PREVIEW / futures_30min / 2018-04-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-05.parquet
  size:    87 KB
  rows:    3,180

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
2018-04-05 00:00:00	ES	Futures	2902.1	2903.74	2901.29	2903.47	2688.0
2018-04-05 00:30:00	ES	Futures	2903.47	2903.74	2902.1	2903.2	1835.0
2018-04-05 01:00:00	ES	Futures	2903.2	2903.47	2901.01	2902.1	1767.0
2018-04-05 01:30:00	ES	Futures	2902.1	2902.65	2896.37	2898.83	4633.0
2018-04-05 02:00:00	ES	Futures	2898.83	2902.65	2896.37	2902.1	7152.0
2018-04-05 02:30:00	ES	Futures	2901.83	2904.83	2899.65	2902.65	6506.0
2018-04-05 03:00:00	ES	Futures	2902.65	2911.38	2899.65	2907.02	22684.0
2018-04-05 03:30:00	ES	Futures	2906.74	2910.84	2906.2	2907.02	13002.0
2018-04-05 04:00:00	ES	Futures	2907.02	2908.65	2902.92	2903.74	12990.0
2018-04-05 04:30:00	ES	Futures	2903.74	2905.65	2900.19	2901.01	10188.0
2018-04-05 05:00:00	ES	Futures	2901.01	2901.56	2897.74	2899.38	10106.0
2018-04-05 05:30:00	ES	Futures	2899.38	2902.92	2895.28	2902.65	9207.0
2018-04-05 06:00:00	ES	Futures	2902.1	2903.2	2899.65	2901.01	6534.0
2018-04-05 06:30:00	ES	Futures	2901.29	2902.65	2897.74	2899.38	12541.0
2018-04-05 07:00:00	ES	Futures	2899.1	2904.56	2898.28	2902.92	11951.0
2018-04-05 07:30:00	ES	Futures	2902.92	2904.29	2900.19	2902.65	9228.0
2018-04-05 08:00:00	ES	Futures	2902.65	2908.65	2900.47	2904.56	19749.0
2018-04-05 08:30:00	ES	Futures	2904.29	2908.11	2901.29	2904.83	16803.0
2018-04-05 09:00:00	ES	Futures	2905.11	2906.74	2902.65	2904.56	23175.0
2018-04-05 09:30:00	ES	Futures	2904.56	2906.74	2893.92	2903.47	159742.0
2018-04-05 10:00:00	ES	Futures	2903.74	2905.38	2896.92	2899.65	106940.0
2018-04-05 10:30:00	ES	Futures	2899.38	2903.2	2896.1	2898.56	72600.0
2018-04-05 11:00:00	ES	Futures	2898.56	2915.2	2898.28	2913.84	109839.0
2018-04-05 11:30:00	ES	Futures	2913.84	2917.11	2911.11	2916.57	79128.0
2018-04-05 12:00:00	ES	Futures	2916.57	2917.11	2906.47	2908.93	98930.0
2018-04-05 12:30:00	ES	Futures	2909.2	2911.66	2905.11	2910.56	60206.0
2018-04-05 13:00:00	ES	Futures	2910.84	2914.39	2897.74	2899.65	74489.0
2018-04-05 13:30:00	ES	Futures	2899.92	2904.01	2891.73	2900.74	98685.0
2018-04-05 14:00:00	ES	Futures	2901.01	2905.11	2897.46	2901.01	71662.0
2018-04-05 14:30:00	ES	Futures	2901.01	2913.84	2900.74	2912.75	89612.0
2018-04-05 15:00:00	ES	Futures	2912.75	2916.84	2908.93	2911.93	67508.0
2018-04-05 15:30:00	ES	Futures	2911.93	2914.39	2901.83	2906.47	158558.0
2018-04-05 16:00:00	ES	Futures	2906.47	2909.2	2904.29	2907.02	65570.0
2018-04-05 16:30:00	ES	Futures	2907.29	2908.38	2905.92	2905.92	6188.0
2018-04-05 18:00:00	ES	Futures	2907.02	2908.11	2905.38	2907.56	1808.0
2018-04-05 18:30:00	ES	Futures	2907.56	2907.56	2872.36	2872.63	25283.0
2018-04-05 19:00:00	ES	Futures	2872.9	2875.36	2860.62	2861.71	47002.0
2018-04-05 19:30:00	ES	Futures	2861.44	2873.18	2859.8	2872.08	19336.0
2018-04-05 20:00:00	ES	Futures	2872.36	2880.27	2866.63	2872.63	25938.0
2018-04-05 20:30:00	ES	Futures	2872.36	2873.18	2867.72	2870.45	12328.0
2018-04-05 21:00:00	ES	Futures	2870.45	2874.54	2862.53	2873.72	19646.0
2018-04-05 21:30:00	ES	Futures	2873.45	2878.63	2869.36	2876.18	19128.0
2018-04-05 22:00:00	ES	Futures	2875.9	2879.73	2874.81	2877.54	12864.0
2018-04-05 22:30:00	ES	Futures	2877.82	2878.09	2872.9	2876.45	6282.0
2018-04-05 23:00:00	ES	Futures	2876.72	2879.45	2875.09	2878.91	2994.0
2018-04-05 23:30:00	ES	Futures	2878.63	2878.91	2872.08	2873.45	3434.0
2018-04-05 00:00:00	NQ	Futures	7825.4	7839.58	7823.03	7838.1	1239.0
2018-04-05 00:30:00	NQ	Futures	7838.4	7840.17	7829.53	7834.56	1217.0
2018-04-05 01:00:00	NQ	Futures	7834.56	7835.15	7824.8	7829.53	1103.0
2018-04-05 01:30:00	NQ	Futures	7830.12	7834.85	7816.23	7824.51	2052.0

> showing 50 of 3,180 rows — these rows as CSV

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