PREVIEW / futures_30min / 2018-04-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-24.parquet
  size:    87 KB
  rows:    3,153

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
2018-04-24 00:00:00	ES	Futures	2922.85	2923.94	2922.57	2922.85	1049.0
2018-04-24 00:30:00	ES	Futures	2922.85	2923.12	2922.3	2922.57	742.0
2018-04-24 01:00:00	ES	Futures	2922.57	2923.94	2922.3	2923.12	846.0
2018-04-24 01:30:00	ES	Futures	2923.39	2925.3	2923.12	2923.66	2178.0
2018-04-24 02:00:00	ES	Futures	2923.66	2924.48	2922.03	2922.85	3235.0
2018-04-24 02:30:00	ES	Futures	2922.57	2922.57	2920.93	2921.21	2915.0
2018-04-24 03:00:00	ES	Futures	2921.48	2923.94	2919.02	2922.85	6761.0
2018-04-24 03:30:00	ES	Futures	2922.85	2925.57	2921.75	2925.03	4835.0
2018-04-24 04:00:00	ES	Futures	2925.03	2928.3	2923.66	2928.03	7469.0
2018-04-24 04:30:00	ES	Futures	2928.03	2931.58	2926.39	2930.21	8746.0
2018-04-24 05:00:00	ES	Futures	2930.21	2930.49	2927.76	2928.58	5737.0
2018-04-24 05:30:00	ES	Futures	2928.3	2930.76	2928.03	2928.58	4222.0
2018-04-24 06:00:00	ES	Futures	2928.58	2934.03	2928.3	2933.49	9099.0
2018-04-24 06:30:00	ES	Futures	2933.49	2934.31	2932.4	2933.22	6527.0
2018-04-24 07:00:00	ES	Futures	2933.22	2933.49	2931.31	2931.31	7886.0
2018-04-24 07:30:00	ES	Futures	2931.58	2934.85	2931.03	2933.22	16016.0
2018-04-24 08:00:00	ES	Futures	2933.49	2934.85	2931.58	2932.67	9719.0
2018-04-24 08:30:00	ES	Futures	2932.94	2932.94	2929.39	2930.49	15838.0
2018-04-24 09:00:00	ES	Futures	2930.49	2930.49	2926.67	2926.94	18703.0
2018-04-24 09:30:00	ES	Futures	2926.67	2929.67	2917.93	2921.75	172707.0
2018-04-24 10:00:00	ES	Futures	2921.75	2927.48	2911.38	2914.66	143302.0
2018-04-24 10:30:00	ES	Futures	2914.66	2919.57	2910.29	2911.93	127569.0
2018-04-24 11:00:00	ES	Futures	2912.2	2915.2	2904.56	2914.66	179602.0
2018-04-24 11:30:00	ES	Futures	2914.66	2917.66	2904.56	2904.56	120655.0
2018-04-24 12:00:00	ES	Futures	2904.56	2908.11	2893.37	2895.83	164151.0
2018-04-24 12:30:00	ES	Futures	2896.1	2896.65	2881.09	2881.36	139944.0
2018-04-24 13:00:00	ES	Futures	2881.09	2886.82	2876.72	2879.45	112364.0
2018-04-24 13:30:00	ES	Futures	2879.18	2880.82	2863.62	2867.17	135134.0
2018-04-24 14:00:00	ES	Futures	2867.17	2870.72	2856.26	2861.17	188450.0
2018-04-24 14:30:00	ES	Futures	2861.17	2869.36	2855.71	2867.17	162520.0
2018-04-24 15:00:00	ES	Futures	2867.17	2878.36	2866.08	2871.54	169260.0
2018-04-24 15:30:00	ES	Futures	2871.54	2876.45	2859.8	2875.09	228721.0
2018-04-24 16:00:00	ES	Futures	2874.81	2878.63	2874.27	2876.45	82041.0
2018-04-24 16:30:00	ES	Futures	2877.27	2877.82	2875.9	2877.0	5286.0
2018-04-24 18:00:00	ES	Futures	2876.72	2880.82	2875.09	2880.0	7083.0
2018-04-24 18:30:00	ES	Futures	2880.0	2880.0	2877.54	2879.18	1217.0
2018-04-24 19:00:00	ES	Futures	2879.18	2879.73	2877.82	2878.91	1147.0
2018-04-24 19:30:00	ES	Futures	2878.63	2880.54	2878.63	2879.73	1794.0
2018-04-24 20:00:00	ES	Futures	2879.73	2880.54	2878.36	2880.27	2288.0
2018-04-24 20:30:00	ES	Futures	2880.27	2881.64	2880.27	2880.82	2370.0
2018-04-24 21:00:00	ES	Futures	2880.82	2881.64	2879.18	2879.45	2567.0
2018-04-24 21:30:00	ES	Futures	2879.18	2880.54	2872.63	2874.27	6715.0
2018-04-24 22:00:00	ES	Futures	2873.99	2874.27	2866.35	2867.17	10656.0
2018-04-24 22:30:00	ES	Futures	2867.17	2872.9	2867.17	2871.54	4355.0
2018-04-24 23:00:00	ES	Futures	2871.54	2873.18	2869.08	2873.18	2250.0
2018-04-24 23:30:00	ES	Futures	2872.9	2873.99	2872.36	2873.72	1928.0
2018-04-24 00:00:00	NQ	Futures	7889.82	7891.89	7887.75	7889.82	391.0
2018-04-24 00:30:00	NQ	Futures	7889.82	7891.89	7888.34	7890.12	219.0
2018-04-24 01:00:00	NQ	Futures	7890.41	7898.98	7889.53	7896.32	874.0
2018-04-24 01:30:00	NQ	Futures	7896.62	7901.64	7895.14	7897.8	737.0

> showing 50 of 3,153 rows — these rows as CSV

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