PREVIEW / futures_30min / 2018-03-08

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-08.parquet
  size:    87 KB
  rows:    3,109

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
2018-03-08 00:00:00	ES	Futures	2979.0	2979.55	2975.72	2976.27	2046.0
2018-03-08 00:30:00	ES	Futures	2976.54	2977.09	2975.72	2976.54	1332.0
2018-03-08 01:00:00	ES	Futures	2976.54	2978.73	2975.72	2977.91	1432.0
2018-03-08 01:30:00	ES	Futures	2977.91	2980.64	2977.36	2979.55	1283.0
2018-03-08 02:00:00	ES	Futures	2979.28	2983.65	2979.0	2980.64	6476.0
2018-03-08 02:30:00	ES	Futures	2980.92	2982.56	2978.73	2979.55	3344.0
2018-03-08 03:00:00	ES	Futures	2979.55	2980.1	2974.9	2975.72	8202.0
2018-03-08 03:30:00	ES	Futures	2976.0	2978.46	2974.63	2976.0	4508.0
2018-03-08 04:00:00	ES	Futures	2976.27	2980.1	2974.9	2978.73	4306.0
2018-03-08 04:30:00	ES	Futures	2979.0	2979.55	2976.82	2976.82	3279.0
2018-03-08 05:00:00	ES	Futures	2976.82	2979.55	2976.54	2978.73	3208.0
2018-03-08 05:30:00	ES	Futures	2978.73	2980.1	2977.64	2979.28	4202.0
2018-03-08 06:00:00	ES	Futures	2979.28	2981.46	2977.91	2980.92	4201.0
2018-03-08 06:30:00	ES	Futures	2980.92	2983.38	2980.37	2983.1	3929.0
2018-03-08 07:00:00	ES	Futures	2983.38	2988.57	2982.83	2987.48	11602.0
2018-03-08 07:30:00	ES	Futures	2987.48	2988.3	2984.74	2986.11	7140.0
2018-03-08 08:00:00	ES	Futures	2985.84	2987.75	2984.74	2985.84	7905.0
2018-03-08 08:30:00	ES	Futures	2985.84	2986.66	2982.28	2984.2	16915.0
2018-03-08 09:00:00	ES	Futures	2984.47	2991.85	2984.2	2988.57	32564.0
2018-03-08 09:30:00	ES	Futures	2988.57	2992.67	2984.74	2985.84	114642.0
2018-03-08 10:00:00	ES	Futures	2985.84	2989.39	2981.46	2984.2	91251.0
2018-03-08 10:30:00	ES	Futures	2984.2	2986.11	2979.28	2983.92	67093.0
2018-03-08 11:00:00	ES	Futures	2983.92	2991.03	2981.74	2986.66	60811.0
2018-03-08 11:30:00	ES	Futures	2986.38	2986.66	2980.37	2985.02	52326.0
2018-03-08 12:00:00	ES	Futures	2985.02	2986.38	2976.54	2982.83	69876.0
2018-03-08 12:30:00	ES	Futures	2982.83	2985.02	2978.73	2982.01	49190.0
2018-03-08 13:00:00	ES	Futures	2982.28	2985.84	2976.82	2979.28	47534.0
2018-03-08 13:30:00	ES	Futures	2979.55	2982.56	2976.0	2981.74	32825.0
2018-03-08 14:00:00	ES	Futures	2982.01	2983.1	2977.36	2982.83	25219.0
2018-03-08 14:30:00	ES	Futures	2982.83	2990.21	2980.37	2989.66	42646.0
2018-03-08 15:00:00	ES	Futures	2989.66	2996.22	2989.39	2992.94	68856.0
2018-03-08 15:30:00	ES	Futures	2992.94	2995.13	2982.01	2994.58	147267.0
2018-03-08 16:00:00	ES	Futures	2994.58	2995.68	2992.94	2994.86	52756.0
2018-03-08 16:30:00	ES	Futures	2995.13	2995.13	2992.67	2993.76	5019.0
2018-03-08 18:00:00	ES	Futures	2991.85	2994.86	2991.85	2994.86	2103.0
2018-03-08 18:30:00	ES	Futures	2994.86	2998.68	2992.94	2994.04	6548.0
2018-03-08 19:00:00	ES	Futures	2994.04	2995.13	2991.85	2993.49	4774.0
2018-03-08 19:30:00	ES	Futures	2993.76	2997.86	2992.4	2995.95	4283.0
2018-03-08 20:00:00	ES	Futures	2995.68	3000.6	2995.68	3000.05	4743.0
2018-03-08 20:30:00	ES	Futures	3000.32	3000.32	2997.04	2997.32	3212.0
2018-03-08 21:00:00	ES	Futures	2997.32	2997.32	2990.76	2992.67	5419.0
2018-03-08 21:30:00	ES	Futures	2992.67	2994.58	2991.3	2993.22	2395.0
2018-03-08 22:00:00	ES	Futures	2993.22	2994.31	2991.85	2994.31	1597.0
2018-03-08 22:30:00	ES	Futures	2994.31	2995.13	2991.58	2994.31	2116.0
2018-03-08 23:00:00	ES	Futures	2994.58	2994.86	2991.58	2992.12	2809.0
2018-03-08 23:30:00	ES	Futures	2992.12	2993.49	2989.12	2993.22	3039.0
2018-03-08 00:00:00	NQ	Futures	8220.41	8223.08	8217.14	8219.22	1221.0
2018-03-08 00:30:00	NQ	Futures	8219.22	8220.7	8217.44	8219.52	814.0
2018-03-08 01:00:00	NQ	Futures	8219.81	8223.37	8215.07	8220.7	838.0
2018-03-08 01:30:00	NQ	Futures	8220.7	8228.12	8220.41	8224.86	664.0

> showing 50 of 3,109 rows — these rows as CSV

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