PREVIEW / futures_30min / 2018-03-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-20.parquet
  size:    82 KB
  rows:    3,096

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
2018-03-20 00:00:00	ES	Futures	2971.97	2974.42	2971.42	2973.88	2944.0
2018-03-20 00:30:00	ES	Futures	2974.15	2976.88	2973.61	2974.15	3023.0
2018-03-20 01:00:00	ES	Futures	2973.88	2975.24	2973.33	2975.24	1643.0
2018-03-20 01:30:00	ES	Futures	2974.97	2977.15	2974.15	2977.15	3121.0
2018-03-20 02:00:00	ES	Futures	2976.88	2977.7	2974.97	2977.15	4566.0
2018-03-20 02:30:00	ES	Futures	2977.15	2978.52	2976.06	2976.61	3031.0
2018-03-20 03:00:00	ES	Futures	2976.61	2977.15	2974.7	2975.79	4952.0
2018-03-20 03:30:00	ES	Futures	2976.06	2977.15	2972.51	2972.51	5026.0
2018-03-20 04:00:00	ES	Futures	2972.51	2974.15	2970.33	2971.97	7887.0
2018-03-20 04:30:00	ES	Futures	2972.24	2973.06	2969.79	2973.06	4936.0
2018-03-20 05:00:00	ES	Futures	2973.06	2973.06	2965.15	2966.24	10106.0
2018-03-20 05:30:00	ES	Futures	2966.24	2969.24	2965.96	2968.42	7089.0
2018-03-20 06:00:00	ES	Futures	2968.42	2971.97	2967.06	2970.33	7889.0
2018-03-20 06:30:00	ES	Futures	2970.6	2975.52	2969.51	2974.15	7006.0
2018-03-20 07:00:00	ES	Futures	2973.88	2977.43	2973.61	2976.61	8333.0
2018-03-20 07:30:00	ES	Futures	2976.88	2979.06	2976.61	2978.79	11593.0
2018-03-20 08:00:00	ES	Futures	2978.52	2979.06	2975.24	2975.79	8553.0
2018-03-20 08:30:00	ES	Futures	2975.79	2976.34	2973.61	2974.42	11036.0
2018-03-20 09:00:00	ES	Futures	2974.42	2974.7	2968.42	2969.79	31910.0
2018-03-20 09:30:00	ES	Futures	2969.79	2977.7	2968.97	2969.51	128104.0
2018-03-20 10:00:00	ES	Futures	2969.51	2974.42	2965.15	2973.88	90792.0
2018-03-20 10:30:00	ES	Futures	2973.88	2977.43	2968.97	2973.33	73800.0
2018-03-20 11:00:00	ES	Futures	2973.33	2974.7	2967.88	2971.7	55297.0
2018-03-20 11:30:00	ES	Futures	2971.7	2972.51	2962.14	2966.51	69138.0
2018-03-20 12:00:00	ES	Futures	2966.78	2973.06	2964.87	2970.88	63174.0
2018-03-20 12:30:00	ES	Futures	2970.6	2973.06	2966.78	2968.15	37143.0
2018-03-20 13:00:00	ES	Futures	2968.15	2970.06	2964.6	2965.69	26551.0
2018-03-20 13:30:00	ES	Futures	2965.69	2966.78	2962.14	2963.51	38443.0
2018-03-20 14:00:00	ES	Futures	2963.78	2970.06	2961.33	2969.79	47894.0
2018-03-20 14:30:00	ES	Futures	2969.79	2974.42	2968.69	2973.06	53233.0
2018-03-20 15:00:00	ES	Futures	2973.06	2976.61	2971.42	2971.7	59025.0
2018-03-20 15:30:00	ES	Futures	2971.97	2973.33	2967.6	2969.79	97670.0
2018-03-20 16:00:00	ES	Futures	2969.79	2973.88	2968.42	2973.61	49317.0
2018-03-20 16:30:00	ES	Futures	2973.61	2974.15	2972.51	2973.33	4925.0
2018-03-20 17:00:00	ES	Futures	2973.33	2973.33	2973.33	2973.33	2.0
2018-03-20 18:00:00	ES	Futures	2972.79	2975.24	2972.79	2973.88	3261.0
2018-03-20 18:30:00	ES	Futures	2973.88	2973.88	2970.06	2970.6	2508.0
2018-03-20 19:00:00	ES	Futures	2970.6	2972.24	2970.33	2971.7	1113.0
2018-03-20 19:30:00	ES	Futures	2971.7	2972.24	2970.6	2971.7	1198.0
2018-03-20 20:00:00	ES	Futures	2971.7	2972.51	2970.33	2971.15	2136.0
2018-03-20 20:30:00	ES	Futures	2971.15	2971.7	2970.33	2970.6	764.0
2018-03-20 21:00:00	ES	Futures	2970.6	2973.61	2970.33	2973.06	1951.0
2018-03-20 21:30:00	ES	Futures	2973.33	2975.79	2973.06	2974.42	3402.0
2018-03-20 22:00:00	ES	Futures	2974.42	2975.79	2974.42	2974.97	972.0
2018-03-20 22:30:00	ES	Futures	2974.97	2976.06	2974.7	2975.52	1100.0
2018-03-20 23:00:00	ES	Futures	2975.52	2976.34	2975.24	2975.24	1049.0
2018-03-20 23:30:00	ES	Futures	2975.24	2976.06	2974.7	2975.52	748.0
2018-03-20 00:00:00	NQ	Futures	8141.02	8153.44	8138.96	8149.3	1058.0
2018-03-20 00:30:00	NQ	Futures	8149.3	8161.12	8147.82	8150.78	1225.0
2018-03-20 01:00:00	NQ	Futures	8150.78	8153.73	8146.34	8152.85	969.0

> showing 50 of 3,096 rows — these rows as CSV

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