PREVIEW / futures_30min / 2018-05-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-04.parquet
  size:    73 KB
  rows:    2,586

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
2018-05-04 00:00:00	ES	Futures	2868.54	2873.18	2868.54	2872.63	2472.0
2018-05-04 00:30:00	ES	Futures	2872.63	2874.81	2871.81	2873.72	2491.0
2018-05-04 01:00:00	ES	Futures	2873.72	2873.99	2871.81	2872.63	1265.0
2018-05-04 01:30:00	ES	Futures	2872.63	2873.45	2869.36	2871.27	2236.0
2018-05-04 02:00:00	ES	Futures	2870.99	2871.81	2867.72	2868.26	6608.0
2018-05-04 02:30:00	ES	Futures	2868.26	2869.63	2864.72	2866.63	7544.0
2018-05-04 03:00:00	ES	Futures	2866.63	2869.9	2866.08	2867.44	12219.0
2018-05-04 03:30:00	ES	Futures	2867.72	2872.08	2863.62	2870.72	24126.0
2018-05-04 04:00:00	ES	Futures	2870.72	2873.99	2870.17	2870.72	10366.0
2018-05-04 04:30:00	ES	Futures	2870.45	2870.99	2867.44	2870.72	6807.0
2018-05-04 05:00:00	ES	Futures	2870.72	2870.99	2866.63	2867.17	6098.0
2018-05-04 05:30:00	ES	Futures	2867.17	2870.99	2866.35	2870.45	4854.0
2018-05-04 06:00:00	ES	Futures	2870.17	2872.08	2868.26	2869.08	5478.0
2018-05-04 06:30:00	ES	Futures	2868.81	2869.63	2866.08	2866.63	6109.0
2018-05-04 07:00:00	ES	Futures	2866.63	2867.72	2865.53	2867.17	4452.0
2018-05-04 07:30:00	ES	Futures	2867.17	2867.44	2863.08	2864.17	8092.0
2018-05-04 08:00:00	ES	Futures	2863.9	2866.35	2859.53	2862.26	17614.0
2018-05-04 08:30:00	ES	Futures	2862.53	2870.45	2856.53	2864.99	64616.0
2018-05-04 09:00:00	ES	Futures	2864.72	2867.44	2854.35	2855.44	54462.0
2018-05-04 09:30:00	ES	Futures	2855.44	2868.81	2851.62	2866.9	156659.0
2018-05-04 10:00:00	ES	Futures	2867.17	2880.82	2864.17	2880.0	131888.0
2018-05-04 10:30:00	ES	Futures	2880.27	2890.64	2878.91	2887.64	154137.0
2018-05-04 11:00:00	ES	Futures	2887.91	2894.74	2887.09	2893.92	98780.0
2018-05-04 11:30:00	ES	Futures	2893.92	2897.74	2891.73	2896.37	95039.0
2018-05-04 12:00:00	ES	Futures	2896.1	2899.38	2894.46	2898.28	74662.0
2018-05-04 12:30:00	ES	Futures	2898.56	2901.01	2897.19	2898.83	50004.0
2018-05-04 13:00:00	ES	Futures	2899.1	2902.65	2897.74	2900.19	47860.0
2018-05-04 13:30:00	ES	Futures	2900.19	2905.65	2899.65	2905.65	50106.0
2018-05-04 14:00:00	ES	Futures	2905.38	2912.47	2904.29	2911.93	80360.0
2018-05-04 14:30:00	ES	Futures	2911.93	2914.11	2908.38	2908.38	87993.0
2018-05-04 15:00:00	ES	Futures	2908.38	2912.47	2907.29	2910.56	69657.0
2018-05-04 15:30:00	ES	Futures	2910.56	2911.11	2900.47	2905.65	165214.0
2018-05-04 16:00:00	ES	Futures	2905.38	2908.11	2903.47	2907.84	69298.0
2018-05-04 16:30:00	ES	Futures	2907.56	2908.65	2906.74	2908.11	6768.0
2018-05-04 00:00:00	NQ	Futures	7861.75	7879.77	7861.75	7873.86	1431.0
2018-05-04 00:30:00	NQ	Futures	7874.16	7882.14	7872.39	7880.07	1124.0
2018-05-04 01:00:00	NQ	Futures	7880.07	7880.36	7872.09	7874.45	758.0
2018-05-04 01:30:00	NQ	Futures	7875.04	7876.52	7863.52	7870.32	871.0
2018-05-04 02:00:00	NQ	Futures	7869.73	7872.39	7859.38	7861.75	1495.0
2018-05-04 02:30:00	NQ	Futures	7861.45	7866.77	7848.74	7855.84	1514.0
2018-05-04 03:00:00	NQ	Futures	7855.54	7863.81	7852.29	7857.61	2979.0
2018-05-04 03:30:00	NQ	Futures	7857.61	7874.16	7847.86	7867.07	5140.0
2018-05-04 04:00:00	NQ	Futures	7867.36	7879.77	7861.15	7862.93	3696.0
2018-05-04 04:30:00	NQ	Futures	7862.93	7866.18	7854.65	7862.63	1545.0
2018-05-04 05:00:00	NQ	Futures	7863.22	7864.41	7853.47	7855.24	850.0
2018-05-04 05:30:00	NQ	Futures	7855.54	7866.77	7852.29	7864.7	1093.0
2018-05-04 06:00:00	NQ	Futures	7865.0	7871.5	7862.93	7865.59	1500.0
2018-05-04 06:30:00	NQ	Futures	7865.88	7868.54	7857.31	7859.38	1461.0
2018-05-04 07:00:00	NQ	Futures	7859.38	7865.59	7857.02	7862.34	1136.0
2018-05-04 07:30:00	NQ	Futures	7862.93	7865.59	7848.15	7852.29	1966.0

> showing 50 of 2,586 rows — these rows as CSV

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