PREVIEW / futures_30min / 2018-03-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-16.parquet
  size:    70 KB
  rows:    2,527

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
2018-03-16 00:00:00	ES	Futures	3003.63	3005.81	3003.35	3005.26	2218.0
2018-03-16 00:30:00	ES	Futures	3005.26	3005.81	3004.44	3005.54	873.0
2018-03-16 01:00:00	ES	Futures	3005.54	3008.27	3005.54	3007.45	2528.0
2018-03-16 01:30:00	ES	Futures	3007.72	3010.18	3007.45	3008.27	2561.0
2018-03-16 02:00:00	ES	Futures	3008.27	3008.27	3006.08	3007.17	1583.0
2018-03-16 02:30:00	ES	Futures	3006.9	3007.17	3005.54	3005.81	1240.0
2018-03-16 03:00:00	ES	Futures	3005.54	3006.36	3004.17	3006.08	2372.0
2018-03-16 03:30:00	ES	Futures	3005.81	3006.08	3002.26	3002.81	4195.0
2018-03-16 04:00:00	ES	Futures	3002.81	3005.26	3002.53	3005.26	5086.0
2018-03-16 04:30:00	ES	Futures	3004.99	3009.9	3004.99	3009.08	8021.0
2018-03-16 05:00:00	ES	Futures	3009.08	3010.72	3008.27	3010.45	3884.0
2018-03-16 05:30:00	ES	Futures	3010.72	3010.72	3008.54	3009.36	3803.0
2018-03-16 06:00:00	ES	Futures	3009.63	3009.9	3006.9	3008.54	3766.0
2018-03-16 06:30:00	ES	Futures	3008.54	3010.72	3007.72	3010.18	4217.0
2018-03-16 07:00:00	ES	Futures	3010.18	3011.27	3007.72	3007.99	5955.0
2018-03-16 07:30:00	ES	Futures	3007.99	3008.81	3005.81	3006.08	4898.0
2018-03-16 08:00:00	ES	Futures	3006.08	3010.18	3005.54	3010.18	8718.0
2018-03-16 08:30:00	ES	Futures	3009.9	3013.45	3009.08	3010.99	21955.0
2018-03-16 09:00:00	ES	Futures	3010.99	3013.72	3007.17	3008.81	41772.0
2018-03-16 09:30:00	ES	Futures	3008.81	3016.45	3008.54	3013.72	170031.0
2018-03-16 10:00:00	ES	Futures	3013.45	3017.27	3010.72	3016.45	73897.0
2018-03-16 10:30:00	ES	Futures	3016.45	3018.36	3014.27	3017.0	60386.0
2018-03-16 11:00:00	ES	Futures	3016.73	3017.82	3013.72	3017.54	46772.0
2018-03-16 11:30:00	ES	Futures	3017.54	3019.73	3010.72	3011.54	56634.0
2018-03-16 12:00:00	ES	Futures	3011.54	3014.27	3009.9	3013.18	47133.0
2018-03-16 12:30:00	ES	Futures	3012.9	3016.73	3011.27	3015.36	42695.0
2018-03-16 13:00:00	ES	Futures	3015.36	3016.73	3008.81	3010.18	35914.0
2018-03-16 13:30:00	ES	Futures	3009.9	3012.36	3006.9	3008.54	37993.0
2018-03-16 14:00:00	ES	Futures	3008.81	3010.18	3006.08	3009.9	29608.0
2018-03-16 14:30:00	ES	Futures	3009.63	3011.81	3008.54	3010.99	26399.0
2018-03-16 15:00:00	ES	Futures	3010.99	3012.9	3008.54	3012.09	35983.0
2018-03-16 15:30:00	ES	Futures	3012.09	3015.09	3005.81	3006.08	175735.0
2018-03-16 16:00:00	ES	Futures	3006.08	3010.72	3004.99	3008.27	67131.0
2018-03-16 16:30:00	ES	Futures	3007.99	3008.54	3006.9	3007.99	9604.0
2018-03-16 00:00:00	NQ	Futures	8343.17	8349.08	8343.17	8347.31	913.0
2018-03-16 00:30:00	NQ	Futures	8347.01	8348.78	8345.53	8347.01	597.0
2018-03-16 01:00:00	NQ	Futures	8347.01	8359.72	8347.01	8357.35	1449.0
2018-03-16 01:30:00	NQ	Futures	8357.35	8361.79	8354.69	8357.94	1330.0
2018-03-16 02:00:00	NQ	Futures	8358.24	8358.24	8351.15	8354.4	789.0
2018-03-16 02:30:00	NQ	Futures	8354.1	8354.99	8347.01	8348.19	611.0
2018-03-16 03:00:00	NQ	Futures	8347.9	8349.67	8343.17	8347.31	810.0
2018-03-16 03:30:00	NQ	Futures	8347.01	8347.01	8335.78	8338.73	2002.0
2018-03-16 04:00:00	NQ	Futures	8339.33	8343.46	8337.85	8343.17	1672.0
2018-03-16 04:30:00	NQ	Futures	8343.46	8358.83	8342.87	8356.47	2526.0
2018-03-16 05:00:00	NQ	Futures	8355.88	8360.9	8353.22	8358.54	1116.0
2018-03-16 05:30:00	NQ	Futures	8358.24	8359.72	8353.22	8357.35	1120.0
2018-03-16 06:00:00	NQ	Futures	8357.65	8358.54	8350.85	8355.88	1103.0
2018-03-16 06:30:00	NQ	Futures	8355.58	8360.01	8352.33	8357.94	1151.0
2018-03-16 07:00:00	NQ	Futures	8358.54	8362.97	8352.33	8353.51	2073.0
2018-03-16 07:30:00	NQ	Futures	8353.51	8356.76	8347.9	8348.49	1259.0

> showing 50 of 2,527 rows — these rows as CSV

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