PREVIEW / futures_30min / 2018-04-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-23.parquet
  size:    86 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
2018-04-23 00:00:00	ES	Futures	2923.39	2925.85	2923.39	2924.76	1927.0
2018-04-23 00:30:00	ES	Futures	2925.03	2926.39	2924.48	2926.12	1740.0
2018-04-23 01:00:00	ES	Futures	2926.12	2926.67	2923.94	2924.21	2226.0
2018-04-23 01:30:00	ES	Futures	2924.21	2925.3	2923.66	2923.66	1321.0
2018-04-23 02:00:00	ES	Futures	2923.94	2923.94	2919.84	2920.39	3502.0
2018-04-23 02:30:00	ES	Futures	2920.39	2921.21	2919.02	2920.12	4024.0
2018-04-23 03:00:00	ES	Futures	2920.12	2920.93	2913.29	2913.84	12161.0
2018-04-23 03:30:00	ES	Futures	2913.84	2915.75	2913.02	2914.66	5884.0
2018-04-23 04:00:00	ES	Futures	2914.66	2915.75	2910.84	2912.47	8971.0
2018-04-23 04:30:00	ES	Futures	2912.47	2913.57	2911.66	2913.02	4006.0
2018-04-23 05:00:00	ES	Futures	2913.02	2913.84	2911.38	2913.02	5594.0
2018-04-23 05:30:00	ES	Futures	2912.75	2913.57	2911.11	2912.2	5960.0
2018-04-23 06:00:00	ES	Futures	2912.2	2914.93	2910.84	2914.93	6478.0
2018-04-23 06:30:00	ES	Futures	2914.93	2917.66	2914.93	2915.75	6195.0
2018-04-23 07:00:00	ES	Futures	2916.02	2917.66	2914.93	2916.02	5072.0
2018-04-23 07:30:00	ES	Futures	2916.02	2919.57	2916.02	2919.02	8423.0
2018-04-23 08:00:00	ES	Futures	2918.75	2922.57	2917.93	2922.57	11954.0
2018-04-23 08:30:00	ES	Futures	2922.57	2923.66	2921.21	2923.12	11895.0
2018-04-23 09:00:00	ES	Futures	2923.39	2923.39	2921.75	2922.03	9858.0
2018-04-23 09:30:00	ES	Futures	2922.3	2923.39	2912.2	2919.02	109407.0
2018-04-23 10:00:00	ES	Futures	2919.02	2921.48	2913.84	2917.93	78410.0
2018-04-23 10:30:00	ES	Futures	2918.21	2920.93	2911.93	2919.3	99232.0
2018-04-23 11:00:00	ES	Futures	2919.3	2928.85	2917.93	2927.48	94382.0
2018-04-23 11:30:00	ES	Futures	2927.48	2928.3	2920.93	2923.66	68052.0
2018-04-23 12:00:00	ES	Futures	2923.39	2925.03	2918.48	2919.02	42937.0
2018-04-23 12:30:00	ES	Futures	2918.75	2920.66	2914.11	2916.84	54006.0
2018-04-23 13:00:00	ES	Futures	2916.57	2917.93	2914.66	2916.3	36002.0
2018-04-23 13:30:00	ES	Futures	2916.3	2919.84	2913.84	2917.93	33286.0
2018-04-23 14:00:00	ES	Futures	2918.21	2918.75	2904.29	2906.74	101584.0
2018-04-23 14:30:00	ES	Futures	2906.74	2909.75	2900.74	2903.74	74720.0
2018-04-23 15:00:00	ES	Futures	2903.74	2911.66	2902.65	2910.84	85215.0
2018-04-23 15:30:00	ES	Futures	2911.11	2914.66	2908.38	2914.39	98233.0
2018-04-23 16:00:00	ES	Futures	2914.11	2918.48	2913.57	2915.48	55739.0
2018-04-23 16:30:00	ES	Futures	2915.48	2917.66	2914.66	2916.84	7213.0
2018-04-23 18:00:00	ES	Futures	2916.84	2919.02	2916.57	2916.84	2830.0
2018-04-23 18:30:00	ES	Futures	2917.11	2918.48	2916.3	2917.66	1194.0
2018-04-23 19:00:00	ES	Futures	2917.93	2918.48	2917.39	2917.66	424.0
2018-04-23 19:30:00	ES	Futures	2917.39	2922.03	2917.39	2920.12	3161.0
2018-04-23 20:00:00	ES	Futures	2920.12	2921.21	2918.21	2919.84	3314.0
2018-04-23 20:30:00	ES	Futures	2919.57	2920.66	2917.93	2918.21	2748.0
2018-04-23 21:00:00	ES	Futures	2918.21	2918.48	2916.02	2917.66	2760.0
2018-04-23 21:30:00	ES	Futures	2917.66	2922.85	2917.66	2922.57	3167.0
2018-04-23 22:00:00	ES	Futures	2922.57	2925.3	2922.57	2923.66	3808.0
2018-04-23 22:30:00	ES	Futures	2923.66	2923.94	2922.57	2923.94	1833.0
2018-04-23 23:00:00	ES	Futures	2923.66	2924.21	2921.75	2922.85	1665.0
2018-04-23 23:30:00	ES	Futures	2922.57	2923.94	2922.03	2922.85	1370.0
2018-04-23 00:00:00	NQ	Futures	7915.24	7923.51	7914.06	7917.6	852.0
2018-04-23 00:30:00	NQ	Futures	7917.9	7919.97	7914.94	7918.19	647.0
2018-04-23 01:00:00	NQ	Futures	7918.49	7922.63	7913.46	7914.35	903.0
2018-04-23 01:30:00	NQ	Futures	7915.24	7917.6	7911.69	7911.69	366.0

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

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