PREVIEW / futures_30min / 2018-04-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-09.parquet
  size:    86 KB
  rows:    3,176

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
2018-04-09 00:00:00	ES	Futures	2863.9	2864.72	2862.53	2863.08	1341.0
2018-04-09 00:30:00	ES	Futures	2863.08	2863.35	2861.71	2862.53	1473.0
2018-04-09 01:00:00	ES	Futures	2862.53	2863.62	2859.53	2860.35	1949.0
2018-04-09 01:30:00	ES	Futures	2860.62	2862.81	2859.53	2859.8	2957.0
2018-04-09 02:00:00	ES	Futures	2859.53	2866.35	2859.53	2864.44	7935.0
2018-04-09 02:30:00	ES	Futures	2864.72	2866.08	2862.81	2865.53	3651.0
2018-04-09 03:00:00	ES	Futures	2865.26	2866.08	2854.89	2862.53	21145.0
2018-04-09 03:30:00	ES	Futures	2862.26	2865.53	2861.71	2863.35	8390.0
2018-04-09 04:00:00	ES	Futures	2863.35	2866.08	2861.99	2865.53	6431.0
2018-04-09 04:30:00	ES	Futures	2865.53	2868.26	2863.35	2865.26	8173.0
2018-04-09 05:00:00	ES	Futures	2865.26	2867.72	2863.62	2866.9	6165.0
2018-04-09 05:30:00	ES	Futures	2866.9	2869.08	2862.81	2862.81	7474.0
2018-04-09 06:00:00	ES	Futures	2863.08	2867.44	2862.26	2865.53	6324.0
2018-04-09 06:30:00	ES	Futures	2865.53	2866.08	2860.08	2860.35	8176.0
2018-04-09 07:00:00	ES	Futures	2860.35	2863.35	2858.17	2860.9	10136.0
2018-04-09 07:30:00	ES	Futures	2861.17	2863.08	2858.44	2861.44	6933.0
2018-04-09 08:00:00	ES	Futures	2861.44	2863.08	2855.44	2858.71	21168.0
2018-04-09 08:30:00	ES	Futures	2858.71	2860.08	2856.8	2856.8	12700.0
2018-04-09 09:00:00	ES	Futures	2857.07	2861.17	2855.98	2858.44	16596.0
2018-04-09 09:30:00	ES	Futures	2858.71	2870.17	2852.71	2866.08	180646.0
2018-04-09 10:00:00	ES	Futures	2866.35	2869.63	2860.62	2868.54	96279.0
2018-04-09 10:30:00	ES	Futures	2868.81	2877.54	2868.26	2874.81	115800.0
2018-04-09 11:00:00	ES	Futures	2874.81	2881.64	2871.81	2880.27	74146.0
2018-04-09 11:30:00	ES	Futures	2880.27	2888.46	2879.73	2887.37	92241.0
2018-04-09 12:00:00	ES	Futures	2887.37	2891.19	2885.18	2887.37	65103.0
2018-04-09 12:30:00	ES	Futures	2887.37	2890.37	2883.27	2888.73	74067.0
2018-04-09 13:00:00	ES	Futures	2889.0	2894.19	2889.0	2892.01	61466.0
2018-04-09 13:30:00	ES	Futures	2892.01	2896.92	2889.28	2896.37	58175.0
2018-04-09 14:00:00	ES	Futures	2896.1	2896.65	2884.09	2885.73	86265.0
2018-04-09 14:30:00	ES	Futures	2885.73	2887.64	2878.91	2886.28	100272.0
2018-04-09 15:00:00	ES	Futures	2886.28	2886.82	2870.99	2874.81	112192.0
2018-04-09 15:30:00	ES	Futures	2874.81	2876.18	2849.71	2853.25	263902.0
2018-04-09 16:00:00	ES	Futures	2853.25	2860.35	2849.16	2858.71	90410.0
2018-04-09 16:30:00	ES	Futures	2858.17	2860.62	2855.16	2857.89	11101.0
2018-04-09 18:00:00	ES	Futures	2857.62	2858.71	2851.62	2854.62	7778.0
2018-04-09 18:30:00	ES	Futures	2854.62	2860.62	2852.98	2853.53	5656.0
2018-04-09 19:00:00	ES	Futures	2853.25	2858.71	2851.89	2856.8	3876.0
2018-04-09 19:30:00	ES	Futures	2856.53	2858.17	2854.35	2855.44	2690.0
2018-04-09 20:00:00	ES	Futures	2855.44	2857.62	2852.16	2855.98	10824.0
2018-04-09 20:30:00	ES	Futures	2855.98	2858.98	2855.98	2857.35	3823.0
2018-04-09 21:00:00	ES	Futures	2857.07	2867.17	2857.07	2866.08	9822.0
2018-04-09 21:30:00	ES	Futures	2865.81	2881.64	2860.62	2880.54	22849.0
2018-04-09 22:00:00	ES	Futures	2880.54	2892.28	2873.72	2889.28	33596.0
2018-04-09 22:30:00	ES	Futures	2889.28	2901.56	2889.0	2892.28	23944.0
2018-04-09 23:00:00	ES	Futures	2892.01	2892.83	2883.27	2888.19	12954.0
2018-04-09 23:30:00	ES	Futures	2887.91	2889.0	2879.73	2886.55	10059.0
2018-04-09 00:00:00	NQ	Futures	7700.39	7702.75	7693.59	7695.07	819.0
2018-04-09 00:30:00	NQ	Futures	7695.66	7698.61	7693.59	7695.36	457.0
2018-04-09 01:00:00	NQ	Futures	7694.47	7698.02	7685.31	7688.56	1097.0
2018-04-09 01:30:00	NQ	Futures	7688.86	7696.84	7685.61	7686.5	1203.0

> showing 50 of 3,176 rows — these rows as CSV

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