PREVIEW / futures_30min / 2018-04-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-25.parquet
  size:    85 KB
  rows:    3,163

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
2018-04-25 00:00:00	ES	Futures	2873.72	2874.54	2872.63	2873.45	1633.0
2018-04-25 00:30:00	ES	Futures	2873.45	2874.81	2871.54	2871.81	2377.0
2018-04-25 01:00:00	ES	Futures	2871.81	2873.45	2870.72	2871.81	1860.0
2018-04-25 01:30:00	ES	Futures	2871.81	2871.81	2866.9	2869.08	3026.0
2018-04-25 02:00:00	ES	Futures	2869.36	2872.9	2868.81	2872.63	6844.0
2018-04-25 02:30:00	ES	Futures	2872.63	2873.18	2869.36	2870.45	4438.0
2018-04-25 03:00:00	ES	Futures	2870.72	2872.63	2867.72	2871.81	8268.0
2018-04-25 03:30:00	ES	Futures	2871.81	2878.63	2871.81	2874.81	10937.0
2018-04-25 04:00:00	ES	Futures	2874.54	2874.81	2868.26	2869.08	9613.0
2018-04-25 04:30:00	ES	Futures	2869.08	2869.08	2862.81	2864.44	13574.0
2018-04-25 05:00:00	ES	Futures	2864.17	2867.44	2861.17	2865.81	11249.0
2018-04-25 05:30:00	ES	Futures	2865.81	2868.81	2864.44	2868.26	7220.0
2018-04-25 06:00:00	ES	Futures	2868.26	2871.27	2868.26	2869.9	7713.0
2018-04-25 06:30:00	ES	Futures	2869.63	2869.9	2860.9	2860.9	7675.0
2018-04-25 07:00:00	ES	Futures	2860.9	2864.99	2858.17	2858.98	15525.0
2018-04-25 07:30:00	ES	Futures	2858.71	2868.54	2858.44	2868.26	21523.0
2018-04-25 08:00:00	ES	Futures	2868.26	2870.17	2866.63	2869.9	15882.0
2018-04-25 08:30:00	ES	Futures	2869.9	2871.81	2864.99	2867.17	24059.0
2018-04-25 09:00:00	ES	Futures	2867.44	2874.54	2867.17	2873.72	27227.0
2018-04-25 09:30:00	ES	Futures	2873.45	2875.09	2850.52	2852.98	285242.0
2018-04-25 10:00:00	ES	Futures	2852.98	2866.9	2851.62	2863.35	194785.0
2018-04-25 10:30:00	ES	Futures	2863.62	2873.18	2862.53	2870.17	122240.0
2018-04-25 11:00:00	ES	Futures	2870.17	2876.18	2868.54	2874.27	102825.0
2018-04-25 11:30:00	ES	Futures	2874.27	2875.36	2861.44	2861.71	84242.0
2018-04-25 12:00:00	ES	Futures	2861.44	2869.63	2859.8	2867.72	108015.0
2018-04-25 12:30:00	ES	Futures	2867.99	2873.18	2866.9	2869.08	76770.0
2018-04-25 13:00:00	ES	Futures	2869.36	2874.54	2865.81	2870.17	63354.0
2018-04-25 13:30:00	ES	Futures	2870.45	2878.91	2869.9	2875.9	83339.0
2018-04-25 14:00:00	ES	Futures	2875.9	2877.54	2867.72	2870.45	76538.0
2018-04-25 14:30:00	ES	Futures	2870.45	2885.46	2868.81	2885.18	92913.0
2018-04-25 15:00:00	ES	Futures	2885.46	2886.55	2879.18	2881.64	76319.0
2018-04-25 15:30:00	ES	Futures	2881.64	2884.09	2870.45	2880.54	145828.0
2018-04-25 16:00:00	ES	Futures	2880.82	2887.37	2880.27	2886.28	73871.0
2018-04-25 16:30:00	ES	Futures	2887.37	2890.91	2885.73	2888.73	13144.0
2018-04-25 18:00:00	ES	Futures	2890.91	2898.01	2890.1	2892.83	10698.0
2018-04-25 18:30:00	ES	Futures	2892.83	2894.46	2891.73	2893.92	2949.0
2018-04-25 19:00:00	ES	Futures	2894.19	2896.37	2892.28	2896.37	3241.0
2018-04-25 19:30:00	ES	Futures	2896.37	2896.37	2892.83	2893.37	1870.0
2018-04-25 20:00:00	ES	Futures	2893.37	2896.37	2891.19	2895.83	4890.0
2018-04-25 20:30:00	ES	Futures	2896.1	2897.74	2895.83	2896.37	3398.0
2018-04-25 21:00:00	ES	Futures	2896.37	2896.92	2895.28	2895.83	1986.0
2018-04-25 21:30:00	ES	Futures	2896.1	2898.01	2892.83	2893.92	3981.0
2018-04-25 22:00:00	ES	Futures	2894.19	2895.55	2893.37	2893.92	2008.0
2018-04-25 22:30:00	ES	Futures	2894.19	2894.19	2891.19	2891.46	2599.0
2018-04-25 23:00:00	ES	Futures	2891.46	2893.1	2890.91	2892.55	1526.0
2018-04-25 23:30:00	ES	Futures	2892.28	2892.83	2890.64	2890.91	1048.0
2018-04-25 00:00:00	NQ	Futures	7702.75	7705.71	7700.68	7703.93	350.0
2018-04-25 00:30:00	NQ	Futures	7704.52	7709.55	7698.91	7700.98	793.0
2018-04-25 01:00:00	NQ	Futures	7701.27	7707.48	7698.61	7701.86	946.0
2018-04-25 01:30:00	NQ	Futures	7701.86	7702.16	7684.72	7691.52	1294.0

> showing 50 of 3,163 rows — these rows as CSV

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