PREVIEW / futures_30min / 2018-03-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-15.parquet
  size:    82 KB
  rows:    3,095

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
2018-03-15 00:00:00	ES	Futures	3010.99	3011.54	3009.63	3010.72	1364.0
2018-03-15 00:30:00	ES	Futures	3010.72	3011.81	3009.63	3009.63	1201.0
2018-03-15 01:00:00	ES	Futures	3009.9	3010.72	3006.08	3007.45	2478.0
2018-03-15 01:30:00	ES	Futures	3007.72	3012.63	3007.72	3012.63	2345.0
2018-03-15 02:00:00	ES	Futures	3012.36	3012.9	3011.27	3012.09	1462.0
2018-03-15 02:30:00	ES	Futures	3012.36	3013.18	3011.54	3012.36	1641.0
2018-03-15 03:00:00	ES	Futures	3012.36	3014.27	3011.54	3014.27	4382.0
2018-03-15 03:30:00	ES	Futures	3014.0	3015.36	3013.45	3013.72	5605.0
2018-03-15 04:00:00	ES	Futures	3014.0	3014.0	3009.63	3011.27	7469.0
2018-03-15 04:30:00	ES	Futures	3011.27	3011.81	3009.36	3011.27	2779.0
2018-03-15 05:00:00	ES	Futures	3011.27	3014.54	3009.36	3013.18	6702.0
2018-03-15 05:30:00	ES	Futures	3013.18	3013.72	3011.81	3012.09	2750.0
2018-03-15 06:00:00	ES	Futures	3012.36	3012.36	3006.36	3008.27	8126.0
2018-03-15 06:30:00	ES	Futures	3008.27	3008.81	3004.72	3005.26	7407.0
2018-03-15 07:00:00	ES	Futures	3005.26	3007.99	3004.44	3007.72	8528.0
2018-03-15 07:30:00	ES	Futures	3007.72	3009.9	3006.9	3007.45	6243.0
2018-03-15 08:00:00	ES	Futures	3007.45	3008.81	3006.08	3007.17	6843.0
2018-03-15 08:30:00	ES	Futures	3007.45	3012.36	3006.9	3010.45	13504.0
2018-03-15 09:00:00	ES	Futures	3010.45	3012.9	3009.08	3012.63	12089.0
2018-03-15 09:30:00	ES	Futures	3012.9	3014.0	3003.63	3006.08	105534.0
2018-03-15 10:00:00	ES	Futures	3006.36	3013.45	3005.81	3010.45	86080.0
2018-03-15 10:30:00	ES	Futures	3010.72	3013.45	3006.63	3011.27	67248.0
2018-03-15 11:00:00	ES	Futures	3011.27	3020.82	3010.72	3018.36	97031.0
2018-03-15 11:30:00	ES	Futures	3018.64	3019.18	3008.54	3012.36	70602.0
2018-03-15 12:00:00	ES	Futures	3012.36	3015.09	3010.72	3011.27	58184.0
2018-03-15 12:30:00	ES	Futures	3010.99	3012.9	3008.27	3009.63	49274.0
2018-03-15 13:00:00	ES	Futures	3009.9	3011.81	3006.36	3009.08	43746.0
2018-03-15 13:30:00	ES	Futures	3009.08	3010.72	2998.44	2998.44	88030.0
2018-03-15 14:00:00	ES	Futures	2998.71	3004.17	2997.35	3000.08	69178.0
2018-03-15 14:30:00	ES	Futures	3000.35	3003.9	2997.89	3003.9	54759.0
2018-03-15 15:00:00	ES	Futures	3003.9	3006.63	2999.81	3006.63	62380.0
2018-03-15 15:30:00	ES	Futures	3006.36	3007.72	3003.35	3003.35	94396.0
2018-03-15 16:00:00	ES	Futures	3003.63	3009.9	3003.08	3007.99	58288.0
2018-03-15 16:30:00	ES	Futures	3007.99	3011.81	3007.72	3011.27	11188.0
2018-03-15 18:00:00	ES	Futures	3010.18	3011.27	3008.54	3010.72	4194.0
2018-03-15 18:30:00	ES	Futures	3010.72	3011.27	3009.9	3010.18	1158.0
2018-03-15 19:00:00	ES	Futures	3010.18	3011.81	3009.9	3011.81	1942.0
2018-03-15 19:30:00	ES	Futures	3011.81	3012.36	3011.27	3011.54	1736.0
2018-03-15 20:00:00	ES	Futures	3011.81	3012.09	3008.54	3008.81	2164.0
2018-03-15 20:30:00	ES	Futures	3008.81	3009.9	3006.9	3008.27	3111.0
2018-03-15 21:00:00	ES	Futures	3008.27	3008.54	3002.26	3003.35	8668.0
2018-03-15 21:30:00	ES	Futures	3003.08	3006.08	3002.26	3004.99	3491.0
2018-03-15 22:00:00	ES	Futures	3005.26	3005.81	3003.9	3005.54	1767.0
2018-03-15 22:30:00	ES	Futures	3005.54	3006.08	3003.63	3003.9	1788.0
2018-03-15 23:00:00	ES	Futures	3003.9	3007.17	3003.9	3005.81	1739.0
2018-03-15 23:30:00	ES	Futures	3006.08	3006.08	3003.35	3003.63	2087.0
2018-03-15 00:00:00	NQ	Futures	8354.1	8355.58	8350.85	8354.1	499.0
2018-03-15 00:30:00	NQ	Futures	8353.81	8355.88	8351.44	8352.92	428.0
2018-03-15 01:00:00	NQ	Futures	8352.62	8354.99	8340.21	8343.46	1247.0
2018-03-15 01:30:00	NQ	Futures	8344.05	8356.47	8344.05	8356.47	1034.0

> showing 50 of 3,095 rows — these rows as CSV

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