PREVIEW / futures_30min / 2018-03-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-06.parquet
  size:    88 KB
  rows:    3,128

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
2018-03-06 00:00:00	ES	Futures	2971.62	2973.54	2970.8	2972.72	1340.0
2018-03-06 00:30:00	ES	Futures	2972.72	2974.36	2972.17	2973.81	1570.0
2018-03-06 01:00:00	ES	Futures	2973.81	2976.82	2972.17	2975.72	2427.0
2018-03-06 01:30:00	ES	Futures	2975.72	2978.18	2975.45	2978.18	1737.0
2018-03-06 02:00:00	ES	Futures	2977.91	2979.82	2975.45	2978.18	5648.0
2018-03-06 02:30:00	ES	Futures	2978.18	2981.74	2977.09	2980.92	8383.0
2018-03-06 03:00:00	ES	Futures	2980.92	2981.19	2976.82	2978.73	8951.0
2018-03-06 03:30:00	ES	Futures	2978.73	2980.64	2975.45	2977.36	5184.0
2018-03-06 04:00:00	ES	Futures	2977.36	2979.55	2976.27	2977.91	5576.0
2018-03-06 04:30:00	ES	Futures	2977.91	2979.28	2976.54	2978.73	2962.0
2018-03-06 05:00:00	ES	Futures	2978.73	2979.28	2976.0	2976.27	4152.0
2018-03-06 05:30:00	ES	Futures	2976.27	2980.37	2976.27	2979.0	5456.0
2018-03-06 06:00:00	ES	Futures	2979.0	2986.38	2978.18	2984.74	17574.0
2018-03-06 06:30:00	ES	Futures	2984.74	2989.66	2984.2	2987.75	18801.0
2018-03-06 07:00:00	ES	Futures	2987.75	2988.02	2982.28	2982.56	9315.0
2018-03-06 07:30:00	ES	Futures	2982.56	2985.56	2982.01	2985.29	8850.0
2018-03-06 08:00:00	ES	Futures	2985.29	2986.93	2983.38	2983.65	12892.0
2018-03-06 08:30:00	ES	Futures	2983.38	2985.02	2980.1	2981.74	20251.0
2018-03-06 09:00:00	ES	Futures	2981.74	2986.93	2980.1	2986.11	27485.0
2018-03-06 09:30:00	ES	Futures	2986.38	2987.75	2973.54	2979.55	151853.0
2018-03-06 10:00:00	ES	Futures	2979.82	2982.01	2970.8	2980.64	105703.0
2018-03-06 10:30:00	ES	Futures	2980.37	2983.1	2965.88	2968.07	123608.0
2018-03-06 11:00:00	ES	Futures	2968.34	2974.63	2964.24	2967.25	119298.0
2018-03-06 11:30:00	ES	Futures	2967.52	2973.81	2963.15	2973.26	70261.0
2018-03-06 12:00:00	ES	Futures	2973.54	2973.81	2967.8	2968.62	49662.0
2018-03-06 12:30:00	ES	Futures	2968.62	2982.56	2967.52	2982.28	69293.0
2018-03-06 13:00:00	ES	Futures	2982.28	2984.74	2980.37	2982.83	63980.0
2018-03-06 13:30:00	ES	Futures	2983.1	2984.74	2974.63	2976.54	52569.0
2018-03-06 14:00:00	ES	Futures	2976.54	2979.0	2973.81	2976.0	47416.0
2018-03-06 14:30:00	ES	Futures	2976.0	2985.29	2976.0	2982.56	54713.0
2018-03-06 15:00:00	ES	Futures	2982.28	2983.38	2975.45	2980.64	53684.0
2018-03-06 15:30:00	ES	Futures	2980.64	2983.65	2976.27	2982.01	118923.0
2018-03-06 16:00:00	ES	Futures	2982.28	2982.83	2977.09	2978.18	46641.0
2018-03-06 16:30:00	ES	Futures	2977.64	2979.82	2977.64	2978.18	5827.0
2018-03-06 18:00:00	ES	Futures	2951.94	2952.76	2941.01	2941.56	48920.0
2018-03-06 18:30:00	ES	Futures	2941.56	2948.39	2941.56	2944.29	14864.0
2018-03-06 19:00:00	ES	Futures	2944.29	2946.48	2932.81	2933.9	23418.0
2018-03-06 19:30:00	ES	Futures	2933.9	2939.92	2931.44	2937.46	14726.0
2018-03-06 20:00:00	ES	Futures	2937.73	2946.48	2936.64	2944.29	13623.0
2018-03-06 20:30:00	ES	Futures	2944.56	2955.77	2943.74	2955.5	14928.0
2018-03-06 21:00:00	ES	Futures	2955.22	2957.14	2949.76	2950.85	10988.0
2018-03-06 21:30:00	ES	Futures	2950.85	2953.31	2946.75	2949.21	7153.0
2018-03-06 22:00:00	ES	Futures	2948.94	2951.4	2945.11	2947.02	4669.0
2018-03-06 22:30:00	ES	Futures	2947.02	2947.57	2943.74	2945.38	4167.0
2018-03-06 23:00:00	ES	Futures	2945.38	2945.93	2941.01	2942.1	4746.0
2018-03-06 23:30:00	ES	Futures	2942.1	2949.48	2941.01	2947.57	5368.0
2018-03-06 00:00:00	NQ	Futures	8168.5	8173.54	8165.54	8172.65	1245.0
2018-03-06 00:30:00	NQ	Futures	8172.65	8178.29	8171.47	8177.7	973.0
2018-03-06 01:00:00	NQ	Futures	8177.4	8184.52	8171.47	8181.55	1576.0
2018-03-06 01:30:00	NQ	Futures	8181.55	8186.59	8179.48	8186.3	853.0

> showing 50 of 3,128 rows — these rows as CSV

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