PREVIEW / futures_30min / 2018-03-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-23.parquet
  size:    77 KB
  rows:    2,623

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
2018-03-23 00:00:00	ES	Futures	2868.54	2869.63	2866.9	2868.26	3358.0
2018-03-23 00:30:00	ES	Futures	2868.26	2870.17	2867.44	2868.81	2595.0
2018-03-23 01:00:00	ES	Futures	2869.08	2870.17	2866.08	2866.35	3217.0
2018-03-23 01:30:00	ES	Futures	2866.35	2867.44	2863.35	2865.26	4705.0
2018-03-23 02:00:00	ES	Futures	2865.26	2870.17	2862.81	2866.08	6342.0
2018-03-23 02:30:00	ES	Futures	2866.35	2872.08	2866.08	2871.27	5177.0
2018-03-23 03:00:00	ES	Futures	2871.54	2878.63	2871.27	2877.27	14221.0
2018-03-23 03:30:00	ES	Futures	2877.27	2885.46	2876.18	2884.37	14428.0
2018-03-23 04:00:00	ES	Futures	2884.37	2886.28	2877.54	2879.18	20157.0
2018-03-23 04:30:00	ES	Futures	2878.91	2879.18	2873.72	2875.36	13333.0
2018-03-23 05:00:00	ES	Futures	2875.09	2877.0	2869.36	2869.36	18175.0
2018-03-23 05:30:00	ES	Futures	2869.36	2870.99	2865.53	2867.99	15750.0
2018-03-23 06:00:00	ES	Futures	2867.99	2873.45	2864.99	2872.08	15271.0
2018-03-23 06:30:00	ES	Futures	2872.08	2879.45	2872.08	2878.91	18000.0
2018-03-23 07:00:00	ES	Futures	2878.91	2880.82	2876.18	2878.36	12113.0
2018-03-23 07:30:00	ES	Futures	2878.63	2886.0	2876.45	2885.18	24978.0
2018-03-23 08:00:00	ES	Futures	2884.91	2893.64	2884.09	2889.55	36097.0
2018-03-23 08:30:00	ES	Futures	2889.82	2894.19	2883.55	2884.64	37855.0
2018-03-23 09:00:00	ES	Futures	2884.64	2895.28	2883.82	2892.55	49683.0
2018-03-23 09:30:00	ES	Futures	2892.83	2902.38	2883.0	2890.37	230266.0
2018-03-23 10:00:00	ES	Futures	2890.64	2897.74	2883.82	2891.73	178571.0
2018-03-23 10:30:00	ES	Futures	2892.01	2897.74	2889.0	2896.92	119154.0
2018-03-23 11:00:00	ES	Futures	2896.65	2899.38	2885.18	2886.0	95869.0
2018-03-23 11:30:00	ES	Futures	2885.73	2888.19	2866.35	2867.44	161087.0
2018-03-23 12:00:00	ES	Futures	2867.17	2881.64	2866.63	2880.54	135253.0
2018-03-23 12:30:00	ES	Futures	2880.54	2881.09	2867.72	2869.9	108283.0
2018-03-23 13:00:00	ES	Futures	2869.9	2885.18	2867.17	2882.73	113132.0
2018-03-23 13:30:00	ES	Futures	2883.0	2892.01	2876.72	2889.0	90862.0
2018-03-23 14:00:00	ES	Futures	2889.0	2892.55	2870.17	2873.99	119064.0
2018-03-23 14:30:00	ES	Futures	2873.72	2875.63	2847.8	2849.43	171346.0
2018-03-23 15:00:00	ES	Futures	2849.43	2854.89	2840.15	2845.61	267137.0
2018-03-23 15:30:00	ES	Futures	2845.61	2845.61	2822.96	2824.87	398864.0
2018-03-23 16:00:00	ES	Futures	2825.14	2840.15	2823.78	2834.7	109826.0
2018-03-23 16:30:00	ES	Futures	2835.24	2837.97	2832.24	2834.42	17910.0
2018-03-23 00:00:00	NQ	Futures	7838.4	7841.35	7829.53	7833.97	1608.0
2018-03-23 00:30:00	NQ	Futures	7833.37	7842.54	7828.35	7836.92	1081.0
2018-03-23 01:00:00	NQ	Futures	7837.51	7839.88	7826.28	7827.76	1300.0
2018-03-23 01:30:00	NQ	Futures	7827.17	7829.24	7817.42	7821.85	1814.0
2018-03-23 02:00:00	NQ	Futures	7821.85	7835.15	7810.32	7821.85	2883.0
2018-03-23 02:30:00	NQ	Futures	7822.44	7851.7	7821.55	7846.38	2362.0
2018-03-23 03:00:00	NQ	Futures	7846.97	7875.04	7846.97	7871.79	4847.0
2018-03-23 03:30:00	NQ	Futures	7871.79	7886.87	7867.66	7882.73	3856.0
2018-03-23 04:00:00	NQ	Futures	7883.02	7892.78	7857.02	7860.27	5442.0
2018-03-23 04:30:00	NQ	Futures	7859.68	7860.86	7840.76	7850.81	3726.0
2018-03-23 05:00:00	NQ	Futures	7850.52	7856.13	7829.83	7831.31	3667.0
2018-03-23 05:30:00	NQ	Futures	7831.9	7838.1	7816.83	7828.06	4123.0
2018-03-23 06:00:00	NQ	Futures	7828.06	7845.49	7817.42	7835.15	5098.0
2018-03-23 06:30:00	NQ	Futures	7834.85	7858.79	7834.56	7856.43	5303.0
2018-03-23 07:00:00	NQ	Futures	7856.72	7871.79	7851.4	7865.0	4022.0
2018-03-23 07:30:00	NQ	Futures	7865.0	7884.5	7859.68	7883.02	6495.0

> showing 50 of 2,623 rows — these rows as CSV

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