PREVIEW / futures_30min / 2018-03-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-19.parquet
  size:    87 KB
  rows:    3,160

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
2018-03-19 00:00:00	ES	Futures	3001.44	3002.26	3000.9	3001.72	1002.0
2018-03-19 00:30:00	ES	Futures	3001.72	3001.72	3000.9	3000.9	787.0
2018-03-19 01:00:00	ES	Futures	3001.17	3001.72	2997.89	3000.9	4400.0
2018-03-19 01:30:00	ES	Futures	3001.17	3001.17	2998.99	2999.26	1595.0
2018-03-19 02:00:00	ES	Futures	2999.26	3000.08	2998.44	2999.53	1472.0
2018-03-19 02:30:00	ES	Futures	2999.53	2999.81	2996.8	2998.99	3287.0
2018-03-19 03:00:00	ES	Futures	2998.99	2999.81	2997.89	2998.99	2854.0
2018-03-19 03:30:00	ES	Futures	2998.71	3000.9	2998.44	3000.08	2983.0
2018-03-19 04:00:00	ES	Futures	3000.08	3002.26	2986.43	2986.98	20469.0
2018-03-19 04:30:00	ES	Futures	2986.98	2990.53	2983.43	2990.25	17649.0
2018-03-19 05:00:00	ES	Futures	2990.53	2993.53	2988.34	2992.44	11500.0
2018-03-19 05:30:00	ES	Futures	2992.71	2994.89	2991.89	2993.8	6598.0
2018-03-19 06:00:00	ES	Futures	2993.8	2994.62	2991.62	2993.26	6082.0
2018-03-19 06:30:00	ES	Futures	2993.26	2994.62	2992.16	2992.16	4209.0
2018-03-19 07:00:00	ES	Futures	2992.44	2992.98	2989.43	2989.98	6351.0
2018-03-19 07:30:00	ES	Futures	2989.98	2992.71	2988.89	2992.44	8174.0
2018-03-19 08:00:00	ES	Futures	2992.44	2997.08	2992.16	2995.71	15845.0
2018-03-19 08:30:00	ES	Futures	2995.98	2995.98	2993.8	2994.07	9289.0
2018-03-19 09:00:00	ES	Futures	2993.8	2996.8	2991.35	2996.26	19144.0
2018-03-19 09:30:00	ES	Futures	2996.53	2996.8	2984.8	2989.71	138344.0
2018-03-19 10:00:00	ES	Futures	2989.43	2990.53	2982.88	2988.07	98441.0
2018-03-19 10:30:00	ES	Futures	2988.07	2989.43	2975.79	2977.43	111524.0
2018-03-19 11:00:00	ES	Futures	2977.7	2979.88	2972.24	2975.79	96157.0
2018-03-19 11:30:00	ES	Futures	2976.06	2976.34	2961.87	2964.6	132913.0
2018-03-19 12:00:00	ES	Futures	2964.33	2967.6	2959.41	2965.42	140186.0
2018-03-19 12:30:00	ES	Futures	2965.42	2966.51	2955.87	2961.33	109487.0
2018-03-19 13:00:00	ES	Futures	2961.05	2962.14	2946.32	2949.86	165288.0
2018-03-19 13:30:00	ES	Futures	2949.86	2958.32	2948.5	2958.05	106302.0
2018-03-19 14:00:00	ES	Futures	2957.78	2961.05	2951.23	2954.78	94252.0
2018-03-19 14:30:00	ES	Futures	2954.5	2957.23	2944.4	2954.5	120815.0
2018-03-19 15:00:00	ES	Futures	2954.78	2961.33	2949.04	2955.59	132108.0
2018-03-19 15:30:00	ES	Futures	2955.32	2968.15	2952.32	2965.15	208762.0
2018-03-19 16:00:00	ES	Futures	2965.15	2973.06	2964.05	2972.51	85512.0
2018-03-19 16:30:00	ES	Futures	2971.97	2973.88	2970.6	2972.24	13031.0
2018-03-19 17:00:00	ES	Futures	2972.24	2972.24	2971.97	2971.97	9.0
2018-03-19 18:00:00	ES	Futures	2970.88	2971.15	2967.33	2967.6	6459.0
2018-03-19 18:30:00	ES	Futures	2967.6	2969.24	2966.78	2968.69	2946.0
2018-03-19 19:00:00	ES	Futures	2968.42	2968.97	2965.15	2965.42	3040.0
2018-03-19 19:30:00	ES	Futures	2965.42	2967.88	2965.15	2967.33	2440.0
2018-03-19 20:00:00	ES	Futures	2967.33	2970.06	2966.78	2969.24	4848.0
2018-03-19 20:30:00	ES	Futures	2969.51	2973.88	2967.88	2968.42	6288.0
2018-03-19 21:00:00	ES	Futures	2968.15	2974.42	2967.88	2972.24	5724.0
2018-03-19 21:30:00	ES	Futures	2971.97	2974.15	2970.6	2970.88	3630.0
2018-03-19 22:00:00	ES	Futures	2970.6	2970.88	2968.15	2969.51	2983.0
2018-03-19 22:30:00	ES	Futures	2969.51	2971.42	2968.15	2968.69	2017.0
2018-03-19 23:00:00	ES	Futures	2968.97	2972.51	2968.97	2971.7	2474.0
2018-03-19 23:30:00	ES	Futures	2971.7	2973.33	2971.15	2971.97	2465.0
2018-03-19 00:00:00	NQ	Futures	8281.7	8284.95	8279.04	8281.4	997.0
2018-03-19 00:30:00	NQ	Futures	8281.4	8282.29	8277.56	8278.45	920.0
2018-03-19 01:00:00	NQ	Futures	8278.45	8278.45	8249.48	8273.42	4528.0

> showing 50 of 3,160 rows — these rows as CSV

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