07	2936.09	2924.88	2933.36	14727.0
2018-03-05 04:00:00	ES	Futures	2933.36	2936.64	2928.71	2930.62	13298.0
2018-03-05 04:30:00	ES	Futures	2930.62	2939.1	2930.35	2938.0	10823.0
2018-03-05 05:00:00	ES	Futures	2938.0	2940.19	2935.27	2937.73	8739.0
2018-03-05 05:30:00	ES	Futures	2937.73	2942.92	2937.46	2941.28	12602.0
2018-03-05 06:00:00	ES	Futures	2941.56	2941.83	2936.36	2937.46	10644.0
2018-03-05 06:30:00	ES	Futures	2937.46	2937.46	2932.26	2932.26	12337.0
2018-03-05 07:00:00	ES	Futures	2932.26	2935.82	2931.72	2932.81	6993.0
2018-03-05 07:30:00	ES	Futures	2932.81	2935.0	2928.16	2929.53	11541.0
2018-03-05 08:00:00	ES	Futures	2929.53	2936.36	2928.71	2929.8	26527.0
2018-03-05 08:30:00	ES	Futures	2929.8	2933.08	2925.98	2928.16	17343.0
2018-03-05 09:00:00	ES	Futures	2927.89	2928.44	2921.88	2925.7	37386.0
2018-03-05 09:30:00	ES	Futures	2925.7	2935.0	2924.61	2929.26	162635.0
2018-03-05 10:00:00	ES	Futures	2928.98	2933.36	2924.06	2933.36	100522.0
2018-03-05 10:30:00	ES	Futures	2933.36	2947.3	2930.35	2946.75	92780.0
2018-03-05 11:00:00	ES	Futures	2946.75	2961.78	2945.38	2958.78	157052.0
2018-03-05 11:30:00	ES	Futures	2959.05	2967.25	2958.23	2964.52	101407.0
2018-03-05 12:00:00	ES	Futures	2964.24	2969.71	2959.6	2964.24	88158.0
2018-03-05 12:30:00	ES	Futures	2964.24	2970.26	2960.96	2969.98	53910.0
2018-03-05 13:00:00	ES	Futures	2970.26	2975.18	2969.44	2970.26	76051.0
2018-03-05 13:30:00	ES	Futures	2970.26	2971.9	2964.79	2970.26	61727.0
2018-03-05 14:00:00	ES	Futures	2970.26	2972.17	2961.24	2966.98	74319.0
2018-03-05 14:30:00	ES	Futures	2966.98	2978.46	2966.16	2978.18	90405.0
2018-03-05 15:00:00	ES	Futures	2978.18	2982.01	2974.08	2974.9	94578.0
2018-03-05 15:30:00	ES	Futures	2974.9	2982.28	2973.26	2975.18	169345.0
2018-03-05 16:00:00	ES	Futures	2974.9	2975.18	2970.8	2971.9	66308.0
2018-03-05 16:30:00	ES	Futures	2971.62	2973.26	2969.71	2972.44	8158.0
2018-03-05 18:00:00	ES	Futures	2972.72	2975.18	2971.62	2972.17	3879.0
2018-03-05 18:30:00	ES	Futures	2972.17	2975.18	2971.62	2971.9	3314.0
2018-03-05 19:00:00	ES	Futures	2972.17	2973.54	2970.8	2973.54	4287.0
2018-03-05 19:30:00	ES	Futures	2973.26	2975.45	2972.99	2974.9	3846.0
2018-03-05 20:00:00	ES	Futures	2974.9	2975.72	2973.26	2974.63	3045.0
2018-03-05 20:30:00	ES	Futures	2974.63	2976.54	2973.26	2973.26	3917.0
2018-03-05 21:00:00	ES	Futures	2973.26	2974.9	2969.44	2971.35	6357.0
2018-03-05 21:30:00	ES	Futures	2971.08	2972.72	2970.26	2972.44	1783.0
2018-03-05 22:00:00	ES	Futures	2972.44	2974.08	2971.62	2973.81	1051.0
2018-03-05 22:30:00	ES	Futures	2973.81	2974.63	2972.99	2972.99	1173.0
2018-03-05 23:00:00	ES	Futures	2972.72	2973.54	2971.62	2972.99	1110.0
2018-03-05 23:30:00	ES	Futures	2973.26	2973.54	2971.08	2971.62	694.0
2018-03-05 00:00:00	NQ	Futures	8025.84	8038.0	8024.95	8029.99	1331.0
2018-03-05 00:30:00	NQ	Futures	8029.4	8043.64	8028.21	8035.03	1601.0
2018-03-05 01:00:00	NQ	Futures	8034.74	8035.92	8024.36	8029.99	1331.0
2018-03-05 01:30:00	NQ	Futures	8030.29	8032.37	8025.25	8026.43	1122.0

> showing 50 of 3,127 rows — these rows as CSV

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