PREVIEW / futures_30min / 2018-05-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-07.parquet
  size:    79 KB
  rows:    3,075

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
2018-05-07 00:00:00	ES	Futures	2915.75	2917.39	2915.75	2917.39	2422.0
2018-05-07 00:30:00	ES	Futures	2917.39	2918.75	2916.3	2918.21	3371.0
2018-05-07 01:00:00	ES	Futures	2918.21	2918.48	2916.84	2916.84	2321.0
2018-05-07 01:30:00	ES	Futures	2916.84	2917.66	2915.48	2917.39	2555.0
2018-05-07 02:00:00	ES	Futures	2917.39	2917.66	2913.84	2914.93	4488.0
2018-05-07 02:30:00	ES	Futures	2914.93	2915.48	2912.75	2913.57	2430.0
2018-05-07 03:00:00	ES	Futures	2913.29	2915.48	2911.11	2914.11	4204.0
2018-05-07 03:30:00	ES	Futures	2914.11	2914.66	2911.11	2911.93	3695.0
2018-05-07 04:00:00	ES	Futures	2911.93	2914.11	2911.38	2913.84	3306.0
2018-05-07 04:30:00	ES	Futures	2913.84	2916.57	2913.57	2914.39	3655.0
2018-05-07 05:00:00	ES	Futures	2914.11	2916.02	2914.11	2914.66	1888.0
2018-05-07 05:30:00	ES	Futures	2914.66	2916.3	2913.57	2915.48	2602.0
2018-05-07 06:00:00	ES	Futures	2915.2	2915.75	2913.29	2913.29	2802.0
2018-05-07 06:30:00	ES	Futures	2913.57	2917.39	2913.57	2916.57	5006.0
2018-05-07 07:00:00	ES	Futures	2916.3	2919.02	2916.3	2917.66	5962.0
2018-05-07 07:30:00	ES	Futures	2917.66	2920.93	2915.2	2916.02	12143.0
2018-05-07 08:00:00	ES	Futures	2916.02	2917.11	2913.84	2914.93	6089.0
2018-05-07 08:30:00	ES	Futures	2914.93	2916.84	2913.57	2916.57	7914.0
2018-05-07 09:00:00	ES	Futures	2916.84	2917.66	2914.66	2914.66	15537.0
2018-05-07 09:30:00	ES	Futures	2914.66	2924.76	2912.2	2924.21	118645.0
2018-05-07 10:00:00	ES	Futures	2924.48	2924.76	2917.39	2920.66	77908.0
2018-05-07 10:30:00	ES	Futures	2920.66	2921.21	2913.29	2920.66	76184.0
2018-05-07 11:00:00	ES	Futures	2920.93	2923.39	2917.11	2922.3	72300.0
2018-05-07 11:30:00	ES	Futures	2922.03	2922.85	2918.21	2922.3	44058.0
2018-05-07 12:00:00	ES	Futures	2922.3	2924.21	2919.84	2923.12	52205.0
2018-05-07 12:30:00	ES	Futures	2922.85	2923.94	2918.48	2920.12	30580.0
2018-05-07 13:00:00	ES	Futures	2919.84	2921.48	2917.11	2920.93	38036.0
2018-05-07 13:30:00	ES	Futures	2920.93	2923.39	2920.12	2922.57	27739.0
2018-05-07 14:00:00	ES	Futures	2922.3	2925.3	2921.48	2925.03	35011.0
2018-05-07 14:30:00	ES	Futures	2925.03	2927.21	2915.2	2916.57	90556.0
2018-05-07 15:00:00	ES	Futures	2916.57	2918.75	2906.47	2911.38	129338.0
2018-05-07 15:30:00	ES	Futures	2911.38	2916.3	2909.75	2914.93	121334.0
2018-05-07 16:00:00	ES	Futures	2914.66	2916.57	2914.11	2914.39	45616.0
2018-05-07 16:30:00	ES	Futures	2914.39	2914.93	2912.47	2913.29	5008.0
2018-05-07 18:00:00	ES	Futures	2912.47	2913.29	2909.2	2909.2	3638.0
2018-05-07 18:30:00	ES	Futures	2909.47	2914.39	2908.93	2911.93	3230.0
2018-05-07 19:00:00	ES	Futures	2911.93	2912.47	2910.56	2911.93	1430.0
2018-05-07 19:30:00	ES	Futures	2911.93	2912.2	2910.56	2911.66	1380.0
2018-05-07 20:00:00	ES	Futures	2911.66	2914.39	2910.84	2911.66	4037.0
2018-05-07 20:30:00	ES	Futures	2911.66	2912.75	2911.38	2912.2	1951.0
2018-05-07 21:00:00	ES	Futures	2912.2	2912.75	2912.2	2912.47	1981.0
2018-05-07 21:30:00	ES	Futures	2912.47	2915.48	2911.93	2914.93	3264.0
2018-05-07 22:00:00	ES	Futures	2914.93	2916.3	2913.84	2914.11	1906.0
2018-05-07 22:30:00	ES	Futures	2914.11	2914.93	2913.84	2914.66	931.0
2018-05-07 23:00:00	ES	Futures	2914.93	2915.2	2914.11	2914.66	602.0
2018-05-07 23:30:00	ES	Futures	2914.66	2914.93	2913.02	2913.29	889.0
2018-05-07 00:00:00	NQ	Futures	8062.41	8068.03	8061.82	8067.73	1194.0
2018-05-07 00:30:00	NQ	Futures	8067.73	8076.01	8064.48	8074.82	2073.0
2018-05-07 01:00:00	NQ	Futures	8075.12	8077.48	8069.8	8071.28	2069.0
2018-05-07 01:30:00	NQ	Futures	8071.28	8072.46	8063.3	8068.91	1384.0

> showing 50 of 3,075 rows — these rows as CSV

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