PREVIEW / futures_30min / 2018-04-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-12.parquet
  size:    85 KB
  rows:    3,123

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
2018-04-12 00:00:00	ES	Futures	2887.91	2889.55	2887.09	2888.73	1025.0
2018-04-12 00:30:00	ES	Futures	2888.46	2889.28	2886.82	2889.0	1409.0
2018-04-12 01:00:00	ES	Futures	2889.0	2889.82	2887.37	2888.46	1447.0
2018-04-12 01:30:00	ES	Futures	2888.46	2888.73	2885.46	2886.0	1476.0
2018-04-12 02:00:00	ES	Futures	2886.0	2887.09	2885.18	2885.73	2454.0
2018-04-12 02:30:00	ES	Futures	2885.73	2887.09	2884.37	2887.09	2561.0
2018-04-12 03:00:00	ES	Futures	2886.82	2890.1	2884.37	2889.0	5994.0
2018-04-12 03:30:00	ES	Futures	2889.0	2890.1	2886.82	2889.28	4206.0
2018-04-12 04:00:00	ES	Futures	2889.28	2890.1	2887.37	2888.46	3007.0
2018-04-12 04:30:00	ES	Futures	2888.19	2888.46	2883.0	2883.27	5575.0
2018-04-12 05:00:00	ES	Futures	2883.55	2886.82	2881.64	2886.55	5194.0
2018-04-12 05:30:00	ES	Futures	2886.55	2889.28	2886.0	2888.46	4028.0
2018-04-12 06:00:00	ES	Futures	2888.19	2896.1	2887.64	2895.01	12729.0
2018-04-12 06:30:00	ES	Futures	2895.01	2899.65	2893.92	2898.83	11924.0
2018-04-12 07:00:00	ES	Futures	2899.1	2899.92	2895.28	2896.65	8172.0
2018-04-12 07:30:00	ES	Futures	2896.65	2899.92	2895.01	2897.46	11773.0
2018-04-12 08:00:00	ES	Futures	2897.74	2899.1	2896.37	2897.74	6257.0
2018-04-12 08:30:00	ES	Futures	2897.19	2900.47	2896.37	2897.19	13170.0
2018-04-12 09:00:00	ES	Futures	2897.19	2902.65	2897.19	2900.47	16514.0
2018-04-12 09:30:00	ES	Futures	2900.47	2914.93	2898.28	2914.39	163100.0
2018-04-12 10:00:00	ES	Futures	2914.11	2916.3	2909.2	2913.02	89179.0
2018-04-12 10:30:00	ES	Futures	2912.75	2913.57	2905.11	2907.02	93135.0
2018-04-12 11:00:00	ES	Futures	2907.02	2914.66	2906.47	2911.66	59319.0
2018-04-12 11:30:00	ES	Futures	2911.66	2914.11	2904.01	2909.2	70676.0
2018-04-12 12:00:00	ES	Futures	2908.93	2912.75	2907.02	2912.2	36969.0
2018-04-12 12:30:00	ES	Futures	2912.47	2917.66	2911.38	2916.02	55958.0
2018-04-12 13:00:00	ES	Futures	2916.02	2916.84	2900.19	2900.74	113095.0
2018-04-12 13:30:00	ES	Futures	2901.01	2910.02	2899.1	2904.83	75252.0
2018-04-12 14:00:00	ES	Futures	2904.83	2914.93	2903.47	2913.57	54899.0
2018-04-12 14:30:00	ES	Futures	2913.29	2915.2	2907.84	2914.39	48018.0
2018-04-12 15:00:00	ES	Futures	2914.39	2920.12	2910.29	2919.02	60344.0
2018-04-12 15:30:00	ES	Futures	2918.75	2919.57	2907.02	2907.84	122075.0
2018-04-12 16:00:00	ES	Futures	2907.84	2909.2	2906.2	2907.56	49142.0
2018-04-12 16:30:00	ES	Futures	2907.84	2910.29	2907.02	2909.2	6469.0
2018-04-12 18:00:00	ES	Futures	2905.65	2907.29	2899.38	2903.47	9093.0
2018-04-12 18:30:00	ES	Futures	2903.47	2904.01	2895.01	2897.19	5527.0
2018-04-12 19:00:00	ES	Futures	2897.46	2900.74	2896.65	2899.1	4382.0
2018-04-12 19:30:00	ES	Futures	2899.1	2900.47	2896.92	2900.19	4461.0
2018-04-12 20:00:00	ES	Futures	2899.92	2901.83	2895.01	2898.28	8602.0
2018-04-12 20:30:00	ES	Futures	2898.28	2900.74	2897.74	2898.56	4143.0
2018-04-12 21:00:00	ES	Futures	2898.56	2902.1	2898.28	2901.29	3165.0
2018-04-12 21:30:00	ES	Futures	2901.01	2901.83	2897.74	2899.65	2582.0
2018-04-12 22:00:00	ES	Futures	2899.65	2900.74	2897.74	2898.28	2511.0
2018-04-12 22:30:00	ES	Futures	2898.01	2899.65	2897.74	2899.38	1356.0
2018-04-12 23:00:00	ES	Futures	2899.38	2900.47	2897.74	2898.28	1451.0
2018-04-12 23:30:00	ES	Futures	2898.01	2899.92	2898.01	2899.65	796.0
2018-04-12 00:00:00	NQ	Futures	7817.42	7820.67	7814.76	7818.3	348.0
2018-04-12 00:30:00	NQ	Futures	7817.71	7818.6	7811.21	7817.42	513.0
2018-04-12 01:00:00	NQ	Futures	7818.01	7820.96	7812.98	7817.42	492.0
2018-04-12 01:30:00	NQ	Futures	7817.42	7818.6	7805.59	7807.66	540.0

> showing 50 of 3,123 rows — these rows as CSV

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