PREVIEW / futures_30min / 2018-03-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-12.parquet
  size:    75 KB
  rows:    2,905

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
2018-03-12 00:00:00	ES	Futures	3055.26	3057.99	3054.71	3054.99	1836.0
2018-03-12 00:30:00	ES	Futures	3054.99	3055.26	3051.71	3054.44	2826.0
2018-03-12 01:00:00	ES	Futures	3054.44	3056.35	3053.89	3053.89	1775.0
2018-03-12 01:30:00	ES	Futures	3054.17	3056.9	3053.35	3056.9	1652.0
2018-03-12 02:00:00	ES	Futures	3056.9	3060.18	3056.08	3059.63	2564.0
2018-03-12 02:30:00	ES	Futures	3059.91	3061.0	3058.81	3059.91	3148.0
2018-03-12 03:00:00	ES	Futures	3059.91	3061.27	3058.54	3060.45	2630.0
2018-03-12 03:30:00	ES	Futures	3060.73	3061.82	3060.45	3060.73	3044.0
2018-03-12 04:00:00	ES	Futures	3060.45	3060.73	3054.17	3054.99	7299.0
2018-03-12 04:30:00	ES	Futures	3055.26	3055.81	3051.16	3054.17	4640.0
2018-03-12 05:00:00	ES	Futures	3054.44	3055.53	3051.98	3055.26	3989.0
2018-03-12 05:30:00	ES	Futures	3054.99	3056.08	3053.62	3053.89	2369.0
2018-03-12 06:00:00	ES	Futures	3054.17	3056.63	3052.53	3055.26	3212.0
2018-03-12 06:30:00	ES	Futures	3055.26	3056.08	3053.07	3054.44	3734.0
2018-03-12 07:00:00	ES	Futures	3054.44	3055.26	3051.43	3052.53	4596.0
2018-03-12 07:30:00	ES	Futures	3052.53	3053.07	3049.52	3051.43	5539.0
2018-03-12 08:00:00	ES	Futures	3051.43	3051.71	3049.25	3050.07	5842.0
2018-03-12 08:30:00	ES	Futures	3050.07	3050.89	3048.15	3048.43	4478.0
2018-03-12 09:00:00	ES	Futures	3048.7	3050.89	3047.61	3050.34	5600.0
2018-03-12 09:30:00	ES	Futures	3050.34	3058.27	3048.15	3054.44	40213.0
2018-03-12 10:00:00	ES	Futures	3054.44	3055.26	3050.61	3052.53	25461.0
2018-03-12 10:30:00	ES	Futures	3052.25	3052.53	3043.51	3043.51	30130.0
2018-03-12 11:00:00	ES	Futures	3043.51	3046.79	3038.31	3039.13	32275.0
2018-03-12 11:30:00	ES	Futures	3039.13	3046.79	3038.59	3044.6	35681.0
2018-03-12 12:00:00	ES	Futures	3044.6	3048.7	3044.6	3046.79	18041.0
2018-03-12 12:30:00	ES	Futures	3046.79	3048.43	3042.41	3044.6	14382.0
2018-03-12 13:00:00	ES	Futures	3044.6	3047.88	3044.33	3045.69	9863.0
2018-03-12 13:30:00	ES	Futures	3045.97	3049.52	3044.6	3044.6	11968.0
2018-03-12 14:00:00	ES	Futures	3044.87	3047.88	3040.23	3042.14	15933.0
2018-03-12 14:30:00	ES	Futures	3042.14	3043.51	3038.59	3040.5	14057.0
2018-03-12 15:00:00	ES	Futures	3040.5	3046.51	3040.23	3045.69	17532.0
2018-03-12 15:30:00	ES	Futures	3045.69	3052.53	3042.41	3042.41	56903.0
2018-03-12 16:00:00	ES	Futures	3042.69	3044.87	3042.14	3044.33	19286.0
2018-03-12 16:30:00	ES	Futures	3043.23	3044.6	3041.87	3042.69	3641.0
2018-03-12 18:00:00	ES	Futures	3041.87	3043.78	3041.05	3042.69	1089.0
2018-03-12 18:30:00	ES	Futures	3042.69	3044.33	3042.69	3043.23	324.0
2018-03-12 19:00:00	ES	Futures	3043.51	3043.51	3041.05	3041.32	565.0
2018-03-12 19:30:00	ES	Futures	3041.32	3042.41	3041.32	3042.41	225.0
2018-03-12 20:00:00	ES	Futures	3042.41	3043.23	3041.59	3042.41	541.0
2018-03-12 20:30:00	ES	Futures	3042.14	3043.23	3041.87	3043.23	593.0
2018-03-12 21:00:00	ES	Futures	3042.96	3043.78	3042.14	3042.14	856.0
2018-03-12 21:30:00	ES	Futures	3042.14	3044.6	3041.59	3043.23	1488.0
2018-03-12 22:00:00	ES	Futures	3043.23	3043.23	3041.87	3042.69	521.0
2018-03-12 22:30:00	ES	Futures	3042.41	3042.96	3041.87	3042.96	369.0
2018-03-12 23:00:00	ES	Futures	3042.69	3043.23	3042.41	3042.96	348.0
2018-03-12 23:30:00	ES	Futures	3043.23	3043.78	3042.69	3043.23	444.0
2018-03-12 00:00:00	NQ	Futures	8465.69	8478.74	8465.1	8469.55	498.0
2018-03-12 00:30:00	NQ	Futures	8469.55	8470.14	8458.87	8464.5	558.0
2018-03-12 01:00:00	NQ	Futures	8465.1	8472.81	8464.8	8465.69	552.0
2018-03-12 01:30:00	NQ	Futures	8465.99	8471.62	8463.02	8469.55	352.0

> showing 50 of 2,905 rows — these rows as CSV

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