PREVIEW / futures_30min / 2018-04-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-06.parquet
  size:    75 KB
  rows:    2,605

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
2018-04-06 00:00:00	ES	Futures	2873.45	2878.36	2873.18	2878.09	3477.0
2018-04-06 00:30:00	ES	Futures	2877.82	2878.91	2876.45	2876.45	2669.0
2018-04-06 01:00:00	ES	Futures	2876.72	2879.45	2873.45	2874.27	4155.0
2018-04-06 01:30:00	ES	Futures	2873.99	2876.72	2870.72	2876.45	7270.0
2018-04-06 02:00:00	ES	Futures	2876.18	2881.09	2873.18	2878.63	10552.0
2018-04-06 02:30:00	ES	Futures	2878.91	2884.64	2878.91	2884.09	9152.0
2018-04-06 03:00:00	ES	Futures	2884.09	2886.82	2881.09	2884.64	12937.0
2018-04-06 03:30:00	ES	Futures	2884.64	2886.0	2881.09	2881.91	7936.0
2018-04-06 04:00:00	ES	Futures	2882.18	2884.37	2879.73	2883.27	8274.0
2018-04-06 04:30:00	ES	Futures	2883.55	2885.18	2881.91	2883.82	5365.0
2018-04-06 05:00:00	ES	Futures	2883.82	2886.82	2880.54	2885.18	6011.0
2018-04-06 05:30:00	ES	Futures	2885.46	2887.37	2883.55	2886.28	5891.0
2018-04-06 06:00:00	ES	Futures	2886.28	2890.64	2886.0	2890.37	8091.0
2018-04-06 06:30:00	ES	Futures	2890.37	2891.46	2885.73	2887.64	8256.0
2018-04-06 07:00:00	ES	Futures	2887.64	2888.19	2877.27	2881.64	19067.0
2018-04-06 07:30:00	ES	Futures	2881.64	2883.55	2875.63	2875.9	19566.0
2018-04-06 08:00:00	ES	Futures	2875.9	2886.55	2875.9	2884.09	23772.0
2018-04-06 08:30:00	ES	Futures	2884.09	2890.64	2874.54	2885.73	81806.0
2018-04-06 09:00:00	ES	Futures	2885.46	2886.82	2878.09	2881.36	28956.0
2018-04-06 09:30:00	ES	Futures	2881.36	2900.19	2878.09	2894.46	207181.0
2018-04-06 10:00:00	ES	Futures	2894.74	2897.46	2888.73	2889.55	108827.0
2018-04-06 10:30:00	ES	Futures	2889.28	2891.19	2872.63	2875.36	152018.0
2018-04-06 11:00:00	ES	Futures	2875.63	2875.9	2865.81	2871.27	141605.0
2018-04-06 11:30:00	ES	Futures	2871.27	2879.45	2869.36	2877.27	106828.0
2018-04-06 12:00:00	ES	Futures	2877.27	2877.82	2863.08	2863.62	94915.0
2018-04-06 12:30:00	ES	Futures	2863.62	2881.36	2862.26	2880.54	89976.0
2018-04-06 13:00:00	ES	Futures	2880.54	2880.54	2865.81	2872.63	87682.0
2018-04-06 13:30:00	ES	Futures	2872.9	2875.63	2847.25	2847.8	153962.0
2018-04-06 14:00:00	ES	Futures	2847.8	2850.52	2837.97	2839.34	166472.0
2018-04-06 14:30:00	ES	Futures	2839.06	2843.97	2822.14	2826.51	185433.0
2018-04-06 15:00:00	ES	Futures	2826.51	2838.24	2821.32	2830.88	171163.0
2018-04-06 15:30:00	ES	Futures	2830.88	2850.8	2829.24	2841.25	274355.0
2018-04-06 16:00:00	ES	Futures	2841.25	2846.43	2839.61	2843.16	85639.0
2018-04-06 16:30:00	ES	Futures	2843.16	2843.7	2841.25	2843.7	8958.0
2018-04-06 00:00:00	NQ	Futures	7707.48	7721.37	7707.18	7718.12	1142.0
2018-04-06 00:30:00	NQ	Futures	7717.23	7724.91	7713.68	7713.98	928.0
2018-04-06 01:00:00	NQ	Futures	7715.16	7723.14	7701.57	7703.34	1290.0
2018-04-06 01:30:00	NQ	Futures	7704.52	7712.5	7693.59	7712.21	1876.0
2018-04-06 02:00:00	NQ	Futures	7711.02	7731.71	7704.82	7724.03	2642.0
2018-04-06 02:30:00	NQ	Futures	7724.62	7744.72	7724.32	7735.26	2845.0
2018-04-06 03:00:00	NQ	Futures	7735.26	7747.38	7722.55	7736.14	3868.0
2018-04-06 03:30:00	NQ	Futures	7736.14	7744.72	7725.8	7729.64	2196.0
2018-04-06 04:00:00	NQ	Futures	7729.94	7743.83	7727.87	7739.4	2363.0
2018-04-06 04:30:00	NQ	Futures	7739.99	7745.6	7734.37	7740.87	1678.0
2018-04-06 05:00:00	NQ	Futures	7741.46	7743.53	7725.8	7741.17	2840.0
2018-04-06 05:30:00	NQ	Futures	7740.87	7753.29	7736.14	7748.26	2195.0
2018-04-06 06:00:00	NQ	Futures	7747.97	7763.92	7747.38	7762.45	3199.0
2018-04-06 06:30:00	NQ	Futures	7763.04	7767.18	7746.49	7754.47	2201.0
2018-04-06 07:00:00	NQ	Futures	7754.17	7754.17	7711.32	7726.98	7884.0
2018-04-06 07:30:00	NQ	Futures	7726.98	7729.94	7702.75	7706.59	6142.0

> showing 50 of 2,605 rows — these rows as CSV

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