PREVIEW / futures_30min / 2018-04-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-19.parquet
  size:    86 KB
  rows:    3,161

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
2018-04-19 00:00:00	ES	Futures	2961.05	2961.33	2960.23	2960.51	744.0
2018-04-19 00:30:00	ES	Futures	2960.51	2961.33	2960.23	2960.51	617.0
2018-04-19 01:00:00	ES	Futures	2960.23	2961.05	2960.23	2960.51	685.0
2018-04-19 01:30:00	ES	Futures	2960.78	2960.78	2958.05	2959.14	2042.0
2018-04-19 02:00:00	ES	Futures	2959.14	2959.96	2954.23	2954.23	4566.0
2018-04-19 02:30:00	ES	Futures	2954.5	2956.14	2952.05	2955.87	5328.0
2018-04-19 03:00:00	ES	Futures	2956.14	2959.14	2955.05	2958.32	7123.0
2018-04-19 03:30:00	ES	Futures	2958.32	2958.6	2955.05	2955.32	4333.0
2018-04-19 04:00:00	ES	Futures	2955.32	2956.96	2952.32	2956.41	5843.0
2018-04-19 04:30:00	ES	Futures	2956.41	2956.69	2951.5	2952.32	5911.0
2018-04-19 05:00:00	ES	Futures	2952.05	2955.59	2951.77	2954.78	5349.0
2018-04-19 05:30:00	ES	Futures	2954.78	2955.87	2953.96	2955.05	2588.0
2018-04-19 06:00:00	ES	Futures	2955.32	2955.59	2951.77	2953.41	7229.0
2018-04-19 06:30:00	ES	Futures	2953.41	2953.41	2951.77	2953.14	4075.0
2018-04-19 07:00:00	ES	Futures	2953.14	2955.59	2952.87	2955.32	4578.0
2018-04-19 07:30:00	ES	Futures	2955.05	2956.14	2953.14	2954.78	3260.0
2018-04-19 08:00:00	ES	Futures	2954.78	2954.78	2949.04	2950.14	13894.0
2018-04-19 08:30:00	ES	Futures	2949.86	2951.77	2947.41	2947.68	14888.0
2018-04-19 09:00:00	ES	Futures	2947.41	2949.04	2945.77	2948.23	22081.0
2018-04-19 09:30:00	ES	Futures	2948.23	2950.14	2938.95	2945.22	160452.0
2018-04-19 10:00:00	ES	Futures	2945.5	2949.59	2939.49	2947.13	103177.0
2018-04-19 10:30:00	ES	Futures	2946.86	2951.23	2938.67	2942.77	107117.0
2018-04-19 11:00:00	ES	Futures	2942.49	2943.31	2936.76	2941.95	98680.0
2018-04-19 11:30:00	ES	Futures	2941.95	2942.77	2933.22	2933.49	81627.0
2018-04-19 12:00:00	ES	Futures	2933.22	2934.31	2930.21	2932.12	110644.0
2018-04-19 12:30:00	ES	Futures	2932.4	2936.49	2931.31	2931.58	62417.0
2018-04-19 13:00:00	ES	Futures	2931.58	2932.12	2927.48	2927.76	69893.0
2018-04-19 13:30:00	ES	Futures	2927.76	2935.94	2927.21	2933.49	61045.0
2018-04-19 14:00:00	ES	Futures	2933.49	2935.67	2928.3	2931.03	51585.0
2018-04-19 14:30:00	ES	Futures	2930.76	2936.49	2929.94	2935.4	102546.0
2018-04-19 15:00:00	ES	Futures	2935.4	2938.67	2933.22	2933.49	58399.0
2018-04-19 15:30:00	ES	Futures	2933.49	2946.32	2932.67	2940.04	224937.0
2018-04-19 16:00:00	ES	Futures	2940.04	2941.4	2937.58	2938.67	72535.0
2018-04-19 16:30:00	ES	Futures	2938.95	2941.4	2938.67	2939.49	6716.0
2018-04-19 18:00:00	ES	Futures	2939.22	2941.4	2938.67	2939.77	2860.0
2018-04-19 18:30:00	ES	Futures	2939.77	2940.31	2938.95	2940.04	756.0
2018-04-19 19:00:00	ES	Futures	2940.04	2940.04	2934.31	2936.49	1961.0
2018-04-19 19:30:00	ES	Futures	2936.49	2940.04	2936.22	2939.77	2223.0
2018-04-19 20:00:00	ES	Futures	2940.04	2940.04	2935.94	2937.86	3213.0
2018-04-19 20:30:00	ES	Futures	2937.86	2939.49	2936.76	2937.58	2281.0
2018-04-19 21:00:00	ES	Futures	2937.31	2940.31	2936.49	2940.04	3121.0
2018-04-19 21:30:00	ES	Futures	2940.04	2942.77	2938.67	2942.22	3317.0
2018-04-19 22:00:00	ES	Futures	2941.95	2944.4	2941.68	2941.95	3943.0
2018-04-19 22:30:00	ES	Futures	2941.68	2942.49	2939.77	2941.4	2263.0
2018-04-19 23:00:00	ES	Futures	2941.13	2941.68	2938.67	2940.58	2011.0
2018-04-19 23:30:00	ES	Futures	2940.58	2941.13	2939.77	2940.86	1175.0
2018-04-19 00:00:00	NQ	Futures	8111.47	8112.95	8109.99	8110.58	316.0
2018-04-19 00:30:00	NQ	Futures	8110.29	8113.83	8110.29	8111.77	295.0
2018-04-19 01:00:00	NQ	Futures	8111.18	8111.77	8108.22	8109.7	441.0
2018-04-19 01:30:00	NQ	Futures	8109.7	8109.99	8102.31	8106.74	795.0

> showing 50 of 3,161 rows — these rows as CSV

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