PREVIEW / futures_30min / 2018-05-03

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-03.parquet
  size:    85 KB
  rows:    3,198

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
2018-05-03 00:00:00	ES	Futures	2870.45	2870.99	2869.9	2870.45	1211.0
2018-05-03 00:30:00	ES	Futures	2870.17	2870.99	2870.17	2870.72	1316.0
2018-05-03 01:00:00	ES	Futures	2870.72	2870.99	2867.17	2870.45	2670.0
2018-05-03 01:30:00	ES	Futures	2870.45	2870.99	2869.36	2870.99	1866.0
2018-05-03 02:00:00	ES	Futures	2870.99	2870.99	2869.08	2870.17	4283.0
2018-05-03 02:30:00	ES	Futures	2870.17	2872.08	2868.81	2871.27	4450.0
2018-05-03 03:00:00	ES	Futures	2871.27	2874.54	2869.63	2872.9	9987.0
2018-05-03 03:30:00	ES	Futures	2872.63	2875.09	2872.08	2874.81	4592.0
2018-05-03 04:00:00	ES	Futures	2874.81	2875.9	2874.27	2874.81	5817.0
2018-05-03 04:30:00	ES	Futures	2874.81	2875.9	2874.27	2875.63	3278.0
2018-05-03 05:00:00	ES	Futures	2875.63	2877.82	2874.54	2874.81	7878.0
2018-05-03 05:30:00	ES	Futures	2874.81	2875.9	2872.08	2873.18	6830.0
2018-05-03 06:00:00	ES	Futures	2873.18	2875.9	2872.9	2875.36	3098.0
2018-05-03 06:30:00	ES	Futures	2875.36	2875.63	2873.45	2873.45	3659.0
2018-05-03 07:00:00	ES	Futures	2873.45	2874.27	2868.54	2869.08	9281.0
2018-05-03 07:30:00	ES	Futures	2869.08	2870.99	2857.89	2860.08	26155.0
2018-05-03 08:00:00	ES	Futures	2860.08	2861.71	2856.8	2860.62	23602.0
2018-05-03 08:30:00	ES	Futures	2860.62	2863.62	2858.71	2859.8	18536.0
2018-05-03 09:00:00	ES	Futures	2859.8	2864.17	2859.53	2863.9	24825.0
2018-05-03 09:30:00	ES	Futures	2863.9	2864.99	2851.62	2863.08	176389.0
2018-05-03 10:00:00	ES	Futures	2862.81	2863.08	2841.52	2844.52	198460.0
2018-05-03 10:30:00	ES	Futures	2844.25	2845.07	2828.69	2834.15	222805.0
2018-05-03 11:00:00	ES	Futures	2834.42	2844.25	2832.24	2835.51	153484.0
2018-05-03 11:30:00	ES	Futures	2835.24	2846.98	2832.24	2844.79	136921.0
2018-05-03 12:00:00	ES	Futures	2845.07	2849.43	2839.06	2839.88	96381.0
2018-05-03 12:30:00	ES	Futures	2839.61	2868.81	2839.34	2867.72	159959.0
2018-05-03 13:00:00	ES	Futures	2867.72	2869.08	2858.98	2862.26	132660.0
2018-05-03 13:30:00	ES	Futures	2862.26	2873.72	2861.99	2868.54	96416.0
2018-05-03 14:00:00	ES	Futures	2868.54	2870.45	2863.9	2867.99	84003.0
2018-05-03 14:30:00	ES	Futures	2867.99	2876.18	2863.35	2866.08	143245.0
2018-05-03 15:00:00	ES	Futures	2865.81	2870.99	2863.9	2870.45	78752.0
2018-05-03 15:30:00	ES	Futures	2870.17	2873.45	2861.99	2868.26	139246.0
2018-05-03 16:00:00	ES	Futures	2868.26	2873.99	2867.72	2872.63	51618.0
2018-05-03 16:30:00	ES	Futures	2872.36	2873.45	2871.54	2872.63	5958.0
2018-05-03 18:00:00	ES	Futures	2872.9	2875.63	2872.9	2873.72	3628.0
2018-05-03 18:30:00	ES	Futures	2873.72	2873.99	2872.63	2873.72	623.0
2018-05-03 19:00:00	ES	Futures	2873.72	2873.99	2868.81	2870.45	2220.0
2018-05-03 19:30:00	ES	Futures	2870.72	2871.27	2865.81	2867.17	3265.0
2018-05-03 20:00:00	ES	Futures	2867.44	2873.18	2866.63	2872.08	3992.0
2018-05-03 20:30:00	ES	Futures	2872.08	2872.9	2869.63	2869.9	2382.0
2018-05-03 21:00:00	ES	Futures	2870.17	2874.54	2869.36	2872.08	3413.0
2018-05-03 21:30:00	ES	Futures	2872.36	2873.72	2864.44	2866.08	5024.0
2018-05-03 22:00:00	ES	Futures	2865.81	2868.26	2863.08	2867.17	5243.0
2018-05-03 22:30:00	ES	Futures	2866.9	2867.17	2863.08	2866.63	3605.0
2018-05-03 23:00:00	ES	Futures	2866.63	2868.54	2865.81	2867.99	2155.0
2018-05-03 23:30:00	ES	Futures	2867.99	2868.81	2867.17	2868.54	1384.0
2018-05-03 00:00:00	NQ	Futures	7849.04	7850.22	7844.31	7844.61	549.0
2018-05-03 00:30:00	NQ	Futures	7844.61	7847.26	7843.42	7844.31	429.0
2018-05-03 01:00:00	NQ	Futures	7844.31	7845.2	7833.37	7841.65	991.0
2018-05-03 01:30:00	NQ	Futures	7842.54	7846.67	7838.99	7846.08	674.0

> showing 50 of 3,198 rows — these rows as CSV

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