PREVIEW / futures_30min / 2018-04-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-26.parquet
  size:    86 KB
  rows:    3,188

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
2018-04-26 00:00:00	ES	Futures	2890.91	2892.55	2890.1	2892.28	931.0
2018-04-26 00:30:00	ES	Futures	2892.28	2892.28	2889.82	2890.91	1016.0
2018-04-26 01:00:00	ES	Futures	2890.91	2891.19	2885.18	2889.28	5656.0
2018-04-26 01:30:00	ES	Futures	2889.28	2890.1	2886.0	2886.0	4650.0
2018-04-26 02:00:00	ES	Futures	2886.0	2887.37	2883.27	2885.18	6078.0
2018-04-26 02:30:00	ES	Futures	2885.18	2885.46	2883.0	2883.82	6553.0
2018-04-26 03:00:00	ES	Futures	2883.82	2888.46	2881.36	2887.91	11781.0
2018-04-26 03:30:00	ES	Futures	2887.91	2888.46	2883.0	2884.09	6571.0
2018-04-26 04:00:00	ES	Futures	2884.09	2887.37	2883.82	2885.46	5990.0
2018-04-26 04:30:00	ES	Futures	2885.73	2887.09	2884.37	2886.28	5474.0
2018-04-26 05:00:00	ES	Futures	2886.0	2889.0	2884.64	2888.46	5662.0
2018-04-26 05:30:00	ES	Futures	2888.73	2892.28	2887.91	2891.46	5650.0
2018-04-26 06:00:00	ES	Futures	2891.46	2893.37	2889.55	2891.73	6364.0
2018-04-26 06:30:00	ES	Futures	2892.01	2895.01	2890.64	2894.19	6354.0
2018-04-26 07:00:00	ES	Futures	2893.92	2894.74	2892.01	2892.83	8095.0
2018-04-26 07:30:00	ES	Futures	2892.83	2897.46	2891.73	2895.83	14367.0
2018-04-26 08:00:00	ES	Futures	2895.83	2897.19	2893.92	2895.01	8339.0
2018-04-26 08:30:00	ES	Futures	2895.01	2897.19	2893.37	2896.92	11484.0
2018-04-26 09:00:00	ES	Futures	2896.92	2897.19	2892.55	2893.64	21199.0
2018-04-26 09:30:00	ES	Futures	2893.92	2896.65	2887.91	2895.55	144684.0
2018-04-26 10:00:00	ES	Futures	2895.28	2902.92	2893.37	2899.38	119290.0
2018-04-26 10:30:00	ES	Futures	2899.38	2907.29	2898.83	2906.47	88497.0
2018-04-26 11:00:00	ES	Futures	2906.47	2907.02	2898.83	2901.01	70392.0
2018-04-26 11:30:00	ES	Futures	2901.01	2902.38	2895.01	2899.38	72671.0
2018-04-26 12:00:00	ES	Futures	2899.65	2906.47	2899.1	2904.83	53358.0
2018-04-26 12:30:00	ES	Futures	2905.11	2905.65	2901.01	2904.29	28481.0
2018-04-26 13:00:00	ES	Futures	2904.56	2913.29	2904.29	2911.38	74107.0
2018-04-26 13:30:00	ES	Futures	2911.66	2914.11	2909.47	2913.84	42159.0
2018-04-26 14:00:00	ES	Futures	2913.84	2915.75	2911.66	2913.84	48281.0
2018-04-26 14:30:00	ES	Futures	2914.11	2919.84	2913.02	2918.21	69281.0
2018-04-26 15:00:00	ES	Futures	2918.21	2920.66	2910.84	2911.93	71136.0
2018-04-26 15:30:00	ES	Futures	2912.2	2914.39	2907.84	2910.56	96269.0
2018-04-26 16:00:00	ES	Futures	2910.56	2920.66	2908.65	2920.39	74395.0
2018-04-26 16:30:00	ES	Futures	2920.12	2922.85	2917.11	2917.93	10564.0
2018-04-26 18:00:00	ES	Futures	2920.66	2920.93	2917.39	2918.21	5037.0
2018-04-26 18:30:00	ES	Futures	2918.48	2918.48	2916.84	2918.21	1604.0
2018-04-26 19:00:00	ES	Futures	2918.48	2919.57	2917.39	2918.21	1638.0
2018-04-26 19:30:00	ES	Futures	2918.21	2918.21	2916.3	2916.84	1057.0
2018-04-26 20:00:00	ES	Futures	2916.84	2917.11	2913.57	2915.2	4189.0
2018-04-26 20:30:00	ES	Futures	2915.48	2915.75	2913.57	2914.93	2039.0
2018-04-26 21:00:00	ES	Futures	2915.2	2915.48	2913.02	2914.11	2977.0
2018-04-26 21:30:00	ES	Futures	2914.11	2914.11	2910.02	2910.84	4816.0
2018-04-26 22:00:00	ES	Futures	2910.84	2913.29	2910.02	2913.02	2193.0
2018-04-26 22:30:00	ES	Futures	2912.75	2913.02	2911.38	2912.47	1204.0
2018-04-26 23:00:00	ES	Futures	2912.47	2912.75	2911.38	2912.47	1341.0
2018-04-26 23:30:00	ES	Futures	2912.47	2914.11	2912.2	2913.57	1677.0
2018-04-26 00:00:00	NQ	Futures	7792.89	7797.02	7790.52	7796.14	439.0
2018-04-26 00:30:00	NQ	Futures	7796.43	7796.43	7791.41	7794.36	443.0
2018-04-26 01:00:00	NQ	Futures	7794.36	7796.14	7771.31	7781.95	2221.0
2018-04-26 01:30:00	NQ	Futures	7781.95	7786.98	7771.61	7772.2	1115.0

> showing 50 of 3,188 rows — these rows as CSV

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