PREVIEW / futures_30min / 2018-03-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-21.parquet
  size:    87 KB
  rows:    3,090

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
2018-03-21 00:00:00	ES	Futures	2975.79	2975.79	2975.24	2975.52	338.0
2018-03-21 00:30:00	ES	Futures	2975.52	2977.7	2975.52	2977.15	1545.0
2018-03-21 01:00:00	ES	Futures	2977.15	2977.15	2976.06	2976.34	539.0
2018-03-21 01:30:00	ES	Futures	2976.34	2976.34	2974.15	2974.15	1147.0
2018-03-21 02:00:00	ES	Futures	2974.42	2975.24	2973.88	2974.42	1118.0
2018-03-21 02:30:00	ES	Futures	2974.42	2976.88	2974.15	2975.79	2056.0
2018-03-21 03:00:00	ES	Futures	2975.79	2976.34	2972.51	2973.33	3175.0
2018-03-21 03:30:00	ES	Futures	2973.33	2975.79	2973.33	2974.7	4137.0
2018-03-21 04:00:00	ES	Futures	2974.7	2974.7	2970.06	2970.06	5864.0
2018-03-21 04:30:00	ES	Futures	2970.33	2971.97	2968.15	2969.79	7328.0
2018-03-21 05:00:00	ES	Futures	2970.06	2970.6	2966.78	2970.06	5886.0
2018-03-21 05:30:00	ES	Futures	2969.79	2970.6	2968.15	2969.79	4212.0
2018-03-21 06:00:00	ES	Futures	2970.06	2971.42	2968.42	2971.42	4790.0
2018-03-21 06:30:00	ES	Futures	2971.42	2974.15	2971.42	2972.51	6410.0
2018-03-21 07:00:00	ES	Futures	2972.51	2973.88	2971.42	2972.24	5917.0
2018-03-21 07:30:00	ES	Futures	2972.24	2973.33	2966.24	2969.51	18975.0
2018-03-21 08:00:00	ES	Futures	2969.51	2970.88	2968.15	2970.33	7073.0
2018-03-21 08:30:00	ES	Futures	2970.06	2971.42	2968.15	2971.15	12215.0
2018-03-21 09:00:00	ES	Futures	2971.15	2971.42	2966.51	2969.51	17626.0
2018-03-21 09:30:00	ES	Futures	2969.51	2970.33	2964.05	2965.96	106483.0
2018-03-21 10:00:00	ES	Futures	2966.24	2971.42	2965.96	2967.88	53356.0
2018-03-21 10:30:00	ES	Futures	2967.6	2972.51	2964.87	2970.06	56120.0
2018-03-21 11:00:00	ES	Futures	2969.79	2973.06	2968.69	2972.79	35290.0
2018-03-21 11:30:00	ES	Futures	2972.79	2984.52	2972.51	2981.25	77708.0
2018-03-21 12:00:00	ES	Futures	2981.25	2983.43	2979.61	2982.07	51452.0
2018-03-21 12:30:00	ES	Futures	2982.34	2984.25	2981.25	2983.43	22909.0
2018-03-21 13:00:00	ES	Futures	2983.7	2983.98	2977.15	2978.52	39000.0
2018-03-21 13:30:00	ES	Futures	2978.52	2982.61	2975.52	2981.25	38651.0
2018-03-21 14:00:00	ES	Futures	2981.25	2995.44	2973.88	2981.25	238129.0
2018-03-21 14:30:00	ES	Futures	2981.25	2982.88	2961.05	2968.69	172981.0
2018-03-21 15:00:00	ES	Futures	2968.69	2983.7	2967.33	2973.61	142417.0
2018-03-21 15:30:00	ES	Futures	2973.33	2979.06	2963.24	2963.51	158229.0
2018-03-21 16:00:00	ES	Futures	2963.51	2967.88	2962.96	2967.33	58014.0
2018-03-21 16:30:00	ES	Futures	2966.24	2967.06	2964.87	2967.06	6014.0
2018-03-21 18:00:00	ES	Futures	2967.33	2969.24	2966.78	2967.88	3364.0
2018-03-21 18:30:00	ES	Futures	2967.88	2969.24	2967.06	2967.6	952.0
2018-03-21 19:00:00	ES	Futures	2967.88	2968.42	2965.96	2967.33	1544.0
2018-03-21 19:30:00	ES	Futures	2967.33	2968.15	2967.06	2967.6	1049.0
2018-03-21 20:00:00	ES	Futures	2967.6	2970.88	2966.78	2970.06	3383.0
2018-03-21 20:30:00	ES	Futures	2970.33	2971.97	2969.51	2970.88	2041.0
2018-03-21 21:00:00	ES	Futures	2971.15	2976.06	2971.15	2974.97	6938.0
2018-03-21 21:30:00	ES	Futures	2974.7	2974.97	2972.24	2972.51	2137.0
2018-03-21 22:00:00	ES	Futures	2972.24	2973.33	2971.42	2971.42	2039.0
2018-03-21 22:30:00	ES	Futures	2971.42	2971.97	2967.33	2968.15	3862.0
2018-03-21 23:00:00	ES	Futures	2968.15	2969.24	2966.24	2967.6	2370.0
2018-03-21 23:30:00	ES	Futures	2967.88	2968.69	2967.06	2967.6	1087.0
2018-03-21 00:00:00	NQ	Futures	8180.63	8180.92	8178.85	8179.44	151.0
2018-03-21 00:30:00	NQ	Futures	8179.15	8184.47	8177.97	8182.99	704.0
2018-03-21 01:00:00	NQ	Futures	8182.69	8184.17	8181.22	8182.1	291.0
2018-03-21 01:30:00	NQ	Futures	8182.1	8182.1	8175.9	8175.9	332.0

> showing 50 of 3,090 rows — these rows as CSV

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