PREVIEW / futures_30min / 2018-03-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-14.parquet
  size:    81 KB
  rows:    3,048

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
2018-03-14 00:00:00	ES	Futures	3019.45	3023.0	3018.91	3023.0	1792.0
2018-03-14 00:30:00	ES	Futures	3023.0	3023.0	3021.64	3021.91	966.0
2018-03-14 01:00:00	ES	Futures	3022.18	3023.0	3020.82	3021.09	1178.0
2018-03-14 01:30:00	ES	Futures	3021.09	3022.73	3020.0	3021.64	1422.0
2018-03-14 02:00:00	ES	Futures	3021.91	3023.82	3021.64	3022.46	1602.0
2018-03-14 02:30:00	ES	Futures	3022.46	3023.55	3021.36	3023.0	1341.0
2018-03-14 03:00:00	ES	Futures	3023.0	3026.28	3023.0	3025.19	4629.0
2018-03-14 03:30:00	ES	Futures	3024.91	3032.83	3024.91	3032.83	8030.0
2018-03-14 04:00:00	ES	Futures	3032.55	3037.19	3030.64	3034.19	13987.0
2018-03-14 04:30:00	ES	Futures	3034.19	3037.19	3032.01	3034.46	8058.0
2018-03-14 05:00:00	ES	Futures	3034.46	3037.47	3034.19	3035.83	5197.0
2018-03-14 05:30:00	ES	Futures	3035.83	3036.37	3033.37	3035.83	3524.0
2018-03-14 06:00:00	ES	Futures	3035.56	3038.56	3033.37	3035.28	5962.0
2018-03-14 06:30:00	ES	Futures	3035.28	3036.1	3033.1	3033.65	3599.0
2018-03-14 07:00:00	ES	Futures	3033.65	3036.92	3033.65	3034.74	4562.0
2018-03-14 07:30:00	ES	Futures	3035.01	3036.1	3033.92	3035.83	4026.0
2018-03-14 08:00:00	ES	Futures	3035.83	3036.65	3032.55	3033.92	11384.0
2018-03-14 08:30:00	ES	Futures	3033.92	3037.47	3031.46	3033.65	20951.0
2018-03-14 09:00:00	ES	Futures	3033.37	3036.1	3032.01	3035.01	17511.0
2018-03-14 09:30:00	ES	Futures	3035.01	3037.47	3025.46	3029.28	119223.0
2018-03-14 10:00:00	ES	Futures	3029.28	3032.83	3019.73	3024.37	115202.0
2018-03-14 10:30:00	ES	Futures	3024.37	3027.37	3021.09	3024.09	75169.0
2018-03-14 11:00:00	ES	Futures	3024.09	3025.46	3014.82	3019.73	82842.0
2018-03-14 11:30:00	ES	Futures	3019.73	3021.36	3004.17	3007.72	159143.0
2018-03-14 12:00:00	ES	Futures	3007.72	3010.99	3002.26	3008.27	91683.0
2018-03-14 12:30:00	ES	Futures	3008.54	3014.82	3006.9	3009.36	84080.0
2018-03-14 13:00:00	ES	Futures	3009.36	3009.36	3002.26	3006.08	77513.0
2018-03-14 13:30:00	ES	Futures	3005.81	3020.82	3005.81	3017.0	70155.0
2018-03-14 14:00:00	ES	Futures	3016.73	3018.64	3010.72	3012.63	42830.0
2018-03-14 14:30:00	ES	Futures	3012.63	3015.36	3000.62	3009.36	102546.0
2018-03-14 15:00:00	ES	Futures	3009.36	3010.18	3000.9	3002.81	93090.0
2018-03-14 15:30:00	ES	Futures	3003.08	3007.45	3000.08	3006.63	149324.0
2018-03-14 16:00:00	ES	Futures	3006.63	3007.72	3004.17	3006.36	49170.0
2018-03-14 16:30:00	ES	Futures	3006.63	3008.81	3006.36	3007.72	9514.0
2018-03-14 18:00:00	ES	Futures	3007.17	3010.45	3006.36	3009.08	4681.0
2018-03-14 18:30:00	ES	Futures	3009.36	3010.99	3008.81	3010.72	1510.0
2018-03-14 19:00:00	ES	Futures	3010.45	3010.99	3009.08	3010.72	1796.0
2018-03-14 19:30:00	ES	Futures	3010.72	3010.99	3004.99	3009.08	5930.0
2018-03-14 20:00:00	ES	Futures	3009.08	3012.36	3007.99	3007.99	6787.0
2018-03-14 20:30:00	ES	Futures	3008.27	3008.81	2996.8	2997.62	13589.0
2018-03-14 21:00:00	ES	Futures	2997.35	2998.99	2996.53	2998.17	4310.0
2018-03-14 21:30:00	ES	Futures	2998.17	3002.81	2998.17	3000.9	4129.0
2018-03-14 22:00:00	ES	Futures	3000.9	3006.9	3000.9	3006.63	4366.0
2018-03-14 22:30:00	ES	Futures	3006.9	3015.36	3006.36	3011.81	8188.0
2018-03-14 23:00:00	ES	Futures	3012.09	3013.18	3009.63	3009.9	2493.0
2018-03-14 23:30:00	ES	Futures	3009.9	3010.99	3008.81	3010.72	2228.0
2018-03-14 00:00:00	NQ	Futures	8335.19	8347.01	8334.89	8346.42	895.0
2018-03-14 00:30:00	NQ	Futures	8346.42	8348.78	8343.17	8346.71	629.0
2018-03-14 01:00:00	NQ	Futures	8347.31	8350.26	8342.87	8343.76	730.0
2018-03-14 01:30:00	NQ	Futures	8344.05	8349.67	8340.21	8346.12	754.0

> showing 50 of 3,048 rows — these rows as CSV

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