PREVIEW / futures_30min / 2018-03-29

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-03-29.parquet
  size:    75 KB
  rows:    2,610

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
2018-03-29 00:00:00	ES	Futures	2844.25	2845.61	2842.34	2843.43	1815.0
2018-03-29 00:30:00	ES	Futures	2843.43	2844.52	2841.25	2841.79	1501.0
2018-03-29 01:00:00	ES	Futures	2841.79	2843.43	2839.88	2840.7	2047.0
2018-03-29 01:30:00	ES	Futures	2840.97	2849.16	2840.7	2848.61	5100.0
2018-03-29 02:00:00	ES	Futures	2848.61	2850.25	2845.34	2848.89	6634.0
2018-03-29 02:30:00	ES	Futures	2848.89	2853.8	2848.89	2853.8	7823.0
2018-03-29 03:00:00	ES	Futures	2853.53	2853.53	2845.89	2849.98	12291.0
2018-03-29 03:30:00	ES	Futures	2849.71	2853.8	2847.52	2852.16	8147.0
2018-03-29 04:00:00	ES	Futures	2851.89	2852.16	2847.25	2848.07	4712.0
2018-03-29 04:30:00	ES	Futures	2848.07	2855.44	2847.52	2854.35	8184.0
2018-03-29 05:00:00	ES	Futures	2854.07	2857.35	2851.62	2855.71	9943.0
2018-03-29 05:30:00	ES	Futures	2855.71	2860.08	2855.44	2859.8	9061.0
2018-03-29 06:00:00	ES	Futures	2859.8	2859.8	2857.35	2859.53	5936.0
2018-03-29 06:30:00	ES	Futures	2859.26	2859.53	2855.44	2855.44	7046.0
2018-03-29 07:00:00	ES	Futures	2855.71	2858.44	2855.44	2855.98	5639.0
2018-03-29 07:30:00	ES	Futures	2855.71	2860.9	2855.16	2859.26	9861.0
2018-03-29 08:00:00	ES	Futures	2858.98	2859.53	2852.43	2855.71	14614.0
2018-03-29 08:30:00	ES	Futures	2855.71	2859.26	2854.89	2857.07	15131.0
2018-03-29 09:00:00	ES	Futures	2856.8	2858.98	2854.89	2857.35	18289.0
2018-03-29 09:30:00	ES	Futures	2857.35	2864.17	2848.34	2851.34	192742.0
2018-03-29 10:00:00	ES	Futures	2851.34	2860.62	2849.43	2857.62	131874.0
2018-03-29 10:30:00	ES	Futures	2857.35	2875.9	2855.71	2875.63	150862.0
2018-03-29 11:00:00	ES	Futures	2875.63	2884.09	2871.54	2873.99	166124.0
2018-03-29 11:30:00	ES	Futures	2873.99	2877.82	2868.81	2877.27	95101.0
2018-03-29 12:00:00	ES	Futures	2877.27	2878.63	2867.72	2876.45	87094.0
2018-03-29 12:30:00	ES	Futures	2876.45	2878.09	2871.54	2875.63	38041.0
2018-03-29 13:00:00	ES	Futures	2875.9	2878.36	2869.9	2876.72	46565.0
2018-03-29 13:30:00	ES	Futures	2876.72	2887.91	2875.36	2884.64	88094.0
2018-03-29 14:00:00	ES	Futures	2884.37	2892.55	2881.09	2888.19	89623.0
2018-03-29 14:30:00	ES	Futures	2888.19	2898.56	2887.09	2893.92	96029.0
2018-03-29 15:00:00	ES	Futures	2893.64	2903.2	2887.37	2892.01	129198.0
2018-03-29 15:30:00	ES	Futures	2892.01	2897.19	2882.73	2883.82	308418.0
2018-03-29 16:00:00	ES	Futures	2883.82	2885.46	2875.9	2878.36	118845.0
2018-03-29 16:30:00	ES	Futures	2878.09	2879.73	2876.45	2879.18	10872.0
2018-03-29 00:00:00	NQ	Futures	7665.51	7670.83	7659.01	7664.04	1058.0
2018-03-29 00:30:00	NQ	Futures	7664.33	7666.1	7657.24	7659.01	1088.0
2018-03-29 01:00:00	NQ	Futures	7659.01	7664.33	7655.46	7658.72	1362.0
2018-03-29 01:30:00	NQ	Futures	7659.01	7682.65	7658.12	7682.06	2707.0
2018-03-29 02:00:00	NQ	Futures	7681.77	7694.18	7670.54	7686.5	3733.0
2018-03-29 02:30:00	NQ	Futures	7686.2	7707.18	7685.9	7705.11	4169.0
2018-03-29 03:00:00	NQ	Futures	7704.82	7704.82	7680.29	7692.7	3965.0
2018-03-29 03:30:00	NQ	Futures	7692.41	7701.27	7686.5	7695.36	2530.0
2018-03-29 04:00:00	NQ	Futures	7695.07	7695.95	7679.4	7682.06	2222.0
2018-03-29 04:30:00	NQ	Futures	7682.65	7704.23	7681.77	7701.86	2414.0
2018-03-29 05:00:00	NQ	Futures	7700.68	7708.36	7688.86	7704.23	2187.0
2018-03-29 05:30:00	NQ	Futures	7703.34	7727.57	7702.45	7723.44	4412.0
2018-03-29 06:00:00	NQ	Futures	7722.85	7723.73	7708.66	7715.16	2579.0
2018-03-29 06:30:00	NQ	Futures	7715.46	7715.46	7698.32	7699.2	2947.0
2018-03-29 07:00:00	NQ	Futures	7699.79	7713.09	7699.2	7707.48	2122.0
2018-03-29 07:30:00	NQ	Futures	7706.89	7731.71	7704.23	7720.19	4994.0

> showing 50 of 2,610 rows — these rows as CSV

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