PREVIEW / futures_30min / 2018-04-30

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-04-30.parquet
  size:    84 KB
  rows:    3,182

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
2018-04-30 00:00:00	ES	Futures	2922.57	2923.12	2922.3	2922.3	632.0
2018-04-30 00:30:00	ES	Futures	2922.3	2923.39	2922.3	2923.39	850.0
2018-04-30 01:00:00	ES	Futures	2923.66	2926.12	2923.39	2925.03	2802.0
2018-04-30 01:30:00	ES	Futures	2925.3	2926.39	2924.48	2925.3	1564.0
2018-04-30 02:00:00	ES	Futures	2925.03	2925.57	2923.12	2923.39	2234.0
2018-04-30 02:30:00	ES	Futures	2923.66	2924.48	2922.85	2923.12	1915.0
2018-04-30 03:00:00	ES	Futures	2923.12	2925.57	2922.3	2923.66	5377.0
2018-04-30 03:30:00	ES	Futures	2923.66	2924.48	2922.85	2923.39	2305.0
2018-04-30 04:00:00	ES	Futures	2923.39	2923.94	2922.85	2923.39	2207.0
2018-04-30 04:30:00	ES	Futures	2923.39	2924.48	2922.85	2923.94	1657.0
2018-04-30 05:00:00	ES	Futures	2924.21	2924.76	2923.66	2924.21	1662.0
2018-04-30 05:30:00	ES	Futures	2924.48	2927.48	2923.94	2927.21	4775.0
2018-04-30 06:00:00	ES	Futures	2926.94	2928.03	2925.57	2926.12	5250.0
2018-04-30 06:30:00	ES	Futures	2926.12	2926.94	2924.48	2926.39	4382.0
2018-04-30 07:00:00	ES	Futures	2926.39	2926.67	2923.12	2923.39	4368.0
2018-04-30 07:30:00	ES	Futures	2923.39	2926.12	2923.12	2925.57	5787.0
2018-04-30 08:00:00	ES	Futures	2925.85	2926.12	2922.85	2924.21	4760.0
2018-04-30 08:30:00	ES	Futures	2923.94	2924.76	2920.93	2922.85	8906.0
2018-04-30 09:00:00	ES	Futures	2923.12	2923.39	2919.57	2920.12	14454.0
2018-04-30 09:30:00	ES	Futures	2920.12	2927.48	2919.84	2923.12	120557.0
2018-04-30 10:00:00	ES	Futures	2922.85	2927.21	2916.57	2920.12	69197.0
2018-04-30 10:30:00	ES	Futures	2920.39	2924.48	2918.48	2920.39	55344.0
2018-04-30 11:00:00	ES	Futures	2920.66	2923.12	2917.93	2919.3	49492.0
2018-04-30 11:30:00	ES	Futures	2919.3	2920.12	2907.02	2909.2	106489.0
2018-04-30 12:00:00	ES	Futures	2909.47	2909.47	2901.01	2905.38	75001.0
2018-04-30 12:30:00	ES	Futures	2905.65	2905.92	2897.46	2903.74	68445.0
2018-04-30 13:00:00	ES	Futures	2903.47	2905.65	2898.56	2904.29	63560.0
2018-04-30 13:30:00	ES	Futures	2904.01	2908.65	2902.65	2906.74	49296.0
2018-04-30 14:00:00	ES	Futures	2906.74	2907.02	2895.28	2900.74	80096.0
2018-04-30 14:30:00	ES	Futures	2900.47	2902.1	2895.83	2898.01	46349.0
2018-04-30 15:00:00	ES	Futures	2897.74	2901.56	2892.55	2894.74	65338.0
2018-04-30 15:30:00	ES	Futures	2894.46	2902.38	2888.19	2889.0	200124.0
2018-04-30 16:00:00	ES	Futures	2888.73	2891.46	2888.19	2889.82	111461.0
2018-04-30 16:30:00	ES	Futures	2889.82	2890.1	2887.37	2887.91	9235.0
2018-04-30 18:00:00	ES	Futures	2888.73	2889.55	2884.64	2885.73	7783.0
2018-04-30 18:30:00	ES	Futures	2885.73	2886.28	2883.27	2884.64	2928.0
2018-04-30 19:00:00	ES	Futures	2884.91	2888.46	2884.37	2887.91	2362.0
2018-04-30 19:30:00	ES	Futures	2888.19	2891.46	2888.19	2890.91	3163.0
2018-04-30 20:00:00	ES	Futures	2891.19	2892.55	2889.28	2890.91	3589.0
2018-04-30 20:30:00	ES	Futures	2891.19	2893.64	2890.91	2891.73	2769.0
2018-04-30 21:00:00	ES	Futures	2892.01	2894.46	2891.73	2894.19	2748.0
2018-04-30 21:30:00	ES	Futures	2894.46	2894.46	2891.46	2893.64	2717.0
2018-04-30 22:00:00	ES	Futures	2893.64	2893.92	2892.83	2893.1	924.0
2018-04-30 22:30:00	ES	Futures	2893.1	2893.64	2892.83	2893.1	528.0
2018-04-30 23:00:00	ES	Futures	2893.1	2893.1	2892.28	2892.55	536.0
2018-04-30 23:30:00	ES	Futures	2892.83	2893.1	2891.73	2891.73	1094.0
2018-04-30 00:00:00	NQ	Futures	7916.42	7921.44	7916.12	7918.19	554.0
2018-04-30 00:30:00	NQ	Futures	7918.19	7919.67	7914.65	7919.08	413.0
2018-04-30 01:00:00	NQ	Futures	7919.37	7929.13	7919.08	7924.1	1135.0
2018-04-30 01:30:00	NQ	Futures	7924.1	7930.9	7924.1	7927.95	704.0

> showing 50 of 3,182 rows — these rows as CSV

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