PREVIEW / futures_30min / 2018-04-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-18.parquet
  size:    83 KB
  rows:    3,169

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
2018-04-18 00:00:00	ES	Futures	2960.23	2960.78	2959.96	2959.96	653.0
2018-04-18 00:30:00	ES	Futures	2960.23	2960.78	2959.96	2960.51	702.0
2018-04-18 01:00:00	ES	Futures	2960.51	2962.96	2960.23	2961.05	2808.0
2018-04-18 01:30:00	ES	Futures	2961.33	2962.42	2959.96	2960.23	2829.0
2018-04-18 02:00:00	ES	Futures	2960.23	2961.05	2958.87	2959.41	2503.0
2018-04-18 02:30:00	ES	Futures	2959.41	2960.23	2956.96	2956.96	2498.0
2018-04-18 03:00:00	ES	Futures	2956.96	2959.69	2956.69	2958.6	5252.0
2018-04-18 03:30:00	ES	Futures	2958.87	2960.78	2958.6	2959.96	3945.0
2018-04-18 04:00:00	ES	Futures	2959.96	2962.96	2959.69	2962.42	5820.0
2018-04-18 04:30:00	ES	Futures	2962.42	2962.96	2960.51	2961.05	8501.0
2018-04-18 05:00:00	ES	Futures	2961.05	2962.42	2959.96	2960.23	5044.0
2018-04-18 05:30:00	ES	Futures	2960.23	2960.78	2958.32	2959.41	4319.0
2018-04-18 06:00:00	ES	Futures	2959.41	2960.78	2957.78	2959.96	6587.0
2018-04-18 06:30:00	ES	Futures	2959.96	2963.24	2959.41	2963.24	7708.0
2018-04-18 07:00:00	ES	Futures	2962.96	2967.33	2962.96	2966.51	16759.0
2018-04-18 07:30:00	ES	Futures	2966.51	2967.6	2965.96	2967.33	8914.0
2018-04-18 08:00:00	ES	Futures	2967.33	2967.6	2963.78	2964.6	19335.0
2018-04-18 08:30:00	ES	Futures	2964.6	2965.69	2963.51	2964.05	10017.0
2018-04-18 09:00:00	ES	Futures	2964.33	2964.6	2959.96	2960.23	31050.0
2018-04-18 09:30:00	ES	Futures	2960.23	2965.15	2957.78	2960.51	132452.0
2018-04-18 10:00:00	ES	Futures	2960.51	2960.78	2951.5	2958.32	120633.0
2018-04-18 10:30:00	ES	Futures	2958.32	2963.78	2958.32	2963.24	69770.0
2018-04-18 11:00:00	ES	Futures	2963.24	2967.06	2962.69	2965.15	58802.0
2018-04-18 11:30:00	ES	Futures	2965.42	2966.24	2961.05	2961.05	50457.0
2018-04-18 12:00:00	ES	Futures	2961.33	2965.42	2961.05	2962.96	36054.0
2018-04-18 12:30:00	ES	Futures	2963.24	2963.78	2959.41	2962.96	41177.0
2018-04-18 13:00:00	ES	Futures	2962.96	2965.69	2962.14	2963.24	35064.0
2018-04-18 13:30:00	ES	Futures	2963.24	2964.05	2958.87	2959.41	33753.0
2018-04-18 14:00:00	ES	Futures	2959.14	2965.15	2956.69	2964.6	45423.0
2018-04-18 14:30:00	ES	Futures	2964.6	2965.96	2961.87	2962.69	39637.0
2018-04-18 15:00:00	ES	Futures	2962.69	2965.42	2961.05	2962.14	41396.0
2018-04-18 15:30:00	ES	Futures	2962.14	2962.69	2956.41	2956.96	91355.0
2018-04-18 16:00:00	ES	Futures	2956.96	2958.32	2956.14	2958.05	42652.0
2018-04-18 16:30:00	ES	Futures	2958.05	2959.41	2957.5	2958.87	7758.0
2018-04-18 18:00:00	ES	Futures	2960.23	2961.05	2959.14	2961.05	3734.0
2018-04-18 18:30:00	ES	Futures	2961.05	2961.05	2959.41	2959.96	1247.0
2018-04-18 19:00:00	ES	Futures	2959.96	2961.05	2959.69	2960.23	887.0
2018-04-18 19:30:00	ES	Futures	2960.23	2961.6	2960.23	2961.33	1917.0
2018-04-18 20:00:00	ES	Futures	2961.33	2961.6	2961.05	2961.6	2010.0
2018-04-18 20:30:00	ES	Futures	2961.33	2961.87	2960.51	2961.6	2418.0
2018-04-18 21:00:00	ES	Futures	2961.6	2961.87	2959.41	2960.78	2179.0
2018-04-18 21:30:00	ES	Futures	2961.05	2961.05	2958.87	2960.23	2653.0
2018-04-18 22:00:00	ES	Futures	2960.23	2960.78	2959.69	2960.78	1022.0
2018-04-18 22:30:00	ES	Futures	2960.51	2961.05	2959.96	2960.78	2141.0
2018-04-18 23:00:00	ES	Futures	2960.78	2961.33	2959.96	2961.33	964.0
2018-04-18 23:30:00	ES	Futures	2961.33	2961.6	2960.23	2961.05	1102.0
2018-04-18 00:00:00	NQ	Futures	8085.17	8086.65	8083.4	8083.69	331.0
2018-04-18 00:30:00	NQ	Futures	8083.69	8087.83	8083.69	8086.35	377.0
2018-04-18 01:00:00	NQ	Futures	8086.05	8094.03	8085.17	8089.01	869.0
2018-04-18 01:30:00	NQ	Futures	8089.01	8094.63	8088.71	8089.6	954.0

> showing 50 of 3,169 rows — these rows as CSV

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