PREVIEW / futures_30min / 2018-04-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-16.parquet
  size:    81 KB
  rows:    3,142

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
2018-04-16 00:00:00	ES	Futures	2908.38	2915.2	2908.38	2914.39	3635.0
2018-04-16 00:30:00	ES	Futures	2914.39	2914.93	2912.47	2913.84	1498.0
2018-04-16 01:00:00	ES	Futures	2914.11	2914.11	2910.56	2911.11	2333.0
2018-04-16 01:30:00	ES	Futures	2910.84	2912.2	2908.93	2911.38	2698.0
2018-04-16 02:00:00	ES	Futures	2911.66	2913.29	2910.29	2911.38	3859.0
2018-04-16 02:30:00	ES	Futures	2911.38	2913.29	2907.84	2908.38	6324.0
2018-04-16 03:00:00	ES	Futures	2908.65	2909.75	2904.56	2907.02	9201.0
2018-04-16 03:30:00	ES	Futures	2907.02	2911.38	2907.02	2910.29	6746.0
2018-04-16 04:00:00	ES	Futures	2910.29	2914.11	2910.02	2911.93	5847.0
2018-04-16 04:30:00	ES	Futures	2911.93	2913.57	2910.84	2913.57	4742.0
2018-04-16 05:00:00	ES	Futures	2913.29	2919.02	2913.02	2917.93	8147.0
2018-04-16 05:30:00	ES	Futures	2917.93	2919.57	2917.93	2918.48	4239.0
2018-04-16 06:00:00	ES	Futures	2918.48	2920.12	2916.84	2919.3	8241.0
2018-04-16 06:30:00	ES	Futures	2919.3	2919.84	2916.02	2918.75	6093.0
2018-04-16 07:00:00	ES	Futures	2919.02	2919.57	2916.02	2916.57	6145.0
2018-04-16 07:30:00	ES	Futures	2916.3	2917.66	2914.66	2916.57	9621.0
2018-04-16 08:00:00	ES	Futures	2916.57	2917.93	2915.2	2917.11	8048.0
2018-04-16 08:30:00	ES	Futures	2917.11	2923.12	2916.02	2922.85	20732.0
2018-04-16 09:00:00	ES	Futures	2922.85	2924.21	2920.12	2920.39	23795.0
2018-04-16 09:30:00	ES	Futures	2920.39	2921.48	2910.29	2913.84	134984.0
2018-04-16 10:00:00	ES	Futures	2914.11	2921.75	2913.57	2921.48	96536.0
2018-04-16 10:30:00	ES	Futures	2921.48	2922.3	2914.66	2917.66	67708.0
2018-04-16 11:00:00	ES	Futures	2917.39	2921.48	2913.57	2919.3	66365.0
2018-04-16 11:30:00	ES	Futures	2919.57	2920.39	2916.02	2920.39	55148.0
2018-04-16 12:00:00	ES	Futures	2920.12	2924.76	2920.12	2921.48	56114.0
2018-04-16 12:30:00	ES	Futures	2921.21	2930.49	2919.3	2928.3	72826.0
2018-04-16 13:00:00	ES	Futures	2928.3	2933.22	2928.03	2929.94	56167.0
2018-04-16 13:30:00	ES	Futures	2930.21	2933.22	2929.39	2931.85	41375.0
2018-04-16 14:00:00	ES	Futures	2931.85	2932.4	2924.21	2926.12	53680.0
2018-04-16 14:30:00	ES	Futures	2926.12	2930.49	2925.03	2927.21	44685.0
2018-04-16 15:00:00	ES	Futures	2927.21	2929.12	2921.48	2925.03	57136.0
2018-04-16 15:30:00	ES	Futures	2925.03	2929.94	2922.85	2923.39	114299.0
2018-04-16 16:00:00	ES	Futures	2923.39	2929.94	2923.39	2926.94	59210.0
2018-04-16 16:30:00	ES	Futures	2927.21	2927.48	2924.48	2925.03	6469.0
2018-04-16 18:00:00	ES	Futures	2924.76	2927.48	2924.48	2924.48	3335.0
2018-04-16 18:30:00	ES	Futures	2924.76	2928.3	2924.21	2928.03	1800.0
2018-04-16 19:00:00	ES	Futures	2928.03	2929.39	2926.67	2928.03	1969.0
2018-04-16 19:30:00	ES	Futures	2928.03	2929.12	2925.85	2926.94	1713.0
2018-04-16 20:00:00	ES	Futures	2927.21	2933.22	2926.94	2932.4	5736.0
2018-04-16 20:30:00	ES	Futures	2932.4	2934.58	2929.67	2931.85	4406.0
2018-04-16 21:00:00	ES	Futures	2931.85	2932.12	2929.12	2929.67	3564.0
2018-04-16 21:30:00	ES	Futures	2929.67	2930.49	2926.67	2928.03	4278.0
2018-04-16 22:00:00	ES	Futures	2928.03	2933.22	2927.48	2931.03	4002.0
2018-04-16 22:30:00	ES	Futures	2931.03	2934.03	2931.03	2934.03	2483.0
2018-04-16 23:00:00	ES	Futures	2933.76	2935.94	2933.49	2935.4	2693.0
2018-04-16 23:30:00	ES	Futures	2935.4	2935.94	2934.58	2935.94	1531.0
2018-04-16 00:00:00	NQ	Futures	7869.13	7885.98	7869.13	7884.21	1276.0
2018-04-16 00:30:00	NQ	Futures	7884.21	7884.8	7878.3	7883.32	473.0
2018-04-16 01:00:00	NQ	Futures	7883.32	7883.32	7874.45	7876.82	834.0
2018-04-16 01:30:00	NQ	Futures	7875.93	7880.36	7870.61	7878.89	882.0

> showing 50 of 3,142 rows — these rows as CSV

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