PREVIEW / futures_30min / 2018-03-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-09.parquet
  size:    72 KB
  rows:    2,550

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
2018-03-09 00:00:00	ES	Futures	2993.49	2993.76	2991.03	2992.67	1922.0
2018-03-09 00:30:00	ES	Futures	2992.67	2994.31	2992.4	2993.49	1124.0
2018-03-09 01:00:00	ES	Futures	2993.49	2995.68	2992.94	2995.4	1099.0
2018-03-09 01:30:00	ES	Futures	2995.4	2995.4	2992.67	2993.76	780.0
2018-03-09 02:00:00	ES	Futures	2993.76	2993.76	2990.76	2992.12	2147.0
2018-03-09 02:30:00	ES	Futures	2992.12	2993.76	2990.48	2992.12	1898.0
2018-03-09 03:00:00	ES	Futures	2992.4	2994.86	2990.48	2992.67	4284.0
2018-03-09 03:30:00	ES	Futures	2992.94	2996.5	2992.12	2995.13	4121.0
2018-03-09 04:00:00	ES	Futures	2994.86	2995.68	2992.12	2993.76	2645.0
2018-03-09 04:30:00	ES	Futures	2993.76	2995.13	2993.49	2994.31	1547.0
2018-03-09 05:00:00	ES	Futures	2994.58	2995.4	2992.94	2992.94	1874.0
2018-03-09 05:30:00	ES	Futures	2992.94	2997.86	2992.4	2997.86	3026.0
2018-03-09 06:00:00	ES	Futures	2997.59	2997.86	2995.13	2996.22	2833.0
2018-03-09 06:30:00	ES	Futures	2995.95	2996.22	2992.67	2993.49	2488.0
2018-03-09 07:00:00	ES	Futures	2993.22	2996.22	2992.94	2995.68	2719.0
2018-03-09 07:30:00	ES	Futures	2995.95	2997.04	2995.13	2995.13	2615.0
2018-03-09 08:00:00	ES	Futures	2995.13	2995.4	2984.74	2989.12	15676.0
2018-03-09 08:30:00	ES	Futures	2989.12	3016.17	2988.84	3012.89	79531.0
2018-03-09 09:00:00	ES	Futures	3012.89	3016.72	3010.71	3011.8	26769.0
2018-03-09 09:30:00	ES	Futures	3012.07	3015.9	3008.25	3014.53	82973.0
2018-03-09 10:00:00	ES	Futures	3014.53	3022.19	3012.62	3020.27	58789.0
2018-03-09 10:30:00	ES	Futures	3020.27	3028.2	3018.63	3023.83	48893.0
2018-03-09 11:00:00	ES	Futures	3023.83	3027.93	3022.73	3027.65	27202.0
2018-03-09 11:30:00	ES	Futures	3027.65	3028.47	3025.74	3027.93	23127.0
2018-03-09 12:00:00	ES	Futures	3027.93	3034.21	3027.65	3031.48	49857.0
2018-03-09 12:30:00	ES	Futures	3031.21	3035.58	3030.93	3031.48	19412.0
2018-03-09 13:00:00	ES	Futures	3031.48	3036.95	3031.48	3035.85	23725.0
2018-03-09 13:30:00	ES	Futures	3035.85	3038.04	3034.49	3036.95	24117.0
2018-03-09 14:00:00	ES	Futures	3036.95	3040.5	3034.76	3036.67	33078.0
2018-03-09 14:30:00	ES	Futures	3036.95	3039.95	3036.4	3039.68	27651.0
2018-03-09 15:00:00	ES	Futures	3039.68	3041.32	3037.22	3039.95	45788.0
2018-03-09 15:30:00	ES	Futures	3039.68	3047.06	3038.59	3046.51	122397.0
2018-03-09 16:00:00	ES	Futures	3046.24	3046.79	3042.69	3042.96	62346.0
2018-03-09 16:30:00	ES	Futures	3042.69	3044.05	3041.32	3043.23	5403.0
2018-03-09 00:00:00	NQ	Futures	8274.09	8274.68	8267.86	8271.12	701.0
2018-03-09 00:30:00	NQ	Futures	8271.72	8275.87	8270.53	8273.5	416.0
2018-03-09 01:00:00	NQ	Futures	8273.79	8279.13	8272.01	8279.13	420.0
2018-03-09 01:30:00	NQ	Futures	8278.54	8278.54	8271.12	8273.2	391.0
2018-03-09 02:00:00	NQ	Futures	8272.9	8273.2	8266.97	8269.64	906.0
2018-03-09 02:30:00	NQ	Futures	8269.64	8273.5	8265.79	8269.94	607.0
2018-03-09 03:00:00	NQ	Futures	8270.53	8276.17	8265.79	8271.12	1204.0
2018-03-09 03:30:00	NQ	Futures	8271.42	8279.43	8269.05	8275.87	904.0
2018-03-09 04:00:00	NQ	Futures	8276.17	8277.65	8267.56	8272.61	1191.0
2018-03-09 04:30:00	NQ	Futures	8271.72	8275.87	8271.42	8273.2	706.0
2018-03-09 05:00:00	NQ	Futures	8273.5	8276.17	8270.83	8271.42	643.0
2018-03-09 05:30:00	NQ	Futures	8271.42	8284.77	8269.34	8284.17	1133.0
2018-03-09 06:00:00	NQ	Futures	8284.17	8284.77	8277.35	8280.91	639.0
2018-03-09 06:30:00	NQ	Futures	8280.91	8280.91	8272.31	8273.5	541.0
2018-03-09 07:00:00	NQ	Futures	8273.2	8280.61	8272.61	8279.13	679.0
2018-03-09 07:30:00	NQ	Futures	8279.73	8281.21	8276.46	8278.24	652.0

> showing 50 of 2,550 rows — these rows as CSV

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