PREVIEW / futures_30min / 2018-05-08

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-08.parquet
  size:    87 KB
  rows:    3,222

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
2018-05-08 00:00:00	ES	Futures	2913.57	2914.93	2913.57	2913.57	702.0
2018-05-08 00:30:00	ES	Futures	2913.84	2914.11	2913.29	2913.84	1026.0
2018-05-08 01:00:00	ES	Futures	2914.11	2914.66	2913.57	2913.84	1157.0
2018-05-08 01:30:00	ES	Futures	2913.84	2916.3	2913.57	2915.2	1766.0
2018-05-08 02:00:00	ES	Futures	2915.2	2916.3	2914.93	2915.48	2468.0
2018-05-08 02:30:00	ES	Futures	2915.2	2916.3	2914.39	2916.3	3001.0
2018-05-08 03:00:00	ES	Futures	2916.3	2917.11	2914.11	2915.2	5975.0
2018-05-08 03:30:00	ES	Futures	2915.2	2915.2	2912.47	2913.57	4277.0
2018-05-08 04:00:00	ES	Futures	2913.57	2913.57	2908.38	2910.02	8638.0
2018-05-08 04:30:00	ES	Futures	2910.02	2910.02	2906.2	2908.38	7958.0
2018-05-08 05:00:00	ES	Futures	2908.65	2909.2	2903.47	2905.65	10046.0
2018-05-08 05:30:00	ES	Futures	2905.65	2907.84	2905.11	2906.74	4239.0
2018-05-08 06:00:00	ES	Futures	2906.74	2909.47	2906.47	2907.29	4417.0
2018-05-08 06:30:00	ES	Futures	2907.29	2907.56	2902.92	2904.29	6957.0
2018-05-08 07:00:00	ES	Futures	2904.01	2905.65	2902.1	2905.38	8198.0
2018-05-08 07:30:00	ES	Futures	2905.11	2907.56	2905.11	2905.92	9309.0
2018-05-08 08:00:00	ES	Futures	2905.92	2908.38	2904.83	2907.84	9289.0
2018-05-08 08:30:00	ES	Futures	2908.11	2911.93	2907.84	2911.38	13228.0
2018-05-08 09:00:00	ES	Futures	2911.38	2912.2	2909.75	2910.02	12999.0
2018-05-08 09:30:00	ES	Futures	2910.29	2912.75	2903.2	2906.2	132252.0
2018-05-08 10:00:00	ES	Futures	2906.2	2909.75	2904.83	2906.2	70890.0
2018-05-08 10:30:00	ES	Futures	2906.47	2914.11	2905.92	2909.75	74413.0
2018-05-08 11:00:00	ES	Futures	2909.47	2919.3	2905.38	2914.39	125721.0
2018-05-08 11:30:00	ES	Futures	2914.11	2914.39	2907.84	2909.47	69821.0
2018-05-08 12:00:00	ES	Futures	2909.2	2910.84	2905.65	2906.74	52703.0
2018-05-08 12:30:00	ES	Futures	2906.47	2908.65	2900.74	2903.74	49374.0
2018-05-08 13:00:00	ES	Futures	2903.47	2909.75	2902.65	2908.93	43041.0
2018-05-08 13:30:00	ES	Futures	2908.65	2910.29	2904.01	2904.83	30277.0
2018-05-08 14:00:00	ES	Futures	2905.11	2914.11	2901.56	2907.02	92599.0
2018-05-08 14:30:00	ES	Futures	2907.02	2908.38	2895.28	2902.1	128234.0
2018-05-08 15:00:00	ES	Futures	2902.1	2911.93	2899.38	2910.02	82209.0
2018-05-08 15:30:00	ES	Futures	2910.02	2914.93	2909.2	2914.93	100216.0
2018-05-08 16:00:00	ES	Futures	2914.93	2915.48	2912.47	2915.2	43023.0
2018-05-08 16:30:00	ES	Futures	2914.93	2915.75	2913.84	2914.93	4634.0
2018-05-08 18:00:00	ES	Futures	2914.39	2917.93	2914.11	2916.84	3250.0
2018-05-08 18:30:00	ES	Futures	2917.11	2917.11	2915.75	2916.3	1001.0
2018-05-08 19:00:00	ES	Futures	2916.57	2916.84	2914.11	2914.93	1419.0
2018-05-08 19:30:00	ES	Futures	2914.93	2915.48	2911.66	2912.47	2569.0
2018-05-08 20:00:00	ES	Futures	2912.2	2913.02	2910.84	2911.93	2979.0
2018-05-08 20:30:00	ES	Futures	2911.93	2913.84	2911.66	2913.29	2445.0
2018-05-08 21:00:00	ES	Futures	2913.02	2914.39	2912.2	2913.02	3566.0
2018-05-08 21:30:00	ES	Futures	2913.02	2913.84	2911.11	2913.02	2992.0
2018-05-08 22:00:00	ES	Futures	2913.02	2913.29	2911.66	2913.02	2043.0
2018-05-08 22:30:00	ES	Futures	2912.75	2914.39	2912.47	2914.11	1577.0
2018-05-08 23:00:00	ES	Futures	2914.11	2914.66	2913.02	2914.66	2461.0
2018-05-08 23:30:00	ES	Futures	2914.39	2914.93	2913.57	2913.84	2000.0
2018-05-08 00:00:00	NQ	Futures	8070.39	8075.12	8070.39	8072.16	438.0
2018-05-08 00:30:00	NQ	Futures	8072.16	8073.05	8070.69	8072.46	353.0
2018-05-08 01:00:00	NQ	Futures	8072.76	8075.42	8070.69	8073.64	671.0
2018-05-08 01:30:00	NQ	Futures	8073.64	8082.8	8073.64	8077.48	1382.0

> showing 50 of 3,222 rows — these rows as CSV

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