PREVIEW / futures_30min / 2018-03-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-26.parquet
  size:    88 KB
  rows:    3,182

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
2018-03-26 00:00:00	ES	Futures	2851.62	2852.43	2849.16	2851.07	2455.0
2018-03-26 00:30:00	ES	Futures	2850.8	2851.34	2849.71	2850.25	1226.0
2018-03-26 01:00:00	ES	Futures	2850.25	2858.98	2850.25	2857.62	7460.0
2018-03-26 01:30:00	ES	Futures	2857.62	2859.8	2854.89	2855.71	5456.0
2018-03-26 02:00:00	ES	Futures	2855.71	2859.8	2855.16	2859.8	8108.0
2018-03-26 02:30:00	ES	Futures	2859.8	2864.72	2857.62	2864.17	13981.0
2018-03-26 03:00:00	ES	Futures	2863.9	2864.99	2860.35	2860.62	14898.0
2018-03-26 03:30:00	ES	Futures	2860.62	2867.44	2860.35	2865.53	14376.0
2018-03-26 04:00:00	ES	Futures	2865.53	2870.72	2864.72	2868.54	11665.0
2018-03-26 04:30:00	ES	Futures	2868.54	2870.17	2864.72	2865.26	9030.0
2018-03-26 05:00:00	ES	Futures	2864.99	2869.63	2863.08	2867.72	8892.0
2018-03-26 05:30:00	ES	Futures	2867.72	2875.63	2867.17	2873.99	14815.0
2018-03-26 06:00:00	ES	Futures	2873.99	2874.54	2871.27	2871.54	7556.0
2018-03-26 06:30:00	ES	Futures	2871.54	2872.63	2867.44	2871.81	11117.0
2018-03-26 07:00:00	ES	Futures	2871.54	2877.54	2869.9	2870.45	16955.0
2018-03-26 07:30:00	ES	Futures	2870.45	2871.54	2867.72	2870.72	11975.0
2018-03-26 08:00:00	ES	Futures	2870.99	2879.45	2870.45	2874.27	21685.0
2018-03-26 08:30:00	ES	Futures	2873.99	2875.36	2869.9	2870.17	20376.0
2018-03-26 09:00:00	ES	Futures	2870.45	2870.99	2866.63	2870.72	30419.0
2018-03-26 09:30:00	ES	Futures	2870.72	2881.64	2869.9	2875.36	219669.0
2018-03-26 10:00:00	ES	Futures	2875.36	2879.18	2862.81	2863.35	138435.0
2018-03-26 10:30:00	ES	Futures	2863.35	2866.35	2855.98	2858.98	164855.0
2018-03-26 11:00:00	ES	Futures	2858.98	2861.71	2840.43	2848.89	208168.0
2018-03-26 11:30:00	ES	Futures	2848.89	2861.44	2845.89	2857.89	130352.0
2018-03-26 12:00:00	ES	Futures	2857.62	2869.63	2852.98	2866.08	82923.0
2018-03-26 12:30:00	ES	Futures	2866.08	2872.9	2860.62	2862.26	82637.0
2018-03-26 13:00:00	ES	Futures	2862.26	2875.36	2861.71	2868.81	88789.0
2018-03-26 13:30:00	ES	Futures	2868.81	2872.63	2863.62	2868.81	58825.0
2018-03-26 14:00:00	ES	Futures	2868.81	2885.73	2868.26	2885.18	115452.0
2018-03-26 14:30:00	ES	Futures	2885.18	2891.46	2881.91	2886.28	107396.0
2018-03-26 15:00:00	ES	Futures	2886.55	2897.19	2885.46	2896.92	104306.0
2018-03-26 15:30:00	ES	Futures	2896.92	2906.74	2895.28	2903.74	250092.0
2018-03-26 16:00:00	ES	Futures	2903.74	2905.11	2898.83	2904.29	107632.0
2018-03-26 16:30:00	ES	Futures	2902.65	2904.29	2902.38	2903.47	8625.0
2018-03-26 18:00:00	ES	Futures	2903.2	2907.29	2902.65	2906.74	4308.0
2018-03-26 18:30:00	ES	Futures	2906.47	2906.74	2904.01	2904.01	2233.0
2018-03-26 19:00:00	ES	Futures	2904.29	2904.83	2900.19	2903.2	4638.0
2018-03-26 19:30:00	ES	Futures	2902.92	2906.2	2902.65	2906.2	2657.0
2018-03-26 20:00:00	ES	Futures	2906.47	2912.2	2906.47	2911.38	10719.0
2018-03-26 20:30:00	ES	Futures	2911.38	2913.29	2910.29	2911.11	3834.0
2018-03-26 21:00:00	ES	Futures	2910.84	2917.11	2910.56	2915.75	7169.0
2018-03-26 21:30:00	ES	Futures	2915.75	2916.84	2913.57	2913.57	3887.0
2018-03-26 22:00:00	ES	Futures	2913.84	2914.93	2911.11	2911.38	3688.0
2018-03-26 22:30:00	ES	Futures	2911.38	2913.57	2910.56	2913.29	1654.0
2018-03-26 23:00:00	ES	Futures	2913.29	2914.93	2912.47	2913.29	1702.0
2018-03-26 23:30:00	ES	Futures	2913.29	2916.02	2911.93	2915.75	2289.0
2018-03-26 00:00:00	NQ	Futures	7807.07	7809.44	7799.68	7807.37	1234.0
2018-03-26 00:30:00	NQ	Futures	7807.37	7807.96	7800.87	7803.53	935.0
2018-03-26 01:00:00	NQ	Futures	7803.23	7826.28	7802.94	7823.33	2483.0
2018-03-26 01:30:00	NQ	Futures	7823.62	7827.76	7815.35	7817.12	2193.0

> showing 50 of 3,182 rows — these rows as CSV

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