PREVIEW / futures_30min / 2018-03-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-27.parquet
  size:    90 KB
  rows:    3,191

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
2018-03-27 00:00:00	ES	Futures	2915.75	2918.21	2914.66	2914.66	2691.0
2018-03-27 00:30:00	ES	Futures	2914.93	2915.75	2912.75	2913.57	1766.0
2018-03-27 01:00:00	ES	Futures	2913.57	2915.2	2912.2	2915.2	2129.0
2018-03-27 01:30:00	ES	Futures	2915.2	2917.66	2914.93	2916.57	2882.0
2018-03-27 02:00:00	ES	Futures	2916.57	2917.11	2914.66	2916.3	5004.0
2018-03-27 02:30:00	ES	Futures	2916.02	2922.85	2915.48	2922.03	11480.0
2018-03-27 03:00:00	ES	Futures	2922.03	2923.94	2919.3	2920.66	13649.0
2018-03-27 03:30:00	ES	Futures	2920.39	2920.93	2915.48	2917.93	10701.0
2018-03-27 04:00:00	ES	Futures	2917.93	2917.93	2913.29	2916.84	10330.0
2018-03-27 04:30:00	ES	Futures	2917.11	2920.93	2916.3	2920.12	8396.0
2018-03-27 05:00:00	ES	Futures	2920.12	2922.85	2919.02	2922.57	5608.0
2018-03-27 05:30:00	ES	Futures	2922.57	2925.3	2921.48	2925.03	7561.0
2018-03-27 06:00:00	ES	Futures	2925.03	2925.03	2918.21	2919.57	9655.0
2018-03-27 06:30:00	ES	Futures	2919.57	2920.39	2917.11	2917.66	5574.0
2018-03-27 07:00:00	ES	Futures	2917.66	2921.75	2917.11	2919.57	8804.0
2018-03-27 07:30:00	ES	Futures	2919.57	2920.66	2916.3	2918.21	8367.0
2018-03-27 08:00:00	ES	Futures	2917.93	2919.02	2915.75	2915.75	9914.0
2018-03-27 08:30:00	ES	Futures	2915.75	2916.57	2911.66	2912.2	20849.0
2018-03-27 09:00:00	ES	Futures	2912.2	2915.48	2910.56	2915.2	23407.0
2018-03-27 09:30:00	ES	Futures	2915.2	2915.75	2899.65	2908.65	190002.0
2018-03-27 10:00:00	ES	Futures	2908.65	2913.02	2896.65	2901.83	164430.0
2018-03-27 10:30:00	ES	Futures	2901.83	2908.93	2895.55	2902.92	120984.0
2018-03-27 11:00:00	ES	Futures	2903.2	2905.92	2897.74	2905.38	105687.0
2018-03-27 11:30:00	ES	Futures	2905.38	2920.66	2905.11	2918.75	111787.0
2018-03-27 12:00:00	ES	Futures	2918.48	2921.21	2910.29	2911.66	91443.0
2018-03-27 12:30:00	ES	Futures	2911.66	2914.11	2904.83	2911.66	100960.0
2018-03-27 13:00:00	ES	Futures	2911.66	2918.21	2908.38	2908.65	73261.0
2018-03-27 13:30:00	ES	Futures	2908.93	2910.84	2892.83	2899.92	119410.0
2018-03-27 14:00:00	ES	Futures	2899.92	2902.92	2889.0	2889.28	133077.0
2018-03-27 14:30:00	ES	Futures	2889.55	2898.28	2878.91	2880.0	136364.0
2018-03-27 15:00:00	ES	Futures	2880.0	2881.09	2853.8	2855.16	268408.0
2018-03-27 15:30:00	ES	Futures	2854.89	2856.53	2833.88	2852.71	418916.0
2018-03-27 16:00:00	ES	Futures	2852.71	2859.26	2851.62	2854.89	90271.0
2018-03-27 16:30:00	ES	Futures	2855.44	2855.44	2849.43	2852.16	13902.0
2018-03-27 18:00:00	ES	Futures	2852.16	2852.43	2846.98	2850.25	8671.0
2018-03-27 18:30:00	ES	Futures	2850.25	2855.16	2849.71	2854.07	4396.0
2018-03-27 19:00:00	ES	Futures	2854.35	2855.16	2848.61	2848.61	4907.0
2018-03-27 19:30:00	ES	Futures	2848.61	2857.07	2848.34	2855.44	5675.0
2018-03-27 20:00:00	ES	Futures	2855.44	2863.35	2855.16	2861.71	8480.0
2018-03-27 20:30:00	ES	Futures	2861.71	2863.08	2857.07	2857.89	5500.0
2018-03-27 21:00:00	ES	Futures	2857.89	2859.53	2852.16	2855.16	7447.0
2018-03-27 21:30:00	ES	Futures	2854.89	2864.44	2853.25	2863.08	11504.0
2018-03-27 22:00:00	ES	Futures	2863.08	2863.35	2857.89	2859.53	4774.0
2018-03-27 22:30:00	ES	Futures	2859.26	2861.17	2856.8	2858.98	3076.0
2018-03-27 23:00:00	ES	Futures	2858.98	2860.08	2852.98	2855.44	4053.0
2018-03-27 23:30:00	ES	Futures	2855.44	2857.35	2854.07	2855.71	2705.0
2018-03-27 00:00:00	NQ	Futures	8050.3	8055.62	8043.79	8044.38	1326.0
2018-03-27 00:30:00	NQ	Futures	8044.68	8047.93	8036.7	8040.25	1580.0
2018-03-27 01:00:00	NQ	Futures	8039.66	8049.11	8037.0	8047.93	1240.0
2018-03-27 01:30:00	NQ	Futures	8048.82	8054.73	8045.86	8051.77	1126.0

> showing 50 of 3,191 rows — these rows as CSV

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