PREVIEW / futures_30min / 2018-03-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-28.parquet
  size:    90 KB
  rows:    3,208

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
2018-03-28 00:00:00	ES	Futures	2855.71	2858.44	2855.44	2857.35	2767.0
2018-03-28 00:30:00	ES	Futures	2857.62	2858.17	2850.8	2854.35	6941.0
2018-03-28 01:00:00	ES	Futures	2854.35	2855.16	2843.7	2843.7	8776.0
2018-03-28 01:30:00	ES	Futures	2843.7	2852.43	2841.25	2851.89	9675.0
2018-03-28 02:00:00	ES	Futures	2852.16	2858.44	2851.07	2853.53	12892.0
2018-03-28 02:30:00	ES	Futures	2853.53	2860.35	2853.25	2857.35	10219.0
2018-03-28 03:00:00	ES	Futures	2857.62	2861.44	2849.16	2849.98	24321.0
2018-03-28 03:30:00	ES	Futures	2849.98	2852.16	2840.15	2841.25	24531.0
2018-03-28 04:00:00	ES	Futures	2841.52	2852.71	2838.24	2850.52	23623.0
2018-03-28 04:30:00	ES	Futures	2850.52	2852.16	2842.61	2844.25	13770.0
2018-03-28 05:00:00	ES	Futures	2843.97	2847.8	2839.88	2846.98	13974.0
2018-03-28 05:30:00	ES	Futures	2846.98	2850.52	2844.52	2848.07	9359.0
2018-03-28 06:00:00	ES	Futures	2848.34	2854.62	2846.7	2852.98	13368.0
2018-03-28 06:30:00	ES	Futures	2852.98	2857.62	2851.34	2857.62	10325.0
2018-03-28 07:00:00	ES	Futures	2857.62	2864.99	2856.26	2863.35	26565.0
2018-03-28 07:30:00	ES	Futures	2863.62	2864.99	2858.17	2860.62	12987.0
2018-03-28 08:00:00	ES	Futures	2860.62	2866.08	2860.62	2863.9	19747.0
2018-03-28 08:30:00	ES	Futures	2863.35	2867.72	2851.89	2852.43	41159.0
2018-03-28 09:00:00	ES	Futures	2852.71	2856.53	2845.89	2854.35	54561.0
2018-03-28 09:30:00	ES	Futures	2854.35	2863.35	2841.52	2859.26	275593.0
2018-03-28 10:00:00	ES	Futures	2859.53	2866.9	2845.34	2851.89	202890.0
2018-03-28 10:30:00	ES	Futures	2851.62	2856.53	2830.6	2843.43	257958.0
2018-03-28 11:00:00	ES	Futures	2843.43	2854.62	2839.06	2841.52	184992.0
2018-03-28 11:30:00	ES	Futures	2841.52	2857.07	2834.7	2849.71	187511.0
2018-03-28 12:00:00	ES	Futures	2849.71	2875.09	2846.98	2860.08	195313.0
2018-03-28 12:30:00	ES	Futures	2860.08	2867.99	2848.61	2848.61	131923.0
2018-03-28 13:00:00	ES	Futures	2848.61	2859.26	2841.79	2856.8	138550.0
2018-03-28 13:30:00	ES	Futures	2856.8	2865.26	2848.61	2857.89	100102.0
2018-03-28 14:00:00	ES	Futures	2857.62	2861.99	2846.43	2848.89	100819.0
2018-03-28 14:30:00	ES	Futures	2848.89	2861.99	2846.98	2849.43	99182.0
2018-03-28 15:00:00	ES	Futures	2849.16	2851.07	2834.97	2850.8	152604.0
2018-03-28 15:30:00	ES	Futures	2850.52	2859.53	2842.61	2843.7	219538.0
2018-03-28 16:00:00	ES	Futures	2843.7	2848.89	2842.34	2846.98	61686.0
2018-03-28 16:30:00	ES	Futures	2846.16	2850.25	2845.89	2846.98	6981.0
2018-03-28 18:00:00	ES	Futures	2848.89	2854.07	2847.52	2852.98	6148.0
2018-03-28 18:30:00	ES	Futures	2852.98	2855.16	2851.07	2852.43	4084.0
2018-03-28 19:00:00	ES	Futures	2852.43	2853.53	2848.61	2852.98	3157.0
2018-03-28 19:30:00	ES	Futures	2853.25	2855.44	2849.16	2850.8	3330.0
2018-03-28 20:00:00	ES	Futures	2850.52	2850.8	2841.79	2846.16	7896.0
2018-03-28 20:30:00	ES	Futures	2845.89	2851.89	2845.34	2849.43	4341.0
2018-03-28 21:00:00	ES	Futures	2849.71	2851.89	2845.61	2850.8	4373.0
2018-03-28 21:30:00	ES	Futures	2850.8	2851.07	2842.88	2845.07	4828.0
2018-03-28 22:00:00	ES	Futures	2845.07	2845.89	2842.34	2844.52	2995.0
2018-03-28 22:30:00	ES	Futures	2844.79	2848.61	2844.52	2847.25	3200.0
2018-03-28 23:00:00	ES	Futures	2846.98	2848.07	2839.34	2842.34	5775.0
2018-03-28 23:30:00	ES	Futures	2842.34	2844.52	2840.7	2844.25	2430.0
2018-03-28 00:00:00	NQ	Futures	7747.97	7761.56	7746.49	7757.72	1742.0
2018-03-28 00:30:00	NQ	Futures	7757.72	7759.49	7716.64	7728.17	4224.0
2018-03-28 01:00:00	NQ	Futures	7728.17	7732.01	7693.88	7694.77	3568.0
2018-03-28 01:30:00	NQ	Futures	7694.77	7726.98	7685.9	7724.62	4537.0

> showing 50 of 3,208 rows — these rows as CSV

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