PREVIEW / futures_30min / 2018-05-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-01.parquet
  size:    74 KB
  rows:    2,725

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
2018-05-01 00:00:00	ES	Futures	2892.01	2892.55	2891.46	2892.55	784.0
2018-05-01 00:30:00	ES	Futures	2892.55	2893.37	2891.73	2892.55	1306.0
2018-05-01 01:00:00	ES	Futures	2892.55	2896.92	2892.28	2895.01	3905.0
2018-05-01 01:30:00	ES	Futures	2895.01	2896.92	2895.01	2896.37	2652.0
2018-05-01 02:00:00	ES	Futures	2896.1	2896.37	2893.1	2893.92	1679.0
2018-05-01 02:30:00	ES	Futures	2893.64	2893.92	2890.64	2891.46	2787.0
2018-05-01 03:00:00	ES	Futures	2891.73	2895.01	2891.46	2893.1	4896.0
2018-05-01 03:30:00	ES	Futures	2893.1	2894.19	2890.91	2891.46	4113.0
2018-05-01 04:00:00	ES	Futures	2891.73	2891.73	2888.46	2889.28	4151.0
2018-05-01 04:30:00	ES	Futures	2889.55	2889.55	2884.64	2884.64	4867.0
2018-05-01 05:00:00	ES	Futures	2884.64	2886.55	2884.09	2886.28	2980.0
2018-05-01 05:30:00	ES	Futures	2886.0	2887.91	2884.64	2887.09	2738.0
2018-05-01 06:00:00	ES	Futures	2887.37	2888.19	2884.64	2885.18	2699.0
2018-05-01 06:30:00	ES	Futures	2884.91	2890.64	2884.64	2889.0	5608.0
2018-05-01 07:00:00	ES	Futures	2889.0	2892.28	2887.64	2891.73	4870.0
2018-05-01 07:30:00	ES	Futures	2891.46	2891.46	2887.37	2888.19	4408.0
2018-05-01 08:00:00	ES	Futures	2887.91	2888.46	2885.73	2887.64	7423.0
2018-05-01 08:30:00	ES	Futures	2887.64	2889.55	2887.37	2888.19	7156.0
2018-05-01 09:00:00	ES	Futures	2888.19	2888.46	2882.45	2883.27	20544.0
2018-05-01 09:30:00	ES	Futures	2883.27	2884.91	2877.27	2883.27	145188.0
2018-05-01 10:00:00	ES	Futures	2883.0	2884.09	2875.36	2878.91	104875.0
2018-05-01 10:30:00	ES	Futures	2878.91	2881.09	2872.63	2872.9	85284.0
2018-05-01 11:00:00	ES	Futures	2872.9	2875.9	2867.17	2873.18	99282.0
2018-05-01 11:30:00	ES	Futures	2873.18	2875.9	2868.54	2868.81	68894.0
2018-05-01 12:00:00	ES	Futures	2868.54	2874.81	2868.26	2874.27	88846.0
2018-05-01 12:30:00	ES	Futures	2874.54	2875.36	2869.36	2871.54	53145.0
2018-05-01 13:00:00	ES	Futures	2871.54	2871.54	2863.62	2865.81	58785.0
2018-05-01 13:30:00	ES	Futures	2865.81	2880.82	2865.53	2880.54	63959.0
2018-05-01 14:00:00	ES	Futures	2880.54	2886.28	2880.0	2884.91	71203.0
2018-05-01 14:30:00	ES	Futures	2884.91	2890.91	2883.55	2887.91	66201.0
2018-05-01 15:00:00	ES	Futures	2887.64	2890.37	2881.36	2883.82	66172.0
2018-05-01 15:30:00	ES	Futures	2883.82	2896.1	2883.55	2894.74	121227.0
2018-05-01 16:00:00	ES	Futures	2894.74	2897.46	2892.83	2894.46	62503.0
2018-05-01 16:30:00	ES	Futures	2895.01	2901.56	2894.74	2898.83	16930.0
2018-05-01 18:00:00	ES	Futures	2898.83	2899.92	2898.28	2898.28	3147.0
2018-05-01 18:30:00	ES	Futures	2898.01	2899.65	2897.74	2899.38	872.0
2018-05-01 19:00:00	ES	Futures	2899.1	2899.92	2896.37	2896.92	1377.0
2018-05-01 19:30:00	ES	Futures	2896.65	2899.65	2896.37	2899.38	1297.0
2018-05-01 20:00:00	ES	Futures	2899.38	2899.65	2885.46	2893.1	11779.0
2018-05-01 20:30:00	ES	Futures	2893.1	2893.1	2890.1	2892.28	3374.0
2018-05-01 21:00:00	ES	Futures	2892.28	2895.28	2891.73	2894.46	2975.0
2018-05-01 21:30:00	ES	Futures	2894.46	2894.74	2889.28	2889.82	4478.0
2018-05-01 22:00:00	ES	Futures	2889.55	2890.64	2888.73	2890.37	3254.0
2018-05-01 22:30:00	ES	Futures	2890.1	2891.19	2889.55	2891.19	1439.0
2018-05-01 23:00:00	ES	Futures	2891.19	2892.01	2890.91	2891.19	1708.0
2018-05-01 23:30:00	ES	Futures	2891.19	2892.01	2890.91	2891.73	766.0
2018-05-01 00:00:00	NQ	Futures	7821.26	7823.03	7819.19	7822.44	627.0
2018-05-01 00:30:00	NQ	Futures	7822.14	7827.17	7820.96	7824.21	571.0
2018-05-01 01:00:00	NQ	Futures	7824.51	7835.15	7824.21	7829.83	1003.0
2018-05-01 01:30:00	NQ	Futures	7829.24	7833.97	7828.94	7831.9	504.0

> showing 50 of 2,725 rows — these rows as CSV

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