PREVIEW / futures_30min / 2018-04-03

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-03.parquet
  size:    86 KB
  rows:    3,195

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
2018-04-03 00:00:00	ES	Futures	2822.14	2822.69	2821.05	2822.42	1709.0
2018-04-03 00:30:00	ES	Futures	2822.42	2822.69	2821.6	2822.42	1135.0
2018-04-03 01:00:00	ES	Futures	2822.42	2823.23	2817.78	2818.32	3870.0
2018-04-03 01:30:00	ES	Futures	2818.05	2819.14	2815.32	2816.14	7660.0
2018-04-03 02:00:00	ES	Futures	2816.14	2821.32	2816.14	2821.32	8034.0
2018-04-03 02:30:00	ES	Futures	2821.32	2823.51	2820.23	2822.69	7226.0
2018-04-03 03:00:00	ES	Futures	2822.96	2826.51	2821.87	2825.42	15025.0
2018-04-03 03:30:00	ES	Futures	2825.42	2825.96	2821.87	2821.87	6968.0
2018-04-03 04:00:00	ES	Futures	2821.87	2823.23	2820.23	2822.42	10643.0
2018-04-03 04:30:00	ES	Futures	2822.42	2823.78	2820.78	2822.69	6730.0
2018-04-03 05:00:00	ES	Futures	2822.42	2823.78	2819.96	2821.05	5355.0
2018-04-03 05:30:00	ES	Futures	2821.05	2822.14	2819.41	2820.23	4682.0
2018-04-03 06:00:00	ES	Futures	2819.96	2824.6	2819.41	2823.51	5741.0
2018-04-03 06:30:00	ES	Futures	2823.51	2827.33	2823.23	2823.78	11976.0
2018-04-03 07:00:00	ES	Futures	2823.78	2827.05	2822.14	2822.96	9147.0
2018-04-03 07:30:00	ES	Futures	2822.69	2827.33	2821.6	2826.78	8402.0
2018-04-03 08:00:00	ES	Futures	2826.78	2832.24	2825.69	2831.15	20844.0
2018-04-03 08:30:00	ES	Futures	2831.15	2833.88	2828.96	2833.06	20814.0
2018-04-03 09:00:00	ES	Futures	2833.33	2833.33	2830.06	2831.97	18897.0
2018-04-03 09:30:00	ES	Futures	2831.69	2835.51	2822.42	2826.24	211207.0
2018-04-03 10:00:00	ES	Futures	2826.24	2826.78	2809.32	2820.5	194006.0
2018-04-03 10:30:00	ES	Futures	2820.5	2836.88	2818.05	2834.97	159094.0
2018-04-03 11:00:00	ES	Futures	2834.97	2844.79	2834.42	2835.51	149703.0
2018-04-03 11:30:00	ES	Futures	2835.24	2837.42	2823.23	2823.51	126056.0
2018-04-03 12:00:00	ES	Futures	2823.23	2831.42	2820.78	2822.42	93628.0
2018-04-03 12:30:00	ES	Futures	2822.42	2831.15	2821.87	2825.96	74277.0
2018-04-03 13:00:00	ES	Futures	2825.96	2837.7	2822.42	2833.88	78321.0
2018-04-03 13:30:00	ES	Futures	2834.15	2836.06	2826.51	2833.88	65599.0
2018-04-03 14:00:00	ES	Futures	2834.15	2835.79	2821.87	2824.33	81285.0
2018-04-03 14:30:00	ES	Futures	2824.33	2841.25	2815.87	2837.97	165589.0
2018-04-03 15:00:00	ES	Futures	2837.7	2858.71	2835.24	2856.53	210169.0
2018-04-03 15:30:00	ES	Futures	2856.26	2857.07	2841.79	2853.53	212098.0
2018-04-03 16:00:00	ES	Futures	2853.53	2854.62	2848.89	2852.98	70724.0
2018-04-03 16:30:00	ES	Futures	2852.43	2854.07	2851.34	2852.16	8374.0
2018-04-03 18:00:00	ES	Futures	2851.34	2852.16	2849.71	2851.34	2872.0
2018-04-03 18:30:00	ES	Futures	2851.34	2851.62	2848.89	2850.8	2136.0
2018-04-03 19:00:00	ES	Futures	2851.07	2851.07	2849.16	2850.25	1529.0
2018-04-03 19:30:00	ES	Futures	2850.25	2850.52	2846.98	2848.07	2266.0
2018-04-03 20:00:00	ES	Futures	2848.07	2848.89	2843.97	2844.79	5880.0
2018-04-03 20:30:00	ES	Futures	2844.79	2846.7	2842.88	2845.61	5514.0
2018-04-03 21:00:00	ES	Futures	2845.34	2845.61	2840.97	2844.25	5266.0
2018-04-03 21:30:00	ES	Futures	2844.25	2845.89	2840.97	2843.97	8205.0
2018-04-03 22:00:00	ES	Futures	2843.97	2845.89	2842.61	2842.88	3125.0
2018-04-03 22:30:00	ES	Futures	2842.88	2845.34	2842.61	2845.07	1537.0
2018-04-03 23:00:00	ES	Futures	2845.34	2845.89	2843.7	2843.97	1433.0
2018-04-03 23:30:00	ES	Futures	2843.97	2844.25	2842.06	2843.97	3047.0
2018-04-03 00:00:00	NQ	Futures	7584.24	7588.67	7583.35	7588.67	948.0
2018-04-03 00:30:00	NQ	Futures	7588.38	7589.86	7583.35	7586.01	621.0
2018-04-03 01:00:00	NQ	Futures	7586.61	7588.97	7570.65	7574.78	1184.0
2018-04-03 01:30:00	NQ	Futures	7574.49	7579.51	7563.26	7569.76	1711.0

> showing 50 of 3,195 rows — these rows as CSV

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