PREVIEW / futures_30min / 2018-04-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-02.parquet
  size:    69 KB
  rows:    2,485

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
2018-04-02 00:00:00	ES	Futures	2879.45	2880.0	2875.9	2878.36	2297.0
2018-04-02 00:30:00	ES	Futures	2878.63	2879.73	2877.27	2879.18	1560.0
2018-04-02 01:00:00	ES	Futures	2879.18	2881.64	2878.63	2880.54	1418.0
2018-04-02 01:30:00	ES	Futures	2880.54	2881.36	2876.45	2877.27	1981.0
2018-04-02 02:00:00	ES	Futures	2877.0	2877.54	2875.63	2876.72	2087.0
2018-04-02 02:30:00	ES	Futures	2877.0	2877.0	2873.45	2874.81	1658.0
2018-04-02 03:00:00	ES	Futures	2874.54	2876.72	2873.18	2873.18	1555.0
2018-04-02 03:30:00	ES	Futures	2873.45	2877.0	2873.45	2876.72	1604.0
2018-04-02 04:00:00	ES	Futures	2877.0	2878.36	2875.63	2877.0	1972.0
2018-04-02 04:30:00	ES	Futures	2877.0	2878.36	2875.36	2875.36	1098.0
2018-04-02 05:00:00	ES	Futures	2875.36	2878.09	2874.81	2877.0	2055.0
2018-04-02 05:30:00	ES	Futures	2876.72	2878.09	2876.18	2877.82	1005.0
2018-04-02 06:00:00	ES	Futures	2877.82	2879.45	2877.54	2877.82	1915.0
2018-04-02 06:30:00	ES	Futures	2878.09	2879.73	2876.45	2876.72	3646.0
2018-04-02 07:00:00	ES	Futures	2876.72	2877.0	2871.54	2872.08	6798.0
2018-04-02 07:30:00	ES	Futures	2872.08	2872.63	2869.36	2872.36	8602.0
2018-04-02 08:00:00	ES	Futures	2872.36	2874.54	2870.99	2872.36	11957.0
2018-04-02 08:30:00	ES	Futures	2872.36	2877.27	2871.81	2876.18	12001.0
2018-04-02 09:00:00	ES	Futures	2875.9	2876.18	2872.08	2873.18	10396.0
2018-04-02 09:30:00	ES	Futures	2873.18	2879.73	2861.44	2864.44	152211.0
2018-04-02 10:00:00	ES	Futures	2864.44	2865.53	2850.25	2852.43	151560.0
2018-04-02 10:30:00	ES	Futures	2852.16	2852.71	2837.7	2838.52	132789.0
2018-04-02 11:00:00	ES	Futures	2838.24	2838.79	2827.05	2835.24	168205.0
2018-04-02 11:30:00	ES	Futures	2835.51	2835.79	2807.95	2816.14	217296.0
2018-04-02 12:00:00	ES	Futures	2815.87	2817.23	2804.13	2815.05	166128.0
2018-04-02 12:30:00	ES	Futures	2814.77	2825.42	2814.23	2817.23	101008.0
2018-04-02 13:00:00	ES	Futures	2817.23	2820.78	2800.86	2801.95	87836.0
2018-04-02 13:30:00	ES	Futures	2801.67	2810.41	2793.76	2793.76	127824.0
2018-04-02 14:00:00	ES	Futures	2793.76	2803.04	2785.85	2794.31	179858.0
2018-04-02 14:30:00	ES	Futures	2794.03	2803.58	2788.03	2801.95	142709.0
2018-04-02 15:00:00	ES	Futures	2801.67	2810.13	2796.22	2799.49	134657.0
2018-04-02 15:30:00	ES	Futures	2799.49	2821.87	2794.31	2816.14	337962.0
2018-04-02 16:00:00	ES	Futures	2815.87	2817.5	2809.32	2812.04	81980.0
2018-04-02 16:30:00	ES	Futures	2812.04	2819.96	2811.5	2819.41	13147.0
2018-04-02 18:00:00	ES	Futures	2817.78	2820.78	2817.5	2820.23	8442.0
2018-04-02 18:30:00	ES	Futures	2820.23	2820.78	2814.5	2815.59	5374.0
2018-04-02 19:00:00	ES	Futures	2815.59	2818.05	2813.95	2816.41	3857.0
2018-04-02 19:30:00	ES	Futures	2816.41	2821.05	2815.87	2820.23	4914.0
2018-04-02 20:00:00	ES	Futures	2820.5	2821.87	2818.05	2819.96	7997.0
2018-04-02 20:30:00	ES	Futures	2819.96	2822.96	2818.87	2822.42	5849.0
2018-04-02 21:00:00	ES	Futures	2822.42	2826.24	2822.42	2824.05	8258.0
2018-04-02 21:30:00	ES	Futures	2823.78	2824.05	2820.5	2821.6	4627.0
2018-04-02 22:00:00	ES	Futures	2821.32	2822.42	2818.59	2819.96	5830.0
2018-04-02 22:30:00	ES	Futures	2819.96	2822.14	2818.59	2821.6	6267.0
2018-04-02 23:00:00	ES	Futures	2821.6	2822.42	2819.96	2821.87	2035.0
2018-04-02 23:30:00	ES	Futures	2821.87	2822.42	2819.96	2821.87	2326.0
2018-04-02 00:00:00	NQ	Futures	7761.27	7762.74	7751.51	7759.49	794.0
2018-04-02 00:30:00	NQ	Futures	7759.79	7762.45	7753.88	7758.61	492.0
2018-04-02 01:00:00	NQ	Futures	7758.01	7763.92	7756.83	7761.27	586.0
2018-04-02 01:30:00	NQ	Futures	7761.27	7764.22	7752.4	7755.35	822.0

> showing 50 of 2,485 rows — these rows as CSV

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