PREVIEW / futures_30min / 2018-04-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-04.parquet
  size:    94 KB
  rows:    3,241

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
2018-04-04 00:00:00	ES	Futures	2843.97	2845.07	2843.43	2844.52	1233.0
2018-04-04 00:30:00	ES	Futures	2844.52	2846.43	2844.52	2846.16	1116.0
2018-04-04 01:00:00	ES	Futures	2846.16	2846.43	2842.61	2842.61	2309.0
2018-04-04 01:30:00	ES	Futures	2842.88	2844.79	2839.88	2843.43	4782.0
2018-04-04 02:00:00	ES	Futures	2843.43	2844.79	2841.52	2842.06	4899.0
2018-04-04 02:30:00	ES	Futures	2842.34	2842.34	2838.52	2839.88	6468.0
2018-04-04 03:00:00	ES	Futures	2839.88	2841.52	2833.88	2835.24	13823.0
2018-04-04 03:30:00	ES	Futures	2835.24	2836.88	2820.23	2822.42	27257.0
2018-04-04 04:00:00	ES	Futures	2822.69	2823.78	2804.68	2813.95	52248.0
2018-04-04 04:30:00	ES	Futures	2813.68	2815.59	2806.86	2814.5	21690.0
2018-04-04 05:00:00	ES	Futures	2814.23	2814.77	2808.22	2813.14	13956.0
2018-04-04 05:30:00	ES	Futures	2812.86	2814.5	2810.13	2812.86	10480.0
2018-04-04 06:00:00	ES	Futures	2812.86	2813.14	2794.03	2798.4	31389.0
2018-04-04 06:30:00	ES	Futures	2798.4	2805.22	2795.94	2804.13	18968.0
2018-04-04 07:00:00	ES	Futures	2803.86	2811.77	2803.86	2811.23	25987.0
2018-04-04 07:30:00	ES	Futures	2810.95	2813.68	2807.95	2811.5	23469.0
2018-04-04 08:00:00	ES	Futures	2811.23	2815.59	2803.86	2809.59	33339.0
2018-04-04 08:30:00	ES	Futures	2809.59	2818.05	2806.31	2813.95	31183.0
2018-04-04 09:00:00	ES	Futures	2813.95	2814.77	2807.13	2807.95	37563.0
2018-04-04 09:30:00	ES	Futures	2808.22	2826.24	2806.86	2825.42	201502.0
2018-04-04 10:00:00	ES	Futures	2825.69	2832.79	2817.5	2824.05	184740.0
2018-04-04 10:30:00	ES	Futures	2824.05	2839.88	2819.96	2838.52	143578.0
2018-04-04 11:00:00	ES	Futures	2838.52	2846.16	2830.88	2842.88	120433.0
2018-04-04 11:30:00	ES	Futures	2842.61	2849.43	2838.52	2844.79	119141.0
2018-04-04 12:00:00	ES	Futures	2844.79	2855.71	2841.52	2854.07	114008.0
2018-04-04 12:30:00	ES	Futures	2854.07	2859.53	2850.8	2854.07	88688.0
2018-04-04 13:00:00	ES	Futures	2854.35	2855.44	2839.88	2845.34	107156.0
2018-04-04 13:30:00	ES	Futures	2845.34	2851.34	2842.06	2848.61	56448.0
2018-04-04 14:00:00	ES	Futures	2848.61	2869.9	2847.8	2869.36	102285.0
2018-04-04 14:30:00	ES	Futures	2869.36	2875.09	2862.26	2873.45	117687.0
2018-04-04 15:00:00	ES	Futures	2873.45	2884.64	2871.54	2883.0	122001.0
2018-04-04 15:30:00	ES	Futures	2883.27	2892.55	2881.91	2885.46	204000.0
2018-04-04 16:00:00	ES	Futures	2885.46	2890.64	2884.64	2889.82	73692.0
2018-04-04 16:30:00	ES	Futures	2889.28	2890.64	2886.55	2887.37	7840.0
2018-04-04 18:00:00	ES	Futures	2888.19	2889.82	2886.28	2887.37	3853.0
2018-04-04 18:30:00	ES	Futures	2887.09	2893.92	2887.09	2893.1	4045.0
2018-04-04 19:00:00	ES	Futures	2893.1	2894.19	2890.37	2893.1	3329.0
2018-04-04 19:30:00	ES	Futures	2893.37	2896.1	2891.73	2895.01	5678.0
2018-04-04 20:00:00	ES	Futures	2895.01	2896.1	2888.73	2889.28	8091.0
2018-04-04 20:30:00	ES	Futures	2889.28	2892.28	2887.37	2890.1	7440.0
2018-04-04 21:00:00	ES	Futures	2889.82	2891.46	2887.37	2890.64	8936.0
2018-04-04 21:30:00	ES	Futures	2890.64	2898.28	2890.1	2897.74	5206.0
2018-04-04 22:00:00	ES	Futures	2897.74	2902.65	2896.65	2900.74	6506.0
2018-04-04 22:30:00	ES	Futures	2901.01	2902.38	2899.92	2901.56	2594.0
2018-04-04 23:00:00	ES	Futures	2901.56	2902.1	2899.92	2901.56	1372.0
2018-04-04 23:30:00	ES	Futures	2901.29	2902.38	2900.74	2902.1	2194.0
2018-04-04 00:00:00	NQ	Futures	7614.09	7614.98	7608.77	7612.02	613.0
2018-04-04 00:30:00	NQ	Futures	7612.02	7618.52	7611.13	7617.05	545.0
2018-04-04 01:00:00	NQ	Futures	7616.45	7618.23	7605.22	7605.82	651.0
2018-04-04 01:30:00	NQ	Futures	7605.52	7609.07	7596.65	7602.56	1939.0

> showing 50 of 3,241 rows — these rows as CSV

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