PREVIEW / futures_30min / 2018-04-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-11.parquet
  size:    82 KB
  rows:    3,150

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
2018-04-11 00:00:00	ES	Futures	2884.91	2885.73	2884.09	2884.37	1884.0
2018-04-11 00:30:00	ES	Futures	2884.64	2884.91	2883.27	2884.37	1191.0
2018-04-11 01:00:00	ES	Futures	2884.64	2884.64	2883.55	2884.37	1378.0
2018-04-11 01:30:00	ES	Futures	2884.64	2885.73	2884.09	2884.37	2054.0
2018-04-11 02:00:00	ES	Futures	2884.37	2885.18	2883.55	2884.64	3527.0
2018-04-11 02:30:00	ES	Futures	2884.37	2886.0	2884.37	2885.18	3389.0
2018-04-11 03:00:00	ES	Futures	2885.18	2886.28	2883.27	2884.64	6203.0
2018-04-11 03:30:00	ES	Futures	2884.64	2885.46	2883.55	2884.37	2912.0
2018-04-11 04:00:00	ES	Futures	2884.09	2885.18	2878.91	2882.45	7901.0
2018-04-11 04:30:00	ES	Futures	2882.45	2884.64	2881.91	2883.27	3371.0
2018-04-11 05:00:00	ES	Futures	2883.27	2885.18	2883.0	2884.64	3112.0
2018-04-11 05:30:00	ES	Futures	2884.64	2885.46	2882.45	2883.0	4448.0
2018-04-11 06:00:00	ES	Futures	2883.27	2884.09	2870.45	2874.81	18062.0
2018-04-11 06:30:00	ES	Futures	2874.81	2877.82	2870.99	2874.54	22566.0
2018-04-11 07:00:00	ES	Futures	2874.81	2875.36	2866.63	2867.72	35483.0
2018-04-11 07:30:00	ES	Futures	2867.72	2876.18	2867.17	2876.18	22785.0
2018-04-11 08:00:00	ES	Futures	2875.9	2877.27	2873.18	2874.27	20936.0
2018-04-11 08:30:00	ES	Futures	2873.99	2876.18	2871.54	2873.99	25072.0
2018-04-11 09:00:00	ES	Futures	2874.27	2881.64	2872.08	2881.36	37627.0
2018-04-11 09:30:00	ES	Futures	2881.36	2893.1	2880.27	2892.01	179246.0
2018-04-11 10:00:00	ES	Futures	2892.01	2896.1	2887.09	2895.55	98110.0
2018-04-11 10:30:00	ES	Futures	2895.83	2898.01	2885.73	2885.73	96469.0
2018-04-11 11:00:00	ES	Futures	2886.0	2892.01	2882.18	2890.64	105522.0
2018-04-11 11:30:00	ES	Futures	2890.64	2900.47	2889.28	2897.46	80943.0
2018-04-11 12:00:00	ES	Futures	2897.19	2905.11	2896.65	2899.92	91355.0
2018-04-11 12:30:00	ES	Futures	2899.92	2901.29	2891.46	2894.19	73675.0
2018-04-11 13:00:00	ES	Futures	2894.19	2898.28	2889.82	2893.64	76191.0
2018-04-11 13:30:00	ES	Futures	2893.92	2896.1	2888.46	2895.01	59269.0
2018-04-11 14:00:00	ES	Futures	2895.01	2898.28	2886.55	2891.19	85897.0
2018-04-11 14:30:00	ES	Futures	2891.19	2897.74	2887.09	2892.55	68828.0
2018-04-11 15:00:00	ES	Futures	2892.28	2893.92	2880.54	2884.64	99675.0
2018-04-11 15:30:00	ES	Futures	2884.64	2889.82	2881.91	2884.64	122103.0
2018-04-11 16:00:00	ES	Futures	2884.64	2885.18	2881.91	2882.45	51999.0
2018-04-11 16:30:00	ES	Futures	2882.73	2885.46	2882.45	2884.64	4817.0
2018-04-11 18:00:00	ES	Futures	2884.64	2888.46	2883.82	2884.37	2602.0
2018-04-11 18:30:00	ES	Futures	2884.64	2889.55	2884.09	2888.19	2130.0
2018-04-11 19:00:00	ES	Futures	2888.19	2890.37	2887.91	2889.82	1529.0
2018-04-11 19:30:00	ES	Futures	2889.82	2890.64	2887.91	2889.82	1731.0
2018-04-11 20:00:00	ES	Futures	2889.82	2890.1	2885.18	2889.0	3269.0
2018-04-11 20:30:00	ES	Futures	2889.0	2893.64	2888.73	2892.01	4075.0
2018-04-11 21:00:00	ES	Futures	2892.28	2894.74	2891.46	2891.73	3583.0
2018-04-11 21:30:00	ES	Futures	2892.01	2892.28	2887.37	2888.19	3595.0
2018-04-11 22:00:00	ES	Futures	2888.19	2891.19	2886.28	2889.28	3470.0
2018-04-11 22:30:00	ES	Futures	2889.28	2891.46	2887.37	2887.64	2705.0
2018-04-11 23:00:00	ES	Futures	2887.91	2889.28	2886.55	2887.37	2296.0
2018-04-11 23:30:00	ES	Futures	2887.37	2888.46	2886.28	2887.91	1688.0
2018-04-11 00:00:00	NQ	Futures	7797.91	7799.68	7794.36	7794.96	415.0
2018-04-11 00:30:00	NQ	Futures	7795.25	7801.16	7791.7	7795.55	771.0
2018-04-11 01:00:00	NQ	Futures	7795.84	7798.21	7792.59	7796.43	537.0
2018-04-11 01:30:00	NQ	Futures	7796.73	7802.34	7794.07	7795.55	640.0

> showing 50 of 3,150 rows — these rows as CSV

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