PREVIEW / futures_30min / 2018-03-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-07.parquet
  size:    86 KB
  rows:    3,104

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
2018-03-07 00:00:00	ES	Futures	2947.84	2948.66	2942.1	2942.65	2996.0
2018-03-07 00:30:00	ES	Futures	2942.65	2945.38	2938.55	2942.65	5723.0
2018-03-07 01:00:00	ES	Futures	2942.65	2944.84	2939.1	2939.1	3942.0
2018-03-07 01:30:00	ES	Futures	2939.1	2946.48	2935.27	2944.84	7513.0
2018-03-07 02:00:00	ES	Futures	2945.11	2948.94	2941.83	2946.48	10118.0
2018-03-07 02:30:00	ES	Futures	2946.48	2953.86	2945.66	2953.04	11383.0
2018-03-07 03:00:00	ES	Futures	2953.04	2956.86	2950.03	2955.5	13859.0
2018-03-07 03:30:00	ES	Futures	2955.5	2955.77	2950.03	2951.12	9011.0
2018-03-07 04:00:00	ES	Futures	2951.12	2952.76	2946.48	2950.58	9634.0
2018-03-07 04:30:00	ES	Futures	2950.85	2951.94	2945.93	2949.21	6180.0
2018-03-07 05:00:00	ES	Futures	2949.21	2956.86	2947.84	2955.22	8882.0
2018-03-07 05:30:00	ES	Futures	2954.95	2956.59	2948.94	2949.76	8218.0
2018-03-07 06:00:00	ES	Futures	2950.03	2951.12	2945.38	2948.12	10759.0
2018-03-07 06:30:00	ES	Futures	2948.12	2952.49	2947.84	2949.48	12510.0
2018-03-07 07:00:00	ES	Futures	2949.48	2959.32	2949.48	2958.78	18788.0
2018-03-07 07:30:00	ES	Futures	2959.05	2959.05	2954.95	2957.41	10094.0
2018-03-07 08:00:00	ES	Futures	2957.41	2962.6	2953.86	2961.51	23753.0
2018-03-07 08:30:00	ES	Futures	2961.51	2961.78	2956.04	2957.68	23240.0
2018-03-07 09:00:00	ES	Futures	2957.96	2958.78	2952.22	2954.4	27567.0
2018-03-07 09:30:00	ES	Futures	2954.68	2970.26	2952.22	2962.06	185203.0
2018-03-07 10:00:00	ES	Futures	2962.06	2972.17	2961.24	2970.53	121193.0
2018-03-07 10:30:00	ES	Futures	2970.26	2977.64	2968.34	2975.45	99582.0
2018-03-07 11:00:00	ES	Futures	2975.18	2976.27	2964.24	2968.62	76375.0
2018-03-07 11:30:00	ES	Futures	2968.62	2972.44	2959.32	2959.87	62685.0
2018-03-07 12:00:00	ES	Futures	2959.6	2961.78	2952.76	2958.23	116711.0
2018-03-07 12:30:00	ES	Futures	2957.96	2962.88	2956.04	2961.78	66959.0
2018-03-07 13:00:00	ES	Futures	2961.51	2965.88	2953.31	2965.61	76821.0
2018-03-07 13:30:00	ES	Futures	2965.61	2968.07	2962.33	2965.06	53114.0
2018-03-07 14:00:00	ES	Futures	2965.06	2970.8	2962.33	2966.43	62119.0
2018-03-07 14:30:00	ES	Futures	2966.43	2974.36	2966.43	2969.71	66776.0
2018-03-07 15:00:00	ES	Futures	2969.98	2979.28	2968.89	2978.18	89709.0
2018-03-07 15:30:00	ES	Futures	2978.46	2985.02	2977.91	2980.37	127599.0
2018-03-07 16:00:00	ES	Futures	2980.64	2981.46	2976.0	2977.36	45192.0
2018-03-07 16:30:00	ES	Futures	2976.82	2978.18	2975.18	2976.82	5118.0
2018-03-07 18:00:00	ES	Futures	2976.54	2977.36	2973.81	2975.18	4325.0
2018-03-07 18:30:00	ES	Futures	2975.18	2977.36	2974.9	2976.27	1732.0
2018-03-07 19:00:00	ES	Futures	2976.27	2978.46	2973.81	2974.36	4518.0
2018-03-07 19:30:00	ES	Futures	2974.36	2975.45	2973.81	2974.9	2691.0
2018-03-07 20:00:00	ES	Futures	2975.18	2980.64	2974.36	2979.55	5239.0
2018-03-07 20:30:00	ES	Futures	2979.55	2980.1	2977.09	2979.0	2537.0
2018-03-07 21:00:00	ES	Futures	2979.0	2980.37	2978.46	2980.1	2357.0
2018-03-07 21:30:00	ES	Futures	2980.1	2980.92	2977.09	2977.36	4100.0
2018-03-07 22:00:00	ES	Futures	2977.09	2981.74	2976.0	2980.64	2538.0
2018-03-07 22:30:00	ES	Futures	2980.92	2981.19	2978.73	2979.28	2619.0
2018-03-07 23:00:00	ES	Futures	2979.55	2979.82	2977.36	2979.0	1975.0
2018-03-07 23:30:00	ES	Futures	2979.28	2980.1	2978.73	2979.0	757.0
2018-03-07 00:00:00	NQ	Futures	8115.71	8118.08	8100.29	8102.07	1285.0
2018-03-07 00:30:00	NQ	Futures	8102.07	8109.78	8093.76	8101.47	2018.0
2018-03-07 01:00:00	NQ	Futures	8101.77	8106.81	8091.68	8093.76	1282.0
2018-03-07 01:30:00	NQ	Futures	8093.46	8113.34	8084.57	8109.78	2596.0

> showing 50 of 3,104 rows — these rows as CSV

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